NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 24700 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 | 1363 | 138.9 | - | 18 | -10 | 85 | |||||||||
| 11 Dec | 25898.55 | 1226.35 | 47.2 | - | 42 | 12 | 95 | |||||||||
| 10 Dec | 25758.00 | 1179.15 | 3.7 | 34.34 | 4 | 0 | 83 | |||||||||
| 9 Dec | 25839.65 | 1175.45 | -116.55 | - | 34 | 33 | 83 | |||||||||
| 8 Dec | 25960.55 | 1292 | -219.05 | 16.04 | 16 | 12 | 50 | |||||||||
| 5 Dec | 26186.45 | 1511.05 | 126.05 | - | 56 | 28 | 38 | |||||||||
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| 4 Dec | 26033.75 | 1385 | 70 | - | 7 | 7 | 10 | |||||||||
| 3 Dec | 25986.00 | 1315 | -99.8 | - | 2 | 0 | 3 | |||||||||
| 2 Dec | 26032.20 | 1414.8 | -137.05 | - | 3 | 2 | 3 | |||||||||
| 1 Dec | 26175.75 | 1551.85 | -61.15 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 1613 | 8.55 | - | 2 | 0 | 1 | |||||||||
| 27 Nov | 26215.55 | 1604.45 | 369.95 | - | 2 | 1 | 1 | |||||||||
| 26 Nov | 26205.30 | 1234.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1234.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1234.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1234.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1234.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1234.5 | 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 24700 expiring on 16DEC2025
Delta for 24700 CE is -
Historical price for 24700 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1363, which was 138.9 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 85
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1226.35, which was 47.2 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 95
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1179.15, which was 3.7 higher than the previous day. The implied volatity was 34.34, the open interest changed by 0 which decreased total open position to 83
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1175.45, which was -116.55 lower than the previous day. The implied volatity was -, the open interest changed by 33 which increased total open position to 83
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1292, which was -219.05 lower than the previous day. The implied volatity was 16.04, the open interest changed by 12 which increased total open position to 50
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1511.05, which was 126.05 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 38
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1385, which was 70 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 10
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1315, which was -99.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1414.8, which was -137.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1551.85, which was -61.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1613, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1604.45, which was 369.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 1234.5, 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 24700 PE | |||||||
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Delta: -0.01
Vega: 0.71
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 2 | -0.1 | 22.26 | 2,57,568 | 10,005 | 38,715 |
| 11 Dec | 25898.55 | 1.95 | -2 | 18.05 | 2,91,314 | 3,873 | 28,710 |
| 10 Dec | 25758.00 | 3.85 | 0.1 | 16.50 | 2,05,374 | 15,953 | 24,837 |
| 9 Dec | 25839.65 | 3.65 | -1.75 | 16.16 | 75,383 | 5,042 | 8,884 |
| 8 Dec | 25960.55 | 4.8 | 1.35 | 16.87 | 18,480 | 2,419 | 3,842 |
| 5 Dec | 26186.45 | 3 | -1.4 | 15.73 | 5,039 | 355 | 1,423 |
| 4 Dec | 26033.75 | 4.1 | -1.5 | 14.40 | 3,309 | 411 | 1,068 |
| 3 Dec | 25986.00 | 5.4 | -0.6 | 14.21 | 2,131 | 289 | 657 |
| 2 Dec | 26032.20 | 5.45 | -1.5 | 14.36 | 379 | 158 | 368 |
| 1 Dec | 26175.75 | 6 | -1.45 | 15.14 | 137 | 31 | 210 |
| 28 Nov | 26202.95 | 6.3 | -2 | 14.24 | 223 | -59 | 179 |
| 27 Nov | 26215.55 | 8.3 | -3.25 | 14.62 | 71 | 4 | 238 |
| 26 Nov | 26205.30 | 11.75 | -5 | 15.05 | 297 | 162 | 234 |
| 25 Nov | 25884.80 | 15.3 | -4.35 | 12.89 | 199 | 7 | 72 |
| 24 Nov | 25959.50 | 20.75 | -1.8 | 14.14 | 46 | 7 | 65 |
| 21 Nov | 26068.15 | 22.55 | 1.75 | 14.50 | 37 | 26 | 58 |
| 20 Nov | 26192.15 | 20.8 | -3.95 | 14.94 | 38 | 4 | 32 |
| 19 Nov | 26052.65 | 25.5 | -70 | 14.35 | 44 | 28 | 28 |
| 18 Nov | 25910.05 | 95.5 | 0 | 4.56 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 95.5 | 0 | 4.86 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 95.5 | 0 | 4.42 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 95.5 | 0 | 4.29 | 0 | 0 | 0 |
For Nifty - strike price 24700 expiring on 16DEC2025
Delta for 24700 PE is -0.01
Historical price for 24700 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 22.26, the open interest changed by 10005 which increased total open position to 38715
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.95, which was -2 lower than the previous day. The implied volatity was 18.05, the open interest changed by 3873 which increased total open position to 28710
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 3.85, which was 0.1 higher than the previous day. The implied volatity was 16.50, the open interest changed by 15953 which increased total open position to 24837
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 3.65, which was -1.75 lower than the previous day. The implied volatity was 16.16, the open interest changed by 5042 which increased total open position to 8884
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 4.8, which was 1.35 higher than the previous day. The implied volatity was 16.87, the open interest changed by 2419 which increased total open position to 3842
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3, which was -1.4 lower than the previous day. The implied volatity was 15.73, the open interest changed by 355 which increased total open position to 1423
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 4.1, which was -1.5 lower than the previous day. The implied volatity was 14.40, the open interest changed by 411 which increased total open position to 1068
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 5.4, which was -0.6 lower than the previous day. The implied volatity was 14.21, the open interest changed by 289 which increased total open position to 657
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 5.45, which was -1.5 lower than the previous day. The implied volatity was 14.36, the open interest changed by 158 which increased total open position to 368
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 6, which was -1.45 lower than the previous day. The implied volatity was 15.14, the open interest changed by 31 which increased total open position to 210
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 6.3, which was -2 lower than the previous day. The implied volatity was 14.24, the open interest changed by -59 which decreased total open position to 179
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 8.3, which was -3.25 lower than the previous day. The implied volatity was 14.62, the open interest changed by 4 which increased total open position to 238
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 11.75, which was -5 lower than the previous day. The implied volatity was 15.05, the open interest changed by 162 which increased total open position to 234
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 15.3, which was -4.35 lower than the previous day. The implied volatity was 12.89, the open interest changed by 7 which increased total open position to 72
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 20.75, which was -1.8 lower than the previous day. The implied volatity was 14.14, the open interest changed by 7 which increased total open position to 65
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 22.55, which was 1.75 higher than the previous day. The implied volatity was 14.50, the open interest changed by 26 which increased total open position to 58
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 20.8, which was -3.95 lower than the previous day. The implied volatity was 14.94, the open interest changed by 4 which increased total open position to 32
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 25.5, which was -70 lower than the previous day. The implied volatity was 14.35, the open interest changed by 28 which increased total open position to 28
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 95.5, which was 0 lower than the previous day. The implied volatity was 4.56, 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 95.5, which was 0 lower than the previous day. The implied volatity was 4.86, 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 95.5, 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 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 95.5, which was 0 lower than the previous day. The implied volatity was 4.29, the open interest changed by 0 which decreased total open position to 0































































































































































































































