[--[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 24650 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 1254 -194 - 24 -13 12
8 Dec 25960.55 1448 -56.85 - 5 -4 25
5 Dec 26186.45 1504.85 204.85 - 2 29 29
4 Dec 26033.75 1300 -150 - 0 -1 0
3 Dec 25986.00 1300 -150 - 5 -1 30
2 Dec 26032.20 1450 -110 - 27 22 31
1 Dec 26175.75 1560 -67.5 - 11 3 9
28 Nov 26202.95 1627.5 -5.65 - 6 4 6
27 Nov 26215.55 1630.35 25 - 2 0 2
26 Nov 26205.30 1605.35 65.35 - 2 2 2
25 Nov 25884.80 1540 -28.5 - 0 0 0
24 Nov 25959.50 1540 -28.5 29.49 1 0 1
21 Nov 26068.15 1568.5 -108.2 18.88 1 0 1
20 Nov 26192.15 1674.3 152.5 12.60 2 0 1
19 Nov 26052.65 1517.7 7.55 - 16 1 1
18 Nov 25910.05 1510.15 178.15 - 0 -2 0
17 Nov 26013.45 1510.15 178.15 - 1 -2 1
14 Nov 25910.05 1332 -83.8 - 4 3 3
13 Nov 25879.15 1415.8 227.15 11.41 1 0 0
12 Nov 25875.80 1188.65 0 - 0 0 0
11 Nov 25694.95 1188.65 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 24650 expiring on 09DEC2025

Delta for 24650 CE is -

Historical price for 24650 CE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1254, which was -194 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 1448, which was -56.85 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 25


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1504.85, which was 204.85 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 29


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1300, which was -150 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1300, which was -150 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 30


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1450, which was -110 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 31


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1560, which was -67.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 9


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1627.5, which was -5.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1630.35, which was 25 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 1605.35, which was 65.35 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1540, which was -28.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 1540, which was -28.5 lower than the previous day. The implied volatity was 29.49, the open interest changed by 0 which decreased total open position to 1


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 1568.5, which was -108.2 lower than the previous day. The implied volatity was 18.88, 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 1674.3, which was 152.5 higher than the previous day. The implied volatity was 12.60, 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 1517.7, which was 7.55 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 1510.15, which was 178.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 1510.15, which was 178.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 1332, which was -83.8 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 1415.8, which was 227.15 higher than the previous day. The implied volatity was 11.41, 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 1188.65, 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 1188.65, 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 24650 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 0.05 -0.85 - 1,44,917 -1,335 3,393
8 Dec 25960.55 0.8 -0.65 37.92 58,568 -1,388 4,728
5 Dec 26186.45 1.4 -0.15 23.74 65,439 3,543 6,116
4 Dec 26033.75 1.35 -0.85 19.25 45,676 854 2,573
3 Dec 25986.00 2 -0.4 18.19 50,826 924 1,719
2 Dec 26032.20 2.4 -1.25 18.12 2,820 478 795
1 Dec 26175.75 3.75 0.1 19.26 874 238 317
28 Nov 26202.95 3.05 -1.15 16.42 476 31 79
27 Nov 26215.55 4.3 -1.65 16.68 277 -60 48
26 Nov 26205.30 5.7 -2.1 16.61 363 75 108
25 Nov 25884.80 7.8 -1 13.98 6 4 33
24 Nov 25959.50 8.8 -5.25 14.55 48 2 29
21 Nov 26068.15 14.05 1.75 15.58 3 0 27
20 Nov 26192.15 12.3 -3.75 15.84 12 -9 27
19 Nov 26052.65 16.05 -4.1 15.19 50 -2 36
18 Nov 25910.05 20.15 1.3 14.32 21 -8 38
17 Nov 26013.45 18.85 -7.45 14.77 39 5 46
14 Nov 25910.05 26.3 -5.45 14.29 34 15 41
13 Nov 25879.15 31.75 -69.6 14.46 27 26 26
12 Nov 25875.80 101.35 0 4.72 0 0 0
11 Nov 25694.95 101.35 0 4.14 0 0 0
10 Nov 25574.35 101.35 0 3.69 0 0 0
7 Nov 25492.30 101.35 0 3.39 0 0 0
6 Nov 25509.70 101.35 0 3.39 0 0 0


For Nifty - strike price 24650 expiring on 09DEC2025

Delta for 24650 PE is -

Historical price for 24650 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 -1335 which decreased total open position to 3393


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 37.92, the open interest changed by -1388 which decreased total open position to 4728


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 23.74, the open interest changed by 3543 which increased total open position to 6116


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.35, which was -0.85 lower than the previous day. The implied volatity was 19.25, the open interest changed by 854 which increased total open position to 2573


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 18.19, the open interest changed by 924 which increased total open position to 1719


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2.4, which was -1.25 lower than the previous day. The implied volatity was 18.12, the open interest changed by 478 which increased total open position to 795


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 3.75, which was 0.1 higher than the previous day. The implied volatity was 19.26, the open interest changed by 238 which increased total open position to 317


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 3.05, which was -1.15 lower than the previous day. The implied volatity was 16.42, the open interest changed by 31 which increased total open position to 79


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 4.3, which was -1.65 lower than the previous day. The implied volatity was 16.68, the open interest changed by -60 which decreased total open position to 48


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 5.7, which was -2.1 lower than the previous day. The implied volatity was 16.61, the open interest changed by 75 which increased total open position to 108


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 7.8, which was -1 lower than the previous day. The implied volatity was 13.98, the open interest changed by 4 which increased total open position to 33


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 8.8, which was -5.25 lower than the previous day. The implied volatity was 14.55, the open interest changed by 2 which increased total open position to 29


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 14.05, which was 1.75 higher than the previous day. The implied volatity was 15.58, the open interest changed by 0 which decreased total open position to 27


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 12.3, which was -3.75 lower than the previous day. The implied volatity was 15.84, the open interest changed by -9 which decreased total open position to 27


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 16.05, which was -4.1 lower than the previous day. The implied volatity was 15.19, the open interest changed by -2 which decreased total open position to 36


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 20.15, which was 1.3 higher than the previous day. The implied volatity was 14.32, the open interest changed by -8 which decreased total open position to 38


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 18.85, which was -7.45 lower than the previous day. The implied volatity was 14.77, the open interest changed by 5 which increased total open position to 46


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 26.3, which was -5.45 lower than the previous day. The implied volatity was 14.29, the open interest changed by 15 which increased total open position to 41


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 31.75, which was -69.6 lower than the previous day. The implied volatity was 14.46, the open interest changed by 26 which increased total open position to 26


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 101.35, which was 0 lower than the previous day. The implied volatity was 4.72, 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 101.35, which was 0 lower than the previous day. The implied volatity was 4.14, 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 101.35, 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


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 101.35, which was 0 lower than the previous day. The implied volatity was 3.39, 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 101.35, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0