NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24200 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 | 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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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 | - | 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































































































































































































































