[--[65.84.65.76]--]

NIFTY

Nifty
26046.95 +148.40 (0.57%)
L: 25938.45 H: 26057.6

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Historical option data for NIFTY

12 Dec 2025 04:10 PM IST
NIFTY 16-DEC-2025 24400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.01
Vega: 0.53
Theta: -1.65
Gamma: 0.00
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