[--[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 24900 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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: -
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