NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24450 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 | 1450 | -204 | - | 10 | -8 | 3 | |||||||||
| 8 Dec | 25960.55 | 1654 | -101.3 | - | 0 | 11 | 11 | |||||||||
| 5 Dec | 26186.45 | 1654 | -101.3 | - | 0 | 8 | 0 | |||||||||
| 4 Dec | 26033.75 | 1654 | -101.3 | - | 0 | 8 | 0 | |||||||||
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| 3 Dec | 25986.00 | 1654 | -101.3 | - | 0 | 8 | 0 | |||||||||
| 2 Dec | 26032.20 | 1654 | -101.3 | - | 10 | 8 | 9 | |||||||||
| 1 Dec | 26175.75 | 1755.3 | -72.35 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 1823.35 | -8.8 | - | 2 | 0 | 1 | |||||||||
| 27 Nov | 26215.55 | 1828.5 | 16.8 | - | 2 | 0 | 1 | |||||||||
| 26 Nov | 26205.30 | 1808.6 | 45.55 | - | 3 | 1 | 1 | |||||||||
| 25 Nov | 25884.80 | 1763.05 | -105.65 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1763.05 | -105.65 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1763.05 | -105.65 | 19.94 | 1 | 0 | 1 | |||||||||
| 20 Nov | 26192.15 | 1864.2 | 151.35 | - | 2 | 0 | 1 | |||||||||
| 19 Nov | 26052.65 | 1712.85 | 3.75 | - | 1 | 1 | 1 | |||||||||
| 18 Nov | 25910.05 | 1709.1 | 137.2 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 26013.45 | 1709.1 | 137.2 | - | 1 | 0 | 1 | |||||||||
| 14 Nov | 25910.05 | 1575.05 | -50.95 | - | 4 | 1 | 1 | |||||||||
| 13 Nov | 25879.15 | 1620.8 | 263.5 | 13.90 | 2 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1357.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 1357.3 | 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 24450 expiring on 09DEC2025
Delta for 24450 CE is -
Historical price for 24450 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1450, which was -204 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 3
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1654, which was -101.3 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1654, which was -101.3 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1654, which was -101.3 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1654, which was -101.3 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1654, which was -101.3 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1755.3, which was -72.35 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 1823.35, which was -8.8 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 1828.5, which was 16.8 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 1808.6, which was 45.55 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 1763.05, which was -105.65 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 1763.05, which was -105.65 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 1763.05, which was -105.65 lower than the previous day. The implied volatity was 19.94, the open interest changed by 0 which decreased total open position to 1
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1864.2, which was 151.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 1712.85, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 1709.1, which was 137.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 1709.1, which was 137.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 1575.05, which was -50.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 1620.8, which was 263.5 higher than the previous day. The implied volatity was 13.90, 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 1357.3, 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 1357.3, 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 24450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 0.1 | -0.75 | - | 88,225 | 1,223 | 3,521 |
| 8 Dec | 25960.55 | 0.65 | -0.65 | 42.36 | 38,113 | -141 | 2,298 |
| 5 Dec | 26186.45 | 1.3 | 0 | 26.26 | 49,780 | 492 | 2,439 |
| 4 Dec | 26033.75 | 1.2 | -0.7 | 21.46 | 44,420 | 680 | 1,947 |
| 3 Dec | 25986.00 | 1.7 | -0.35 | 20.16 | 32,196 | 895 | 1,267 |
| 2 Dec | 26032.20 | 1.95 | -1.2 | 19.83 | 587 | 121 | 372 |
| 1 Dec | 26175.75 | 2.8 | -0.35 | 20.73 | 684 | 98 | 251 |
| 28 Nov | 26202.95 | 3.15 | 0.05 | 18.30 | 166 | 13 | 153 |
| 27 Nov | 26215.55 | 2.7 | -2.3 | 17.35 | 122 | 4 | 140 |
| 26 Nov | 26205.30 | 5.25 | -0.75 | 18.17 | 253 | 125 | 136 |
| 25 Nov | 25884.80 | 6 | -0.7 | 15.15 | 2 | -1 | 11 |
| 24 Nov | 25959.50 | 6.7 | -2.7 | 15.64 | 2 | 1 | 12 |
| 21 Nov | 26068.15 | 9.4 | -3.3 | 16.11 | 3 | 11 | 11 |
| 20 Nov | 26192.15 | 12.7 | -2.15 | - | 0 | -3 | 0 |
| 19 Nov | 26052.65 | 12.7 | -2.15 | 16.13 | 3 | -3 | 12 |
| 18 Nov | 25910.05 | 14.85 | -4.4 | 15.07 | 50 | -3 | 15 |
| 17 Nov | 26013.45 | 19.25 | -0.8 | 16.44 | 1 | 0 | 18 |
| 14 Nov | 25910.05 | 20.25 | -21.85 | 15.04 | 22 | 18 | 18 |
| 13 Nov | 25879.15 | 42.1 | -29.05 | - | 0 | 0 | 0 |
| 12 Nov | 25875.80 | 42.1 | -29.05 | - | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 42.1 | -29.05 | 15.30 | 12 | 0 | 0 |
| 10 Nov | 25574.35 | 71.15 | 0 | 4.34 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 71.15 | 0 | 4.00 | 0 | 0 | 0 |
For Nifty - strike price 24450 expiring on 09DEC2025
Delta for 24450 PE is -
Historical price for 24450 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.1, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 1223 which increased total open position to 3521
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was 42.36, the open interest changed by -141 which decreased total open position to 2298
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 26.26, the open interest changed by 492 which increased total open position to 2439
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.2, which was -0.7 lower than the previous day. The implied volatity was 21.46, the open interest changed by 680 which increased total open position to 1947
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 20.16, the open interest changed by 895 which increased total open position to 1267
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.95, which was -1.2 lower than the previous day. The implied volatity was 19.83, the open interest changed by 121 which increased total open position to 372
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.8, which was -0.35 lower than the previous day. The implied volatity was 20.73, the open interest changed by 98 which increased total open position to 251
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 3.15, which was 0.05 higher than the previous day. The implied volatity was 18.30, the open interest changed by 13 which increased total open position to 153
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2.7, which was -2.3 lower than the previous day. The implied volatity was 17.35, the open interest changed by 4 which increased total open position to 140
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 5.25, which was -0.75 lower than the previous day. The implied volatity was 18.17, the open interest changed by 125 which increased total open position to 136
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 6, which was -0.7 lower than the previous day. The implied volatity was 15.15, the open interest changed by -1 which decreased total open position to 11
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 6.7, which was -2.7 lower than the previous day. The implied volatity was 15.64, the open interest changed by 1 which increased total open position to 12
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 9.4, which was -3.3 lower than the previous day. The implied volatity was 16.11, the open interest changed by 11 which increased total open position to 11
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 12.7, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 12.7, which was -2.15 lower than the previous day. The implied volatity was 16.13, the open interest changed by -3 which decreased total open position to 12
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 14.85, which was -4.4 lower than the previous day. The implied volatity was 15.07, the open interest changed by -3 which decreased total open position to 15
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 19.25, which was -0.8 lower than the previous day. The implied volatity was 16.44, the open interest changed by 0 which decreased total open position to 18
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 20.25, which was -21.85 lower than the previous day. The implied volatity was 15.04, the open interest changed by 18 which increased total open position to 18
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 42.1, which was -29.05 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 42.1, which was -29.05 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 42.1, which was -29.05 lower than the previous day. The implied volatity was 15.30, 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 71.15, which was 0 lower than the previous day. The implied volatity was 4.34, 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 71.15, which was 0 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0































































































































































































































