NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24650 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 | 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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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 | 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































































































































































































































