NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 24200 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 | 1674 | 104 | - | 0 | 0 | 4 | |||||||||
| 11 Dec | 25898.55 | 1674 | 104 | - | 1 | 1 | 4 | |||||||||
| 10 Dec | 25758.00 | 1590 | -10 | 25.23 | 4 | 1 | 3 | |||||||||
| 9 Dec | 25839.65 | 1600 | -217.05 | - | 1 | 0 | 2 | |||||||||
| 8 Dec | 25960.55 | 1811.15 | -198.95 | 29.58 | 4 | 0 | 2 | |||||||||
| 5 Dec | 26186.45 | 2010.1 | 103.8 | - | 2 | 1 | 2 | |||||||||
| 4 Dec | 26033.75 | 1898.3 | 31.25 | 16.99 | 2 | 0 | 1 | |||||||||
| 3 Dec | 25986.00 | 1860.65 | -111.6 | - | 3 | 0 | 1 | |||||||||
| 2 Dec | 26032.20 | 1972.25 | -155.9 | 23.71 | 1 | 1 | 1 | |||||||||
| 1 Dec | 26175.75 | 2115.6 | -11.8 | - | 0 | 1 | 0 | |||||||||
| 28 Nov | 26202.95 | 2115.6 | -11.8 | - | 12 | 1 | 1 | |||||||||
| 27 Nov | 26215.55 | 2116.95 | 443.6 | - | 2 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1673.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1673.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1673.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1673.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1673.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1673.35 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 24200 expiring on 16DEC2025
Delta for 24200 CE is -
Historical price for 24200 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1674, which was 104 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1674, which was 104 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1590, which was -10 lower than the previous day. The implied volatity was 25.23, the open interest changed by 1 which increased total open position to 3
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1600, which was -217.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1811.15, which was -198.95 lower than the previous day. The implied volatity was 29.58, the open interest changed by 0 which decreased total open position to 2
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2010.1, which was 103.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1898.3, which was 31.25 higher than the previous day. The implied volatity was 16.99, the open interest changed by 0 which decreased total open position to 1
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1860.65, which was -111.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1972.25, which was -155.9 lower than the previous day. The implied volatity was 23.71, 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 2115.6, which was -11.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2115.6, which was -11.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2116.95, which was 443.6 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 1673.35, 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 1673.35, 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 1673.35, 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 1673.35, 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 1673.35, 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 1673.35, 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 24200 PE | |||||||
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Delta: -0.01
Vega: 0.45
Theta: -1.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 1.45 | -0.15 | 28.42 | 94,210 | -252 | 17,698 |
| 11 Dec | 25898.55 | 1.45 | -0.85 | 23.72 | 1,13,612 | -700 | 17,950 |
| 10 Dec | 25758.00 | 2.15 | -0.15 | 21.26 | 1,12,114 | 12,558 | 18,650 |
| 9 Dec | 25839.65 | 2.5 | -1.1 | 21.01 | 27,178 | 4,593 | 6,092 |
| 8 Dec | 25960.55 | 3.25 | 0.6 | 21.33 | 5,941 | 1,155 | 1,499 |
| 5 Dec | 26186.45 | 2.15 | -1.05 | 19.42 | 955 | 83 | 344 |
| 4 Dec | 26033.75 | 2.5 | -1.15 | 17.72 | 666 | 88 | 261 |
| 3 Dec | 25986.00 | 3.75 | 0.4 | 17.75 | 422 | 134 | 173 |
| 2 Dec | 26032.20 | 3.15 | -1.3 | 17.30 | 46 | 32 | 39 |
| 1 Dec | 26175.75 | 4.45 | -0.8 | 18.41 | 15 | 6 | 7 |
| 28 Nov | 26202.95 | 5.25 | 0 | 17.56 | 2 | -4 | 1 |
| 27 Nov | 26215.55 | 5 | -32.3 | 17.13 | 10 | 5 | 5 |
| 26 Nov | 26205.30 | 37.3 | 0 | 8.40 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 37.3 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 37.3 | 0 | 6.89 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 37.3 | 0 | 6.93 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 37.3 | 0 | 7.21 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 37.3 | 0 | 6.70 | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 37.3 | 0 | 6.14 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 37.3 | 0 | 6.41 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 37.3 | 0 | 5.92 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 37.3 | 0 | 5.77 | 0 | 0 | 0 |
For Nifty - strike price 24200 expiring on 16DEC2025
Delta for 24200 PE is -0.01
Historical price for 24200 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 28.42, the open interest changed by -252 which decreased total open position to 17698
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.45, which was -0.85 lower than the previous day. The implied volatity was 23.72, the open interest changed by -700 which decreased total open position to 17950
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 2.15, which was -0.15 lower than the previous day. The implied volatity was 21.26, the open interest changed by 12558 which increased total open position to 18650
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2.5, which was -1.1 lower than the previous day. The implied volatity was 21.01, the open interest changed by 4593 which increased total open position to 6092
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 3.25, which was 0.6 higher than the previous day. The implied volatity was 21.33, the open interest changed by 1155 which increased total open position to 1499
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.15, which was -1.05 lower than the previous day. The implied volatity was 19.42, the open interest changed by 83 which increased total open position to 344
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 17.72, the open interest changed by 88 which increased total open position to 261
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 3.75, which was 0.4 higher than the previous day. The implied volatity was 17.75, the open interest changed by 134 which increased total open position to 173
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 3.15, which was -1.3 lower than the previous day. The implied volatity was 17.30, the open interest changed by 32 which increased total open position to 39
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 4.45, which was -0.8 lower than the previous day. The implied volatity was 18.41, the open interest changed by 6 which increased total open position to 7
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 5.25, which was 0 lower than the previous day. The implied volatity was 17.56, the open interest changed by -4 which decreased total open position to 1
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 5, which was -32.3 lower than the previous day. The implied volatity was 17.13, the open interest changed by 5 which increased total open position to 5
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 37.3, which was 0 lower than the previous day. The implied volatity was 8.40, 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 37.3, 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 37.3, which was 0 lower than the previous day. The implied volatity was 6.89, 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 37.3, which was 0 lower than the previous day. The implied volatity was 6.93, 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 37.3, which was 0 lower than the previous day. The implied volatity was 7.21, 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 37.3, which was 0 lower than the previous day. The implied volatity was 6.70, 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 37.3, which was 0 lower than the previous day. The implied volatity was 6.14, 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 37.3, which was 0 lower than the previous day. The implied volatity was 6.41, 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 37.3, which was 0 lower than the previous day. The implied volatity was 5.92, 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 37.3, which was 0 lower than the previous day. The implied volatity was 5.77, the open interest changed by 0 which decreased total open position to 0































































































































































































































