NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24500 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 | 1338.85 | -116.15 | - | 145 | -72 | 95 | |||||||||
| 8 Dec | 25960.55 | 1439.9 | -265.15 | 40.92 | 101 | -62 | 167 | |||||||||
| 5 Dec | 26186.45 | 1705.05 | 131 | - | 32 | -13 | 229 | |||||||||
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| 4 Dec | 26033.75 | 1573.85 | 73.3 | 33.02 | 40 | 10 | 242 | |||||||||
| 3 Dec | 25986.00 | 1500.45 | -98.7 | - | 19 | 0 | 232 | |||||||||
| 2 Dec | 26032.20 | 1608.7 | -119.15 | 21.28 | 199 | 139 | 232 | |||||||||
| 1 Dec | 26175.75 | 1727.8 | -53.2 | - | 103 | 75 | 93 | |||||||||
| 28 Nov | 26202.95 | 1781 | 2.1 | 17.52 | 10 | 16 | 18 | |||||||||
| 27 Nov | 26215.55 | 1779.05 | 19.3 | - | 12 | 0 | 2 | |||||||||
| 26 Nov | 26205.30 | 1756.9 | 260.8 | - | 2 | 0 | 2 | |||||||||
| 25 Nov | 25884.80 | 1496.1 | -144.85 | 21.63 | 2 | 0 | 2 | |||||||||
| 24 Nov | 25959.50 | 1640.95 | -72.3 | 27.31 | 2 | 1 | 2 | |||||||||
| 21 Nov | 26068.15 | 1713.25 | -105.65 | 19.82 | 1 | 0 | 1 | |||||||||
| 20 Nov | 26192.15 | 1814.45 | 165.45 | - | 2 | 0 | 1 | |||||||||
| 19 Nov | 26052.65 | 1649 | -11.3 | - | 2 | 1 | 1 | |||||||||
| 18 Nov | 25910.05 | 1660.3 | 139.3 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 26013.45 | 1660.3 | 139.3 | 8.80 | 1 | 0 | 1 | |||||||||
| 14 Nov | 25910.05 | 1523.5 | -51.95 | - | 4 | 1 | 1 | |||||||||
| 13 Nov | 25879.15 | 1572.05 | 257.65 | 13.09 | 2 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1314.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 1314.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24500 expiring on 09DEC2025
Delta for 24500 CE is -
Historical price for 24500 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1338.85, which was -116.15 lower than the previous day. The implied volatity was -, the open interest changed by -72 which decreased total open position to 95
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1439.9, which was -265.15 lower than the previous day. The implied volatity was 40.92, the open interest changed by -62 which decreased total open position to 167
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1705.05, which was 131 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 229
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1573.85, which was 73.3 higher than the previous day. The implied volatity was 33.02, the open interest changed by 10 which increased total open position to 242
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1500.45, which was -98.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 232
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1608.7, which was -119.15 lower than the previous day. The implied volatity was 21.28, the open interest changed by 139 which increased total open position to 232
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1727.8, which was -53.2 lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 93
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1781, which was 2.1 higher than the previous day. The implied volatity was 17.52, the open interest changed by 16 which increased total open position to 18
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1779.05, which was 19.3 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 1756.9, which was 260.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1496.1, which was -144.85 lower than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 2
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 1640.95, which was -72.3 lower than the previous day. The implied volatity was 27.31, the open interest changed by 1 which increased total open position to 2
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 1713.25, which was -105.65 lower than the previous day. The implied volatity was 19.82, 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 1814.45, which was 165.45 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 1649, which was -11.3 lower 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 1660.3, which was 139.3 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 1660.3, which was 139.3 higher than the previous day. The implied volatity was 8.80, 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 1523.5, which was -51.95 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 1572.05, which was 257.65 higher than the previous day. The implied volatity was 13.09, 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 1314.4, 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 1314.4, 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
On 6 Nov NIFTY was trading at 25509.70. 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 24500 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 | -0.75 | - | 3,60,574 | 7,987 | 40,907 |
| 8 Dec | 25960.55 | 0.7 | -0.6 | 41.36 | 2,22,780 | -23,011 | 32,920 |
| 5 Dec | 26186.45 | 1.3 | -0.1 | 25.62 | 2,66,255 | 13,729 | 55,931 |
| 4 Dec | 26033.75 | 1.2 | -0.8 | 20.92 | 2,47,150 | 5,025 | 42,202 |
| 3 Dec | 25986.00 | 1.8 | -0.25 | 19.76 | 2,43,390 | 11,290 | 37,177 |
| 2 Dec | 26032.20 | 2 | -1.2 | 19.35 | 71,023 | 15,750 | 25,887 |
| 1 Dec | 26175.75 | 2.95 | -0.5 | 20.23 | 37,530 | 4,557 | 10,137 |
| 28 Nov | 26202.95 | 2.9 | -0.7 | 17.66 | 9,620 | 830 | 5,580 |
| 27 Nov | 26215.55 | 3.2 | -2.3 | 17.30 | 12,371 | 140 | 4,750 |
| 26 Nov | 26205.30 | 4.9 | -1.75 | 17.56 | 9,487 | 1,399 | 4,610 |
| 25 Nov | 25884.80 | 6.8 | -1 | 15.01 | 5,079 | 1,184 | 3,211 |
| 24 Nov | 25959.50 | 7.65 | -2.95 | 15.54 | 2,567 | 806 | 2,027 |
| 21 Nov | 26068.15 | 10.95 | 0.4 | 16.12 | 741 | 143 | 1,221 |
| 20 Nov | 26192.15 | 10.45 | -2.55 | 16.58 | 898 | -59 | 1,078 |
| 19 Nov | 26052.65 | 12.85 | -3.9 | 15.76 | 1,166 | 316 | 1,137 |
