NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24100 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 | 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 | |||||||||
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| 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: -
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| 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































































































































































































































