NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 5.53
Theta: -14.47
Gamma: 0.00
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| 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 | |||||||||
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| 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
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| 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































































































































































































































