NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 23750 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 | 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 | |||||||||
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| 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: -
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| 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































































































































































































































