NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 24400 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 | 1460 | -84.85 | - | 0 | 0 | 34 | |||||||||
| 11 Dec | 25898.55 | 1460 | -84.85 | - | 0 | -8 | 34 | |||||||||
| 10 Dec | 25758.00 | 1460 | -84.85 | 37.95 | 11 | 2 | 42 | |||||||||
| 9 Dec | 25839.65 | 1544.85 | -42.15 | 33.76 | 17 | 22 | 40 | |||||||||
| 8 Dec | 25960.55 | 1587 | -231.85 | 16.16 | 25 | 15 | 18 | |||||||||
| 5 Dec | 26186.45 | 1818.85 | 100.75 | - | 3 | -1 | 3 | |||||||||
| 4 Dec | 26033.75 | 1714 | 69 | 21.54 | 3 | 2 | 4 | |||||||||
| 3 Dec | 25986.00 | 1645 | -81.15 | - | 5 | 0 | 2 | |||||||||
| 2 Dec | 26032.20 | 1726.15 | -119 | - | 1 | 0 | 2 | |||||||||
| 1 Dec | 26175.75 | 1845.15 | -75.5 | - | 2 | -1 | 2 | |||||||||
| 28 Nov | 26202.95 | 1922.9 | -15.45 | - | 3 | 3 | 3 | |||||||||
| 27 Nov | 26215.55 | 1928.9 | 436.2 | - | 10 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1492.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1492.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1492.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1492.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1492.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1492.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 25910.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 24400 expiring on 16DEC2025
Delta for 24400 CE is -
Historical price for 24400 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1460, which was -84.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1460, which was -84.85 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 34
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1460, which was -84.85 lower than the previous day. The implied volatity was 37.95, the open interest changed by 2 which increased total open position to 42
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1544.85, which was -42.15 lower than the previous day. The implied volatity was 33.76, the open interest changed by 22 which increased total open position to 40
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1587, which was -231.85 lower than the previous day. The implied volatity was 16.16, the open interest changed by 15 which increased total open position to 18
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1818.85, which was 100.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1714, which was 69 higher than the previous day. The implied volatity was 21.54, the open interest changed by 2 which increased total open position to 4
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1645, which was -81.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1726.15, which was -119 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1845.15, which was -75.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1922.9, which was -15.45 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 1928.9, which was 436.2 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 1492.7, 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 1492.7, 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 1492.7, 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 1492.7, 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 1492.7, 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 1492.7, 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 24400 PE | |||||||
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Delta: -0.01
Vega: 0.53
Theta: -1.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 1.6 | -0.05 | 25.77 | 58,916 | -2,297 | 9,039 |
| 11 Dec | 25898.55 | 1.6 | -1.25 | 21.45 | 84,622 | -2,693 | 11,336 |
| 10 Dec | 25758.00 | 2.75 | -0.05 | 19.46 | 95,070 | 10,379 | 14,029 |
| 9 Dec | 25839.65 | 2.55 | -1.8 | 18.81 | 22,983 | 2,459 | 3,650 |
| 8 Dec | 25960.55 | 3.6 | 0.8 | 19.43 | 5,295 | 1,054 | 1,191 |
| 5 Dec | 26186.45 | 2.5 | -0.9 | 18.01 | 945 | 43 | 137 |
| 4 Dec | 26033.75 | 3.8 | -0.4 | 16.93 | 317 | 27 | 94 |
| 3 Dec | 25986.00 | 5 | -1.55 | 16.71 | 295 | 45 | 67 |
| 2 Dec | 26032.20 | 6.55 | 1.8 | 17.42 | 4 | 2 | 22 |
| 1 Dec | 26175.75 | 4.8 | -4.05 | 17.07 | 34 | 17 | 20 |
| 28 Nov | 26202.95 | 8.85 | -2.9 | 17.40 | 1 | 3 | 3 |
| 27 Nov | 26215.55 | 11.75 | -43.7 | - | 0 | 1 | 0 |
| 26 Nov | 26205.30 | 11.75 | -43.7 | 17.39 | 3 | 1 | 1 |
| 25 Nov | 25884.80 | 55.45 | 0 | 6.03 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 55.45 | 0 | 6.20 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 55.45 | 0 | 6.28 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 55.45 | 0 | 6.58 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 55.45 | 0 | 6.07 | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 55.45 | 0 | 5.51 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 55.45 | 0 | 5.80 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 55.45 | 0 | 5.32 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 55.45 | 0 | 5.18 | 0 | 0 | 0 |
For Nifty - strike price 24400 expiring on 16DEC2025
Delta for 24400 PE is -0.01
Historical price for 24400 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 25.77, the open interest changed by -2297 which decreased total open position to 9039
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.6, which was -1.25 lower than the previous day. The implied volatity was 21.45, the open interest changed by -2693 which decreased total open position to 11336
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 2.75, which was -0.05 lower than the previous day. The implied volatity was 19.46, the open interest changed by 10379 which increased total open position to 14029
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2.55, which was -1.8 lower than the previous day. The implied volatity was 18.81, the open interest changed by 2459 which increased total open position to 3650
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 3.6, which was 0.8 higher than the previous day. The implied volatity was 19.43, the open interest changed by 1054 which increased total open position to 1191
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.5, which was -0.9 lower than the previous day. The implied volatity was 18.01, the open interest changed by 43 which increased total open position to 137
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 3.8, which was -0.4 lower than the previous day. The implied volatity was 16.93, the open interest changed by 27 which increased total open position to 94
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 5, which was -1.55 lower than the previous day. The implied volatity was 16.71, the open interest changed by 45 which increased total open position to 67
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 6.55, which was 1.8 higher than the previous day. The implied volatity was 17.42, the open interest changed by 2 which increased total open position to 22
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 4.8, which was -4.05 lower than the previous day. The implied volatity was 17.07, the open interest changed by 17 which increased total open position to 20
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 8.85, which was -2.9 lower than the previous day. The implied volatity was 17.40, 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 11.75, which was -43.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 11.75, which was -43.7 lower than the previous day. The implied volatity was 17.39, the open interest changed by 1 which increased total open position to 1
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 55.45, which was 0 lower than the previous day. The implied volatity was 6.03, 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 55.45, which was 0 lower than the previous day. The implied volatity was 6.20, 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 55.45, which was 0 lower than the previous day. The implied volatity was 6.28, 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 55.45, which was 0 lower than the previous day. The implied volatity was 6.58, 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 55.45, which was 0 lower than the previous day. The implied volatity was 6.07, 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 55.45, which was 0 lower than the previous day. The implied volatity was 5.51, 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 55.45, which was 0 lower than the previous day. The implied volatity was 5.80, 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 55.45, which was 0 lower than the previous day. The implied volatity was 5.32, 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 55.45, which was 0 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0































































































































































































































