NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 23950 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 | 2182.45 | 189.1 | - | 0 | 1 | 0 | |||||||||
| 8 Dec | 25960.55 | 2182.45 | 189.1 | - | 0 | 1 | 2 | |||||||||
| 5 Dec | 26186.45 | 2182.45 | 189.1 | - | 4 | 1 | 1 | |||||||||
| 4 Dec | 26033.75 | 1993.35 | -145.7 | - | 0 | 1 | 0 | |||||||||
| 3 Dec | 25986.00 | 1993.35 | -145.7 | - | 2 | 1 | 2 | |||||||||
| 2 Dec | 26032.20 | 2139.05 | -113 | - | 1 | 0 | 1 | |||||||||
| 1 Dec | 26175.75 | 2252.05 | -72.85 | - | 2 | 0 | 1 | |||||||||
| 28 Nov | 26202.95 | 2320.6 | -10.45 | - | 2 | 0 | 1 | |||||||||
| 27 Nov | 26215.55 | 2326.9 | 8.4 | - | 2 | 0 | 1 | |||||||||
| 26 Nov | 26205.30 | 2314.3 | 87.85 | - | 2 | 1 | 1 | |||||||||
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| 25 Nov | 25884.80 | 2219 | 11.9 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 25959.50 | 2219 | 11.9 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 26068.15 | 2219 | 11.9 | - | 2 | 0 | 0 | |||||||||
| 20 Nov | 26192.15 | 2207.1 | 7.8 | - | 0 | 1 | 0 | |||||||||
| 19 Nov | 26052.65 | 2207.1 | 7.8 | - | 1 | 1 | 1 | |||||||||
| 18 Nov | 25910.05 | 2199.3 | 186.85 | - | 0 | -2 | 0 | |||||||||
| 17 Nov | 26013.45 | 2199.3 | 186.85 | - | 1 | -2 | 1 | |||||||||
| 14 Nov | 25910.05 | 2012.45 | -68.1 | - | 4 | 3 | 3 | |||||||||
| 13 Nov | 25879.15 | 2074.8 | 265.5 | - | 2 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 1809.3 | 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 23950 expiring on 09DEC2025
Delta for 23950 CE is -
Historical price for 23950 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 2182.45, which was 189.1 higher 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 2182.45, which was 189.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2182.45, which was 189.1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1993.35, which was -145.7 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 1993.35, which was -145.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 2139.05, which was -113 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 2252.05, which was -72.85 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 2320.6, which was -10.45 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 2326.9, which was 8.4 higher 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 2314.3, which was 87.85 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 2219, which was 11.9 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 2219, which was 11.9 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 2219, which was 11.9 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 2207.1, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 2207.1, which was 7.8 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 2199.3, which was 186.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 2199.3, which was 186.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 2012.45, which was -68.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 2074.8, which was 265.5 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 1809.3, 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 23950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 0.05 | -0.65 | - | 48,136 | -554 | 2,584 |
| 8 Dec | 25960.55 | 0.65 | -0.3 | - | 34,635 | -173 | 3,138 |
| 5 Dec | 26186.45 | 0.9 | -0.1 | 31.90 | 21,611 | 1,341 | 3,311 |
| 4 Dec | 26033.75 | 1 | -0.55 | 27.17 | 31,421 | 629 | 1,970 |
| 3 Dec | 25986.00 | 1.35 | -0.1 | 25.32 | 17,543 | 1,250 | 1,341 |
| 2 Dec | 26032.20 | 1.25 | -1.05 | 24.04 | 177 | 73 | 91 |
| 1 Dec | 26175.75 | 2.2 | -0.4 | 25.22 | 104 | 0 | 18 |
| 28 Nov | 26202.95 | 2.95 | -0.95 | 22.63 | 54 | 18 | 18 |
| 27 Nov | 26215.55 | 3.9 | -22.05 | 22.63 | 4 | 0 | 0 |
| 26 Nov | 26205.30 | 25.95 | 0 | 11.52 | 0 | 0 | 0 |
| 25 Nov | 25884.80 | 25.95 | 0 | 9.38 | 0 | 0 | 0 |
| 24 Nov | 25959.50 | 25.95 | 0 | 9.43 | 0 | 0 | 0 |
| 21 Nov | 26068.15 | 25.95 | 0 | 9.20 | 0 | 0 | 0 |
| 20 Nov | 26192.15 | 25.95 | 0 | 9.45 | 0 | 0 | 0 |
| 19 Nov | 26052.65 | 25.95 | 0 | 8.80 | 0 | 0 | 0 |
| 18 Nov | 25910.05 | 25.95 | 0 | 8.11 | 0 | 0 | 0 |
| 17 Nov | 26013.45 | 25.95 | 0 | 8.36 | 0 | 0 | 0 |
| 14 Nov | 25910.05 | 25.95 | 0 | 7.30 | 0 | 0 | 0 |
| 13 Nov | 25879.15 | 25.95 | 0 | 7.10 | 0 | 0 | 0 |
| 12 Nov | 25875.80 | 25.95 | 0 | 6.96 | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 25.95 | 0 | 6.38 | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 25.95 | 0 | 5.92 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 25.95 | 0 | 5.53 | 0 | 0 | 0 |
For Nifty - strike price 23950 expiring on 09DEC2025
Delta for 23950 PE is -
Historical price for 23950 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by -554 which decreased total open position to 2584
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.65, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by -173 which decreased total open position to 3138
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 31.90, the open interest changed by 1341 which increased total open position to 3311
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1, which was -0.55 lower than the previous day. The implied volatity was 27.17, the open interest changed by 629 which increased total open position to 1970
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 25.32, the open interest changed by 1250 which increased total open position to 1341
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 24.04, the open interest changed by 73 which increased total open position to 91
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 2.2, which was -0.4 lower than the previous day. The implied volatity was 25.22, the open interest changed by 0 which decreased total open position to 18
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 2.95, which was -0.95 lower than the previous day. The implied volatity was 22.63, the open interest changed by 18 which increased total open position to 18
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 3.9, which was -22.05 lower than the previous day. The implied volatity was 22.63, the open interest changed by 0 which decreased total open position to 0
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 25.95, which was 0 lower than the previous day. The implied volatity was 11.52, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 25.95, 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 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 25.95, which was 0 lower than the previous day. The implied volatity was 9.43, 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 25.95, which was 0 lower than the previous day. The implied volatity was 9.20, 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 25.95, which was 0 lower than the previous day. The implied volatity was 9.45, 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 25.95, which was 0 lower than the previous day. The implied volatity was 8.80, 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 25.95, which was 0 lower than the previous day. The implied volatity was 8.11, 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 25.95, which was 0 lower than the previous day. The implied volatity was 8.36, 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 25.95, which was 0 lower than the previous day. The implied volatity was 7.30, 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 25.95, which was 0 lower than the previous day. The implied volatity was 7.10, 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 25.95, which was 0 lower than the previous day. The implied volatity was 6.96, 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 25.95, which was 0 lower than the previous day. The implied volatity was 6.38, 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 25.95, which was 0 lower than the previous day. The implied volatity was 5.92, 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 25.95, which was 0 lower than the previous day. The implied volatity was 5.53, the open interest changed by 0 which decreased total open position to 0































































































































































































































