[--[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 24800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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