NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 25839.65 | 1541 | -124 | - | 10 | 1 | 12 | |||||||||
| 8 Dec | 25960.55 | 1665 | -195 | - | 10 | -6 | 11 | |||||||||
| 5 Dec | 26186.45 | 1860 | 114.3 | - | 1 | 0 | 17 | |||||||||
| 4 Dec | 26033.75 | 1745.7 | 47.95 | - | 3 | 1 | 17 | |||||||||
| 3 Dec | 25986.00 | 1697.75 | -152.25 | - | 2 | 1 | 16 | |||||||||
| 2 Dec | 26032.20 | 1850 | -59.55 | 36.73 | 9 | 7 | 15 | |||||||||
| 1 Dec | 26175.75 | 1909.55 | -76.4 | - | 8 | 5 | 8 | |||||||||
| 28 Nov | 26202.95 | 1982.4 | 4.1 | 19.96 | 2 | 0 | 3 | |||||||||
| 27 Nov | 26215.55 | 1974.85 | 16.1 | - | 3 | 1 | 3 | |||||||||
| 26 Nov | 26205.30 | 1956.3 | 78.45 | - | 3 | 2 | 2 | |||||||||
| 25 Nov | 25884.80 | 1878.75 | 29.6 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1878.75 | 29.6 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1878.75 | 29.6 | 13.62 | 3 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1849.15 | 171.35 | - | 0 | -2 | 0 | |||||||||
| 19 Nov | 26052.65 | 1849.15 | 171.35 | - | 0 | -2 | 0 | |||||||||
| 18 Nov | 25910.05 | 1849.15 | 171.35 | - | 0 | -2 | 0 | |||||||||
| 17 Nov | 26013.45 | 1849.15 | 171.35 | - | 1 | -2 | 1 | |||||||||
| 14 Nov | 25910.05 | 1677.8 | -62.3 | - | 4 | 3 | 3 | |||||||||
| 13 Nov | 25879.15 | 1748.1 | 259.2 | - | 5 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 12 Nov | 25875.80 | 1488.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 1488.9 | 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 24300 expiring on 09DEC2025
Delta for 24300 CE is -
Historical price for 24300 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1541, which was -124 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1665, which was -195 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 11
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1860, which was 114.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1745.7, which was 47.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 17
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1697.75, which was -152.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 16
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1850, which was -59.55 lower than the previous day. The implied volatity was 36.73, the open interest changed by 7 which increased total open position to 15
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1909.55, which was -76.4 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1982.4, which was 4.1 higher than the previous day. The implied volatity was 19.96, the open interest changed by 0 which decreased total open position to 3
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1974.85, which was 16.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1956.3, which was 78.45 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 1878.75, which was 29.6 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 1878.75, which was 29.6 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 1878.75, which was 29.6 higher than the previous day. The implied volatity was 13.62, 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 1849.15, which was 171.35 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 1849.15, which was 171.35 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 1849.15, which was 171.35 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 1849.15, which was 171.35 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 1677.8, which was -62.3 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 1748.1, which was 259.2 higher 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 1488.9, 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 1488.9, 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 24300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 0.05 | -0.7 | - | 77,625 | 401 | 5,568 |
| 8 Dec | 25960.55 | 0.6 | -0.65 | 45.93 | 45,977 | -2,943 | 5,167 |
| 5 Dec | 26186.45 | 1.2 | 0.05 | 28.13 | 59,751 | 3,168 | 8,110 |
| 4 Dec | 26033.75 | 1.05 | -0.65 | 22.97 | 49,127 | 787 | 4,942 |
| 3 Dec | 25986.00 | 1.55 | -0.3 | 21.70 | 67,536 | 2,376 | 4,155 |
| 2 Dec | 26032.20 | 1.85 | -0.95 | 21.33 | 4,274 | 621 | 1,779 |
| 1 Dec | 26175.75 | 3 | -0.1 | 22.50 | 3,097 | 470 | 1,158 |
| 28 Nov | 26202.95 | 2.8 | -0.15 | 19.37 | 2,577 | 53 | 688 |
| 27 Nov | 26215.55 | 2.7 | -1.85 | 18.63 | 920 | -42 | 635 |
| 26 Nov | 26205.30 | 4 | -1.3 | 18.76 | 5,429 | 616 | 677 |
| 25 Nov | 25884.80 | 5.3 | -1.25 | 16.16 | 26 | 7 | 61 |
| 24 Nov | 25959.50 | 6.3 | -2.2 | 16.80 | 41 | 11 | 54 |
| 21 Nov | 26068.15 | 8.5 | 1.35 | 17.04 | 16 | 9 | 43 |
| 20 Nov | 26192.15 | 7.5 | -2.5 | 17.23 | 7 | 2 | 34 |
| 19 Nov | 26052.65 | 10 | -3 | 16.63 | 3 | 10 | 32 |
| 18 Nov | 25910.05 | 13 | -2 | 15.87 | 36 | 3 | 22 |
| 17 Nov | 26013.45 | 15 | -4.7 | 16.83 | 2 | 0 | 19 |
| 14 Nov | 25910.05 | 19.7 | -0.85 | 16.09 | 11 | -1 | 19 |
| 13 Nov | 25879.15 | 20.1 | -1.4 | 15.68 | 172 | 2 | 20 |
