NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 23800 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 | 2069.25 | -79.75 | - | 6 | -1 | 5 | |||||||||
| 8 Dec | 25960.55 | 2149 | -45 | - | 2 | 6 | 6 | |||||||||
| 5 Dec | 26186.45 | 2194 | -84.4 | - | 0 | -1 | 0 | |||||||||
| 4 Dec | 26033.75 | 2194 | -84.4 | - | 0 | -1 | 0 | |||||||||
| 3 Dec | 25986.00 | 2194 | -84.4 | - | 22 | -1 | 6 | |||||||||
| 2 Dec | 26032.20 | 2278.4 | -122.65 | - | 5 | 4 | 7 | |||||||||
| 1 Dec | 26175.75 | 2401.05 | -79.95 | - | 3 | 1 | 3 | |||||||||
| 28 Nov | 26202.95 | 2477.85 | 4.4 | 21.98 | 2 | 1 | 2 | |||||||||
| 27 Nov | 26215.55 | 2470.3 | -0.95 | - | 4 | 0 | 1 | |||||||||
| 26 Nov | 26205.30 | 2468.3 | 62.75 | - | 3 | 1 | 1 | |||||||||
| 25 Nov | 25884.80 | 2405.55 | -105.4 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 2405.55 | -105.4 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 2405.55 | -105.4 | 26.29 | 1 | 0 | 1 | |||||||||
| 20 Nov | 26192.15 | 2506.35 | 145.9 | - | 2 | 0 | 1 | |||||||||
| 19 Nov | 26052.65 | 2360.45 | 6.1 | - | 1 | 1 | 1 | |||||||||
| 18 Nov | 25910.05 | 2354.35 | 96.35 | - | 0 | 1 | 0 | |||||||||
| 17 Nov | 26013.45 | 2354.35 | 96.35 | - | 1 | 1 | 1 | |||||||||
| 14 Nov | 25910.05 | 2253.15 | 302.15 | - | 2 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 1951 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1951 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Nov | 25574.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23800 expiring on 09DEC2025
Delta for 23800 CE is -
Historical price for 23800 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2069.25, which was -79.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 2149, which was -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 2194, which was -84.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2194, which was -84.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2194, which was -84.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 6
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2278.4, which was -122.65 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 7
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2401.05, which was -79.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2477.85, which was 4.4 higher than the previous day. The implied volatity was 21.98, the open interest changed by 1 which increased total open position to 2
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2470.3, which was -0.95 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 2468.3, which was 62.75 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 2405.55, which was -105.4 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 2405.55, which was -105.4 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 2405.55, which was -105.4 lower than the previous day. The implied volatity was 26.29, 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 2506.35, which was 145.9 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 2360.45, which was 6.1 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 2354.35, which was 96.35 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 2354.35, which was 96.35 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 2253.15, which was 302.15 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 1951, 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 1951, 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
On 10 Nov NIFTY was trading at 25574.35. 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 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
| NIFTY 09DEC2025 23800 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 0.05 | -0.5 | - | 76,739 | -6,139 | 24,407 |
| 8 Dec | 25960.55 | 0.45 | -0.35 | - | 93,386 | -4,052 | 30,546 |
| 5 Dec | 26186.45 | 0.75 | -0.2 | 33.34 | 1,03,198 | 14,533 | 34,598 |
| 4 Dec | 26033.75 | 0.85 | -0.7 | 28.51 | 70,128 | -3,633 | 20,065 |
| 3 Dec | 25986.00 | 1.35 | 0 | 27.02 | 84,532 | 15,183 | 23,698 |
| 2 Dec | 26032.20 | 1.2 | -0.95 | 25.49 | 6,969 | 1,209 | 8,515 |
| 1 Dec | 26175.75 | 2.1 | -0.35 | 26.61 | 11,616 | 4,297 | 7,306 |
| 28 Nov | 26202.95 | 2.15 | -0.75 | 23.08 | 3,340 | 677 | 3,009 |
| 27 Nov | 26215.55 | 2.75 | -1.1 | 22.93 | 734 | 171 | 2,332 |
| 26 Nov | 26205.30 | 3.65 | 0.2 | 22.75 | 4,380 | 1,942 | 2,161 |
| 25 Nov | 25884.80 | 3.25 | -1.15 | 19.16 | 159 | -62 | 219 |
| 24 Nov | 25959.50 | 4.4 | -0.85 | 19.90 | 132 | 93 | 281 |
| 21 Nov | 26068.15 | 5.95 | -0.45 | 19.89 | 101 | 43 | 188 |
| 20 Nov | 26192.15 | 6.4 | -0.8 | 20.54 | 22 | 3 | 145 |
| 19 Nov | 26052.65 | 7.2 | -0.55 | 19.45 | 39 | 26 | 142 |
| 18 Nov | 25910.05 | 9 | 1.45 | 18.62 | 76 | 58 | 116 |
| 17 Nov | 26013.45 | 8.5 | -3.2 | 18.86 | 34 | 26 | 58 |
| 14 Nov | 25910.05 | 11.7 | 0.65 | 18.12 | 16 | 32 | 32 |
| 13 Nov | 25879.15 | 11.05 | -4.15 | - | 0 | -19 | 0 |
