[--[65.84.65.76]--]

NIFTY

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

Back to Option Chain


Historical option data for NIFTY

09 Dec 2025 04:10 PM IST
NIFTY 09-DEC-2025 24100 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 1650 -257 - 1 0 1
8 Dec 25960.55 1907 -81 - 0 1 1
5 Dec 26186.45 1907 -81 - 0 0 0
4 Dec 26033.75 1907 -81 - 0 0 0
3 Dec 25986.00 1907 -81 - 1 0 2
2 Dec 26032.20 1988 -115.35 - 1 0 2
1 Dec 26175.75 2103.35 -75.8 - 2 -1 2
28 Nov 26202.95 2174.65 -1.7 - 4 2 3
27 Nov 26215.55 2172.15 -0.45 - 2 0 1
26 Nov 26205.30 2169.6 90.9 - 2 1 1
25 Nov 25884.80 2071.45 18.8 - 0 0 0
24 Nov 25959.50 2071.45 18.8 - 0 0 0
21 Nov 26068.15 2071.45 18.8 - 2 0 0
20 Nov 26192.15 2052.65 151.25 - 0 -1 0
19 Nov 26052.65 2052.65 151.25 - 0 -1 0
18 Nov 25910.05 2052.65 151.25 - 0 -1 0
17 Nov 26013.45 2052.65 151.25 - 1 -1 1
14 Nov 25910.05 1901.4 -68.25 - 4 2 2
13 Nov 25879.15 1969.65 299.65 16.79 1 0 0
12 Nov 25875.80 1670 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 24100 expiring on 09DEC2025

Delta for 24100 CE is -

Historical price for 24100 CE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1650, which was -257 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1907, which was -81 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1907, which was -81 lower 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 1907, which was -81 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1907, which was -81 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1988, which was -115.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2103.35, which was -75.8 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 2


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2174.65, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2172.15, which was -0.45 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 2169.6, which was 90.9 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 2071.45, which was 18.8 higher 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 2071.45, which was 18.8 higher 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 2071.45, which was 18.8 higher 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 2052.65, which was 151.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 2052.65, which was 151.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 2052.65, which was 151.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 2052.65, which was 151.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 1901.4, which was -68.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 1969.65, which was 299.65 higher than the previous day. The implied volatity was 16.79, 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 1670, 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 24100 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 0.05 -0.65 - 51,537 245 4,662
8 Dec 25960.55 0.6 -0.5 - 41,632 -60 4,417
5 Dec 26186.45 1.05 -0.05 30.38 33,655 528 4,477
4 Dec 26033.75 1 -0.6 25.35 48,171 457 3,949
3 Dec 25986.00 1.45 -0.15 23.80 53,061 2,803 3,492
2 Dec 26032.20 1.5 -1.05 22.92 1,795 115 689
1 Dec 26175.75 2.5 -0.4 24.06 1,381 343 574
28 Nov 26202.95 2.85 -0.15 21.19 889 49 231
27 Nov 26215.55 2.65 -1.4 20.28 447 37 182
26 Nov 26205.30 3.55 -32.25 20.15 528 145 145
25 Nov 25884.80 35.8 0 8.74 0 0 0
24 Nov 25959.50 35.8 0 8.84 0 0 0
21 Nov 26068.15 35.8 0 8.64 0 0 0
20 Nov 26192.15 35.8 0 8.90 0 0 0
19 Nov 26052.65 35.8 0 8.26 0 0 0
18 Nov 25910.05 35.8 0 7.56 0 0 0
17 Nov 26013.45 35.8 0 7.83 0 0 0
14 Nov 25910.05 35.8 0 6.81 0 0 0
13 Nov 25879.15 35.8 0 6.62 0 0 0
12 Nov 25875.80 35.8 0 6.49 0 0 0
11 Nov 25694.95 35.8 0 5.91 0 0 0
10 Nov 25574.35 35.8 0 5.45 0 0 0
7 Nov 25492.30 35.8 0 5.07 0 0 0


For Nifty - strike price 24100 expiring on 09DEC2025

Delta for 24100 PE is -

Historical price for 24100 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 245 which increased total open position to 4662


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.6, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 4417


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 30.38, the open interest changed by 528 which increased total open position to 4477


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1, which was -0.6 lower than the previous day. The implied volatity was 25.35, the open interest changed by 457 which increased total open position to 3949


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 23.80, the open interest changed by 2803 which increased total open position to 3492


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.5, which was -1.05 lower than the previous day. The implied volatity was 22.92, the open interest changed by 115 which increased total open position to 689


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was 24.06, the open interest changed by 343 which increased total open position to 574


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.85, which was -0.15 lower than the previous day. The implied volatity was 21.19, the open interest changed by 49 which increased total open position to 231


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2.65, which was -1.4 lower than the previous day. The implied volatity was 20.28, the open interest changed by 37 which increased total open position to 182


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 3.55, which was -32.25 lower than the previous day. The implied volatity was 20.15, the open interest changed by 145 which increased total open position to 145


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 35.8, which was 0 lower than the previous day. The implied volatity was 8.74, 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 35.8, which was 0 lower than the previous day. The implied volatity was 8.84, 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 35.8, which was 0 lower than the previous day. The implied volatity was 8.64, 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 35.8, which was 0 lower than the previous day. The implied volatity was 8.90, 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 35.8, which was 0 lower than the previous day. The implied volatity was 8.26, 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 35.8, which was 0 lower than the previous day. The implied volatity was 7.56, 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 35.8, which was 0 lower than the previous day. The implied volatity was 7.83, 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 35.8, which was 0 lower than the previous day. The implied volatity was 6.81, 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 35.8, which was 0 lower than the previous day. The implied volatity was 6.62, 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 35.8, which was 0 lower than the previous day. The implied volatity was 6.49, 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 35.8, which was 0 lower than the previous day. The implied volatity was 5.91, 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 35.8, which was 0 lower than the previous day. The implied volatity was 5.45, 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 35.8, which was 0 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0