NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24900 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 | 939.2 | -109.8 | - | 118 | -11 | 64 | |||||||||
| 8 Dec | 25960.55 | 1049 | -207 | 44.47 | 28 | -16 | 75 | |||||||||
| 5 Dec | 26186.45 | 1256 | 81.05 | - | 23 | 0 | 91 | |||||||||
| 4 Dec | 26033.75 | 1169.2 | 41.75 | 24.55 | 37 | 3 | 91 | |||||||||
| 3 Dec | 25986.00 | 1132.4 | -64.7 | 18.12 | 36 | -1 | 88 | |||||||||
| 2 Dec | 26032.20 | 1219.4 | -116.1 | 20.44 | 73 | 65 | 89 | |||||||||
| 1 Dec | 26175.75 | 1335.8 | -44.7 | - | 26 | 17 | 24 | |||||||||
| 28 Nov | 26202.95 | 1380.5 | -4.8 | 12.42 | 5 | 4 | 7 | |||||||||
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| 27 Nov | 26215.55 | 1381.75 | 37.05 | - | 2 | -1 | 3 | |||||||||
| 26 Nov | 26205.30 | 1344.7 | 9.7 | - | 3 | 4 | 4 | |||||||||
| 25 Nov | 25884.80 | 1335 | -100.4 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1335 | -100.4 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1335 | -100.4 | 18.05 | 1 | 0 | 3 | |||||||||
| 20 Nov | 26192.15 | 1435.4 | 321.5 | 13.86 | 1 | 1 | 3 | |||||||||
| 19 Nov | 26052.65 | 1113.9 | -155.35 | - | 1 | 2 | 2 | |||||||||
| 18 Nov | 25910.05 | 1272.8 | 183.95 | - | 0 | 2 | 0 | |||||||||
| 17 Nov | 26013.45 | 1272.8 | 183.95 | 11.31 | 4 | 2 | 2 | |||||||||
| 14 Nov | 25910.05 | 1088.85 | -79.25 | - | 3 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 1166.35 | 175.45 | 8.54 | 2 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 990.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 990.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 990.9 | 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 24900 expiring on 09DEC2025
Delta for 24900 CE is -
Historical price for 24900 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 939.2, which was -109.8 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 64
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1049, which was -207 lower than the previous day. The implied volatity was 44.47, the open interest changed by -16 which decreased total open position to 75
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1256, which was 81.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1169.2, which was 41.75 higher than the previous day. The implied volatity was 24.55, the open interest changed by 3 which increased total open position to 91
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1132.4, which was -64.7 lower than the previous day. The implied volatity was 18.12, the open interest changed by -1 which decreased total open position to 88
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1219.4, which was -116.1 lower than the previous day. The implied volatity was 20.44, the open interest changed by 65 which increased total open position to 89
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1335.8, which was -44.7 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 24
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1380.5, which was -4.8 lower than the previous day. The implied volatity was 12.42, the open interest changed by 4 which increased total open position to 7
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1381.75, which was 37.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1344.7, which was 9.7 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 1335, which was -100.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 1335, which was -100.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 1335, which was -100.4 lower than the previous day. The implied volatity was 18.05, the open interest changed by 0 which decreased total open position to 3
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1435.4, which was 321.5 higher than the previous day. The implied volatity was 13.86, the open interest changed by 1 which increased total open position to 3
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 1113.9, which was -155.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 1272.8, which was 183.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 1272.8, which was 183.95 higher than the previous day. The implied volatity was 11.31, the open interest changed by 2 which increased total open position to 2
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 1088.85, which was -79.25 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 1166.35, which was 175.45 higher than the previous day. The implied volatity was 8.54, 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 990.9, 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 990.9, 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 990.9, 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 24900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 0.05 | -1.05 | - | 3,50,606 | 9,505 | 28,643 |
| 8 Dec | 25960.55 | 0.8 | -0.9 | 31.12 | 2,51,443 | -3,349 | 19,138 |
| 5 Dec | 26186.45 | 1.9 | 0 | 21.04 | 3,61,029 | -1,853 | 22,487 |
| 4 Dec | 26033.75 | 1.75 | -1 | 16.63 | 2,12,462 | 6,996 | 24,340 |
| 3 Dec | 25986.00 | 2.6 | -0.55 | 15.79 | 2,05,410 | 5,247 | 17,344 |
| 2 Dec | 26032.20 | 2.85 | -1.45 | 15.68 | 42,540 | 7,687 | 12,097 |
| 1 Dec | 26175.75 | 4.2 | -0.25 | 16.93 | 12,408 | 1,622 | 4,410 |
| 28 Nov | 26202.95 | 3.55 | -1.65 | 14.48 | 8,572 | 1,399 | 2,788 |
| 27 Nov | 26215.55 | 4.7 | -3.25 | 14.61 | 5,386 | -525 | 1,389 |
| 26 Nov | 26205.30 | 7.8 | -4 | 15.12 | 5,674 | 531 | 1,914 |
| 25 Nov | 25884.80 | 12 | -3.05 | 12.66 | 3,332 | 705 | 1,383 |
| 24 Nov | 25959.50 | 15.4 | -3.75 | 13.73 | 945 | 313 | 678 |
| 21 Nov | 26068.15 | 19.45 | 3.3 | 14.35 | 401 | 3 | 365 |
