[--[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 24550 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 1330 -205.65 - 4 0 7
8 Dec 25960.55 1535.65 -44.35 - 0 2 7
5 Dec 26186.45 1535.65 -44.35 - 2 5 5
4 Dec 26033.75 1580 -75.75 - 0 0 0
3 Dec 25986.00 1580 -75.75 - 0 0 0
2 Dec 26032.20 1580 -75.75 28.45 4 0 1
1 Dec 26175.75 1655.75 -72.55 - 2 0 1
28 Nov 26202.95 1724 -10.2 - 2 0 1
27 Nov 26215.55 1730.75 19.35 - 2 0 1
26 Nov 26205.30 1708.8 43.05 - 2 1 1
25 Nov 25884.80 1665.75 -103 - 0 1 0
24 Nov 25959.50 1665.75 -103 - 0 1 0
21 Nov 26068.15 1665.75 -103 19.55 1 1 2
20 Nov 26192.15 1765.65 145.25 - 3 0 1
19 Nov 26052.65 1616.85 9.65 - 16 1 1
18 Nov 25910.05 1607.2 138.95 - 0 1 0
17 Nov 26013.45 1607.2 138.95 - 1 1 1
14 Nov 25910.05 1472.85 -54.45 - 3 0 0
13 Nov 25879.15 1523.85 251.9 13.53 2 0 0
12 Nov 25875.80 1271.95 0 - 0 0 0
11 Nov 25694.95 1271.95 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 24550 expiring on 09DEC2025

Delta for 24550 CE is -

Historical price for 24550 CE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1330, which was -205.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1535.65, which was -44.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 7


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1535.65, which was -44.35 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1580, which was -75.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1580, which was -75.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1580, which was -75.75 lower than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 1


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1655.75, which was -72.55 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 1724, which was -10.2 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 1730.75, which was 19.35 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 1708.8, which was 43.05 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 1665.75, which was -103 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 1665.75, which was -103 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 1665.75, which was -103 lower than the previous day. The implied volatity was 19.55, the open interest changed by 1 which increased total open position to 2


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1765.65, which was 145.25 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 1616.85, which was 9.65 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 1607.2, which was 138.95 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 1607.2, which was 138.95 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 1472.85, which was -54.45 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 1523.85, which was 251.9 higher than the previous day. The implied volatity was 13.53, 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 1271.95, 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 1271.95, 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 24550 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 0.05 -0.85 - 1,08,010 737 2,755
8 Dec 25960.55 0.7 -0.65 40.03 44,664 -2,522 2,018
5 Dec 26186.45 1.35 -0.05 25.04 67,023 2,280 4,540
4 Dec 26033.75 1.25 -0.75 20.39 45,565 368 2,260
3 Dec 25986.00 1.8 -0.4 19.17 43,714 1,578 1,892
2 Dec 26032.20 2.2 -1.2 19.03 721 131 314
1 Dec 26175.75 2.55 -0.85 19.44 359 -35 183
28 Nov 26202.95 3.05 -0.7 17.32 623 105 218
27 Nov 26215.55 3.7 -1.95 17.20 317 54 113
26 Nov 26205.30 5.1 -2.55 17.22 221 59 59
25 Nov 25884.80 7.65 -6.9 - 0 17 0
24 Nov 25959.50 7.65 -6.9 15.13 1 17 17
21 Nov 26068.15 14.55 -2.7 - 0 10 0
20 Nov 26192.15 14.55 -2.7 - 0 10 0
19 Nov 26052.65 14.55 -2.7 15.72 37 10 23
18 Nov 25910.05 17.7 2.2 14.76 23 -12 13
17 Nov 26013.45 15.5 -7.95 14.99 32 -5 25
14 Nov 25910.05 24.15 -3.1 14.81 33 10 30
13 Nov 25879.15 27.25 -7.3 14.74 13 20 20
12 Nov 25875.80 35 -22.9 - 0 29 0
11 Nov 25694.95 35 -22.9 13.82 43 29 29
10 Nov 25574.35 57.9 -27.3 - 0 0 0
7 Nov 25492.30 57.9 -27.3 13.47 1 0 0
6 Nov 25509.70 85.2 0 3.69 0 0 0


For Nifty - strike price 24550 expiring on 09DEC2025

Delta for 24550 PE is -

Historical price for 24550 PE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 737 which increased total open position to 2755


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.7, which was -0.65 lower than the previous day. The implied volatity was 40.03, the open interest changed by -2522 which decreased total open position to 2018


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 25.04, the open interest changed by 2280 which increased total open position to 4540


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 20.39, the open interest changed by 368 which increased total open position to 2260


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.8, which was -0.4 lower than the previous day. The implied volatity was 19.17, the open interest changed by 1578 which increased total open position to 1892


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2.2, which was -1.2 lower than the previous day. The implied volatity was 19.03, the open interest changed by 131 which increased total open position to 314


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.55, which was -0.85 lower than the previous day. The implied volatity was 19.44, the open interest changed by -35 which decreased total open position to 183


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 3.05, which was -0.7 lower than the previous day. The implied volatity was 17.32, the open interest changed by 105 which increased total open position to 218


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 3.7, which was -1.95 lower than the previous day. The implied volatity was 17.20, the open interest changed by 54 which increased total open position to 113


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 5.1, which was -2.55 lower than the previous day. The implied volatity was 17.22, the open interest changed by 59 which increased total open position to 59


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 7.65, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 7.65, which was -6.9 lower than the previous day. The implied volatity was 15.13, the open interest changed by 17 which increased total open position to 17


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 14.55, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 14.55, which was -2.7 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 14.55, which was -2.7 lower than the previous day. The implied volatity was 15.72, the open interest changed by 10 which increased total open position to 23


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 17.7, which was 2.2 higher than the previous day. The implied volatity was 14.76, the open interest changed by -12 which decreased total open position to 13


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 15.5, which was -7.95 lower than the previous day. The implied volatity was 14.99, the open interest changed by -5 which decreased total open position to 25


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 24.15, which was -3.1 lower than the previous day. The implied volatity was 14.81, the open interest changed by 10 which increased total open position to 30


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 27.25, which was -7.3 lower than the previous day. The implied volatity was 14.74, the open interest changed by 20 which increased total open position to 20


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 35, which was -22.9 lower than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 0


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 35, which was -22.9 lower than the previous day. The implied volatity was 13.82, the open interest changed by 29 which increased total open position to 29


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 57.9, which was -27.3 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 57.9, which was -27.3 lower than the previous day. The implied volatity was 13.47, 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 85.2, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0