NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 24950 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 | 887.7 | -94.1 | - | 24 | 1 | 7 | |||||||||
| 8 Dec | 25960.55 | 981.8 | -143.15 | - | 6 | 6 | 6 | |||||||||
| 5 Dec | 26186.45 | 1124.9 | 79.15 | - | 0 | 1 | 0 | |||||||||
| 4 Dec | 26033.75 | 1124.9 | 79.15 | 25.17 | 7 | 1 | 5 | |||||||||
| 3 Dec | 25986.00 | 1045.75 | -101.55 | - | 5 | 1 | 4 | |||||||||
| 2 Dec | 26032.20 | 1154 | -107.9 | - | 4 | 2 | 3 | |||||||||
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| 1 Dec | 26175.75 | 1261.9 | -69.8 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 1326.7 | -15.65 | - | 2 | 0 | 1 | |||||||||
| 27 Nov | 26215.55 | 1339.6 | 23.5 | - | 2 | 0 | 1 | |||||||||
| 26 Nov | 26205.30 | 1313.7 | 43.65 | - | 3 | 1 | 1 | |||||||||
| 25 Nov | 25884.80 | 1270.05 | -116.9 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 1270.05 | -116.9 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 1270.05 | -116.9 | 15.75 | 1 | 0 | 2 | |||||||||
| 20 Nov | 26192.15 | 1386.95 | 154.1 | 12.80 | 2 | 0 | 2 | |||||||||
| 19 Nov | 26052.65 | 1230.7 | 7.9 | - | 7 | 2 | 2 | |||||||||
| 18 Nov | 25910.05 | 1222.8 | 183.3 | - | 0 | 2 | 0 | |||||||||
| 17 Nov | 26013.45 | 1222.8 | 183.3 | 10.52 | 1 | 2 | 2 | |||||||||
| 14 Nov | 25910.05 | 1039.5 | -95.2 | - | 4 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 1132.6 | 179.3 | 10.84 | 2 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 953.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 953.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 953.3 | 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 24950 expiring on 09DEC2025
Delta for 24950 CE is -
Historical price for 24950 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 887.7, which was -94.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 981.8, which was -143.15 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1124.9, which was 79.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1124.9, which was 79.15 higher than the previous day. The implied volatity was 25.17, the open interest changed by 1 which increased total open position to 5
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1045.75, which was -101.55 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1154, which was -107.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1261.9, which was -69.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1326.7, which was -15.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1339.6, which was 23.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1313.7, which was 43.65 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 1270.05, which was -116.9 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 1270.05, which was -116.9 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 1270.05, which was -116.9 lower than the previous day. The implied volatity was 15.75, the open interest changed by 0 which decreased total open position to 2
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1386.95, which was 154.1 higher than the previous day. The implied volatity was 12.80, the open interest changed by 0 which decreased total open position to 2
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 1230.7, which was 7.9 higher 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 1222.8, which was 183.3 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 1222.8, which was 183.3 higher than the previous day. The implied volatity was 10.52, 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 1039.5, which was -95.2 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 1132.6, which was 179.3 higher than the previous day. The implied volatity was 10.84, 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 953.3, 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 953.3, 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 953.3, 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 24950 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 | - | 2,96,075 | -2,138 | 5,290 |
| 8 Dec | 25960.55 | 0.8 | -0.95 | 29.81 | 1,49,921 | -2,776 | 7,428 |
| 5 Dec | 26186.45 | 1.75 | -0.2 | 20.11 | 1,36,748 | 3,476 | 10,204 |
| 4 Dec | 26033.75 | 1.8 | -1.1 | 16.12 | 94,886 | 232 | 6,728 |
| 3 Dec | 25986.00 | 2.7 | -0.55 | 15.25 | 68,559 | 3,946 | 6,496 |
| 2 Dec | 26032.20 | 3.2 | -1.35 | 15.36 | 7,711 | 1,654 | 2,550 |
| 1 Dec | 26175.75 | 4.2 | -0.3 | 16.28 | 2,255 | 426 | 896 |
| 28 Nov | 26202.95 | 3.85 | -1.5 | 14.16 | 1,407 | 158 | 470 |
| 27 Nov | 26215.55 | 4.85 | -3.75 | 14.22 | 928 | -150 | 312 |
| 26 Nov | 26205.30 | 7.95 | -4.65 | 14.71 | 1,354 | 194 | 462 |
| 25 Nov | 25884.80 | 13.3 | -3.5 | 12.42 | 613 | 138 | 268 |
| 24 Nov | 25959.50 | 17.85 | -3.25 | 13.67 | 68 | 13 | 130 |
| 21 Nov | 26068.15 | 21.8 | 5.1 | 14.26 | 87 | 18 | 117 |
| 20 Nov | 26192.15 | 16.7 | -7.75 | 14.22 | 49 | -24 | 99 |
| 19 Nov | 26052.65 | 24.6 | -8.55 | 13.92 | 42 | 13 | 123 |
| 18 Nov | 25910.05 | 33.15 | 6 | 13.25 | 46 | 35 | 110 |
| 17 Nov | 26013.45 | 27.1 | -14.15 | 13.38 | 28 | -3 | 75 |
| 14 Nov | 25910.05 | 41.25 | -6.6 | 13.30 | 92 | 27 | 78 |
| 13 Nov | 25879.15 | 48.75 | -20.45 | 13.46 | 45 | 51 | 51 |
| 12 Nov | 25875.80 | 69.2 | -6.8 | - | 0 | 34 | 0 |
| 11 Nov | 25694.95 | 69.2 | -6.8 | 12.96 | 45 | 34 | 47 |
