NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 23900 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 | 2189.65 | -122.4 | - | 0 | 1 | 0 | |||||||||
| 8 Dec | 25960.55 | 2189.65 | -122.4 | - | 0 | 1 | 1 | |||||||||
| 5 Dec | 26186.45 | 2189.65 | -122.4 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 26033.75 | 2189.65 | -122.4 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 25986.00 | 2189.65 | -122.4 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 26032.20 | 2189.65 | -122.4 | - | 1 | 0 | 1 | |||||||||
| 1 Dec | 26175.75 | 2312.05 | -68.75 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 2376.25 | 0.75 | - | 2 | 0 | 1 | |||||||||
| 27 Nov | 26215.55 | 2371.55 | -0.3 | - | 2 | 0 | 1 | |||||||||
| 26 Nov | 26205.30 | 2368.85 | 62.35 | - | 3 | 1 | 1 | |||||||||
| 25 Nov | 25884.80 | 2306.5 | -105.1 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 2306.5 | -105.1 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 2306.5 | -105.1 | 24.62 | 1 | 0 | 1 | |||||||||
| 20 Nov | 26192.15 | 2407.15 | 145.5 | - | 2 | 0 | 1 | |||||||||
| 19 Nov | 26052.65 | 2261.65 | 12.25 | - | 1 | 1 | 1 | |||||||||
| 18 Nov | 25910.05 | 2249.4 | 101.65 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 26013.45 | 2249.4 | 101.65 | - | 1 | 0 | 1 | |||||||||
| 14 Nov | 25910.05 | 2129.3 | 273 | - | 2 | 1 | 1 | |||||||||
| 13 Nov | 25879.15 | 1856.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1856.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 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 23900 expiring on 09DEC2025
Delta for 23900 CE is -
Historical price for 23900 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2189.65, which was -122.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 2189.65, which was -122.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2189.65, which was -122.4 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 2189.65, which was -122.4 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 2189.65, which was -122.4 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 2189.65, which was -122.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2312.05, which was -68.75 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 2376.25, which was 0.75 higher 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 2371.55, which was -0.3 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 2368.85, which was 62.35 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 2306.5, which was -105.1 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 2306.5, which was -105.1 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 2306.5, which was -105.1 lower than the previous day. The implied volatity was 24.62, 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 2407.15, which was 145.5 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 2261.65, which was 12.25 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 2249.4, which was 101.65 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 2249.4, which was 101.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 2129.3, which was 273 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 1856.3, 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 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 1856.3, 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 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 23900 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 | -0.6 | - | 58,170 | 1,889 | 6,137 |
| 8 Dec | 25960.55 | 0.6 | -0.35 | - | 38,431 | -810 | 4,248 |
| 5 Dec | 26186.45 | 0.85 | -0.1 | 32.38 | 25,789 | -1,813 | 5,058 |
| 4 Dec | 26033.75 | 0.95 | -0.6 | 27.63 | 48,360 | 3,329 | 6,871 |
| 3 Dec | 25986.00 | 1.35 | -0.1 | 25.91 | 32,585 | 2,664 | 3,542 |
| 2 Dec | 26032.20 | 1.3 | -0.95 | 24.66 | 842 | 49 | 878 |
| 1 Dec | 26175.75 | 2.1 | -0.75 | 25.48 | 5,939 | 793 | 829 |
| 28 Nov | 26202.95 | 2.7 | 0 | 22.83 | 35 | 3 | 36 |
| 27 Nov | 26215.55 | 2.55 | -1.25 | 21.88 | 106 | -18 | 33 |
| 26 Nov | 26205.30 | 3.6 | -19.65 | 21.87 | 124 | 51 | 51 |
| 25 Nov | 25884.80 | 23.25 | 0 | 9.59 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 23.25 | 0 | 9.65 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 23.25 | 0 | 9.38 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 23.25 | 0 | 9.63 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 23.25 | 0 | 8.98 | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 23.25 | 0 | 8.29 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 23.25 | 0 | 8.53 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 23.25 | 0 | 7.83 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 23.25 | 0 | 7.26 | 0 | 0 | 0 |
| 12 Nov | 25875.80 | 23.25 | 0 | 7.12 | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 23.25 | 0 | 6.54 | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 23.25 | 0 | 6.08 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 23.25 | 0 | 5.68 | 0 | 0 | 0 |
For Nifty - strike price 23900 expiring on 09DEC2025
Delta for 23900 PE is -
Historical price for 23900 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 1889 which increased total open position to 6137
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -810 which decreased total open position to 4248
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 32.38, the open interest changed by -1813 which decreased total open position to 5058
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 0.95, which was -0.6 lower than the previous day. The implied volatity was 27.63, the open interest changed by 3329 which increased total open position to 6871
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 25.91, the open interest changed by 2664 which increased total open position to 3542
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1.3, which was -0.95 lower than the previous day. The implied volatity was 24.66, the open interest changed by 49 which increased total open position to 878
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 25.48, the open interest changed by 793 which increased total open position to 829
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 22.83, the open interest changed by 3 which increased total open position to 36
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 2.55, which was -1.25 lower than the previous day. The implied volatity was 21.88, the open interest changed by -18 which decreased total open position to 33
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 3.6, which was -19.65 lower than the previous day. The implied volatity was 21.87, the open interest changed by 51 which increased total open position to 51
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 23.25, which was 0 lower than the previous day. The implied volatity was 9.59, 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 23.25, which was 0 lower than the previous day. The implied volatity was 9.65, 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 23.25, which was 0 lower than the previous day. The implied volatity was 9.38, 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 23.25, which was 0 lower than the previous day. The implied volatity was 9.63, 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 23.25, which was 0 lower than the previous day. The implied volatity was 8.98, 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 23.25, which was 0 lower than the previous day. The implied volatity was 8.29, 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 23.25, which was 0 lower than the previous day. The implied volatity was 8.53, 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 23.25, which was 0 lower than the previous day. The implied volatity was 7.83, 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 23.25, which was 0 lower than the previous day. The implied volatity was 7.26, 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 23.25, which was 0 lower than the previous day. The implied volatity was 7.12, 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 23.25, which was 0 lower than the previous day. The implied volatity was 6.54, 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 23.25, which was 0 lower than the previous day. The implied volatity was 6.08, 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 23.25, which was 0 lower than the previous day. The implied volatity was 5.68, the open interest changed by 0 which decreased total open position to 0































































































































































































































