NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25000 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 | 838.55 | -124.75 | - | 1,632 | -453 | 204 | |||||||||
| 8 Dec | 25960.55 | 944 | -263.85 | 33.20 | 1,227 | -127 | 657 | |||||||||
| 5 Dec | 26186.45 | 1207.6 | 133.5 | - | 785 | -123 | 784 | |||||||||
| 4 Dec | 26033.75 | 1069 | 38.1 | 22.73 | 813 | -71 | 907 | |||||||||
| 3 Dec | 25986.00 | 1032.1 | -75.75 | 16.52 | 803 | -7 | 978 | |||||||||
| 2 Dec | 26032.20 | 1122.25 | -114.85 | 19.73 | 813 | 344 | 985 | |||||||||
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| 1 Dec | 26175.75 | 1232 | -54.25 | - | 564 | 17 | 641 | |||||||||
| 28 Nov | 26202.95 | 1290.6 | 2.2 | 16.13 | 190 | 162 | 624 | |||||||||
| 27 Nov | 26215.55 | 1293 | 14.75 | - | 229 | 166 | 462 | |||||||||
| 26 Nov | 26205.30 | 1285 | 310.3 | - | 76 | 49 | 296 | |||||||||
| 25 Nov | 25884.80 | 974.85 | -120.2 | 12.78 | 55 | 29 | 247 | |||||||||
| 24 Nov | 25959.50 | 1078.8 | -110.4 | 14.79 | 130 | 107 | 218 | |||||||||
| 21 Nov | 26068.15 | 1181.4 | -177.6 | - | 149 | 93 | 111 | |||||||||
| 20 Nov | 26192.15 | 1359 | 163.6 | 15.80 | 44 | -11 | 18 | |||||||||
| 19 Nov | 26052.65 | 1195.4 | 55.35 | 10.29 | 10 | 4 | 29 | |||||||||
| 18 Nov | 25910.05 | 1140.05 | -45.95 | 18.22 | 2 | 6 | 25 | |||||||||
| 17 Nov | 26013.45 | 1184.35 | 147.2 | 12.23 | 25 | 14 | 19 | |||||||||
| 14 Nov | 25910.05 | 1038.8 | -41.3 | - | 2 | -1 | 5 | |||||||||
| 13 Nov | 25879.15 | 1084.45 | 322.15 | 10.62 | 3 | 6 | 6 | |||||||||
| 12 Nov | 25875.80 | 762.3 | -110.15 | - | 0 | 1 | 0 | |||||||||
| 11 Nov | 25694.95 | 762.3 | -110.15 | - | 6 | 1 | 6 | |||||||||
| 10 Nov | 25574.35 | 872.45 | -44.85 | 12.78 | 8 | 5 | 5 | |||||||||
| 7 Nov | 25492.30 | 917.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 917.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25000 expiring on 09DEC2025
Delta for 25000 CE is -
Historical price for 25000 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 838.55, which was -124.75 lower than the previous day. The implied volatity was -, the open interest changed by -453 which decreased total open position to 204
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 944, which was -263.85 lower than the previous day. The implied volatity was 33.20, the open interest changed by -127 which decreased total open position to 657
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1207.6, which was 133.5 higher than the previous day. The implied volatity was -, the open interest changed by -123 which decreased total open position to 784
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1069, which was 38.1 higher than the previous day. The implied volatity was 22.73, the open interest changed by -71 which decreased total open position to 907
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 1032.1, which was -75.75 lower than the previous day. The implied volatity was 16.52, the open interest changed by -7 which decreased total open position to 978
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1122.25, which was -114.85 lower than the previous day. The implied volatity was 19.73, the open interest changed by 344 which increased total open position to 985
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1232, which was -54.25 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 641
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1290.6, which was 2.2 higher than the previous day. The implied volatity was 16.13, the open interest changed by 162 which increased total open position to 624
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1293, which was 14.75 higher than the previous day. The implied volatity was -, the open interest changed by 166 which increased total open position to 462
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1285, which was 310.3 higher than the previous day. The implied volatity was -, the open interest changed by 49 which increased total open position to 296
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 974.85, which was -120.2 lower than the previous day. The implied volatity was 12.78, the open interest changed by 29 which increased total open position to 247
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 1078.8, which was -110.4 lower than the previous day. The implied volatity was 14.79, the open interest changed by 107 which increased total open position to 218
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 1181.4, which was -177.6 lower than the previous day. The implied volatity was -, the open interest changed by 93 which increased total open position to 111
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1359, which was 163.6 higher than the previous day. The implied volatity was 15.80, the open interest changed by -11 which decreased total open position to 18
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 1195.4, which was 55.35 higher than the previous day. The implied volatity was 10.29, the open interest changed by 4 which increased total open position to 29
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 1140.05, which was -45.95 lower than the previous day. The implied volatity was 18.22, the open interest changed by 6 which increased total open position to 25
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 1184.35, which was 147.2 higher than the previous day. The implied volatity was 12.23, the open interest changed by 14 which increased total open position to 19
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 1038.8, which was -41.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 5
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 1084.45, which was 322.15 higher than the previous day. The implied volatity was 10.62, the open interest changed by 6 which increased total open position to 6
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 762.3, which was -110.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 762.3, which was -110.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 872.45, which was -44.85 lower than the previous day. The implied volatity was 12.78, the open interest changed by 5 which increased total open position to 5
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 917.3, 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 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 917.3, 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
| NIFTY 09DEC2025 25000 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 | -1.1 | - | 11,89,099 | -29 | 96,359 |
| 8 Dec | 25960.55 | 0.85 | -1 | 28.65 | 9,21,782 | -20,742 | 96,388 |
