NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24600 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 | 1237 | -113 | - | 25 | -13 | 12 | |||||||||
| 8 Dec | 25960.55 | 1350 | -255 | 56.14 | 13 | -11 | 25 | |||||||||
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| 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: -
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| 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































































































































































































































