[--[65.84.65.76]--]

NIFTY

Nifty
25839.65 -120.90 (-0.47%)
L: 25728 H: 25923.65

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Historical option data for NIFTY

09 Dec 2025 04:10 PM IST
NIFTY 09-DEC-2025 24000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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