NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24800 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 | 1041.95 | -89.9 | - | 23 | -5 | 45 | |||||||||
| 8 Dec | 25960.55 | 1131.85 | -277.35 | - | 23 | -10 | 50 | |||||||||
| 5 Dec | 26186.45 | 1409.4 | 210.4 | 21.54 | 2 | 0 | 60 | |||||||||
| 4 Dec | 26033.75 | 1199 | -19.7 | - | 42 | -10 | 60 | |||||||||
| 3 Dec | 25986.00 | 1226.95 | -73.8 | 15.30 | 11 | -3 | 70 | |||||||||
| 2 Dec | 26032.20 | 1300.75 | -135.95 | - | 8 | 2 | 73 | |||||||||
| 1 Dec | 26175.75 | 1436 | -47.4 | 18.54 | 81 | 63 | 71 | |||||||||
| 28 Nov | 26202.95 | 1480.45 | -0.05 | 13.10 | 7 | 4 | 8 | |||||||||
| 27 Nov | 26215.55 | 1480.5 | 16.5 | - | 2 | 1 | 4 | |||||||||
| 26 Nov | 26205.30 | 1464 | 19.4 | - | 3 | 3 | 3 | |||||||||
| 25 Nov | 25884.80 | 1444.6 | -79 | - | 0 | 1 | 0 | |||||||||
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| 24 Nov | 25959.50 | 1444.6 | -79 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 26068.15 | 1444.6 | -79 | 20.28 | 2 | 1 | 1 | |||||||||
| 20 Nov | 26192.15 | 1520.9 | 143.2 | - | 3 | 0 | 0 | |||||||||
| 19 Nov | 26052.65 | 1372.95 | 11.75 | - | 2 | 0 | 0 | |||||||||
| 18 Nov | 25910.05 | 1361.2 | 21.75 | - | 0 | -2 | 0 | |||||||||
| 17 Nov | 26013.45 | 1361.2 | 21.75 | - | 1 | -2 | 1 | |||||||||
| 14 Nov | 25910.05 | 1339.45 | 73.85 | 15.80 | 4 | 3 | 3 | |||||||||
| 13 Nov | 25879.15 | 1273.9 | 205.8 | 11.53 | 3 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1068.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 1068.1 | 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 24800 expiring on 09DEC2025
Delta for 24800 CE is -
Historical price for 24800 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 1041.95, which was -89.9 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 45
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1131.85, which was -277.35 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 50
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1409.4, which was 210.4 higher than the previous day. The implied volatity was 21.54, the open interest changed by 0 which decreased total open position to 60
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1199, which was -19.7 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 60
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1226.95, which was -73.8 lower than the previous day. The implied volatity was 15.30, the open interest changed by -3 which decreased total open position to 70
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1300.75, which was -135.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 73
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1436, which was -47.4 lower than the previous day. The implied volatity was 18.54, the open interest changed by 63 which increased total open position to 71
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1480.45, which was -0.05 lower than the previous day. The implied volatity was 13.10, the open interest changed by 4 which increased total open position to 8
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1480.5, which was 16.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1464, which was 19.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1444.6, which was -79 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 1444.6, which was -79 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 1444.6, which was -79 lower than the previous day. The implied volatity was 20.28, the open interest changed by 1 which increased total open position to 1
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1520.9, which was 143.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 1372.95, which was 11.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 1361.2, which was 21.75 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 1361.2, which was 21.75 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 1339.45, which was 73.85 higher than the previous day. The implied volatity was 15.80, 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 1273.9, which was 205.8 higher than the previous day. The implied volatity was 11.53, 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 1068.1, 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 1068.1, 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 24800 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 | -0.8 | - | 4,52,779 | 4,787 | 31,961 |
| 8 Dec | 25960.55 | 0.7 | -0.95 | 33.34 | 1,99,439 | -9,859 | 27,174 |
| 5 Dec | 26186.45 | 1.7 | 0 | 22.12 | 2,65,425 | -2,051 | 37,033 |
| 4 Dec | 26033.75 | 1.7 | -0.75 | 17.94 | 2,64,626 | 14,086 | 39,084 |
| 3 Dec | 25986.00 | 2.25 | -0.75 | 16.70 | 1,95,165 | 1,809 | 24,998 |
| 2 Dec | 26032.20 | 2.75 | -1.3 | 16.74 | 47,845 | 9,089 | 23,189 |
| 1 Dec | 26175.75 | 3.65 | -0.5 | 17.68 | 37,932 | 10,779 | 14,100 |
| 28 Nov | 26202.95 | 3.4 | -1.45 | 15.30 | 16,444 | -116 | 3,321 |
| 27 Nov | 26215.55 | 4.35 | -2.85 | 15.35 | 10,831 | 697 | 3,437 |
| 26 Nov | 26205.30 | 7.15 | -2.5 | 15.82 | 7,460 | 1,386 | 2,740 |
| 25 Nov | 25884.80 | 9.1 | -3.7 | 12.95 | 2,016 | 542 | 1,354 |
| 24 Nov | 25959.50 | 12.6 | -3.45 | 14.14 | 825 | 258 | 812 |
| 21 Nov | 26068.15 | 16.55 | 2.75 | 14.76 | 377 | 53 | 554 |
| 20 Nov | 26192.15 | 12.2 | -6.15 | 14.61 | 518 | 64 | 501 |
| 19 Nov | 26052.65 | 19.15 | -4.9 | 14.46 | 413 | 49 | 437 |
| 18 Nov | 25910.05 | 25.25 | 3.8 | 13.72 | 237 | 139 | 388 |
| 17 Nov | 26013.45 | 21.2 | -11.75 | 13.90 | 196 | 38 | 249 |
| 14 Nov | 25910.05 | 31.6 | -7.1 | 13.67 | 657 | -130 | 211 |
