NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 24900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.01
Vega: 0.87
Theta: -2.05
Gamma: 0.00
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| 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































































































































































































































