[--[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 24850 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 986.6 -263.4 - 39 -4 10
8 Dec 25960.55 1250 -65 101.30 1 -1 14
5 Dec 26186.45 1315 88.85 - 2 -3 15
4 Dec 26033.75 1226.1 93.6 27.31 10 3 18
3 Dec 25986.00 1132.5 -147.5 - 3 1 15
2 Dec 26032.20 1280 -85.6 23.82 15 12 14
1 Dec 26175.75 1365.6 -64.15 - 2 0 2
28 Nov 26202.95 1427.1 14.7 - 2 0 2
27 Nov 26215.55 1409.75 -4.65 - 3 1 2
26 Nov 26205.30 1411.8 39.05 - 2 1 1
25 Nov 25884.80 1372.75 -102.25 - 0 1 0
24 Nov 25959.50 1372.75 -102.25 - 0 1 0
21 Nov 26068.15 1372.75 -102.25 17.38 1 1 2
20 Nov 26192.15 1472.3 144.2 - 3 0 1
19 Nov 26052.65 1323.7 -4.4 - 15 1 1
18 Nov 25910.05 1328.1 199.55 - 0 1 0
17 Nov 26013.45 1328.1 199.55 12.33 1 1 1
14 Nov 25910.05 1128.55 -86.05 - 4 0 0
13 Nov 25879.15 1212.8 183.65 9.25 2 0 0
12 Nov 25875.80 1029.15 0 - 0 0 0
11 Nov 25694.95 1029.15 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 24850 expiring on 09DEC2025

Delta for 24850 CE is -

Historical price for 24850 CE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 986.6, which was -263.4 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 10


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1250, which was -65 lower than the previous day. The implied volatity was 101.30, the open interest changed by -1 which decreased total open position to 14


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1315, which was 88.85 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 15


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1226.1, which was 93.6 higher than the previous day. The implied volatity was 27.31, the open interest changed by 3 which increased total open position to 18


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1132.5, which was -147.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 15


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1280, which was -85.6 lower than the previous day. The implied volatity was 23.82, the open interest changed by 12 which increased total open position to 14


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1365.6, which was -64.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1427.1, which was 14.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1409.75, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1411.8, which was 39.05 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 1372.75, which was -102.25 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 1372.75, which was -102.25 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 1372.75, which was -102.25 lower than the previous day. The implied volatity was 17.38, 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 1472.3, which was 144.2 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 1323.7, which was -4.4 lower 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 1328.1, which was 199.55 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 1328.1, which was 199.55 higher than the previous day. The implied volatity was 12.33, 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 1128.55, which was -86.05 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 1212.8, which was 183.65 higher than the previous day. The implied volatity was 9.25, 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 1029.15, 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 1029.15, 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 24850 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 0.05 -0.95 - 2,23,939 3,588 9,315
8 Dec 25960.55 0.7 -1 32.04 86,519 92 5,727
5 Dec 26186.45 1.75 -0.05 21.54 90,949 1,661 5,635
4 Dec 26033.75 1.7 -0.85 17.30 69,974 95 3,974
3 Dec 25986.00 2.4 -0.6 16.23 66,980 2,991 3,879
2 Dec 26032.20 2.75 -1.45 16.17 4,129 408 888
1 Dec 26175.75 3.95 0.15 17.21 2,942 249 480
28 Nov 26202.95 3.2 -1.9 14.70 967 61 231
27 Nov 26215.55 4.95 -2.85 15.18 722 -77 170
26 Nov 26205.30 7.15 -3.15 15.37 477 74 247
25 Nov 25884.80 10.15 -2.8 12.74 665 49 173
24 Nov 25959.50 14.55 -3.1 14.06 319 39 124
21 Nov 26068.15 18.5 3.15 14.65 78 8 85
20 Nov 26192.15 15.15 -5.15 14.79 98 -43 77
19 Nov 26052.65 20.3 -3.5 14.20 119 55 120
18 Nov 25910.05 23.8 0.4 13.10 26 13 65
17 Nov 26013.45 23.15 -11.8 13.74 54 7 52
14 Nov 25910.05 35.15 -5.5 13.60 42 15 45
13 Nov 25879.15 40.65 -100.05 13.66 35 30 30
12 Nov 25875.80 140.7 0 4.06 0 0 0
11 Nov 25694.95 140.7 0 3.49 0 0 0
10 Nov 25574.35 140.7 0 3.05 0 0 0
7 Nov 25492.30 140.7 0 2.77 0 0 0
6 Nov 25509.70 140.7 0 2.78 0 0 0


For Nifty - strike price 24850 expiring on 09DEC2025

Delta for 24850 PE is -

Historical price for 24850 PE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 3588 which increased total open position to 9315


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.7, which was -1 lower than the previous day. The implied volatity was 32.04, the open interest changed by 92 which increased total open position to 5727


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 21.54, the open interest changed by 1661 which increased total open position to 5635


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.7, which was -0.85 lower than the previous day. The implied volatity was 17.30, the open interest changed by 95 which increased total open position to 3974


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2.4, which was -0.6 lower than the previous day. The implied volatity was 16.23, the open interest changed by 2991 which increased total open position to 3879


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2.75, which was -1.45 lower than the previous day. The implied volatity was 16.17, the open interest changed by 408 which increased total open position to 888


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 3.95, which was 0.15 higher than the previous day. The implied volatity was 17.21, the open interest changed by 249 which increased total open position to 480


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 3.2, which was -1.9 lower than the previous day. The implied volatity was 14.70, the open interest changed by 61 which increased total open position to 231


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 4.95, which was -2.85 lower than the previous day. The implied volatity was 15.18, the open interest changed by -77 which decreased total open position to 170


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 7.15, which was -3.15 lower than the previous day. The implied volatity was 15.37, the open interest changed by 74 which increased total open position to 247


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 10.15, which was -2.8 lower than the previous day. The implied volatity was 12.74, the open interest changed by 49 which increased total open position to 173


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 14.55, which was -3.1 lower than the previous day. The implied volatity was 14.06, the open interest changed by 39 which increased total open position to 124


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 18.5, which was 3.15 higher than the previous day. The implied volatity was 14.65, the open interest changed by 8 which increased total open position to 85


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 15.15, which was -5.15 lower than the previous day. The implied volatity was 14.79, the open interest changed by -43 which decreased total open position to 77


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 20.3, which was -3.5 lower than the previous day. The implied volatity was 14.20, the open interest changed by 55 which increased total open position to 120


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 23.8, which was 0.4 higher than the previous day. The implied volatity was 13.10, the open interest changed by 13 which increased total open position to 65


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 23.15, which was -11.8 lower than the previous day. The implied volatity was 13.74, the open interest changed by 7 which increased total open position to 52


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 35.15, which was -5.5 lower than the previous day. The implied volatity was 13.60, the open interest changed by 15 which increased total open position to 45


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 40.65, which was -100.05 lower than the previous day. The implied volatity was 13.66, 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 140.7, which was 0 lower than the previous day. The implied volatity was 4.06, 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 140.7, which was 0 lower than the previous day. The implied volatity was 3.49, 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 140.7, which was 0 lower than the previous day. The implied volatity was 3.05, 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 140.7, which was 0 lower than the previous day. The implied volatity was 2.77, 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 140.7, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0