NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 25839.65 | 1840.65 | -126.2 | - | 456 | -253 | 420 | |||||||||
| 8 Dec | 25960.55 | 1944.6 | -257.75 | - | 565 | -366 | 673 | |||||||||
| 5 Dec | 26186.45 | 2208.75 | 144 | 33.19 | 447 | -17 | 1,039 | |||||||||
| 4 Dec | 26033.75 | 2065.1 | 43.2 | 38.47 | 424 | -118 | 1,056 | |||||||||
| 3 Dec | 25986.00 | 2024.55 | -79.2 | 17.95 | 550 | 8 | 1,174 | |||||||||
| 2 Dec | 26032.20 | 2116.75 | -111.9 | 32.37 | 1,060 | 628 | 1,166 | |||||||||
| 1 Dec | 26175.75 | 2234.75 | -38.15 | 28.24 | 571 | 408 | 538 | |||||||||
| 28 Nov | 26202.95 | 2272.3 | -9.2 | - | 86 | 79 | 130 | |||||||||
| 27 Nov | 26215.55 | 2284 | 25 | - | 42 | 40 | 51 | |||||||||
| 26 Nov | 26205.30 | 2257 | 298.15 | - | 9 | 6 | 11 | |||||||||
| 25 Nov | 25884.80 | 1953.1 | -254.2 | 14.16 | 6 | 5 | 5 | |||||||||
| 24 Nov | 25959.50 | 2207.3 | -105.4 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 2207.3 | -105.4 | 24.24 | 1 | 0 | 1 | |||||||||
| 20 Nov | 26192.15 | 2308.25 | 149.7 | - | 2 | 0 | 1 | |||||||||
| 19 Nov | 26052.65 | 2158.55 | -3.25 | - | 1 | 1 | 1 | |||||||||
| 18 Nov | 25910.05 | 2161.8 | 166.8 | - | 0 | 0 | 0 | |||||||||
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| 17 Nov | 26013.45 | 2161.8 | 166.8 | 15.98 | 1 | 0 | 0 | |||||||||
| 14 Nov | 25910.05 | 1992.7 | 230.1 | - | 2 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 1762.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1762.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24000 expiring on 09DEC2025
Delta for 24000 CE is -
Historical price for 24000 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1840.65, which was -126.2 lower than the previous day. The implied volatity was -, the open interest changed by -253 which decreased total open position to 420
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1944.6, which was -257.75 lower than the previous day. The implied volatity was -, the open interest changed by -366 which decreased total open position to 673
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2208.75, which was 144 higher than the previous day. The implied volatity was 33.19, the open interest changed by -17 which decreased total open position to 1039
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2065.1, which was 43.2 higher than the previous day. The implied volatity was 38.47, the open interest changed by -118 which decreased total open position to 1056
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2024.55, which was -79.2 lower than the previous day. The implied volatity was 17.95, the open interest changed by 8 which increased total open position to 1174
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2116.75, which was -111.9 lower than the previous day. The implied volatity was 32.37, the open interest changed by 628 which increased total open position to 1166
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2234.75, which was -38.15 lower than the previous day. The implied volatity was 28.24, the open interest changed by 408 which increased total open position to 538
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2272.3, which was -9.2 lower than the previous day. The implied volatity was -, the open interest changed by 79 which increased total open position to 130
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2284, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 51
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 2257, which was 298.15 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 11
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1953.1, which was -254.2 lower than the previous day. The implied volatity was 14.16, the open interest changed by 5 which increased total open position to 5
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 2207.3, which was -105.4 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 2207.3, which was -105.4 lower than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 1
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 2308.25, which was 149.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 2158.55, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 2161.8, which was 166.8 higher 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 2161.8, which was 166.8 higher than the previous day. The implied volatity was 15.98, 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 1992.7, which was 230.1 higher 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 1762.6, 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 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 1762.6, 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 11 Nov NIFTY was trading at 25694.95. 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 10 Nov NIFTY was trading at 25574.35. 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 7 Nov NIFTY was trading at 25492.30. 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 09DEC2025 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 0.05 | -0.65 | - | 1,38,583 | -2,202 | 26,152 |
| 8 Dec | 25960.55 | 0.6 | -0.35 | - | 1,73,208 | -23,136 | 28,354 |
| 5 Dec | 26186.45 | 0.85 | -0.2 | 31.10 | 1,45,398 | 12,988 | 51,490 |
| 4 Dec | 26033.75 | 1 | -0.65 | 26.56 | 1,06,278 | 4,003 | 38,502 |
| 3 Dec | 25986.00 | 1.45 | -0.05 | 24.99 | 1,26,857 | 17,948 | 34,499 |
| 2 Dec | 26032.20 | 1.4 | -0.85 | 23.80 | 37,157 | 4,073 | 16,551 |
| 1 Dec | 26175.75 | 2.15 | -0.7 | 24.53 | 30,731 | 8,009 | 12,478 |
