NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24700 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 | 1143.95 | -111.4 | - | 20 | -6 | 29 | |||||||||
| 8 Dec | 25960.55 | 1255.35 | -250.1 | 55.70 | 34 | -16 | 35 | |||||||||
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| 5 Dec | 26186.45 | 1505.45 | 175.45 | - | 54 | -19 | 51 | |||||||||
| 4 Dec | 26033.75 | 1330 | 55.05 | - | 5 | -1 | 70 | |||||||||
| 3 Dec | 25986.00 | 1274.95 | -135.9 | - | 11 | 2 | 71 | |||||||||
| 2 Dec | 26032.20 | 1417.7 | -102.3 | 22.99 | 18 | 18 | 69 | |||||||||
| 1 Dec | 26175.75 | 1520 | -56.45 | - | 26 | 18 | 51 | |||||||||
| 28 Nov | 26202.95 | 1576.45 | -3.8 | - | 5 | 3 | 33 | |||||||||
| 27 Nov | 26215.55 | 1580.25 | 22.1 | - | 28 | 26 | 30 | |||||||||
| 26 Nov | 26205.30 | 1558.15 | 25.25 | - | 5 | 4 | 4 | |||||||||
| 25 Nov | 25884.80 | 1532.9 | -88.55 | - | 0 | 1 | 0 | |||||||||
| 24 Nov | 25959.50 | 1532.9 | -88.55 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 26068.15 | 1532.9 | -88.55 | 20.45 | 2 | 1 | 2 | |||||||||
| 20 Nov | 26192.15 | 1618.45 | 145.85 | - | 3 | 0 | 1 | |||||||||
| 19 Nov | 26052.65 | 1468.55 | 10.4 | - | 16 | 1 | 1 | |||||||||
| 18 Nov | 25910.05 | 1458.15 | 148.75 | - | 0 | 1 | 0 | |||||||||
| 17 Nov | 26013.45 | 1458.15 | 148.75 | - | 1 | 1 | 1 | |||||||||
| 14 Nov | 25910.05 | 1317.35 | -42 | - | 3 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 1355 | 207.1 | 8.24 | 2 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1147.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 1147.9 | 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 24700 expiring on 09DEC2025
Delta for 24700 CE is -
Historical price for 24700 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1143.95, which was -111.4 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 29
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1255.35, which was -250.1 lower than the previous day. The implied volatity was 55.70, the open interest changed by -16 which decreased total open position to 35
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1505.45, which was 175.45 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 51
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1330, which was 55.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 70
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1274.95, which was -135.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 71
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1417.7, which was -102.3 lower than the previous day. The implied volatity was 22.99, the open interest changed by 18 which increased total open position to 69
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1520, which was -56.45 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 51
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1576.45, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 33
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1580.25, which was 22.1 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 30
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1558.15, which was 25.25 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1532.9, which was -88.55 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 1532.9, which was -88.55 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 1532.9, which was -88.55 lower than the previous day. The implied volatity was 20.45, 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 1618.45, which was 145.85 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 1468.55, which was 10.4 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 1458.15, which was 148.75 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 1458.15, which was 148.75 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 1317.35, which was -42 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 1355, which was 207.1 higher than the previous day. The implied volatity was 8.24, 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 1147.9, 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 1147.9, 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 24700 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 | - | 2,28,119 | -2,549 | 13,191 |
| 8 Dec | 25960.55 | 0.65 | -0.85 | 35.72 | 1,09,267 | -7,480 | 15,740 |
| 5 Dec | 26186.45 | 1.6 | 0 | 23.42 | 2,20,111 | 3,399 | 23,220 |
| 4 Dec | 26033.75 | 1.4 | -0.8 | 18.78 | 1,45,436 | 1,987 | 19,821 |
| 3 Dec | 25986.00 | 2.05 | -0.55 | 17.69 | 1,46,870 | 12,747 | 17,834 |
| 2 Dec | 26032.20 | 2.3 | -1.45 | 17.46 | 21,224 | 2,340 | 5,087 |
| 1 Dec | 26175.75 | 3.75 | 0.05 | 18.84 | 10,583 | 1,104 | 2,747 |
| 28 Nov | 26202.95 | 3.2 | -1.2 | 16.09 | 6,702 | -108 | 1,643 |
| 27 Nov | 26215.55 | 3.6 | -2.85 | 15.83 | 6,610 | -400 | 1,751 |
| 26 Nov | 26205.30 | 6.55 | -1.8 | 16.52 | 6,633 | 923 | 2,151 |
| 25 Nov | 25884.80 | 7.85 | -2.45 | 13.53 | 2,203 | 576 | 1,228 |
| 24 Nov | 25959.50 | 9.6 | -4.05 | 14.34 | 465 | 64 | 652 |
| 21 Nov | 26068.15 | 13.95 | 1.9 | 15.13 | 648 | 348 | 588 |
| 20 Nov | 26192.15 | 11.25 | -4.65 | 15.20 | 371 | 84 | 240 |
| 19 Nov | 26052.65 | 16.15 | -2.85 | 14.79 | 194 | 43 | 156 |
| 18 Nov | 25910.05 | 19 | -0.2 | 13.72 | 67 | 51 | 113 |
| 17 Nov | 26013.45 | 18.7 | -9.55 | 14.34 | 55 | -6 | 62 |
