[--[65.84.65.76]--]

NIFTY

Nifty
26046.95 +148.40 (0.57%)
L: 25938.45 H: 26057.6

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Historical option data for NIFTY

12 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 24900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 1153.25 125.8 - 23 -13 116
11 Dec 25898.55 1033 133.85 17.31 237 31 129
10 Dec 25758.00 897.85 -86.15 17.63 90 19 98
9 Dec 25839.65 984 -135 - 69 36 79
8 Dec 25960.55 1119 -228.05 21.73 23 19 43
5 Dec 26186.45 1348.8 123 - 5 2 24
4 Dec 26033.75 1226.35 63.35 18.00 7 -2 22
3 Dec 25986.00 1163.35 -111 - 11 23 24
2 Dec 26032.20 1274.35 -83.15 16.28 20 0 1
1 Dec 26175.75 1357.5 -63.6 - 2 -2 1
28 Nov 26202.95 1421.1 -8.3 - 2 3 3
27 Nov 26215.55 1431.6 21.75 - 3 0 0
26 Nov 26205.30 1406.4 333.4 - 2 0 0
25 Nov 25884.80 1073 0 - 0 0 0
24 Nov 25959.50 1073 0 - 0 0 0
21 Nov 26068.15 1073 0 - 0 0 0
20 Nov 26192.15 1073 0 - 0 0 0
19 Nov 26052.65 1073 0 - 0 0 0
18 Nov 25910.05 0 0 - 0 0 0
17 Nov 26013.45 0 0 - 0 0 0
14 Nov 25910.05 0 0 - 0 0 0
13 Nov 25879.15 0 0 - 0 0 0


For Nifty - strike price 24900 expiring on 16DEC2025

Delta for 24900 CE is -

Historical price for 24900 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1153.25, which was 125.8 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 116


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1033, which was 133.85 higher than the previous day. The implied volatity was 17.31, the open interest changed by 31 which increased total open position to 129


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 897.85, which was -86.15 lower than the previous day. The implied volatity was 17.63, the open interest changed by 19 which increased total open position to 98


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 984, which was -135 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 79


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1119, which was -228.05 lower than the previous day. The implied volatity was 21.73, the open interest changed by 19 which increased total open position to 43


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1348.8, which was 123 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 24


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1226.35, which was 63.35 higher than the previous day. The implied volatity was 18.00, the open interest changed by -2 which decreased total open position to 22


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1163.35, which was -111 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 24


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1274.35, which was -83.15 lower than the previous day. The implied volatity was 16.28, the open interest changed by 0 which decreased total open position to 1


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1357.5, which was -63.6 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1421.1, which was -8.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1431.6, which was 21.75 higher 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 1406.4, which was 333.4 higher 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 1073, 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 1073, 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 1073, 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 1073, 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 1073, 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 18 Nov NIFTY was trading at 25910.05. 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 17 Nov NIFTY was trading at 26013.45. 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 14 Nov NIFTY was trading at 25910.05. 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 13 Nov NIFTY was trading at 25879.15. 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


NIFTY 16DEC2025 24900 PE
Delta: -0.01
Vega: 0.87
Theta: -2.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 2.3 -0.3 19.69 3,83,294 8,961 42,957
11 Dec 25898.55 2.35 -2.7 15.80 3,29,770 15,187 33,996
10 Dec 25758.00 5.15 0.75 14.55 2,48,420 3,993 18,809
9 Dec 25839.65 4.55 -2.1 14.28 68,858 8,163 14,816
8 Dec 25960.55 6.75 2.4 15.40 24,199 4,228 6,653
5 Dec 26186.45 3.75 -2 14.38 7,390 1,188 2,425
4 Dec 26033.75 5.4 -1.95 13.07 3,006 238 1,237
3 Dec 25986.00 7 -1.25 12.94 3,872 447 999
2 Dec 26032.20 7.5 -1.2 13.31 687 -18 552
1 Dec 26175.75 7.7 -1.15 13.95 805 358 570
28 Nov 26202.95 7.9 -2.5 13.18 254 23 212
27 Nov 26215.55 9.65 -4.5 13.42 124 16 189
26 Nov 26205.30 14 -9.6 13.93 230 93 173
25 Nov 25884.80 23.15 -4.95 - 58 20 80
24 Nov 25959.50 25.85 -4.1 13.12 68 9 60
21 Nov 26068.15 29.6 4.55 13.77 76 21 51
20 Nov 26192.15 22.15 -9.7 13.63 91 15 30
19 Nov 26052.65 31.85 -101 13.51 21 15 15
18 Nov 25910.05 132.85 0 3.91 0 0 0
17 Nov 26013.45 132.85 0 4.24 0 0 0
14 Nov 25910.05 132.85 0 3.82 0 0 0
13 Nov 25879.15 132.85 0 3.70 0 0 0


For Nifty - strike price 24900 expiring on 16DEC2025

Delta for 24900 PE is -0.01

Historical price for 24900 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2.3, which was -0.3 lower than the previous day. The implied volatity was 19.69, the open interest changed by 8961 which increased total open position to 42957


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.35, which was -2.7 lower than the previous day. The implied volatity was 15.80, the open interest changed by 15187 which increased total open position to 33996


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 5.15, which was 0.75 higher than the previous day. The implied volatity was 14.55, the open interest changed by 3993 which increased total open position to 18809


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 4.55, which was -2.1 lower than the previous day. The implied volatity was 14.28, the open interest changed by 8163 which increased total open position to 14816


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 6.75, which was 2.4 higher than the previous day. The implied volatity was 15.40, the open interest changed by 4228 which increased total open position to 6653


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3.75, which was -2 lower than the previous day. The implied volatity was 14.38, the open interest changed by 1188 which increased total open position to 2425


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 5.4, which was -1.95 lower than the previous day. The implied volatity was 13.07, the open interest changed by 238 which increased total open position to 1237


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 7, which was -1.25 lower than the previous day. The implied volatity was 12.94, the open interest changed by 447 which increased total open position to 999


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 7.5, which was -1.2 lower than the previous day. The implied volatity was 13.31, the open interest changed by -18 which decreased total open position to 552


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 7.7, which was -1.15 lower than the previous day. The implied volatity was 13.95, the open interest changed by 358 which increased total open position to 570


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 7.9, which was -2.5 lower than the previous day. The implied volatity was 13.18, the open interest changed by 23 which increased total open position to 212


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 9.65, which was -4.5 lower than the previous day. The implied volatity was 13.42, the open interest changed by 16 which increased total open position to 189


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 14, which was -9.6 lower than the previous day. The implied volatity was 13.93, the open interest changed by 93 which increased total open position to 173


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 23.15, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 80


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 25.85, which was -4.1 lower than the previous day. The implied volatity was 13.12, the open interest changed by 9 which increased total open position to 60


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 29.6, which was 4.55 higher than the previous day. The implied volatity was 13.77, the open interest changed by 21 which increased total open position to 51


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 22.15, which was -9.7 lower than the previous day. The implied volatity was 13.63, the open interest changed by 15 which increased total open position to 30


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 31.85, which was -101 lower than the previous day. The implied volatity was 13.51, the open interest changed by 15 which increased total open position to 15


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 132.85, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 132.85, which was 0 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 132.85, which was 0 lower than the previous day. The implied volatity was 3.82, the open interest changed by 0 which decreased total open position to 0


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 132.85, which was 0 lower than the previous day. The implied volatity was 3.70, the open interest changed by 0 which decreased total open position to 0