NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24400 CE | ||||||||||||||||
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Delta: 1.00
Vega: 0.00
Theta: -6.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 25839.65 | 1438 | -112 | 30.00 | 28 | -7 | 17 | |||||||||
| 8 Dec | 25960.55 | 1550 | -95.8 | 61.43 | 30 | 24 | 24 | |||||||||
| 5 Dec | 26186.45 | 1645.8 | 95.8 | - | 0 | -1 | 0 | |||||||||
| 4 Dec | 26033.75 | 1645.8 | 95.8 | 23.51 | 2 | -1 | 37 | |||||||||
| 3 Dec | 25986.00 | 1550 | -158 | - | 1 | 2 | 38 | |||||||||
| 2 Dec | 26032.20 | 1708 | -122 | 22.05 | 14 | 14 | 36 | |||||||||
| 1 Dec | 26175.75 | 1830 | -49.6 | - | 30 | 20 | 22 | |||||||||
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| 28 Nov | 26202.95 | 1877.05 | -4.05 | - | 2 | 0 | 2 | |||||||||
| 27 Nov | 26215.55 | 1877.7 | 17.95 | - | 2 | 0 | 2 | |||||||||
| 26 Nov | 26205.30 | 1857.55 | 41.6 | - | 3 | 2 | 2 | |||||||||
| 25 Nov | 25884.80 | 1815.95 | -115.65 | - | 0 | 1 | 0 | |||||||||
| 24 Nov | 25959.50 | 1815.95 | -115.65 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 26068.15 | 1815.95 | -115.65 | 21.11 | 1 | 1 | 1 | |||||||||
| 20 Nov | 26192.15 | 1922.35 | 171.25 | 13.82 | 8 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1751.1 | 154.5 | - | 0 | 1 | 0 | |||||||||
| 18 Nov | 25910.05 | 1751.1 | 154.5 | - | 0 | 1 | 0 | |||||||||
| 17 Nov | 26013.45 | 1751.1 | 154.5 | - | 1 | 1 | 1 | |||||||||
| 14 Nov | 25910.05 | 1606.05 | -68.3 | - | 3 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 1669.1 | 268.35 | 13.35 | 2 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1400.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 1400.75 | 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 24400 expiring on 09DEC2025
Delta for 24400 CE is 1.00
Historical price for 24400 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1438, which was -112 lower than the previous day. The implied volatity was 30.00, the open interest changed by -7 which decreased total open position to 17
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1550, which was -95.8 lower than the previous day. The implied volatity was 61.43, the open interest changed by 24 which increased total open position to 24
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1645.8, which was 95.8 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1645.8, which was 95.8 higher than the previous day. The implied volatity was 23.51, the open interest changed by -1 which decreased total open position to 37
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1550, which was -158 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 38
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1708, which was -122 lower than the previous day. The implied volatity was 22.05, the open interest changed by 14 which increased total open position to 36
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1830, which was -49.6 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 22
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1877.05, which was -4.05 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 1877.7, which was 17.95 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 1857.55, which was 41.6 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 1815.95, which was -115.65 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 1815.95, which was -115.65 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 1815.95, which was -115.65 lower than the previous day. The implied volatity was 21.11, 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 1922.35, which was 171.25 higher than the previous day. The implied volatity was 13.82, 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 1751.1, which was 154.5 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 1751.1, which was 154.5 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 1751.1, which was 154.5 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 1606.05, which was -68.3 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 1669.1, which was 268.35 higher than the previous day. The implied volatity was 13.35, 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 1400.75, 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 1400.75, 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 24400 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 | -0.8 | - | 1,88,338 | 2,830 | 6,183 |
| 8 Dec | 25960.55 | 0.7 | -0.55 | 44.01 | 38,965 | -1,331 | 3,353 |
| 5 Dec | 26186.45 | 1.1 | -0.15 | 26.51 | 78,647 | -4,788 | 4,684 |
| 4 Dec | 26033.75 | 1.25 | -0.55 | 22.18 | 79,507 | 148 | 9,472 |
| 3 Dec | 25986.00 | 1.65 | -0.3 | 20.67 | 99,416 | 6,670 | 9,324 |
| 2 Dec | 26032.20 | 1.9 | -1.1 | 20.31 | 7,722 | 281 | 2,654 |
| 1 Dec | 26175.75 | 2.95 | -0.2 | 21.40 | 6,698 | 1,203 | 2,373 |
| 28 Nov | 26202.95 | 2.8 | -0.6 | 18.47 | 2,355 | 129 | 1,170 |
| 27 Nov | 26215.55 | 2.95 | -1.9 | 17.98 | 2,729 | -231 | 1,041 |
| 26 Nov | 26205.30 | 4.85 | -1.15 | 18.40 | 3,395 | 919 | 1,272 |
| 25 Nov | 25884.80 | 6.25 | -0.2 | 15.69 | 514 | 190 | 353 |
| 24 Nov | 25959.50 | 6.8 | -2.85 | 16.10 | 116 | 14 | 163 |
| 21 Nov | 26068.15 | 9.2 | 0.2 | 16.46 | 69 | 29 | 149 |
| 20 Nov | 26192.15 | 9.5 | -2.35 | 17.10 | 186 | -28 | 120 |
