NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 23850 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 | 2079.8 | -159.75 | - | 0 | 2 | 0 | |||||||||
| 8 Dec | 25960.55 | 2079.8 | -159.75 | - | 0 | 2 | 2 | |||||||||
| 5 Dec | 26186.45 | 2079.8 | -159.75 | - | 0 | 1 | 0 | |||||||||
| 4 Dec | 26033.75 | 2079.8 | -159.75 | - | 0 | 1 | 0 | |||||||||
| 3 Dec | 25986.00 | 2079.8 | -159.75 | - | 2 | 1 | 3 | |||||||||
| 2 Dec | 26032.20 | 2239.55 | -123.7 | - | 1 | 0 | 2 | |||||||||
| 1 Dec | 26175.75 | 2363.25 | -62.7 | - | 2 | 0 | 2 | |||||||||
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| 28 Nov | 26202.95 | 2420.7 | -16.8 | - | 2 | 0 | 2 | |||||||||
| 27 Nov | 26215.55 | 2430.6 | 24.35 | - | 2 | 0 | 2 | |||||||||
| 26 Nov | 26205.30 | 2403.4 | 43 | - | 2 | 2 | 2 | |||||||||
| 25 Nov | 25884.80 | 2360.4 | -105.25 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 2360.4 | -105.25 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 2360.4 | -105.25 | 26.05 | 1 | 0 | 2 | |||||||||
| 20 Nov | 26192.15 | 2465.65 | 153.85 | - | 1 | 0 | 2 | |||||||||
| 19 Nov | 26052.65 | 2311.8 | 18.15 | - | 1 | 2 | 2 | |||||||||
| 18 Nov | 25910.05 | 2297.05 | 94.15 | - | 0 | 2 | 0 | |||||||||
| 17 Nov | 26013.45 | 2297.05 | 94.15 | - | 2 | 2 | 2 | |||||||||
| 14 Nov | 25910.05 | 2203.8 | 300.25 | - | 3 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 1903.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1903.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23850 expiring on 09DEC2025
Delta for 23850 CE is -
Historical price for 23850 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2079.8, which was -159.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 2079.8, which was -159.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2079.8, which was -159.75 lower 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 2079.8, which was -159.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 2079.8, which was -159.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2239.55, which was -123.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2363.25, which was -62.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2420.7, which was -16.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2430.6, which was 24.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 2403.4, which was 43 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 2360.4, which was -105.25 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 2360.4, which was -105.25 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 2360.4, which was -105.25 lower than the previous day. The implied volatity was 26.05, 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 2465.65, which was 153.85 higher than the previous day. The implied volatity was -, 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 2311.8, which was 18.15 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 2297.05, which was 94.15 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 2297.05, which was 94.15 higher than the previous day. The implied volatity was -, 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 2203.8, which was 300.25 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 1903.55, 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 1903.55, 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 23850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 0.05 | -0.6 | - | 63,045 | 1,972 | 4,292 |
| 8 Dec | 25960.55 | 0.5 | -0.4 | - | 29,046 | -345 | 2,320 |
| 5 Dec | 26186.45 | 0.8 | -0.2 | 32.89 | 16,251 | 1,041 | 2,665 |
| 4 Dec | 26033.75 | 0.95 | -0.55 | 28.23 | 31,946 | 125 | 1,624 |
| 3 Dec | 25986.00 | 1.35 | -0.1 | 26.48 | 18,601 | 1,336 | 1,499 |
| 2 Dec | 26032.20 | 1.25 | -1.05 | 25.07 | 686 | 120 | 163 |
| 1 Dec | 26175.75 | 2.45 | -0.4 | 26.58 | 175 | -28 | 43 |
| 28 Nov | 26202.95 | 2.8 | -0.15 | 23.38 | 76 | 41 | 71 |
| 27 Nov | 26215.55 | 2.6 | -1.6 | 22.35 | 155 | -38 | 30 |
| 26 Nov | 26205.30 | 3.7 | -18.05 | 22.36 | 147 | 68 | 68 |
| 25 Nov | 25884.80 | 21.75 | 1 | - | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 21.75 | 1 | - | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 21.75 | 1 | - | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 21.75 | 1 | - | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 21.75 | 1 | - | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 21.75 | 1 | - | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 21.75 | 1 | - | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 21.75 | 1 | - | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 21.75 | 1 | - | 0 | 0 | 0 |
| 12 Nov | 25875.80 | 21.75 | 1 | - | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 21.75 | 1 | - | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 21.75 | 1 | - | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 21.75 | 1 | - | 0 | 0 | 0 |
For Nifty - strike price 23850 expiring on 09DEC2025
Delta for 23850 PE is -
Historical price for 23850 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 1972 which increased total open position to 4292
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by -345 which decreased total open position to 2320
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 32.89, the open interest changed by 1041 which increased total open position to 2665
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 28.23, the open interest changed by 125 which increased total open position to 1624
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1.35, which was -0.1 lower than the previous day. The implied volatity was 26.48, the open interest changed by 1336 which increased total open position to 1499
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was 25.07, the open interest changed by 120 which increased total open position to 163
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.45, which was -0.4 lower than the previous day. The implied volatity was 26.58, the open interest changed by -28 which decreased total open position to 43
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.8, which was -0.15 lower than the previous day. The implied volatity was 23.38, the open interest changed by 41 which increased total open position to 71
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2.6, which was -1.6 lower than the previous day. The implied volatity was 22.35, the open interest changed by -38 which decreased total open position to 30
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 3.7, which was -18.05 lower than the previous day. The implied volatity was 22.36, the open interest changed by 68 which increased total open position to 68
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 21.75, which was 1 higher 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 21.75, which was 1 higher 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 21.75, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 21.75, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 21.75, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 21.75, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 21.75, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 21.75, which was 1 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 21.75, which was 1 higher 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 21.75, which was 1 higher 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 21.75, which was 1 higher 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 21.75, which was 1 higher 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 21.75, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































