[--[65.84.65.76]--]

NIFTY

Nifty
25839.65 -120.90 (-0.47%)
L: 25728 H: 25923.65

Back to Option Chain


Historical option data for NIFTY

09 Dec 2025 04:10 PM IST
NIFTY 09-DEC-2025 24750 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 1099 -314.2 - 3 0 8
8 Dec 25960.55 1413.2 146.15 - 0 0 8
5 Dec 26186.45 1413.2 146.15 - 6 5 8
4 Dec 26033.75 1267.05 -82.95 - 5 3 3
3 Dec 25986.00 1350 -106.45 - 0 2 0
2 Dec 26032.20 1350 -106.45 - 3 2 3
1 Dec 26175.75 1456.45 -73.85 - 2 0 1
28 Nov 26202.95 1525.25 -8.4 - 2 0 1
27 Nov 26215.55 1530.25 17 - 2 0 1
26 Nov 26205.30 1510.65 40.25 - 2 1 1
25 Nov 25884.80 1470.4 -102.15 - 0 1 0
24 Nov 25959.50 1470.4 -102.15 - 0 1 0
21 Nov 26068.15 1470.4 -102.15 18.07 1 1 2
20 Nov 26192.15 1569.55 144.1 - 3 0 1
19 Nov 26052.65 1421.95 12.25 - 16 1 1
18 Nov 25910.05 1409.7 -117.15 - 0 -1 0
17 Nov 26013.45 1409.7 -117.15 - 1 -1 1
14 Nov 25910.05 1526.85 197.55 24.77 5 2 2
13 Nov 25879.15 1329.3 221.6 12.60 1 0 0
12 Nov 25875.80 1107.7 0 - 0 0 0
11 Nov 25694.95 1107.7 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 24750 expiring on 09DEC2025

Delta for 24750 CE is -

Historical price for 24750 CE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1099, which was -314.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1413.2, which was 146.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1413.2, which was 146.15 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1267.05, which was -82.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1350, which was -106.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1350, which was -106.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1456.45, which was -73.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1525.25, which was -8.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1530.25, which was 17 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1510.65, which was 40.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1470.4, which was -102.15 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 1470.4, which was -102.15 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 1470.4, which was -102.15 lower than the previous day. The implied volatity was 18.07, 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 1569.55, which was 144.1 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 1421.95, which was 12.25 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 1409.7, which was -117.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 1409.7, which was -117.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 1526.85, which was 197.55 higher than the previous day. The implied volatity was 24.77, the open interest changed by 2 which increased total open position to 2


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 1329.3, which was 221.6 higher than the previous day. The implied volatity was 12.60, 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 1107.7, 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 1107.7, 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 24750 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 0.05 -0.9 - 1,83,780 4,723 10,937
8 Dec 25960.55 0.7 -0.8 34.67 79,517 -1,977 6,214
5 Dec 26186.45 1.55 -0.05 22.63 1,08,964 1,817 8,191
4 Dec 26033.75 1.55 -0.7 18.37 73,413 1,445 6,374
3 Dec 25986.00 2.2 -0.55 17.25 65,752 3,839 4,929
2 Dec 26032.20 2.65 -1.15 17.23 3,370 642 1,090
1 Dec 26175.75 3.3 -0.15 17.97 2,802 -129 448
28 Nov 26202.95 3.2 -1.55 15.61 1,363 503 577
27 Nov 26215.55 3.8 -3.85 15.50 51 -16 74
26 Nov 26205.30 6.3 -2.5 15.96 33 28 90
25 Nov 25884.80 8.8 -2.5 13.34 44 1 62
24 Nov 25959.50 11.4 -3.5 14.33 28 10 61
21 Nov 26068.15 14.95 -0.6 14.90 30 0 51
20 Nov 26192.15 16.65 -0.9 15.95 26 -7 51
19 Nov 26052.65 18.2 -4.45 14.73 50 23 58
18 Nov 25910.05 23 2.45 13.87 16 8 35
17 Nov 26013.45 21.15 -13.3 14.30 57 -10 27
14 Nov 25910.05 34.45 -1 14.39 45 12 37
13 Nov 25879.15 35.45 -84.35 14.02 30 25 25
12 Nov 25875.80 119.8 0 4.39 0 0 0
11 Nov 25694.95 119.8 0 3.82 0 0 0
10 Nov 25574.35 119.8 0 3.37 0 0 0
7 Nov 25492.30 119.8 0 3.08 0 0 0
6 Nov 25509.70 119.8 0 3.08 0 0 0


For Nifty - strike price 24750 expiring on 09DEC2025

Delta for 24750 PE is -

Historical price for 24750 PE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 4723 which increased total open position to 10937


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.7, which was -0.8 lower than the previous day. The implied volatity was 34.67, the open interest changed by -1977 which decreased total open position to 6214


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 22.63, the open interest changed by 1817 which increased total open position to 8191


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.55, which was -0.7 lower than the previous day. The implied volatity was 18.37, the open interest changed by 1445 which increased total open position to 6374


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 17.25, the open interest changed by 3839 which increased total open position to 4929


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2.65, which was -1.15 lower than the previous day. The implied volatity was 17.23, the open interest changed by 642 which increased total open position to 1090


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 3.3, which was -0.15 lower than the previous day. The implied volatity was 17.97, the open interest changed by -129 which decreased total open position to 448


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 3.2, which was -1.55 lower than the previous day. The implied volatity was 15.61, the open interest changed by 503 which increased total open position to 577


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 3.8, which was -3.85 lower than the previous day. The implied volatity was 15.50, the open interest changed by -16 which decreased total open position to 74


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 6.3, which was -2.5 lower than the previous day. The implied volatity was 15.96, the open interest changed by 28 which increased total open position to 90


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 8.8, which was -2.5 lower than the previous day. The implied volatity was 13.34, the open interest changed by 1 which increased total open position to 62


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 11.4, which was -3.5 lower than the previous day. The implied volatity was 14.33, the open interest changed by 10 which increased total open position to 61


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 14.95, which was -0.6 lower than the previous day. The implied volatity was 14.90, the open interest changed by 0 which decreased total open position to 51


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 16.65, which was -0.9 lower than the previous day. The implied volatity was 15.95, the open interest changed by -7 which decreased total open position to 51


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 18.2, which was -4.45 lower than the previous day. The implied volatity was 14.73, the open interest changed by 23 which increased total open position to 58


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 23, which was 2.45 higher than the previous day. The implied volatity was 13.87, the open interest changed by 8 which increased total open position to 35


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 21.15, which was -13.3 lower than the previous day. The implied volatity was 14.30, the open interest changed by -10 which decreased total open position to 27


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 34.45, which was -1 lower than the previous day. The implied volatity was 14.39, the open interest changed by 12 which increased total open position to 37


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 35.45, which was -84.35 lower than the previous day. The implied volatity was 14.02, the open interest changed by 25 which increased total open position to 25


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 119.8, which was 0 lower than the previous day. The implied volatity was 4.39, 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 119.8, which was 0 lower than the previous day. The implied volatity was 3.82, 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 119.8, which was 0 lower than the previous day. The implied volatity was 3.37, 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 119.8, which was 0 lower than the previous day. The implied volatity was 3.08, 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 119.8, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0