NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 24750 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 | 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 | |||||||||
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| 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 | |||||||
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Delta: -0.01
Vega: 0.73
Theta: -1.88
Gamma: 0.00
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| 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































































































































































































































