[--[65.84.65.76]--]

NIFTY

Nifty
25860.1 -167.20 (-0.64%)
L: 25834.35 H: 25980.75

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Historical option data for NIFTY

16 Dec 2025 04:10 PM IST
NIFTY 23-DEC-2025 24900 CE
Delta: 0.92
Vega: 5.53
Theta: -14.47
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 25860.10 1029 -136 20.90 75 53 53
15 Dec 26027.30 1165 -36 - 18 18 23
12 Dec 26046.95 1199 123.8 - 6 4 5
11 Dec 25898.55 1072.35 139.3 - 6 0 1
10 Dec 25758.00 933.05 -98.15 9.22 2 1 1
9 Dec 25839.65 1028.55 -139.9 - 2 0 0
8 Dec 25960.55 1165.35 -98.6 15.66 2 0 0
5 Dec 26186.45 1259.65 58.95 - 0 0 0
4 Dec 26033.75 1259.65 58.95 14.31 2 0 0
3 Dec 25986.00 1197 -50.65 - 4 0 0
2 Dec 26032.20 1247.65 0 - 0 0 0
1 Dec 26175.75 1247.65 0 - 0 0 0
28 Nov 26202.95 1247.65 0 - 0 0 0
27 Nov 26215.55 1247.65 0 - 0 0 0
26 Nov 26205.30 1247.65 0 - 0 0 0
25 Nov 25884.80 0 0 - 0 0 0
24 Nov 25959.50 0 0 - 0 0 0
21 Nov 26068.15 0 0 - 0 0 0
20 Nov 26192.15 0 0 - 0 0 0
19 Nov 26052.65 0 0 - 0 0 0


For Nifty - strike price 24900 expiring on 23DEC2025

Delta for 24900 CE is 0.92

Historical price for 24900 CE is as follows

On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 1029, which was -136 lower than the previous day. The implied volatity was 20.90, the open interest changed by 53 which increased total open position to 53


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1165, which was -36 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 23


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1199, which was 123.8 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1072.35, which was 139.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 933.05, which was -98.15 lower than the previous day. The implied volatity was 9.22, the open interest changed by 1 which increased total open position to 1


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1028.55, which was -139.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1165.35, which was -98.6 lower than the previous day. The implied volatity was 15.66, the open interest changed by 0 which decreased total open position to 0


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1259.65, which was 58.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1259.65, which was 58.95 higher than the previous day. The implied volatity was 14.31, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1197, which was -50.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1247.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1247.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1247.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1247.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1247.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NIFTY 23DEC2025 24900 PE
Delta: -0.02
Vega: 1.90
Theta: -1.77
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
16 Dec 25860.10 4.25 -1.55 14.23 1,35,705 32,868 32,868
15 Dec 26027.30 6 0.15 16.00 57,935 20,198 22,568
12 Dec 26046.95 5.8 -1.15 14.09 12,811 24 2,370
11 Dec 25898.55 7.5 -6.55 12.71 8,938 -251 2,346
10 Dec 25758.00 15 3.7 12.63 9,116 1,878 2,597
9 Dec 25839.65 10.3 -2.1 12.11 1,450 219 719
8 Dec 25960.55 13 5.85 13.16 1,217 163 500
5 Dec 26186.45 7.05 -3.85 12.74 317 62 337
4 Dec 26033.75 11.35 -3.3 12.26 252 110 275
3 Dec 25986.00 15 0.65 12.42 169 15 165
2 Dec 26032.20 14.45 0.05 12.64 85 37 150
1 Dec 26175.75 13.9 -3.85 13.23 82 -3 113
28 Nov 26202.95 15 -2.5 12.88 89 24 116
27 Nov 26215.55 17.25 -5.65 13.13 102 69 92
26 Nov 26205.30 22.1 -13.85 13.49 31 6 23
25 Nov 25884.80 35.75 2.75 - 10 7 17
24 Nov 25959.50 33 -10.2 12.49 18 -3 10
21 Nov 26068.15 43.2 -49.2 13.72 17 13 13
20 Nov 26192.15 92.4 0 4.57 0 0 0
19 Nov 26052.65 92.4 0 4.13 0 0 0


For Nifty - strike price 24900 expiring on 23DEC2025

Delta for 24900 PE is -0.02

Historical price for 24900 PE is as follows

On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 4.25, which was -1.55 lower than the previous day. The implied volatity was 14.23, the open interest changed by 32868 which increased total open position to 32868


On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 6, which was 0.15 higher than the previous day. The implied volatity was 16.00, the open interest changed by 20198 which increased total open position to 22568


On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 5.8, which was -1.15 lower than the previous day. The implied volatity was 14.09, the open interest changed by 24 which increased total open position to 2370


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 7.5, which was -6.55 lower than the previous day. The implied volatity was 12.71, the open interest changed by -251 which decreased total open position to 2346


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 15, which was 3.7 higher than the previous day. The implied volatity was 12.63, the open interest changed by 1878 which increased total open position to 2597


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 10.3, which was -2.1 lower than the previous day. The implied volatity was 12.11, the open interest changed by 219 which increased total open position to 719


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 13, which was 5.85 higher than the previous day. The implied volatity was 13.16, the open interest changed by 163 which increased total open position to 500


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 7.05, which was -3.85 lower than the previous day. The implied volatity was 12.74, the open interest changed by 62 which increased total open position to 337


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 11.35, which was -3.3 lower than the previous day. The implied volatity was 12.26, the open interest changed by 110 which increased total open position to 275


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 15, which was 0.65 higher than the previous day. The implied volatity was 12.42, the open interest changed by 15 which increased total open position to 165


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 14.45, which was 0.05 higher than the previous day. The implied volatity was 12.64, the open interest changed by 37 which increased total open position to 150


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 13.9, which was -3.85 lower than the previous day. The implied volatity was 13.23, the open interest changed by -3 which decreased total open position to 113


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 15, which was -2.5 lower than the previous day. The implied volatity was 12.88, the open interest changed by 24 which increased total open position to 116


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 17.25, which was -5.65 lower than the previous day. The implied volatity was 13.13, the open interest changed by 69 which increased total open position to 92


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 22.1, which was -13.85 lower than the previous day. The implied volatity was 13.49, the open interest changed by 6 which increased total open position to 23


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 35.75, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 17


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 33, which was -10.2 lower than the previous day. The implied volatity was 12.49, the open interest changed by -3 which decreased total open position to 10


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 43.2, which was -49.2 lower than the previous day. The implied volatity was 13.72, the open interest changed by 13 which increased total open position to 13


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 92.4, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 92.4, which was 0 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0