NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24250 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 | 1706.5 | -142.65 | - | 0 | 1 | 0 | |||||||||
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| 8 Dec | 25960.55 | 1706.5 | -142.65 | - | 14 | 1 | 1 | |||||||||
| 5 Dec | 26186.45 | 1849.15 | -114.7 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 1849.15 | -114.7 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 1849.15 | -114.7 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 1849.15 | -114.7 | - | 1 | 0 | 2 | |||||||||
| 1 Dec | 26175.75 | 1963.85 | -63.3 | - | 2 | 0 | 2 | |||||||||
| 28 Nov | 26202.95 | 2023.1 | -20.45 | - | 2 | 0 | 2 | |||||||||
| 27 Nov | 26215.55 | 2040.65 | 32.2 | - | 2 | 0 | 2 | |||||||||
| 26 Nov | 26205.30 | 2006 | 73.05 | - | 2 | 2 | 2 | |||||||||
| 25 Nov | 25884.80 | 1928.4 | 25.1 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1928.4 | 25.1 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1928.4 | 25.1 | - | 4 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1903.3 | 160.7 | - | 0 | 1 | 0 | |||||||||
| 19 Nov | 26052.65 | 1903.3 | 160.7 | - | 0 | 1 | 0 | |||||||||
| 18 Nov | 25910.05 | 1903.3 | 160.7 | - | 0 | 1 | 0 | |||||||||
| 17 Nov | 26013.45 | 1903.3 | 160.7 | - | 1 | 1 | 1 | |||||||||
| 14 Nov | 25910.05 | 1752.35 | -67.95 | - | 3 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 1814.85 | 281.2 | 13.60 | 2 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1533.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 1533.65 | 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 24250 expiring on 09DEC2025
Delta for 24250 CE is -
Historical price for 24250 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1706.5, which was -142.65 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 1706.5, which was -142.65 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 1849.15, which was -114.7 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 1849.15, which was -114.7 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 1849.15, which was -114.7 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 1849.15, which was -114.7 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 1963.85, which was -63.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2023.1, which was -20.45 lower 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 2040.65, which was 32.2 higher 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 2006, which was 73.05 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 1928.4, which was 25.1 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 1928.4, which was 25.1 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 1928.4, which was 25.1 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 1903.3, which was 160.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 1903.3, which was 160.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 1903.3, which was 160.7 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 1903.3, which was 160.7 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 1752.35, which was -67.95 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 1814.85, which was 281.2 higher than the previous day. The implied volatity was 13.60, 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 1533.65, 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 1533.65, 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 24250 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 | -0.75 | - | 56,503 | -838 | 1,699 |
| 8 Dec | 25960.55 | 0.7 | -0.45 | 47.98 | 33,811 | -12 | 2,537 |
| 5 Dec | 26186.45 | 1.15 | 0.05 | 28.67 | 34,888 | 1,322 | 2,549 |
| 4 Dec | 26033.75 | 1.1 | -0.65 | 23.78 | 40,572 | -215 | 1,227 |
| 3 Dec | 25986.00 | 1.65 | 0 | 22.44 | 8,254 | 1,311 | 1,442 |
| 2 Dec | 26032.20 | 1.45 | -1.3 | 21.26 | 338 | 43 | 131 |
| 1 Dec | 26175.75 | 2.55 | -0.55 | 22.45 | 241 | -17 | 88 |
| 28 Nov | 26202.95 | 2.65 | -0.7 | 19.70 | 106 | 53 | 105 |
| 27 Nov | 26215.55 | 2.7 | -1.85 | 19.05 | 129 | 18 | 52 |
| 26 Nov | 26205.30 | 3.75 | -0.65 | 19.02 | 16 | 2 | 34 |
| 25 Nov | 25884.80 | 5 | -2.5 | 16.50 | 2 | 1 | 32 |
| 24 Nov | 25959.50 | 7.5 | -1.35 | 17.65 | 26 | 0 | 31 |
| 21 Nov | 26068.15 | 8.85 | -3.8 | 17.54 | 48 | 31 | 31 |
| 20 Nov | 26192.15 | 12.65 | -6.9 | - | 0 | 25 | 0 |
| 19 Nov | 26052.65 | 12.65 | -6.9 | - | 0 | 25 | 0 |
| 18 Nov | 25910.05 | 12.65 | -6.9 | 16.19 | 35 | 25 | 25 |
| 17 Nov | 26013.45 | 19.55 | -5.9 | - | 0 | 30 | 0 |
| 14 Nov | 25910.05 | 19.55 | -5.9 | 16.44 | 30 | 30 | 30 |
| 13 Nov | 25879.15 | 25.45 | -6.25 | - | 0 | 0 | 0 |
| 12 Nov | 25875.80 | 25.45 | -6.25 | 16.49 | 1 | 0 | 4 |
| 11 Nov | 25694.95 | 31.7 | -16.9 | 15.84 | 5 | 4 | 4 |
| 10 Nov | 25574.35 | 48.6 | 0 | 4.97 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 48.6 | 0 | 4.62 | 0 | 0 | 0 |
For Nifty - strike price 24250 expiring on 09DEC2025
Delta for 24250 PE is -
Historical price for 24250 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -838 which decreased total open position to 1699
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.7, which was -0.45 lower than the previous day. The implied volatity was 47.98, the open interest changed by -12 which decreased total open position to 2537
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 28.67, the open interest changed by 1322 which increased total open position to 2549
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 23.78, the open interest changed by -215 which decreased total open position to 1227
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 22.44, the open interest changed by 1311 which increased total open position to 1442
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.45, which was -1.3 lower than the previous day. The implied volatity was 21.26, the open interest changed by 43 which increased total open position to 131
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.55, which was -0.55 lower than the previous day. The implied volatity was 22.45, the open interest changed by -17 which decreased total open position to 88
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.65, which was -0.7 lower than the previous day. The implied volatity was 19.70, the open interest changed by 53 which increased total open position to 105
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2.7, which was -1.85 lower than the previous day. The implied volatity was 19.05, the open interest changed by 18 which increased total open position to 52
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 3.75, which was -0.65 lower than the previous day. The implied volatity was 19.02, the open interest changed by 2 which increased total open position to 34
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 5, which was -2.5 lower than the previous day. The implied volatity was 16.50, the open interest changed by 1 which increased total open position to 32
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 7.5, which was -1.35 lower than the previous day. The implied volatity was 17.65, the open interest changed by 0 which decreased total open position to 31
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 8.85, which was -3.8 lower than the previous day. The implied volatity was 17.54, the open interest changed by 31 which increased total open position to 31
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 12.65, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 12.65, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 0
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 12.65, which was -6.9 lower than the previous day. The implied volatity was 16.19, the open interest changed by 25 which increased total open position to 25
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 19.55, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 0
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 19.55, which was -5.9 lower than the previous day. The implied volatity was 16.44, the open interest changed by 30 which increased total open position to 30
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 25.45, which was -6.25 lower than the previous day. The implied volatity was -, 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 25.45, which was -6.25 lower than the previous day. The implied volatity was 16.49, the open interest changed by 0 which decreased total open position to 4
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 31.7, which was -16.9 lower than the previous day. The implied volatity was 15.84, the open interest changed by 4 which increased total open position to 4
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 48.6, which was 0 lower than the previous day. The implied volatity was 4.97, 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 48.6, which was 0 lower than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0































































































































































































































