[--[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 24200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 1759 -123 - 0 1 0
8 Dec 25960.55 1759 -123 - 4 1 1
5 Dec 26186.45 1882 -135 - 0 0 0
4 Dec 26033.75 1882 -135 - 0 0 0
3 Dec 25986.00 1882 -135 - 0 0 0
2 Dec 26032.20 1882 -135 - 2 0 4
1 Dec 26175.75 2017 -62.15 - 6 2 4
28 Nov 26202.95 2076.35 18.6 - 2 0 2
27 Nov 26215.55 2054.55 -4.3 - 4 0 2
26 Nov 26205.30 2056 23.3 - 3 2 2
25 Nov 25884.80 2032.7 -96.85 - 0 1 0
24 Nov 25959.50 2032.7 -96.85 - 0 1 0
21 Nov 26068.15 2032.7 -96.85 25.38 1 1 1
20 Nov 26192.15 2120.35 171.2 14.11 4 0 0
19 Nov 26052.65 1949.15 134.2 - 0 -2 0
18 Nov 25910.05 1949.15 134.2 - 0 -2 0
17 Nov 26013.45 1949.15 134.2 - 1 -2 1
14 Nov 25910.05 1814.95 -57 - 4 3 3
13 Nov 25879.15 1871.95 293.2 16.54 1 0 0
12 Nov 25875.80 1578.75 0 - 0 0 0
11 Nov 25694.95 1578.75 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 24200 expiring on 09DEC2025

Delta for 24200 CE is -

Historical price for 24200 CE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1759, which was -123 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1759, which was -123 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 1882, which was -135 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 1882, which was -135 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 1882, which was -135 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 1882, which was -135 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2017, which was -62.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 4


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2076.35, which was 18.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2054.55, which was -4.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 2056, which was 23.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 2032.7, which was -96.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 2032.7, which was -96.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 2032.7, which was -96.85 lower than the previous day. The implied volatity was 25.38, the open interest changed by 1 which increased total open position to 1


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 2120.35, which was 171.2 higher than the previous day. The implied volatity was 14.11, 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 1949.15, which was 134.2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 1949.15, which was 134.2 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 1949.15, which was 134.2 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 1814.95, which was -57 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 1871.95, which was 293.2 higher than the previous day. The implied volatity was 16.54, 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 1578.75, 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 1578.75, 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 24200 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 0.05 -0.65 - 63,247 -637 6,133
8 Dec 25960.55 0.55 -0.65 - 74,217 -6,167 6,770
5 Dec 26186.45 1.15 0.05 29.37 56,874 8,955 12,937
4 Dec 26033.75 1 -0.7 24.01 51,551 -718 3,982
3 Dec 25986.00 1.6 -0.1 22.94 67,462 2,798 4,700
2 Dec 26032.20 1.5 -1.25 21.86 6,037 231 1,902
1 Dec 26175.75 2.65 -0.45 23.19 3,543 784 1,671
28 Nov 26202.95 2.6 -0.45 20.07 2,562 -343 887
27 Nov 26215.55 2.55 -1.75 19.35 2,661 -140 1,230
26 Nov 26205.30 3.85 -1 19.52 4,458 864 1,370
25 Nov 25884.80 5 -1.25 16.88 668 82 506
24 Nov 25959.50 5.6 -1.45 17.30 328 156 424
21 Nov 26068.15 7.35 -1.4 17.43 51 22 268
20 Nov 26192.15 8.75 -0.3 18.45 14 1 246
19 Nov 26052.65 9.3 -2.2 17.18 63 30 245
18 Nov 25910.05 11.25 0.65 16.24 32 10 215
17 Nov 26013.45 12.75 -1.2 17.11 238 133 205
14 Nov 25910.05 18.15 -0.65 16.58 102 15 72
13 Nov 25879.15 17 -2 15.91 78 17 57
12 Nov 25875.80 19 -4.4 15.91 13 6 40
11 Nov 25694.95 23.9 -2.1 15.27 24 12 34
10 Nov 25574.35 26 -17.95 14.42 27 22 22
7 Nov 25492.30 43.95 0 4.77 0 0 0


For Nifty - strike price 24200 expiring on 09DEC2025

Delta for 24200 PE is -

Historical price for 24200 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 -637 which decreased total open position to 6133


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.55, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -6167 which decreased total open position to 6770


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 29.37, the open interest changed by 8955 which increased total open position to 12937


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 24.01, the open interest changed by -718 which decreased total open position to 3982


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 22.94, the open interest changed by 2798 which increased total open position to 4700


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.5, which was -1.25 lower than the previous day. The implied volatity was 21.86, the open interest changed by 231 which increased total open position to 1902


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.65, which was -0.45 lower than the previous day. The implied volatity was 23.19, the open interest changed by 784 which increased total open position to 1671


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.6, which was -0.45 lower than the previous day. The implied volatity was 20.07, the open interest changed by -343 which decreased total open position to 887


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2.55, which was -1.75 lower than the previous day. The implied volatity was 19.35, the open interest changed by -140 which decreased total open position to 1230


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 3.85, which was -1 lower than the previous day. The implied volatity was 19.52, the open interest changed by 864 which increased total open position to 1370


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 5, which was -1.25 lower than the previous day. The implied volatity was 16.88, the open interest changed by 82 which increased total open position to 506


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 5.6, which was -1.45 lower than the previous day. The implied volatity was 17.30, the open interest changed by 156 which increased total open position to 424


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 7.35, which was -1.4 lower than the previous day. The implied volatity was 17.43, the open interest changed by 22 which increased total open position to 268


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 8.75, which was -0.3 lower than the previous day. The implied volatity was 18.45, the open interest changed by 1 which increased total open position to 246


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 9.3, which was -2.2 lower than the previous day. The implied volatity was 17.18, the open interest changed by 30 which increased total open position to 245


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 11.25, which was 0.65 higher than the previous day. The implied volatity was 16.24, the open interest changed by 10 which increased total open position to 215


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 12.75, which was -1.2 lower than the previous day. The implied volatity was 17.11, the open interest changed by 133 which increased total open position to 205


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 18.15, which was -0.65 lower than the previous day. The implied volatity was 16.58, the open interest changed by 15 which increased total open position to 72


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 17, which was -2 lower than the previous day. The implied volatity was 15.91, the open interest changed by 17 which increased total open position to 57


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 19, which was -4.4 lower than the previous day. The implied volatity was 15.91, the open interest changed by 6 which increased total open position to 40


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 23.9, which was -2.1 lower than the previous day. The implied volatity was 15.27, the open interest changed by 12 which increased total open position to 34


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 26, which was -17.95 lower than the previous day. The implied volatity was 14.42, the open interest changed by 22 which increased total open position to 22


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 43.95, which was 0 lower than the previous day. The implied volatity was 4.77, the open interest changed by 0 which decreased total open position to 0