NIFTY
Nifty
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































































































































































































































