[--[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 24350 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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