[--[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 24750 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 1116.2 -14.35 - 0 -1 3
11 Dec 25898.55 1116.2 -14.35 - 8 0 4
10 Dec 25758.00 1130 -144.1 - 0 1 4
9 Dec 25839.65 1130 -144.1 - 5 2 3
8 Dec 25960.55 1277.05 -228.55 25.67 2 -1 1
5 Dec 26186.45 1509.1 131.25 17.64 5 -1 2
4 Dec 26033.75 1380.75 78.45 20.53 2 -1 3
3 Dec 25986.00 1302.3 -94.25 - 5 4 4
2 Dec 26032.20 1396.55 -183.6 - 1 0 0
1 Dec 26175.75 1592.35 41.45 - 0 0 0
28 Nov 26202.95 1592.35 41.45 16.20 4 0 1
27 Nov 26215.55 1550.9 357.65 - 2 1 1
26 Nov 26205.30 1193.25 0 - 0 0 0
25 Nov 25884.80 1193.25 0 - 0 0 0
24 Nov 25959.50 1193.25 0 - 0 0 0
21 Nov 26068.15 1193.25 0 - 0 0 0
20 Nov 26192.15 1193.25 0 - 0 0 0
19 Nov 26052.65 1193.25 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 24750 expiring on 16DEC2025

Delta for 24750 CE is -

Historical price for 24750 CE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1116.2, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1116.2, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 1130, which was -144.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1130, which was -144.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1277.05, which was -228.55 lower than the previous day. The implied volatity was 25.67, the open interest changed by -1 which decreased total open position to 1


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1509.1, which was 131.25 higher than the previous day. The implied volatity was 17.64, the open interest changed by -1 which decreased total open position to 2


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1380.75, which was 78.45 higher than the previous day. The implied volatity was 20.53, the open interest changed by -1 which decreased total open position to 3


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1302.3, which was -94.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1396.55, which was -183.6 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 1592.35, which was 41.45 higher 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 1592.35, which was 41.45 higher than the previous day. The implied volatity was 16.20, 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 1550.9, which was 357.65 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 1193.25, 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 1193.25, 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 1193.25, 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 1193.25, 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 1193.25, 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 1193.25, 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 24750 PE
Delta: -0.01
Vega: 0.73
Theta: -1.88
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 26046.95 2 -0.2 21.53 92,794 2,022 7,397
11 Dec 25898.55 1.95 -2.25 17.39 94,882 617 5,375
10 Dec 25758.00 4.15 0.35 16.03 77,944 3,195 4,758
9 Dec 25839.65 4 -1.75 15.78 13,247 433 1,563
8 Dec 25960.55 5.85 2.15 16.81 3,742 901 1,130
5 Dec 26186.45 3.3 -1.35 15.48 591 111 229
4 Dec 26033.75 4.05 -1.65 13.93 269 43 118
3 Dec 25986.00 5.4 -0.7 13.76 165 51 75
2 Dec 26032.20 6.15 -0.15 14.20 53 -2 24
1 Dec 26175.75 6.4 -0.85 14.87 60 12 26
28 Nov 26202.95 7.3 -2.1 14.17 19 -1 14
27 Nov 26215.55 9.4 -8.25 14.54 1 15 15
26 Nov 26205.30 17.65 -8.65 - 0 13 0
25 Nov 25884.80 17.65 -8.65 12.86 13 13 13
24 Nov 25959.50 25.95 -0.9 - 0 3 0
21 Nov 26068.15 25.95 -0.9 14.55 5 3 3
20 Nov 26192.15 26.85 -77.1 - 0 0 0
19 Nov 26052.65 26.85 -77.1 14.13 1 0 0
18 Nov 25910.05 103.95 0 4.40 0 0 0
17 Nov 26013.45 103.95 0 4.71 0 0 0
14 Nov 25910.05 103.95 0 4.27 0 0 0
13 Nov 25879.15 103.95 0 4.14 0 0 0


For Nifty - strike price 24750 expiring on 16DEC2025

Delta for 24750 PE is -0.01

Historical price for 24750 PE is as follows

On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2, which was -0.2 lower than the previous day. The implied volatity was 21.53, the open interest changed by 2022 which increased total open position to 7397


On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1.95, which was -2.25 lower than the previous day. The implied volatity was 17.39, the open interest changed by 617 which increased total open position to 5375


On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 4.15, which was 0.35 higher than the previous day. The implied volatity was 16.03, the open interest changed by 3195 which increased total open position to 4758


On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 4, which was -1.75 lower than the previous day. The implied volatity was 15.78, the open interest changed by 433 which increased total open position to 1563


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 5.85, which was 2.15 higher than the previous day. The implied volatity was 16.81, the open interest changed by 901 which increased total open position to 1130


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3.3, which was -1.35 lower than the previous day. The implied volatity was 15.48, the open interest changed by 111 which increased total open position to 229


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 4.05, which was -1.65 lower than the previous day. The implied volatity was 13.93, the open interest changed by 43 which increased total open position to 118


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 5.4, which was -0.7 lower than the previous day. The implied volatity was 13.76, the open interest changed by 51 which increased total open position to 75


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 6.15, which was -0.15 lower than the previous day. The implied volatity was 14.20, the open interest changed by -2 which decreased total open position to 24


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 6.4, which was -0.85 lower than the previous day. The implied volatity was 14.87, the open interest changed by 12 which increased total open position to 26


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 7.3, which was -2.1 lower than the previous day. The implied volatity was 14.17, the open interest changed by -1 which decreased total open position to 14


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 9.4, which was -8.25 lower than the previous day. The implied volatity was 14.54, the open interest changed by 15 which increased total open position to 15


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 17.65, which was -8.65 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 17.65, which was -8.65 lower than the previous day. The implied volatity was 12.86, the open interest changed by 13 which increased total open position to 13


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 25.95, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 25.95, which was -0.9 lower than the previous day. The implied volatity was 14.55, the open interest changed by 3 which increased total open position to 3


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 26.85, which was -77.1 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 26.85, which was -77.1 lower than the previous day. The implied volatity was 14.13, 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 103.95, which was 0 lower than the previous day. The implied volatity was 4.40, 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 103.95, which was 0 lower than the previous day. The implied volatity was 4.71, 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 103.95, which was 0 lower than the previous day. The implied volatity was 4.27, 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 103.95, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0