| 19 Nov | 26052.65 | 11.85 | -2.25 | 16.32 | 106 | 58 | 148 |
| 18 Nov | 25910.05 | 15.2 | -0.1 | 15.53 | 90 | 64 | 90 |
| 17 Nov | 26013.45 | 15.3 | -3.75 | 16.12 | 20 | 11 | 26 |
| 14 Nov | 25910.05 | 19.1 | -4.9 | 15.25 | 22 | 6 | 15 |
| 13 Nov | 25879.15 | 24 | 1.55 | 15.49 | 23 | 0 | 9 |
| 12 Nov | 25875.80 | 23.45 | -15.6 | 15.09 | 3 | 9 | 9 |
| 11 Nov | 25694.95 | 39.05 | -25.8 | 15.42 | 9 | 0 | 0 |
| 10 Nov | 25574.35 | 64.85 | 0 | 4.50 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 64.85 | 0 | 4.16 | 0 | 0 | 0 |
For Nifty - strike price 24400 expiring on 09DEC2025
Delta for 24400 PE is -
Historical price for 24400 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 2830 which increased total open position to 6183
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.7, which was -0.55 lower than the previous day. The implied volatity was 44.01, the open interest changed by -1331 which decreased total open position to 3353
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 26.51, the open interest changed by -4788 which decreased total open position to 4684
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 22.18, the open interest changed by 148 which increased total open position to 9472
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 20.67, the open interest changed by 6670 which increased total open position to 9324
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.9, which was -1.1 lower than the previous day. The implied volatity was 20.31, the open interest changed by 281 which increased total open position to 2654
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.95, which was -0.2 lower than the previous day. The implied volatity was 21.40, the open interest changed by 1203 which increased total open position to 2373
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.8, which was -0.6 lower than the previous day. The implied volatity was 18.47, the open interest changed by 129 which increased total open position to 1170
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2.95, which was -1.9 lower than the previous day. The implied volatity was 17.98, the open interest changed by -231 which decreased total open position to 1041
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 4.85, which was -1.15 lower than the previous day. The implied volatity was 18.40, the open interest changed by 919 which increased total open position to 1272
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 6.25, which was -0.2 lower than the previous day. The implied volatity was 15.69, the open interest changed by 190 which increased total open position to 353
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 6.8, which was -2.85 lower than the previous day. The implied volatity was 16.10, the open interest changed by 14 which increased total open position to 163
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 9.2, which was 0.2 higher than the previous day. The implied volatity was 16.46, the open interest changed by 29 which increased total open position to 149
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 9.5, which was -2.35 lower than the previous day. The implied volatity was 17.10, the open interest changed by -28 which decreased total open position to 120
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 11.85, which was -2.25 lower than the previous day. The implied volatity was 16.32, the open interest changed by 58 which increased total open position to 148
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 15.2, which was -0.1 lower than the previous day. The implied volatity was 15.53, the open interest changed by 64 which increased total open position to 90
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 15.3, which was -3.75 lower than the previous day. The implied volatity was 16.12, the open interest changed by 11 which increased total open position to 26
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 19.1, which was -4.9 lower than the previous day. The implied volatity was 15.25, the open interest changed by 6 which increased total open position to 15
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 24, which was 1.55 higher than the previous day. The implied volatity was 15.49, the open interest changed by 0 which decreased total open position to 9
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 23.45, which was -15.6 lower than the previous day. The implied volatity was 15.09, the open interest changed by 9 which increased total open position to 9
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 39.05, which was -25.8 lower than the previous day. The implied volatity was 15.42, 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 64.85, which was 0 lower than the previous day. The implied volatity was 4.50, 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 64.85, which was 0 lower than the previous day. The implied volatity was 4.16, the open interest changed by 0 which decreased total open position to 0































































































































































































































