[--[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 24600 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 1237 -113 - 25 -13 12
8 Dec 25960.55 1350 -255 56.14 13 -11 25
5 Dec 26186.45 1605 188 - 2 0 36
4 Dec 26033.75 1417 32.3 - 2 0 36
3 Dec 25986.00 1384.7 -96.3 - 3 4 36
2 Dec 26032.20 1481 -192.65 - 11 6 32
1 Dec 26175.75 1673.65 -4.35 29.74 24 20 26
28 Nov 26202.95 1678 18.75 - 4 3 6
27 Nov 26215.55 1659.25 3.1 - 2 0 3
26 Nov 26205.30 1656.15 34.9 - 2 3 3
25 Nov 25884.80 1621.25 -98.3 - 0 1 0
24 Nov 25959.50 1621.25 -98.3 - 0 1 0
21 Nov 26068.15 1621.25 -98.3 19.71 2 1 2
20 Nov 26192.15 1716.45 145.05 - 3 0 1
19 Nov 26052.65 1567.9 9.5 - 16 1 1
18 Nov 25910.05 1558.4 139.8 - 0 1 0
17 Nov 26013.45 1558.4 139.8 - 1 1 1
14 Nov 25910.05 1419.35 -62.45 - 3 0 0
13 Nov 25879.15 1476.55 246.5 13.00 4 0 0
12 Nov 25875.80 1230.05 0 - 0 0 0
11 Nov 25694.95 1230.05 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 24600 expiring on 09DEC2025

Delta for 24600 CE is -

Historical price for 24600 CE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1237, which was -113 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 12


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1350, which was -255 lower than the previous day. The implied volatity was 56.14, the open interest changed by -11 which decreased total open position to 25


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1605, which was 188 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1417, which was 32.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1384.7, which was -96.3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 36


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1481, which was -192.65 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 32


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1673.65, which was -4.35 lower than the previous day. The implied volatity was 29.74, the open interest changed by 20 which increased total open position to 26


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1678, which was 18.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 6


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1659.25, which was 3.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1656.15, which was 34.9 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1621.25, which was -98.3 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 1621.25, which was -98.3 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 1621.25, which was -98.3 lower than the previous day. The implied volatity was 19.71, 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 1716.45, which was 145.05 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 1567.9, which was 9.5 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 1558.4, which was 139.8 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 1558.4, which was 139.8 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 1419.35, which was -62.45 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 1476.55, which was 246.5 higher than the previous day. The implied volatity was 13.00, 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 1230.05, 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 1230.05, 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 24600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 0.05 -0.8 - 1,33,981 -2,109 6,076
8 Dec 25960.55 0.6 -0.8 38.09 69,608 -3,013 8,185
5 Dec 26186.45 1.4 -0.05 24.39 92,639 4,878 11,198
4 Dec 26033.75 1.3 -0.75 19.78 68,333 -338 6,320
3 Dec 25986.00 1.8 -0.5 18.54 94,061 2,366 6,658
2 Dec 26032.20 2 -1.5 18.25 19,840 2,759 4,292
1 Dec 26175.75 3.5 -0.1 19.73 7,272 -132 1,533
28 Nov 26202.95 2.85 -1.25 16.72 3,223 -194 1,665
27 Nov 26215.55 3.55 -2.6 16.67 5,043 -1,523 1,859
26 Nov 26205.30 5.5 -2.35 16.97 6,154 588 3,382
25 Nov 25884.80 7.75 -1.25 14.42 4,522 2,319 2,794
24 Nov 25959.50 9.05 -1.9 15.09 389 119 475
21 Nov 26068.15 12.25 1.2 15.62 196 130 356
20 Nov 26192.15 11.3 -2.75 16.01 216 126 226
19 Nov 26052.65 15.7 -2.9 15.54 215 -5 100
18 Nov 25910.05 19.15 2.15 14.58 92 4 105
17 Nov 26013.45 17 -6.95 14.87 81 40 101
14 Nov 25910.05 25.2 -4.5 14.55 80 37 61
13 Nov 25879.15 28.95 -64.05 14.55 67 24 24
12 Nov 25875.80 93 0 4.88 0 0 0
11 Nov 25694.95 93 0 4.30 0 0 0
10 Nov 25574.35 93 0 3.85 0 0 0
7 Nov 25492.30 93 0 3.54 0 0 0
6 Nov 25509.70 93 0 3.54 0 0 0


For Nifty - strike price 24600 expiring on 09DEC2025

Delta for 24600 PE is -

Historical price for 24600 PE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by -2109 which decreased total open position to 6076


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.6, which was -0.8 lower than the previous day. The implied volatity was 38.09, the open interest changed by -3013 which decreased total open position to 8185


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 24.39, the open interest changed by 4878 which increased total open position to 11198


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.3, which was -0.75 lower than the previous day. The implied volatity was 19.78, the open interest changed by -338 which decreased total open position to 6320


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.8, which was -0.5 lower than the previous day. The implied volatity was 18.54, the open interest changed by 2366 which increased total open position to 6658


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2, which was -1.5 lower than the previous day. The implied volatity was 18.25, the open interest changed by 2759 which increased total open position to 4292


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 3.5, which was -0.1 lower than the previous day. The implied volatity was 19.73, the open interest changed by -132 which decreased total open position to 1533


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.85, which was -1.25 lower than the previous day. The implied volatity was 16.72, the open interest changed by -194 which decreased total open position to 1665


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 3.55, which was -2.6 lower than the previous day. The implied volatity was 16.67, the open interest changed by -1523 which decreased total open position to 1859


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 5.5, which was -2.35 lower than the previous day. The implied volatity was 16.97, the open interest changed by 588 which increased total open position to 3382


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 7.75, which was -1.25 lower than the previous day. The implied volatity was 14.42, the open interest changed by 2319 which increased total open position to 2794


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 9.05, which was -1.9 lower than the previous day. The implied volatity was 15.09, the open interest changed by 119 which increased total open position to 475


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 12.25, which was 1.2 higher than the previous day. The implied volatity was 15.62, the open interest changed by 130 which increased total open position to 356


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 11.3, which was -2.75 lower than the previous day. The implied volatity was 16.01, the open interest changed by 126 which increased total open position to 226


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 15.7, which was -2.9 lower than the previous day. The implied volatity was 15.54, the open interest changed by -5 which decreased total open position to 100


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 19.15, which was 2.15 higher than the previous day. The implied volatity was 14.58, the open interest changed by 4 which increased total open position to 105


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 17, which was -6.95 lower than the previous day. The implied volatity was 14.87, the open interest changed by 40 which increased total open position to 101


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 25.2, which was -4.5 lower than the previous day. The implied volatity was 14.55, the open interest changed by 37 which increased total open position to 61


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 28.95, which was -64.05 lower than the previous day. The implied volatity was 14.55, the open interest changed by 24 which increased total open position to 24


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 93, which was 0 lower than the previous day. The implied volatity was 4.88, 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 93, which was 0 lower than the previous day. The implied volatity was 4.30, 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 93, which was 0 lower than the previous day. The implied volatity was 3.85, 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 93, which was 0 lower than the previous day. The implied volatity was 3.54, 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 93, which was 0 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0