| 5 Dec | 26186.45 | 1.95 | -0.2 | 19.66 | 8,79,892 | 12,684 | 1,17,130 |
| 4 Dec | 26033.75 | 1.9 | -1.35 | 15.58 | 5,52,767 | 5,641 | 1,04,446 |
| 3 Dec | 25986.00 | 3.05 | -0.5 | 14.89 | 4,41,274 | 24,224 | 98,805 |
| 2 Dec | 26032.20 | 3.35 | -1.45 | 14.87 | 1,45,781 | 34,781 | 74,581 |
| 1 Dec | 26175.75 | 4.35 | -0.7 | 15.90 | 84,862 | 25,923 | 39,800 |
| 28 Nov | 26202.95 | 4.4 | -1.6 | 13.98 | 28,552 | 5,767 | 13,877 |
| 27 Nov | 26215.55 | 5.8 | -3.35 | 14.15 | 27,221 | 522 | 8,110 |
| 26 Nov | 26205.30 | 9 | -6.05 | 14.54 | 19,830 | 2,438 | 7,588 |
| 25 Nov | 25884.80 | 15.25 | -3.3 | 12.27 | 11,171 | 1,504 | 5,150 |
| 24 Nov | 25959.50 | 19.9 | -3.35 | 13.49 | 6,628 | 994 | 3,646 |
| 21 Nov | 26068.15 | 23.95 | 5.55 | 14.08 | 5,518 | 359 | 2,652 |
| 20 Nov | 26192.15 | 17.45 | -9 | 13.92 | 4,179 | 109 | 2,293 |
| 19 Nov | 26052.65 | 27.25 | -7.5 | 13.81 | 5,385 | 609 | 2,184 |
| 18 Nov | 25910.05 | 36 | 6.3 | 13.06 | 2,086 | 757 | 1,575 |
| 17 Nov | 26013.45 | 29.3 | -14.9 | 13.19 | 1,268 | -174 | 818 |
| 14 Nov | 25910.05 | 44.05 | -7.4 | 13.09 | 968 | 175 | 992 |
| 13 Nov | 25879.15 | 49.75 | 2.4 | 13.09 | 788 | 214 | 817 |
| 12 Nov | 25875.80 | 47.55 | -21.35 | 12.64 | 896 | 256 | 603 |
| 11 Nov | 25694.95 | 65.95 | -19.85 | 12.20 | 1,053 | 72 | 347 |
| 10 Nov | 25574.35 | 86.95 | -32.85 | 12.13 | 594 | 222 | 275 |
| 7 Nov | 25492.30 | 113.35 | -64.65 | 12.41 | 115 | 53 | 53 |
| 6 Nov | 25509.70 | 178 | 0 | 2.32 | 0 | 0 | 0 |
For Nifty - strike price 25000 expiring on 09DEC2025
Delta for 25000 PE is -
Historical price for 25000 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 96359
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.85, which was -1 lower than the previous day. The implied volatity was 28.65, the open interest changed by -20742 which decreased total open position to 96388
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.95, which was -0.2 lower than the previous day. The implied volatity was 19.66, the open interest changed by 12684 which increased total open position to 117130
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 1.9, which was -1.35 lower than the previous day. The implied volatity was 15.58, the open interest changed by 5641 which increased total open position to 104446
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 3.05, which was -0.5 lower than the previous day. The implied volatity was 14.89, the open interest changed by 24224 which increased total open position to 98805
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 3.35, which was -1.45 lower than the previous day. The implied volatity was 14.87, the open interest changed by 34781 which increased total open position to 74581
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 4.35, which was -0.7 lower than the previous day. The implied volatity was 15.90, the open interest changed by 25923 which increased total open position to 39800
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 4.4, which was -1.6 lower than the previous day. The implied volatity was 13.98, the open interest changed by 5767 which increased total open position to 13877
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 5.8, which was -3.35 lower than the previous day. The implied volatity was 14.15, the open interest changed by 522 which increased total open position to 8110
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 9, which was -6.05 lower than the previous day. The implied volatity was 14.54, the open interest changed by 2438 which increased total open position to 7588
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 15.25, which was -3.3 lower than the previous day. The implied volatity was 12.27, the open interest changed by 1504 which increased total open position to 5150
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 19.9, which was -3.35 lower than the previous day. The implied volatity was 13.49, the open interest changed by 994 which increased total open position to 3646
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 23.95, which was 5.55 higher than the previous day. The implied volatity was 14.08, the open interest changed by 359 which increased total open position to 2652
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 17.45, which was -9 lower than the previous day. The implied volatity was 13.92, the open interest changed by 109 which increased total open position to 2293
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 27.25, which was -7.5 lower than the previous day. The implied volatity was 13.81, the open interest changed by 609 which increased total open position to 2184
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 36, which was 6.3 higher than the previous day. The implied volatity was 13.06, the open interest changed by 757 which increased total open position to 1575
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 29.3, which was -14.9 lower than the previous day. The implied volatity was 13.19, the open interest changed by -174 which decreased total open position to 818
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 44.05, which was -7.4 lower than the previous day. The implied volatity was 13.09, the open interest changed by 175 which increased total open position to 992
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 49.75, which was 2.4 higher than the previous day. The implied volatity was 13.09, the open interest changed by 214 which increased total open position to 817
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 47.55, which was -21.35 lower than the previous day. The implied volatity was 12.64, the open interest changed by 256 which increased total open position to 603
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 65.95, which was -19.85 lower than the previous day. The implied volatity was 12.20, the open interest changed by 72 which increased total open position to 347
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 86.95, which was -32.85 lower than the previous day. The implied volatity was 12.13, the open interest changed by 222 which increased total open position to 275
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 113.35, which was -64.65 lower than the previous day. The implied volatity was 12.41, the open interest changed by 53 which increased total open position to 53
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 178, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0































































































































































































