| 10 Nov | 25574.35 | 76 | -26 | 12.03 | 1 | 0 | 13 |
| 7 Nov | 25492.30 | 102 | 4.7 | 12.37 | 26 | 4 | 13 |
| 6 Nov | 25509.70 | 100 | -64.25 | 12.24 | 17 | 9 | 9 |
For Nifty - strike price 24950 expiring on 09DEC2025
Delta for 24950 PE is -
Historical price for 24950 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 -2138 which decreased total open position to 5290
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.8, which was -0.95 lower than the previous day. The implied volatity was 29.81, the open interest changed by -2776 which decreased total open position to 7428
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 20.11, the open interest changed by 3476 which increased total open position to 10204
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.8, which was -1.1 lower than the previous day. The implied volatity was 16.12, the open interest changed by 232 which increased total open position to 6728
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2.7, which was -0.55 lower than the previous day. The implied volatity was 15.25, the open interest changed by 3946 which increased total open position to 6496
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 3.2, which was -1.35 lower than the previous day. The implied volatity was 15.36, the open interest changed by 1654 which increased total open position to 2550
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 4.2, which was -0.3 lower than the previous day. The implied volatity was 16.28, the open interest changed by 426 which increased total open position to 896
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 3.85, which was -1.5 lower than the previous day. The implied volatity was 14.16, the open interest changed by 158 which increased total open position to 470
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 4.85, which was -3.75 lower than the previous day. The implied volatity was 14.22, the open interest changed by -150 which decreased total open position to 312
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 7.95, which was -4.65 lower than the previous day. The implied volatity was 14.71, the open interest changed by 194 which increased total open position to 462
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 13.3, which was -3.5 lower than the previous day. The implied volatity was 12.42, the open interest changed by 138 which increased total open position to 268
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 17.85, which was -3.25 lower than the previous day. The implied volatity was 13.67, the open interest changed by 13 which increased total open position to 130
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 21.8, which was 5.1 higher than the previous day. The implied volatity was 14.26, the open interest changed by 18 which increased total open position to 117
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 16.7, which was -7.75 lower than the previous day. The implied volatity was 14.22, the open interest changed by -24 which decreased total open position to 99
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 24.6, which was -8.55 lower than the previous day. The implied volatity was 13.92, the open interest changed by 13 which increased total open position to 123
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 33.15, which was 6 higher than the previous day. The implied volatity was 13.25, the open interest changed by 35 which increased total open position to 110
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 27.1, which was -14.15 lower than the previous day. The implied volatity was 13.38, the open interest changed by -3 which decreased total open position to 75
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 41.25, which was -6.6 lower than the previous day. The implied volatity was 13.30, the open interest changed by 27 which increased total open position to 78
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 48.75, which was -20.45 lower than the previous day. The implied volatity was 13.46, the open interest changed by 51 which increased total open position to 51
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 69.2, which was -6.8 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 0
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 69.2, which was -6.8 lower than the previous day. The implied volatity was 12.96, the open interest changed by 34 which increased total open position to 47
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 76, which was -26 lower than the previous day. The implied volatity was 12.03, the open interest changed by 0 which decreased total open position to 13
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 102, which was 4.7 higher than the previous day. The implied volatity was 12.37, the open interest changed by 4 which increased total open position to 13
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 100, which was -64.25 lower than the previous day. The implied volatity was 12.24, the open interest changed by 9 which increased total open position to 9































































































































































































