| 20 Nov | 26192.15 | 15.5 | -6.45 | 14.44 | 560 | 22 | 362 |
| 19 Nov | 26052.65 | 21.8 | -6.5 | 13.99 | 608 | 110 | 340 |
| 18 Nov | 25910.05 | 29.3 | 3.95 | 13.30 | 409 | 91 | 230 |
| 17 Nov | 26013.45 | 24.85 | -12.25 | 13.54 | 442 | 71 | 139 |
| 14 Nov | 25910.05 | 37.4 | -6.6 | 13.39 | 69 | 28 | 68 |
| 13 Nov | 25879.15 | 43.9 | -108.25 | 13.51 | 55 | 40 | 40 |
| 12 Nov | 25875.80 | 152.15 | 0 | 3.90 | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 152.15 | 0 | 3.33 | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 152.15 | 0 | 2.88 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 152.15 | 0 | 2.61 | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 152.15 | 0 | 2.62 | 0 | 0 | 0 |
For Nifty - strike price 24900 expiring on 09DEC2025
Delta for 24900 PE is -
Historical price for 24900 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by 9505 which increased total open position to 28643
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.8, which was -0.9 lower than the previous day. The implied volatity was 31.12, the open interest changed by -3349 which decreased total open position to 19138
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 21.04, the open interest changed by -1853 which decreased total open position to 22487
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.75, which was -1 lower than the previous day. The implied volatity was 16.63, the open interest changed by 6996 which increased total open position to 24340
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2.6, which was -0.55 lower than the previous day. The implied volatity was 15.79, the open interest changed by 5247 which increased total open position to 17344
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2.85, which was -1.45 lower than the previous day. The implied volatity was 15.68, the open interest changed by 7687 which increased total open position to 12097
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 4.2, which was -0.25 lower than the previous day. The implied volatity was 16.93, the open interest changed by 1622 which increased total open position to 4410
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 3.55, which was -1.65 lower than the previous day. The implied volatity was 14.48, the open interest changed by 1399 which increased total open position to 2788
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 4.7, which was -3.25 lower than the previous day. The implied volatity was 14.61, the open interest changed by -525 which decreased total open position to 1389
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 7.8, which was -4 lower than the previous day. The implied volatity was 15.12, the open interest changed by 531 which increased total open position to 1914
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 12, which was -3.05 lower than the previous day. The implied volatity was 12.66, the open interest changed by 705 which increased total open position to 1383
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 15.4, which was -3.75 lower than the previous day. The implied volatity was 13.73, the open interest changed by 313 which increased total open position to 678
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 19.45, which was 3.3 higher than the previous day. The implied volatity was 14.35, the open interest changed by 3 which increased total open position to 365
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 15.5, which was -6.45 lower than the previous day. The implied volatity was 14.44, the open interest changed by 22 which increased total open position to 362
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 21.8, which was -6.5 lower than the previous day. The implied volatity was 13.99, the open interest changed by 110 which increased total open position to 340
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 29.3, which was 3.95 higher than the previous day. The implied volatity was 13.30, the open interest changed by 91 which increased total open position to 230
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 24.85, which was -12.25 lower than the previous day. The implied volatity was 13.54, the open interest changed by 71 which increased total open position to 139
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 37.4, which was -6.6 lower than the previous day. The implied volatity was 13.39, the open interest changed by 28 which increased total open position to 68
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 43.9, which was -108.25 lower than the previous day. The implied volatity was 13.51, the open interest changed by 40 which increased total open position to 40
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 152.15, which was 0 lower than the previous day. The implied volatity was 3.90, 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 152.15, which was 0 lower than the previous day. The implied volatity was 3.33, 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 152.15, which was 0 lower than the previous day. The implied volatity was 2.88, 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 152.15, which was 0 lower than the previous day. The implied volatity was 2.61, 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 152.15, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0































































































































































































