| 13 Nov | 25879.15 | 38.25 | 0.35 | 13.87 | 430 | 40 | 341 |
| 12 Nov | 25875.80 | 35.85 | -13.6 | 13.34 | 420 | 105 | 301 |
| 11 Nov | 25694.95 | 49 | -12.35 | 12.94 | 246 | -6 | 196 |
| 10 Nov | 25574.35 | 63 | -22.25 | 12.65 | 208 | 119 | 202 |
| 7 Nov | 25492.30 | 85.25 | -44.7 | 12.93 | 180 | 83 | 83 |
| 6 Nov | 25509.70 | 129.95 | 0 | 2.93 | 0 | 0 | 0 |
For Nifty - strike price 24800 expiring on 09DEC2025
Delta for 24800 PE is -
Historical price for 24800 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 4787 which increased total open position to 31961
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.7, which was -0.95 lower than the previous day. The implied volatity was 33.34, the open interest changed by -9859 which decreased total open position to 27174
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 22.12, the open interest changed by -2051 which decreased total open position to 37033
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.7, which was -0.75 lower than the previous day. The implied volatity was 17.94, the open interest changed by 14086 which increased total open position to 39084
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2.25, which was -0.75 lower than the previous day. The implied volatity was 16.70, the open interest changed by 1809 which increased total open position to 24998
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2.75, which was -1.3 lower than the previous day. The implied volatity was 16.74, the open interest changed by 9089 which increased total open position to 23189
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 3.65, which was -0.5 lower than the previous day. The implied volatity was 17.68, the open interest changed by 10779 which increased total open position to 14100
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 3.4, which was -1.45 lower than the previous day. The implied volatity was 15.30, the open interest changed by -116 which decreased total open position to 3321
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 4.35, which was -2.85 lower than the previous day. The implied volatity was 15.35, the open interest changed by 697 which increased total open position to 3437
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 7.15, which was -2.5 lower than the previous day. The implied volatity was 15.82, the open interest changed by 1386 which increased total open position to 2740
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 9.1, which was -3.7 lower than the previous day. The implied volatity was 12.95, the open interest changed by 542 which increased total open position to 1354
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 12.6, which was -3.45 lower than the previous day. The implied volatity was 14.14, the open interest changed by 258 which increased total open position to 812
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 16.55, which was 2.75 higher than the previous day. The implied volatity was 14.76, the open interest changed by 53 which increased total open position to 554
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 12.2, which was -6.15 lower than the previous day. The implied volatity was 14.61, the open interest changed by 64 which increased total open position to 501
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 19.15, which was -4.9 lower than the previous day. The implied volatity was 14.46, the open interest changed by 49 which increased total open position to 437
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 25.25, which was 3.8 higher than the previous day. The implied volatity was 13.72, the open interest changed by 139 which increased total open position to 388
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 21.2, which was -11.75 lower than the previous day. The implied volatity was 13.90, the open interest changed by 38 which increased total open position to 249
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 31.6, which was -7.1 lower than the previous day. The implied volatity was 13.67, the open interest changed by -130 which decreased total open position to 211
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 38.25, which was 0.35 higher than the previous day. The implied volatity was 13.87, the open interest changed by 40 which increased total open position to 341
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 35.85, which was -13.6 lower than the previous day. The implied volatity was 13.34, the open interest changed by 105 which increased total open position to 301
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 49, which was -12.35 lower than the previous day. The implied volatity was 12.94, the open interest changed by -6 which decreased total open position to 196
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 63, which was -22.25 lower than the previous day. The implied volatity was 12.65, the open interest changed by 119 which increased total open position to 202
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 85.25, which was -44.7 lower than the previous day. The implied volatity was 12.93, the open interest changed by 83 which increased total open position to 83
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 129.95, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0































































































































































































































