NIFTY
Nifty
Historical option data for NIFTY
12 Dec 2025 04:10 PM IST
| NIFTY 16-DEC-2025 24850 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 | 1082.3 | 150.85 | - | 0 | -1 | 20 | |||||||||
| 11 Dec | 25898.55 | 1082.3 | 150.85 | 16.97 | 197 | 10 | 21 | |||||||||
| 10 Dec | 25758.00 | 931.45 | -95.6 | - | 6 | 0 | 11 | |||||||||
| 9 Dec | 25839.65 | 1027.05 | -152.35 | - | 4 | 0 | 11 | |||||||||
| 8 Dec | 25960.55 | 1179.4 | -230.55 | 23.43 | 12 | 9 | 11 | |||||||||
| 5 Dec | 26186.45 | 1413.4 | 134.35 | 16.57 | 5 | -1 | 2 | |||||||||
| 4 Dec | 26033.75 | 1282.05 | 80.8 | 19.47 | 2 | -1 | 3 | |||||||||
| 3 Dec | 25986.00 | 1201.25 | -84.05 | - | 5 | 3 | 4 | |||||||||
| 2 Dec | 26032.20 | 1285.3 | -118.35 | - | 1 | 0 | 1 | |||||||||
| 1 Dec | 26175.75 | 1403.65 | -77.35 | - | 2 | 1 | 1 | |||||||||
| 28 Nov | 26202.95 | 1470.65 | 12.9 | - | 2 | 0 | 0 | |||||||||
| 27 Nov | 26215.55 | 1454.55 | 342.05 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 26205.30 | 1454.55 | 342.05 | - | 2 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1112.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1112.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1112.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1112.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1112.5 | 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 24850 expiring on 16DEC2025
Delta for 24850 CE is -
Historical price for 24850 CE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 1082.3, which was 150.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 20
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 1082.3, which was 150.85 higher than the previous day. The implied volatity was 16.97, the open interest changed by 10 which increased total open position to 21
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 931.45, which was -95.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1027.05, which was -152.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1179.4, which was -230.55 lower than the previous day. The implied volatity was 23.43, the open interest changed by 9 which increased total open position to 11
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1413.4, which was 134.35 higher than the previous day. The implied volatity was 16.57, 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 1282.05, which was 80.8 higher than the previous day. The implied volatity was 19.47, 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 1201.25, which was -84.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 4
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1285.3, which was -118.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1403.65, which was -77.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1470.65, which was 12.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1454.55, which was 342.05 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 1454.55, which was 342.05 higher 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 1112.5, 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 1112.5, 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 1112.5, 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 1112.5, 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 1112.5, 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 24850 PE | |||||||
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Delta: -0.01
Vega: 0.83
Theta: -2.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 26046.95 | 2.25 | -0.15 | 20.38 | 1,11,933 | -1,925 | 9,733 |
| 11 Dec | 25898.55 | 2.25 | -2.5 | 16.38 | 1,34,592 | 6,536 | 11,658 |
| 10 Dec | 25758.00 | 4.8 | 0.6 | 15.05 | 91,906 | 2,934 | 5,122 |
| 9 Dec | 25839.65 | 4.3 | -2 | 14.75 | 14,376 | 1,452 | 2,188 |
| 8 Dec | 25960.55 | 6.35 | 2.25 | 15.83 | 2,548 | 577 | 736 |
| 5 Dec | 26186.45 | 4.7 | -0.8 | 15.31 | 621 | 24 | 159 |
| 4 Dec | 26033.75 | 5.2 | -1.8 | 13.52 | 386 | 37 | 135 |
| 3 Dec | 25986.00 | 7.1 | 0.1 | 13.44 | 242 | 88 | 98 |
| 2 Dec | 26032.20 | 7 | -1.4 | 13.60 | 44 | 1 | 10 |
| 1 Dec | 26175.75 | 8.4 | 0.95 | 14.66 | 22 | -6 | 9 |
| 28 Nov | 26202.95 | 7.3 | -4.2 | 13.38 | 11 | -4 | 15 |
| 27 Nov | 26215.55 | 11.5 | -2.5 | 14.25 | 11 | -5 | 19 |
| 26 Nov | 26205.30 | 14 | -6.7 | 14.33 | 3 | 1 | 24 |
| 25 Nov | 25884.80 | 20.7 | -14.4 | 12.44 | 28 | 23 | 23 |
| 24 Nov | 25959.50 | 35.1 | -87.5 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 35.1 | -87.5 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 35.1 | -87.5 | - | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 35.1 | -87.5 | 14.23 | 1 | 0 | 0 |
| 18 Nov | 25910.05 | 122.6 | 0 | 4.07 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 122.6 | 0 | 4.40 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 122.6 | 0 | 3.97 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 122.6 | 0 | 3.85 | 0 | 0 | 0 |
For Nifty - strike price 24850 expiring on 16DEC2025
Delta for 24850 PE is -0.01
Historical price for 24850 PE is as follows
On 12 Dec NIFTY was trading at 26046.95. The strike last trading price was 2.25, which was -0.15 lower than the previous day. The implied volatity was 20.38, the open interest changed by -1925 which decreased total open position to 9733
On 11 Dec NIFTY was trading at 25898.55. The strike last trading price was 2.25, which was -2.5 lower than the previous day. The implied volatity was 16.38, the open interest changed by 6536 which increased total open position to 11658
On 10 Dec NIFTY was trading at 25758.00. The strike last trading price was 4.8, which was 0.6 higher than the previous day. The implied volatity was 15.05, the open interest changed by 2934 which increased total open position to 5122
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 4.3, which was -2 lower than the previous day. The implied volatity was 14.75, the open interest changed by 1452 which increased total open position to 2188
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 6.35, which was 2.25 higher than the previous day. The implied volatity was 15.83, the open interest changed by 577 which increased total open position to 736
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 4.7, which was -0.8 lower than the previous day. The implied volatity was 15.31, the open interest changed by 24 which increased total open position to 159
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 5.2, which was -1.8 lower than the previous day. The implied volatity was 13.52, the open interest changed by 37 which increased total open position to 135
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 7.1, which was 0.1 higher than the previous day. The implied volatity was 13.44, the open interest changed by 88 which increased total open position to 98
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 7, which was -1.4 lower than the previous day. The implied volatity was 13.60, the open interest changed by 1 which increased total open position to 10
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 8.4, which was 0.95 higher than the previous day. The implied volatity was 14.66, the open interest changed by -6 which decreased total open position to 9
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 7.3, which was -4.2 lower than the previous day. The implied volatity was 13.38, the open interest changed by -4 which decreased total open position to 15
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 11.5, which was -2.5 lower than the previous day. The implied volatity was 14.25, the open interest changed by -5 which decreased total open position to 19
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 14, which was -6.7 lower than the previous day. The implied volatity was 14.33, the open interest changed by 1 which increased total open position to 24
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 20.7, which was -14.4 lower than the previous day. The implied volatity was 12.44, the open interest changed by 23 which increased total open position to 23
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 35.1, which was -87.5 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 35.1, which was -87.5 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 35.1, which was -87.5 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 35.1, which was -87.5 lower than the previous day. The implied volatity was 14.23, 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 122.6, which was 0 lower than the previous day. The implied volatity was 4.07, 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 122.6, 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 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 122.6, which was 0 lower than the previous day. The implied volatity was 3.97, 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 122.6, which was 0 lower than the previous day. The implied volatity was 3.85, the open interest changed by 0 which decreased total open position to 0































































































































































































































