[--[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 23750 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 2088 -128.4 - 18 8 14
8 Dec 25960.55 2216.4 -135.45 - 13 6 6
5 Dec 26186.45 2353.7 -111.3 - 0 0 0
4 Dec 26033.75 2353.7 -111.3 - 0 0 0
3 Dec 25986.00 2353.7 -111.3 - 0 0 0
2 Dec 26032.20 2353.7 -111.3 24.05 5 0 5
1 Dec 26175.75 2465 -59.85 - 5 4 5
28 Nov 26202.95 2520.55 -4.05 - 2 0 1
27 Nov 26215.55 2520.4 -0.6 - 2 0 1
26 Nov 26205.30 2518 62.8 - 3 1 1
25 Nov 25884.80 2455.2 -105.2 - 0 0 0
24 Nov 25959.50 2455.2 -105.2 - 0 0 0
21 Nov 26068.15 2455.2 -105.2 26.60 1 0 1
20 Nov 26192.15 2555.8 145.85 - 2 0 1
19 Nov 26052.65 2409.95 12.4 - 1 1 1
18 Nov 25910.05 2397.55 90.35 - 0 1 0
17 Nov 26013.45 2397.55 90.35 - 1 1 1
14 Nov 25910.05 2302.35 303.65 - 2 0 0
13 Nov 25879.15 1998.7 0 - 0 0 0
12 Nov 25875.80 1998.7 0 - 0 0 0
11 Nov 25694.95 0 0 - 0 0 0


For Nifty - strike price 23750 expiring on 09DEC2025

Delta for 23750 CE is -

Historical price for 23750 CE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2088, which was -128.4 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 14


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 2216.4, which was -135.45 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 2353.7, which was -111.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2353.7, which was -111.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2353.7, which was -111.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2353.7, which was -111.3 lower than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 5


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2465, which was -59.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 5


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2520.55, which was -4.05 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 2520.4, which was -0.6 lower 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 2518, which was 62.8 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 2455.2, which was -105.2 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 2455.2, which was -105.2 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 2455.2, which was -105.2 lower than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 1


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 2555.8, which was 145.85 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 2409.95, which was 12.4 higher 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 2397.55, which was 90.35 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 2397.55, which was 90.35 higher than the previous day. The implied volatity was -, 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 2302.35, which was 303.65 higher 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 1998.7, 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 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 1998.7, 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 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 23750 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 0.05 -0.5 - 95,762 -6,582 26,637
8 Dec 25960.55 0.5 -0.3 - 68,410 -10,006 33,219
5 Dec 26186.45 0.75 -0.2 33.95 1,13,003 20,044 43,225
4 Dec 26033.75 0.9 -0.35 29.28 70,054 996 23,181
3 Dec 25986.00 1.15 -0.1 27.15 96,096 11,785 22,185
2 Dec 26032.20 1.2 -0.8 26.01 10,525 2,458 10,400
1 Dec 26175.75 1.8 -0.6 26.65 12,674 5,362 7,942
28 Nov 26202.95 2.3 -0.3 23.71 2,225 552 2,580
27 Nov 26215.55 2.55 -1.2 23.14 885 178 2,028
26 Nov 26205.30 3.25 -0.25 22.83 3,750 1,600 1,850
25 Nov 25884.80 3.6 -1.05 19.82 116 11 250
24 Nov 25959.50 4.6 -0.6 20.40 120 56 239
21 Nov 26068.15 5.2 -0.55 19.90 125 12 183
20 Nov 26192.15 5.85 -1 20.62 74 23 171
19 Nov 26052.65 6.55 -0.45 19.56 70 34 148
18 Nov 25910.05 7 -1.05 18.28 18 13 114
17 Nov 26013.45 8.45 -2.2 19.20 21 26 101
14 Nov 25910.05 10.5 -1.5 18.17 26 16 75
13 Nov 25879.15 12 0 18.05 17 6 59
12 Nov 25875.80 12 -2.25 17.68 5 2 53
11 Nov 25694.95 15.4 -1.05 17.12 55 51 51


For Nifty - strike price 23750 expiring on 09DEC2025

Delta for 23750 PE is -

Historical price for 23750 PE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by -6582 which decreased total open position to 26637


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.5, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -10006 which decreased total open position to 33219


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 33.95, the open interest changed by 20044 which increased total open position to 43225


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 29.28, the open interest changed by 996 which increased total open position to 23181


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 27.15, the open interest changed by 11785 which increased total open position to 22185


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.2, which was -0.8 lower than the previous day. The implied volatity was 26.01, the open interest changed by 2458 which increased total open position to 10400


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1.8, which was -0.6 lower than the previous day. The implied volatity was 26.65, the open interest changed by 5362 which increased total open position to 7942


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.3, which was -0.3 lower than the previous day. The implied volatity was 23.71, the open interest changed by 552 which increased total open position to 2580


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2.55, which was -1.2 lower than the previous day. The implied volatity was 23.14, the open interest changed by 178 which increased total open position to 2028


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 22.83, the open interest changed by 1600 which increased total open position to 1850


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 3.6, which was -1.05 lower than the previous day. The implied volatity was 19.82, the open interest changed by 11 which increased total open position to 250


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 4.6, which was -0.6 lower than the previous day. The implied volatity was 20.40, the open interest changed by 56 which increased total open position to 239


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 5.2, which was -0.55 lower than the previous day. The implied volatity was 19.90, the open interest changed by 12 which increased total open position to 183


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 5.85, which was -1 lower than the previous day. The implied volatity was 20.62, the open interest changed by 23 which increased total open position to 171


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 6.55, which was -0.45 lower than the previous day. The implied volatity was 19.56, the open interest changed by 34 which increased total open position to 148


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 7, which was -1.05 lower than the previous day. The implied volatity was 18.28, the open interest changed by 13 which increased total open position to 114


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 8.45, which was -2.2 lower than the previous day. The implied volatity was 19.20, the open interest changed by 26 which increased total open position to 101


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 10.5, which was -1.5 lower than the previous day. The implied volatity was 18.17, the open interest changed by 16 which increased total open position to 75


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 18.05, the open interest changed by 6 which increased total open position to 59


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 12, which was -2.25 lower than the previous day. The implied volatity was 17.68, the open interest changed by 2 which increased total open position to 53


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 15.4, which was -1.05 lower than the previous day. The implied volatity was 17.12, the open interest changed by 51 which increased total open position to 51