[--[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 24700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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