NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24150 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 | 1695.85 | -245.2 | - | 544 | 542 | 543 | |||||||||
| 8 Dec | 25960.55 | 1941.05 | -115.6 | - | 0 | 1 | 1 | |||||||||
| 5 Dec | 26186.45 | 1941.05 | -115.6 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 1941.05 | -115.6 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1941.05 | -115.6 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1941.05 | -115.6 | - | 1 | 0 | 1 | |||||||||
| 1 Dec | 26175.75 | 2056.65 | -69.85 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 2122.2 | -4.85 | - | 2 | 0 | 1 | |||||||||
| 27 Nov | 26215.55 | 2122.55 | 14.9 | - | 2 | 0 | 1 | |||||||||
| 26 Nov | 26205.30 | 2104.7 | 45.65 | - | 5 | 1 | 1 | |||||||||
| 25 Nov | 25884.80 | 2059.05 | -105.45 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 2059.05 | -105.45 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 2059.05 | -105.45 | 22.72 | 1 | 0 | 1 | |||||||||
| 20 Nov | 26192.15 | 2160 | 145.9 | - | 2 | 0 | 1 | |||||||||
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| 19 Nov | 26052.65 | 2009.35 | 6.1 | - | 4 | 1 | 1 | |||||||||
| 18 Nov | 25910.05 | 1995.65 | 160.05 | - | 0 | 1 | 0 | |||||||||
| 17 Nov | 26013.45 | 1995.65 | 160.05 | - | 4 | 1 | 1 | |||||||||
| 14 Nov | 25910.05 | 1833.2 | -84.6 | - | 2 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 1912.35 | 288.15 | 13.96 | 2 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1624.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 1624.2 | 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 24150 expiring on 09DEC2025
Delta for 24150 CE is -
Historical price for 24150 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1695.85, which was -245.2 lower than the previous day. The implied volatity was -, the open interest changed by 542 which increased total open position to 543
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1941.05, which was -115.6 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 1941.05, which was -115.6 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 1941.05, which was -115.6 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 1941.05, which was -115.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1941.05, which was -115.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2056.65, which was -69.85 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 2122.2, which was -4.85 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 2122.55, which was 14.9 higher 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 2104.7, which was 45.65 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 2059.05, which was -105.45 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 2059.05, which was -105.45 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 2059.05, which was -105.45 lower than the previous day. The implied volatity was 22.72, 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 2160, which was 145.9 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 2009.35, which was 6.1 higher 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 1995.65, which was 160.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 1995.65, which was 160.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 1833.2, which was -84.6 lower 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 1912.35, which was 288.15 higher than the previous day. The implied volatity was 13.96, 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 1624.2, 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 1624.2, 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 24150 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 | - | 49,986 | -356 | 1,869 |
| 8 Dec | 25960.55 | 0.65 | -0.45 | 50.24 | 41,403 | -2,352 | 2,225 |
| 5 Dec | 26186.45 | 1.05 | -0.05 | 29.74 | 46,299 | 2,662 | 4,577 |
| 4 Dec | 26033.75 | 1 | -0.7 | 24.74 | 35,664 | 755 | 1,915 |
| 3 Dec | 25986.00 | 1.6 | -0.05 | 23.49 | 17,514 | 835 | 1,160 |
| 2 Dec | 26032.20 | 1.6 | -0.85 | 22.57 | 985 | 144 | 325 |
| 1 Dec | 26175.75 | 2.35 | -0.5 | 23.25 | 229 | 8 | 181 |
| 28 Nov | 26202.95 | 2.65 | -0.25 | 20.56 | 313 | 26 | 173 |
| 27 Nov | 26215.55 | 2.4 | -1.75 | 19.62 | 194 | -8 | 147 |
| 26 Nov | 26205.30 | 4.2 | -4.7 | 20.17 | 301 | 155 | 155 |
| 25 Nov | 25884.80 | 8.9 | 0 | - | 0 | 9 | 0 |
| 24 Nov | 25959.50 | 8.9 | 0 | - | 0 | 9 | 0 |
| 21 Nov | 26068.15 | 8.9 | 0 | 18.35 | 1 | 9 | 9 |
| 20 Nov | 26192.15 | 8.9 | -9.05 | - | 0 | 15 | 0 |
| 19 Nov | 26052.65 | 8.9 | -9.05 | 17.45 | 29 | 15 | 15 |
| 18 Nov | 25910.05 | 14 | -9.85 | - | 0 | 14 | 0 |
| 17 Nov | 26013.45 | 14 | -9.85 | - | 0 | 14 | 0 |
| 14 Nov | 25910.05 | 14 | -9.85 | 16.17 | 17 | 14 | 14 |
| 13 Nov | 25879.15 | 23.85 | 0 | - | 0 | 1 | 0 |
| 12 Nov | 25875.80 | 23.85 | 0 | - | 0 | 1 | 0 |
| 11 Nov | 25694.95 | 23.85 | 0 | 15.63 | 1 | 1 | 2 |
| 10 Nov | 25574.35 | 23.85 | -12.15 | 14.53 | 1 | 1 | 1 |
| 7 Nov | 25492.30 | 36 | -3.7 | - | 0 | 0 | 0 |
For Nifty - strike price 24150 expiring on 09DEC2025
Delta for 24150 PE is -
Historical price for 24150 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 -356 which decreased total open position to 1869
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 50.24, the open interest changed by -2352 which decreased total open position to 2225
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 29.74, the open interest changed by 2662 which increased total open position to 4577
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1, which was -0.7 lower than the previous day. The implied volatity was 24.74, the open interest changed by 755 which increased total open position to 1915
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 23.49, the open interest changed by 835 which increased total open position to 1160
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.6, which was -0.85 lower than the previous day. The implied volatity was 22.57, the open interest changed by 144 which increased total open position to 325
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.35, which was -0.5 lower than the previous day. The implied volatity was 23.25, the open interest changed by 8 which increased total open position to 181
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.65, which was -0.25 lower than the previous day. The implied volatity was 20.56, the open interest changed by 26 which increased total open position to 173
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2.4, which was -1.75 lower than the previous day. The implied volatity was 19.62, the open interest changed by -8 which decreased total open position to 147
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 4.2, which was -4.7 lower than the previous day. The implied volatity was 20.17, the open interest changed by 155 which increased total open position to 155
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 8.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 8.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 8.9, which was 0 lower than the previous day. The implied volatity was 18.35, the open interest changed by 9 which increased total open position to 9
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 8.9, which was -9.05 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 8.9, which was -9.05 lower than the previous day. The implied volatity was 17.45, the open interest changed by 15 which increased total open position to 15
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 14, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 14, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 14, which was -9.85 lower than the previous day. The implied volatity was 16.17, the open interest changed by 14 which increased total open position to 14
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 23.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 23.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 23.85, which was 0 lower than the previous day. The implied volatity was 15.63, the open interest changed by 1 which increased total open position to 2
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 23.85, which was -12.15 lower than the previous day. The implied volatity was 14.53, the open interest changed by 1 which increased total open position to 1
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 36, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