| 18 Nov | 25910.05 | 17.3 | 0.65 | 15.11 | 613 | 115 | 821 |
| 17 Nov | 26013.45 | 16.3 | -4.9 | 15.53 | 505 | 153 | 706 |
| 14 Nov | 25910.05 | 22 | -4.9 | 14.91 | 334 | 31 | 553 |
| 13 Nov | 25879.15 | 27.1 | 1 | 15.12 | 192 | 29 | 522 |
| 12 Nov | 25875.80 | 26.8 | -6 | 14.76 | 655 | 69 | 493 |
| 11 Nov | 25694.95 | 31.3 | -7.15 | 13.77 | 373 | -21 | 424 |
| 10 Nov | 25574.35 | 37.95 | -15.2 | 13.33 | 471 | 266 | 445 |
| 7 Nov | 25492.30 | 52.2 | 8.65 | 13.48 | 270 | 171 | 179 |
| 6 Nov | 25509.70 | 44 | -33.9 | 12.79 | 14 | 8 | 8 |
For Nifty - strike price 24500 expiring on 09DEC2025
Delta for 24500 PE is -
Historical price for 24500 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 7987 which increased total open position to 40907
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.7, which was -0.6 lower than the previous day. The implied volatity was 41.36, the open interest changed by -23011 which decreased total open position to 32920
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.3, which was -0.1 lower than the previous day. The implied volatity was 25.62, the open interest changed by 13729 which increased total open position to 55931
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.2, which was -0.8 lower than the previous day. The implied volatity was 20.92, the open interest changed by 5025 which increased total open position to 42202
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 19.76, the open interest changed by 11290 which increased total open position to 37177
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2, which was -1.2 lower than the previous day. The implied volatity was 19.35, the open interest changed by 15750 which increased total open position to 25887
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.95, which was -0.5 lower than the previous day. The implied volatity was 20.23, the open interest changed by 4557 which increased total open position to 10137
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.9, which was -0.7 lower than the previous day. The implied volatity was 17.66, the open interest changed by 830 which increased total open position to 5580
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 3.2, which was -2.3 lower than the previous day. The implied volatity was 17.30, the open interest changed by 140 which increased total open position to 4750
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 4.9, which was -1.75 lower than the previous day. The implied volatity was 17.56, the open interest changed by 1399 which increased total open position to 4610
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 6.8, which was -1 lower than the previous day. The implied volatity was 15.01, the open interest changed by 1184 which increased total open position to 3211
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 7.65, which was -2.95 lower than the previous day. The implied volatity was 15.54, the open interest changed by 806 which increased total open position to 2027
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 10.95, which was 0.4 higher than the previous day. The implied volatity was 16.12, the open interest changed by 143 which increased total open position to 1221
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 10.45, which was -2.55 lower than the previous day. The implied volatity was 16.58, the open interest changed by -59 which decreased total open position to 1078
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 12.85, which was -3.9 lower than the previous day. The implied volatity was 15.76, the open interest changed by 316 which increased total open position to 1137
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 17.3, which was 0.65 higher than the previous day. The implied volatity was 15.11, the open interest changed by 115 which increased total open position to 821
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 16.3, which was -4.9 lower than the previous day. The implied volatity was 15.53, the open interest changed by 153 which increased total open position to 706
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 22, which was -4.9 lower than the previous day. The implied volatity was 14.91, the open interest changed by 31 which increased total open position to 553
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 27.1, which was 1 higher than the previous day. The implied volatity was 15.12, the open interest changed by 29 which increased total open position to 522
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 26.8, which was -6 lower than the previous day. The implied volatity was 14.76, the open interest changed by 69 which increased total open position to 493
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 31.3, which was -7.15 lower than the previous day. The implied volatity was 13.77, the open interest changed by -21 which decreased total open position to 424
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 37.95, which was -15.2 lower than the previous day. The implied volatity was 13.33, the open interest changed by 266 which increased total open position to 445
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 52.2, which was 8.65 higher than the previous day. The implied volatity was 13.48, the open interest changed by 171 which increased total open position to 179
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 44, which was -33.9 lower than the previous day. The implied volatity was 12.79, the open interest changed by 8 which increased total open position to 8































































































































































































