| 28 Nov | 26202.95 | 2.4 | -0.75 | 21.65 | 7,087 | 1,840 | 4,469 |
| 27 Nov | 26215.55 | 3 | -1 | 21.45 | 5,981 | 1,082 | 2,629 |
| 26 Nov | 26205.30 | 3.75 | -0.4 | 21.14 | 4,301 | 493 | 1,547 |
| 25 Nov | 25884.80 | 3.5 | -1.45 | 17.74 | 1,347 | 172 | 1,054 |
| 24 Nov | 25959.50 | 4.55 | -1.65 | 18.39 | 1,523 | 185 | 882 |
| 21 Nov | 26068.15 | 6.45 | -0.35 | 18.62 | 977 | 196 | 697 |
| 20 Nov | 26192.15 | 6.4 | -1.55 | 19.04 | 367 | 134 | 501 |
| 19 Nov | 26052.65 | 8 | -1 | 18.27 | 228 | 94 | 367 |
| 18 Nov | 25910.05 | 9 | -1.15 | 17.14 | 221 | 148 | 273 |
| 17 Nov | 26013.45 | 10 | -3.05 | 17.88 | 65 | 44 | 125 |
| 14 Nov | 25910.05 | 13.3 | -1.4 | 17.10 | 200 | 17 | 81 |
| 13 Nov | 25879.15 | 13.75 | -1.5 | 16.71 | 81 | 43 | 64 |
| 12 Nov | 25875.80 | 14.5 | -4.85 | 16.52 | 35 | 16 | 21 |
| 11 Nov | 25694.95 | 19.7 | -9.25 | 16.11 | 9 | 5 | 5 |
| 10 Nov | 25574.35 | 28.95 | 0 | 5.76 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 28.95 | 0 | 5.38 | 0 | 0 | 0 |
For Nifty - strike price 24000 expiring on 09DEC2025
Delta for 24000 PE is -
Historical price for 24000 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -2202 which decreased total open position to 26152
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -23136 which decreased total open position to 28354
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 31.10, the open interest changed by 12988 which increased total open position to 51490
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 26.56, the open interest changed by 4003 which increased total open position to 38502
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.45, which was -0.05 lower than the previous day. The implied volatity was 24.99, the open interest changed by 17948 which increased total open position to 34499
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.4, which was -0.85 lower than the previous day. The implied volatity was 23.80, the open interest changed by 4073 which increased total open position to 16551
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.15, which was -0.7 lower than the previous day. The implied volatity was 24.53, the open interest changed by 8009 which increased total open position to 12478
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.4, which was -0.75 lower than the previous day. The implied volatity was 21.65, the open interest changed by 1840 which increased total open position to 4469
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 21.45, the open interest changed by 1082 which increased total open position to 2629
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 3.75, which was -0.4 lower than the previous day. The implied volatity was 21.14, the open interest changed by 493 which increased total open position to 1547
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 3.5, which was -1.45 lower than the previous day. The implied volatity was 17.74, the open interest changed by 172 which increased total open position to 1054
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 4.55, which was -1.65 lower than the previous day. The implied volatity was 18.39, the open interest changed by 185 which increased total open position to 882
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 6.45, which was -0.35 lower than the previous day. The implied volatity was 18.62, the open interest changed by 196 which increased total open position to 697
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 6.4, which was -1.55 lower than the previous day. The implied volatity was 19.04, the open interest changed by 134 which increased total open position to 501
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 8, which was -1 lower than the previous day. The implied volatity was 18.27, the open interest changed by 94 which increased total open position to 367
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 9, which was -1.15 lower than the previous day. The implied volatity was 17.14, the open interest changed by 148 which increased total open position to 273
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 10, which was -3.05 lower than the previous day. The implied volatity was 17.88, the open interest changed by 44 which increased total open position to 125
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 13.3, which was -1.4 lower than the previous day. The implied volatity was 17.10, the open interest changed by 17 which increased total open position to 81
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 13.75, which was -1.5 lower than the previous day. The implied volatity was 16.71, the open interest changed by 43 which increased total open position to 64
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 14.5, which was -4.85 lower than the previous day. The implied volatity was 16.52, the open interest changed by 16 which increased total open position to 21
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 19.7, which was -9.25 lower than the previous day. The implied volatity was 16.11, the open interest changed by 5 which increased total open position to 5
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 28.95, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0































































































































































































