| 14 Nov | 25910.05 | 27.3 | -6.55 | 14.01 | 185 | 38 | 68 |
| 13 Nov | 25879.15 | 33.85 | -76.45 | 14.27 | 46 | 30 | 30 |
| 12 Nov | 25875.80 | 110.3 | 0 | 4.55 | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 110.3 | 0 | 3.98 | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 110.3 | 0 | 3.53 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 110.3 | 0 | 3.23 | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 110.3 | 0 | 3.23 | 0 | 0 | 0 |
For Nifty - strike price 24700 expiring on 09DEC2025
Delta for 24700 PE is -
Historical price for 24700 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 -2549 which decreased total open position to 13191
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.65, which was -0.85 lower than the previous day. The implied volatity was 35.72, the open interest changed by -7480 which decreased total open position to 15740
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 23.42, the open interest changed by 3399 which increased total open position to 23220
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.4, which was -0.8 lower than the previous day. The implied volatity was 18.78, the open interest changed by 1987 which increased total open position to 19821
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2.05, which was -0.55 lower than the previous day. The implied volatity was 17.69, the open interest changed by 12747 which increased total open position to 17834
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2.3, which was -1.45 lower than the previous day. The implied volatity was 17.46, the open interest changed by 2340 which increased total open position to 5087
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 3.75, which was 0.05 higher than the previous day. The implied volatity was 18.84, the open interest changed by 1104 which increased total open position to 2747
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 3.2, which was -1.2 lower than the previous day. The implied volatity was 16.09, the open interest changed by -108 which decreased total open position to 1643
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 3.6, which was -2.85 lower than the previous day. The implied volatity was 15.83, the open interest changed by -400 which decreased total open position to 1751
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 6.55, which was -1.8 lower than the previous day. The implied volatity was 16.52, the open interest changed by 923 which increased total open position to 2151
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 7.85, which was -2.45 lower than the previous day. The implied volatity was 13.53, the open interest changed by 576 which increased total open position to 1228
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 9.6, which was -4.05 lower than the previous day. The implied volatity was 14.34, the open interest changed by 64 which increased total open position to 652
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 13.95, which was 1.9 higher than the previous day. The implied volatity was 15.13, the open interest changed by 348 which increased total open position to 588
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 11.25, which was -4.65 lower than the previous day. The implied volatity was 15.20, the open interest changed by 84 which increased total open position to 240
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 16.15, which was -2.85 lower than the previous day. The implied volatity was 14.79, the open interest changed by 43 which increased total open position to 156
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 19, which was -0.2 lower than the previous day. The implied volatity was 13.72, the open interest changed by 51 which increased total open position to 113
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 18.7, which was -9.55 lower than the previous day. The implied volatity was 14.34, the open interest changed by -6 which decreased total open position to 62
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 27.3, which was -6.55 lower than the previous day. The implied volatity was 14.01, the open interest changed by 38 which increased total open position to 68
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 33.85, which was -76.45 lower than the previous day. The implied volatity was 14.27, the open interest changed by 30 which increased total open position to 30
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 110.3, which was 0 lower than the previous day. The implied volatity was 4.55, 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 110.3, which was 0 lower than the previous day. The implied volatity was 3.98, 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 110.3, which was 0 lower than the previous day. The implied volatity was 3.53, 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 110.3, which was 0 lower than the previous day. The implied volatity was 3.23, 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 110.3, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0































































































































































































































