NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24350 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 | 1787.95 | -70.75 | - | 0 | 2 | 0 | |||||||||
| 8 Dec | 25960.55 | 1787.95 | -70.75 | - | 0 | 2 | 2 | |||||||||
| 5 Dec | 26186.45 | 1787.95 | -70.75 | - | 0 | 1 | 0 | |||||||||
| 4 Dec | 26033.75 | 1787.95 | -70.75 | - | 0 | 1 | 0 | |||||||||
| 3 Dec | 25986.00 | 1787.95 | -70.75 | - | 0 | 1 | 0 | |||||||||
| 2 Dec | 26032.20 | 1787.95 | -70.75 | 33.55 | 3 | 1 | 2 | |||||||||
| 1 Dec | 26175.75 | 1858.7 | -69.4 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 1923.05 | -4.75 | - | 2 | 0 | 1 | |||||||||
| 27 Nov | 26215.55 | 1924.2 | 15.25 | - | 2 | 0 | 1 | |||||||||
| 26 Nov | 26205.30 | 1904.85 | 65.55 | - | 3 | 1 | 1 | |||||||||
| 25 Nov | 25884.80 | 1839.3 | -141.55 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1839.3 | -141.55 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1839.3 | -141.55 | 17.58 | 1 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 1971.65 | 171.5 | - | 6 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1800.15 | 155 | - | 0 | 1 | 0 | |||||||||
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| 18 Nov | 25910.05 | 1800.15 | 155 | - | 0 | 1 | 0 | |||||||||
| 17 Nov | 26013.45 | 1800.15 | 155 | - | 1 | 1 | 1 | |||||||||
| 14 Nov | 25910.05 | 1654.7 | -68.35 | - | 3 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 1717.65 | 273.05 | 13.45 | 2 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1444.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 1444.6 | 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 24350 expiring on 09DEC2025
Delta for 24350 CE is -
Historical price for 24350 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1787.95, which was -70.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1787.95, which was -70.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1787.95, which was -70.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1787.95, which was -70.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1787.95, which was -70.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1787.95, which was -70.75 lower than the previous day. The implied volatity was 33.55, the open interest changed by 1 which increased total open position to 2
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1858.7, which was -69.4 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 1923.05, which was -4.75 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 1924.2, which was 15.25 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 1904.85, which was 65.55 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 1839.3, which was -141.55 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 1839.3, which was -141.55 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 1839.3, which was -141.55 lower than the previous day. The implied volatity was 17.58, 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 1971.65, which was 171.5 higher than the previous day. The implied volatity was -, 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 1800.15, which was 155 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 1800.15, which was 155 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 1800.15, which was 155 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 1654.7, which was -68.35 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 1717.65, which was 273.05 higher than the previous day. The implied volatity was 13.45, 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 1444.6, 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 1444.6, 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 24350 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 | 0.1 | -0.7 | - | 56,858 | -627 | 1,274 |
| 8 Dec | 25960.55 | 0.55 | -0.65 | 44.23 | 31,736 | -479 | 1,901 |
| 5 Dec | 26186.45 | 1.2 | 0 | 27.45 | 45,731 | 220 | 2,380 |
| 4 Dec | 26033.75 | 1.1 | -0.65 | 22.48 | 39,336 | 1,169 | 2,160 |
| 3 Dec | 25986.00 | 1.65 | -0.3 | 21.29 | 18,757 | 835 | 991 |
| 2 Dec | 26032.20 | 1.8 | -1.05 | 20.72 | 319 | 70 | 156 |
| 1 Dec | 26175.75 | 3.05 | -0.15 | 21.94 | 486 | 51 | 86 |
| 28 Nov | 26202.95 | 2.75 | -0.65 | 18.87 | 66 | 1 | 35 |
| 27 Nov | 26215.55 | 3.35 | -1.1 | 18.71 | 22 | -3 | 34 |
| 26 Nov | 26205.30 | 4.5 | -2.5 | 18.63 | 30 | 37 | 37 |
| 25 Nov | 25884.80 | 7 | -2.95 | - | 0 | 28 | 0 |
| 24 Nov | 25959.50 | 7 | -2.95 | 16.56 | 5 | 28 | 28 |
| 21 Nov | 26068.15 | 9.95 | -3.65 | - | 0 | 29 | 0 |
| 20 Nov | 26192.15 | 9.95 | -3.65 | 17.62 | 42 | 29 | 29 |
| 19 Nov | 26052.65 | 13.6 | 0.95 | - | 0 | 4 | 0 |
| 18 Nov | 25910.05 | 13.6 | 0.95 | 15.61 | 11 | 4 | 19 |
| 17 Nov | 26013.45 | 12.65 | -7.8 | 15.96 | 17 | 1 | 15 |
| 14 Nov | 25910.05 | 20.45 | -0.95 | 15.84 | 6 | 1 | 14 |
| 13 Nov | 25879.15 | 21.4 | 0 | 15.51 | 26 | 3 | 13 |
| 12 Nov | 25875.80 | 21.4 | -14.95 | 15.18 | 3 | 10 | 10 |
| 11 Nov | 25694.95 | 36.35 | -22.65 | 15.55 | 8 | 0 | 0 |
| 10 Nov | 25574.35 | 59 | 0 | 4.65 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 59 | 0 | 4.31 | 0 | 0 | 0 |
For Nifty - strike price 24350 expiring on 09DEC2025
Delta for 24350 PE is -
Historical price for 24350 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.1, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by -627 which decreased total open position to 1274
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 44.23, the open interest changed by -479 which decreased total open position to 1901
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 27.45, the open interest changed by 220 which increased total open position to 2380
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 22.48, the open interest changed by 1169 which increased total open position to 2160
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 21.29, the open interest changed by 835 which increased total open position to 991
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.8, which was -1.05 lower than the previous day. The implied volatity was 20.72, the open interest changed by 70 which increased total open position to 156
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 3.05, which was -0.15 lower than the previous day. The implied volatity was 21.94, the open interest changed by 51 which increased total open position to 86
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.75, which was -0.65 lower than the previous day. The implied volatity was 18.87, the open interest changed by 1 which increased total open position to 35
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 3.35, which was -1.1 lower than the previous day. The implied volatity was 18.71, the open interest changed by -3 which decreased total open position to 34
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 4.5, which was -2.5 lower than the previous day. The implied volatity was 18.63, the open interest changed by 37 which increased total open position to 37
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 7, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 7, which was -2.95 lower than the previous day. The implied volatity was 16.56, the open interest changed by 28 which increased total open position to 28
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 9.95, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 0
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 9.95, which was -3.65 lower than the previous day. The implied volatity was 17.62, the open interest changed by 29 which increased total open position to 29
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 13.6, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 13.6, which was 0.95 higher than the previous day. The implied volatity was 15.61, the open interest changed by 4 which increased total open position to 19
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 12.65, which was -7.8 lower than the previous day. The implied volatity was 15.96, the open interest changed by 1 which increased total open position to 15
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 20.45, which was -0.95 lower than the previous day. The implied volatity was 15.84, the open interest changed by 1 which increased total open position to 14
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 21.4, which was 0 lower than the previous day. The implied volatity was 15.51, the open interest changed by 3 which increased total open position to 13
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 21.4, which was -14.95 lower than the previous day. The implied volatity was 15.18, the open interest changed by 10 which increased total open position to 10
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 36.35, which was -22.65 lower than the previous day. The implied volatity was 15.55, 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 59, which was 0 lower than the previous day. The implied volatity was 4.65, 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 59, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0































































































































































































































