[--[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 24500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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