NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24750 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 | 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 | |||||||||
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| 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: -
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| 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































































































































































































































