NIFTY
Nifty
Historical option data for NIFTY
16 Dec 2025 04:10 PM IST
| NIFTY 23-DEC-2025 24950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 1.77
Theta: -8.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Dec | 25860.10 | 952.75 | -175.35 | 13.27 | 2 | 3 | 3 | |||||||||
| 15 Dec | 26027.30 | 1128.1 | -20.55 | 16.15 | 2 | 0 | 2 | |||||||||
| 12 Dec | 26046.95 | 1148.65 | 139.7 | - | 2 | 0 | 2 | |||||||||
| 11 Dec | 25898.55 | 1008.95 | 120.55 | - | 2 | 1 | 2 | |||||||||
| 10 Dec | 25758.00 | 888.4 | -102.55 | 10.48 | 8 | 1 | 1 | |||||||||
| 9 Dec | 25839.65 | 987.15 | -132.55 | 7.69 | 2 | 0 | 0 | |||||||||
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| 8 Dec | 25960.55 | 1116.6 | -98.65 | 15.82 | 2 | 0 | 0 | |||||||||
| 5 Dec | 26186.45 | 1211.05 | 51.2 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 1211.05 | 51.2 | 12.41 | 2 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1157.2 | -49 | - | 2 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1206.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 26175.75 | 1206.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 26202.95 | 1206.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1206.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1206.2 | 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 24950 expiring on 23DEC2025
Delta for 24950 CE is 0.98
Historical price for 24950 CE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 952.75, which was -175.35 lower than the previous day. The implied volatity was 13.27, the open interest changed by 3 which increased total open position to 3
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 1128.1, which was -20.55 lower than the previous day. The implied volatity was 16.15, the open interest changed by 0 which decreased total open position to 2
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1148.65, which was 139.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1008.95, which was 120.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 888.4, which was -102.55 lower than the previous day. The implied volatity was 10.48, 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 987.15, which was -132.55 lower than the previous day. The implied volatity was 7.69, 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 1116.6, which was -98.65 lower than the previous day. The implied volatity was 15.82, 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 1211.05, which was 51.2 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 1211.05, which was 51.2 higher than the previous day. The implied volatity was 12.41, 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 1157.2, which was -49 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 1206.2, 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 1206.2, 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 1206.2, 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 1206.2, 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 1206.2, 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 24950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 2.06
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Dec | 25860.10 | 4.6 | -1.45 | 13.79 | 14,316 | 4,230 | 4,230 |
| 15 Dec | 26027.30 | 6.25 | -0.05 | 15.52 | 5,298 | 896 | 1,429 |
| 12 Dec | 26046.95 | 6.35 | -1.35 | 13.79 | 1,606 | 160 | 533 |
| 11 Dec | 25898.55 | 7.8 | -7.85 | 12.30 | 1,458 | 143 | 373 |
| 10 Dec | 25758.00 | 15.8 | 3.65 | 12.23 | 1,443 | 115 | 230 |
| 9 Dec | 25839.65 | 11.1 | -2.6 | 11.78 | 499 | 45 | 115 |
| 8 Dec | 25960.55 | 13.75 | 4.7 | 12.83 | 174 | 52 | 70 |
| 5 Dec | 26186.45 | 9.05 | -7.15 | 12.89 | 15 | 18 | 18 |
| 4 Dec | 26033.75 | 16.15 | -0.35 | - | 0 | 21 | 0 |
| 3 Dec | 25986.00 | 16.15 | -0.35 | 12.18 | 70 | 21 | 22 |
| 2 Dec | 26032.20 | 16.5 | 0 | 12.56 | 4 | 1 | 1 |
| 1 Dec | 26175.75 | 16.5 | -84.15 | 13.28 | 1 | 0 | 0 |
| 28 Nov | 26202.95 | 100.65 | 0 | 4.90 | 0 | 0 | 0 |
| 27 Nov | 26215.55 | 100.65 | 0 | 4.88 | 0 | 0 | 0 |
| 26 Nov | 26205.30 | 100.65 | 0 | 4.77 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 100.65 | 0 | 3.65 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 100.65 | 0 | 3.86 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 100.65 | 0 | 4.09 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 100.65 | 0 | 4.42 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 100.65 | 0 | 3.99 | 0 | 0 | 0 |
For Nifty - strike price 24950 expiring on 23DEC2025
Delta for 24950 PE is -0.02
Historical price for 24950 PE is as follows
On 16 Dec NIFTY was trading at 25860.10. The strike last trading price was 4.6, which was -1.45 lower than the previous day. The implied volatity was 13.79, the open interest changed by 4230 which increased total open position to 4230
On 15 Dec NIFTY was trading at 26027.30. The strike last trading price was 6.25, which was -0.05 lower than the previous day. The implied volatity was 15.52, the open interest changed by 896 which increased total open position to 1429
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 6.35, which was -1.35 lower than the previous day. The implied volatity was 13.79, the open interest changed by 160 which increased total open position to 533
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 7.8, which was -7.85 lower than the previous day. The implied volatity was 12.30, the open interest changed by 143 which increased total open position to 373
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 15.8, which was 3.65 higher than the previous day. The implied volatity was 12.23, the open interest changed by 115 which increased total open position to 230
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 11.1, which was -2.6 lower than the previous day. The implied volatity was 11.78, the open interest changed by 45 which increased total open position to 115
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 13.75, which was 4.7 higher than the previous day. The implied volatity was 12.83, the open interest changed by 52 which increased total open position to 70
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 9.05, which was -7.15 lower than the previous day. The implied volatity was 12.89, the open interest changed by 18 which increased total open position to 18
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 16.15, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 16.15, which was -0.35 lower than the previous day. The implied volatity was 12.18, the open interest changed by 21 which increased total open position to 22
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 16.5, which was 0 lower than the previous day. The implied volatity was 12.56, the open interest changed by 1 which increased total open position to 1
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 16.5, which was -84.15 lower than the previous day. The implied volatity was 13.28, 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 100.65, which was 0 lower than the previous day. The implied volatity was 4.90, 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 100.65, which was 0 lower than the previous day. The implied volatity was 4.88, 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 100.65, which was 0 lower than the previous day. The implied volatity was 4.77, 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 100.65, which was 0 lower than the previous day. The implied volatity was 3.65, 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 100.65, which was 0 lower than the previous day. The implied volatity was 3.86, 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 100.65, which was 0 lower than the previous day. The implied volatity was 4.09, 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 100.65, which was 0 lower than the previous day. The implied volatity was 4.42, 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 100.65, which was 0 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0































































































































































































