| 12 Nov | 25875.80 | 21.5 | -3.5 | 15.56 | 7 | 1 | 18 |
| 11 Nov | 25694.95 | 25 | -28.6 | 14.66 | 24 | 17 | 17 |
| 10 Nov | 25574.35 | 53.6 | 0 | 4.81 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 53.6 | 0 | 4.46 | 0 | 0 | 0 |
For Nifty - strike price 24300 expiring on 09DEC2025
Delta for 24300 PE is -
Historical price for 24300 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 401 which increased total open position to 5568
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.6, which was -0.65 lower than the previous day. The implied volatity was 45.93, the open interest changed by -2943 which decreased total open position to 5167
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 28.13, the open interest changed by 3168 which increased total open position to 8110
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 22.97, the open interest changed by 787 which increased total open position to 4942
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.55, which was -0.3 lower than the previous day. The implied volatity was 21.70, the open interest changed by 2376 which increased total open position to 4155
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.85, which was -0.95 lower than the previous day. The implied volatity was 21.33, the open interest changed by 621 which increased total open position to 1779
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 3, which was -0.1 lower than the previous day. The implied volatity was 22.50, the open interest changed by 470 which increased total open position to 1158
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.8, which was -0.15 lower than the previous day. The implied volatity was 19.37, the open interest changed by 53 which increased total open position to 688
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 18.63, the open interest changed by -42 which decreased total open position to 635
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 4, which was -1.3 lower than the previous day. The implied volatity was 18.76, the open interest changed by 616 which increased total open position to 677
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 5.3, which was -1.25 lower than the previous day. The implied volatity was 16.16, the open interest changed by 7 which increased total open position to 61
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 6.3, which was -2.2 lower than the previous day. The implied volatity was 16.80, the open interest changed by 11 which increased total open position to 54
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 8.5, which was 1.35 higher than the previous day. The implied volatity was 17.04, the open interest changed by 9 which increased total open position to 43
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 7.5, which was -2.5 lower than the previous day. The implied volatity was 17.23, the open interest changed by 2 which increased total open position to 34
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 10, which was -3 lower than the previous day. The implied volatity was 16.63, the open interest changed by 10 which increased total open position to 32
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 13, which was -2 lower than the previous day. The implied volatity was 15.87, the open interest changed by 3 which increased total open position to 22
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 15, which was -4.7 lower than the previous day. The implied volatity was 16.83, the open interest changed by 0 which decreased total open position to 19
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 19.7, which was -0.85 lower than the previous day. The implied volatity was 16.09, the open interest changed by -1 which decreased total open position to 19
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 20.1, which was -1.4 lower than the previous day. The implied volatity was 15.68, the open interest changed by 2 which increased total open position to 20
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 21.5, which was -3.5 lower than the previous day. The implied volatity was 15.56, the open interest changed by 1 which increased total open position to 18
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 25, which was -28.6 lower than the previous day. The implied volatity was 14.66, the open interest changed by 17 which increased total open position to 17
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 53.6, which was 0 lower than the previous day. The implied volatity was 4.81, 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 53.6, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0































































































































































































































