NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24050 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 | 1830 | -179.7 | - | 3 | 0 | 4 | |||||||||
| 8 Dec | 25960.55 | 2009.7 | 92.3 | - | 0 | 4 | 4 | |||||||||
| 5 Dec | 26186.45 | 2009.7 | 92.3 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 2009.7 | 92.3 | 34.89 | 1 | 0 | 5 | |||||||||
| 3 Dec | 25986.00 | 1917.4 | -142.6 | - | 2 | 2 | 5 | |||||||||
| 2 Dec | 26032.20 | 2060 | -95.95 | 28.19 | 3 | 2 | 3 | |||||||||
| 1 Dec | 26175.75 | 2155.95 | -70.1 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 2221.75 | -4.4 | - | 2 | 0 | 1 | |||||||||
| 27 Nov | 26215.55 | 2222.05 | -0.55 | - | 2 | 0 | 1 | |||||||||
| 26 Nov | 26205.30 | 2219.6 | 61.75 | - | 3 | 1 | 1 | |||||||||
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| 25 Nov | 25884.80 | 2157.85 | -105.3 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 2157.85 | -105.3 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 2157.85 | -105.3 | 24.14 | 1 | 0 | 1 | |||||||||
| 20 Nov | 26192.15 | 2258.7 | 137.95 | - | 2 | -1 | 1 | |||||||||
| 19 Nov | 26052.65 | 2120.75 | 93.7 | - | 1 | -1 | 2 | |||||||||
| 18 Nov | 25910.05 | 2027.05 | -74.15 | 23.14 | 4 | 2 | 3 | |||||||||
| 17 Nov | 26013.45 | 2101.2 | 142.8 | - | 1 | -2 | 1 | |||||||||
| 14 Nov | 25910.05 | 1958.4 | -39.65 | - | 4 | 3 | 3 | |||||||||
| 13 Nov | 25879.15 | 1991.85 | 275.7 | - | 2 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1716.15 | 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 24050 expiring on 09DEC2025
Delta for 24050 CE is -
Historical price for 24050 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1830, which was -179.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 2009.7, which was 92.3 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2009.7, which was 92.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2009.7, which was 92.3 higher than the previous day. The implied volatity was 34.89, the open interest changed by 0 which decreased total open position to 5
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1917.4, which was -142.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2060, which was -95.95 lower than the previous day. The implied volatity was 28.19, the open interest changed by 2 which increased total open position to 3
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2155.95, which was -70.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2221.75, which was -4.4 lower than the previous day. The implied volatity was -, 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 2222.05, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 2219.6, which was 61.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 2157.85, which was -105.3 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 2157.85, which was -105.3 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 2157.85, which was -105.3 lower than the previous day. The implied volatity was 24.14, 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 2258.7, which was 137.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 2120.75, which was 93.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 2027.05, which was -74.15 lower than the previous day. The implied volatity was 23.14, the open interest changed by 2 which increased total open position to 3
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 2101.2, which was 142.8 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 1958.4, which was -39.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 1991.85, which was 275.7 higher 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 1716.15, 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 24050 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 | - | 35,125 | -560 | 1,852 |
| 8 Dec | 25960.55 | 0.85 | -0.15 | - | 33,625 | 203 | 2,412 |
| 5 Dec | 26186.45 | 0.95 | -0.15 | 30.73 | 22,172 | 459 | 2,209 |
| 4 Dec | 26033.75 | 1 | -0.65 | 25.96 | 27,406 | 370 | 1,750 |
| 3 Dec | 25986.00 | 1.5 | -0.05 | 24.51 | 11,754 | 1,318 | 1,380 |
| 2 Dec | 26032.20 | 1.4 | -1.25 | 23.28 | 245 | 39 | 62 |
| 1 Dec | 26175.75 | 2.6 | 0.2 | 24.69 | 87 | 12 | 23 |
| 28 Nov | 26202.95 | 2.3 | -0.45 | 21.08 | 25 | 6 | 11 |
| 27 Nov | 26215.55 | 2.7 | -29.55 | 20.75 | 34 | 5 | 5 |
| 26 Nov | 26205.30 | 32.25 | 0 | 10.57 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 32.25 | 0 | 8.95 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 32.25 | 0 | 9.04 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 32.25 | 0 | 8.83 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 32.25 | 0 | 9.09 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 32.25 | 0 | 8.43 | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 32.25 | 0 | 7.75 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 32.25 | 0 | 8.01 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 32.25 | 0 | 6.97 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 32.25 | 0 | 6.78 | 0 | 0 | 0 |
| 12 Nov | 25875.80 | 32.25 | 0 | 6.64 | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 32.25 | 0 | 6.07 | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 32.25 | 0 | 5.61 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 32.25 | 0 | 5.23 | 0 | 0 | 0 |
For Nifty - strike price 24050 expiring on 09DEC2025
Delta for 24050 PE is -
Historical price for 24050 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 -560 which decreased total open position to 1852
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 203 which increased total open position to 2412
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 30.73, the open interest changed by 459 which increased total open position to 2209
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 25.96, the open interest changed by 370 which increased total open position to 1750
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 24.51, the open interest changed by 1318 which increased total open position to 1380
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.4, which was -1.25 lower than the previous day. The implied volatity was 23.28, the open interest changed by 39 which increased total open position to 62
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.6, which was 0.2 higher than the previous day. The implied volatity was 24.69, the open interest changed by 12 which increased total open position to 23
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 21.08, the open interest changed by 6 which increased total open position to 11
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2.7, which was -29.55 lower than the previous day. The implied volatity was 20.75, the open interest changed by 5 which increased total open position to 5
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 32.25, which was 0 lower than the previous day. The implied volatity was 10.57, 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 32.25, which was 0 lower than the previous day. The implied volatity was 8.95, 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 32.25, which was 0 lower than the previous day. The implied volatity was 9.04, 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 32.25, which was 0 lower than the previous day. The implied volatity was 8.83, 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 32.25, which was 0 lower than the previous day. The implied volatity was 9.09, 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 32.25, which was 0 lower than the previous day. The implied volatity was 8.43, 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 32.25, which was 0 lower than the previous day. The implied volatity was 7.75, 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 32.25, which was 0 lower than the previous day. The implied volatity was 8.01, 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 32.25, which was 0 lower than the previous day. The implied volatity was 6.97, 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 32.25, which was 0 lower than the previous day. The implied volatity was 6.78, 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 32.25, which was 0 lower than the previous day. The implied volatity was 6.64, 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 32.25, which was 0 lower than the previous day. The implied volatity was 6.07, 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 32.25, which was 0 lower than the previous day. The implied volatity was 5.61, 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 32.25, which was 0 lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0































































































































































































