| 12 Nov | 25875.80 | 11.05 | -4.15 | 17.11 | 22 | -19 | 24 |
| 11 Nov | 25694.95 | 14.4 | -1.6 | 16.60 | 4 | 12 | 43 |
| 10 Nov | 25574.35 | 16 | -4 | 15.82 | 45 | 29 | 31 |
| 7 Nov | 25492.30 | 20 | 1.5 | 15.43 | 4 | 2 | 2 |
For Nifty - strike price 23800 expiring on 09DEC2025
Delta for 23800 PE is -
Historical price for 23800 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 -6139 which decreased total open position to 24407
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -4052 which decreased total open position to 30546
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 33.34, the open interest changed by 14533 which increased total open position to 34598
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 0.85, which was -0.7 lower than the previous day. The implied volatity was 28.51, the open interest changed by -3633 which decreased total open position to 20065
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 27.02, the open interest changed by 15183 which increased total open position to 23698
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.2, which was -0.95 lower than the previous day. The implied volatity was 25.49, the open interest changed by 1209 which increased total open position to 8515
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was 26.61, the open interest changed by 4297 which increased total open position to 7306
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.15, which was -0.75 lower than the previous day. The implied volatity was 23.08, the open interest changed by 677 which increased total open position to 3009
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2.75, which was -1.1 lower than the previous day. The implied volatity was 22.93, the open interest changed by 171 which increased total open position to 2332
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 3.65, which was 0.2 higher than the previous day. The implied volatity was 22.75, the open interest changed by 1942 which increased total open position to 2161
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 3.25, which was -1.15 lower than the previous day. The implied volatity was 19.16, the open interest changed by -62 which decreased total open position to 219
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 4.4, which was -0.85 lower than the previous day. The implied volatity was 19.90, the open interest changed by 93 which increased total open position to 281
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 5.95, which was -0.45 lower than the previous day. The implied volatity was 19.89, the open interest changed by 43 which increased total open position to 188
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 6.4, which was -0.8 lower than the previous day. The implied volatity was 20.54, the open interest changed by 3 which increased total open position to 145
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 7.2, which was -0.55 lower than the previous day. The implied volatity was 19.45, the open interest changed by 26 which increased total open position to 142
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 9, which was 1.45 higher than the previous day. The implied volatity was 18.62, the open interest changed by 58 which increased total open position to 116
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 8.5, which was -3.2 lower than the previous day. The implied volatity was 18.86, the open interest changed by 26 which increased total open position to 58
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 11.7, which was 0.65 higher than the previous day. The implied volatity was 18.12, the open interest changed by 32 which increased total open position to 32
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 11.05, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 0
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 11.05, which was -4.15 lower than the previous day. The implied volatity was 17.11, the open interest changed by -19 which decreased total open position to 24
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 14.4, which was -1.6 lower than the previous day. The implied volatity was 16.60, the open interest changed by 12 which increased total open position to 43
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 16, which was -4 lower than the previous day. The implied volatity was 15.82, the open interest changed by 29 which increased total open position to 31
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 20, which was 1.5 higher than the previous day. The implied volatity was 15.43, the open interest changed by 2 which increased total open position to 2































































































































































































































