NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 25839.65 | 785.5 | -130.1 | - | 20 | -2 | 22 | |||||||||
| 8 Dec | 25960.55 | 892.7 | -280.3 | 32.25 | 69 | -38 | 24 | |||||||||
| 5 Dec | 26186.45 | 1173 | 187.65 | 26.26 | 21 | 12 | 62 | |||||||||
| 4 Dec | 26033.75 | 985.35 | 43.75 | - | 71 | -1 | 50 | |||||||||
| 3 Dec | 25986.00 | 941.6 | -111.15 | - | 18 | 3 | 51 | |||||||||
| 2 Dec | 26032.20 | 1052.75 | -135.05 | - | 10 | 14 | 48 | |||||||||
| 1 Dec | 26175.75 | 1190 | -40.7 | 17.27 | 13 | 6 | 34 | |||||||||
| 28 Nov | 26202.95 | 1230.7 | 20.7 | 10.23 | 2 | 7 | 28 | |||||||||
| 27 Nov | 26215.55 | 1210 | -16.95 | - | 31 | 21 | 21 | |||||||||
| 26 Nov | 26205.30 | 1224.2 | 48.85 | - | 2 | 0 | 0 | |||||||||
| 25 Nov | 25884.80 | 1175.35 | -106.1 | - | 0 | 1 | 0 | |||||||||
| 24 Nov | 25959.50 | 1175.35 | -106.1 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 26068.15 | 1175.35 | -106.1 | 15.69 | 1 | 1 | 1 | |||||||||
| 20 Nov | 26192.15 | 1278.6 | 143.3 | 10.24 | 3 | -2 | 0 | |||||||||
| 19 Nov | 26052.65 | 1131.9 | 0.8 | - | 9 | 2 | 2 | |||||||||
| 18 Nov | 25910.05 | 1131.1 | 182.9 | - | 0 | 1 | 0 | |||||||||
| 17 Nov | 26013.45 | 1131.1 | 182.9 | 11.30 | 1 | 1 | 2 | |||||||||
| 14 Nov | 25910.05 | 948.2 | -95.05 | - | 2 | 0 | 1 | |||||||||
| 13 Nov | 25879.15 | 1041.3 | 161.25 | 11.19 | 4 | 1 | 1 | |||||||||
| 12 Nov | 25875.80 | 880.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 880.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 880.05 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 7 Nov | 25492.30 | 880.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 880.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25050 expiring on 09DEC2025
Delta for 25050 CE is -
Historical price for 25050 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 785.5, which was -130.1 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 22
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 892.7, which was -280.3 lower than the previous day. The implied volatity was 32.25, the open interest changed by -38 which decreased total open position to 24
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1173, which was 187.65 higher than the previous day. The implied volatity was 26.26, the open interest changed by 12 which increased total open position to 62
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 985.35, which was 43.75 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 50
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 941.6, which was -111.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 51
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1052.75, which was -135.05 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 48
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1190, which was -40.7 lower than the previous day. The implied volatity was 17.27, the open interest changed by 6 which increased total open position to 34
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1230.7, which was 20.7 higher than the previous day. The implied volatity was 10.23, the open interest changed by 7 which increased total open position to 28
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1210, which was -16.95 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 21
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1224.2, which was 48.85 higher than the previous day. The implied volatity was -, 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 1175.35, which was -106.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 1175.35, which was -106.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 1175.35, which was -106.1 lower than the previous day. The implied volatity was 15.69, the open interest changed by 1 which increased total open position to 1
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1278.6, which was 143.3 higher than the previous day. The implied volatity was 10.24, the open interest changed by -2 which decreased total open position to 0
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 1131.9, which was 0.8 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 1131.1, which was 182.9 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 1131.1, which was 182.9 higher than the previous day. The implied volatity was 11.30, the open interest changed by 1 which increased total open position to 2
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 948.2, which was -95.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 1041.3, which was 161.25 higher than the previous day. The implied volatity was 11.19, the open interest changed by 1 which increased total open position to 1
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 880.05, 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 880.05, 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 880.05, 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 880.05, 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 880.05, 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 25050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 0.05 | -1.05 | - | 4,08,582 | -390 | 9,635 |
| 8 Dec | 25960.55 | 0.75 | -1.1 | 26.83 | 2,20,611 | -5,011 | 10,025 |
| 5 Dec | 26186.45 | 1.75 | -0.5 | 18.67 | 1,82,230 | 6,532 | 15,036 |
| 4 Dec | 26033.75 | 2.1 | -1.2 | 15.04 | 1,28,185 | 1,126 | 8,504 |
| 3 Dec | 25986.00 | 3.1 | -0.45 | 14.29 | 97,925 | 4,942 | 7,378 |
| 2 Dec | 26032.20 | 3.55 | -1.25 | 14.41 | 8,639 | 1,616 | 2,436 |
| 1 Dec | 26175.75 | 4.6 | -0.45 | 15.38 | 2,328 | 286 | 820 |
| 28 Nov | 26202.95 | 4.35 | -1.95 | 13.46 | 1,243 | 57 | 534 |
| 27 Nov | 26215.55 | 5.75 | -4 | 13.66 | 1,516 | 110 | 477 |
| 26 Nov | 26205.30 | 8.8 | -7.5 | 14.01 | 1,621 | 66 | 367 |
| 25 Nov | 25884.80 | 16.95 | -4.15 | 12.03 | 325 | 91 | 301 |
| 24 Nov | 25959.50 | 20.9 | -4.3 | 13.12 | 276 | 100 | 210 |
| 21 Nov | 26068.15 | 25.25 | 5.4 | 13.78 | 254 | 22 | 110 |
| 20 Nov | 26192.15 | 20.1 | -8.75 | 13.90 | 141 | -47 | 88 |
| 19 Nov | 26052.65 | 29.45 | -6.85 | 13.60 | 105 | 31 | 135 |
| 18 Nov | 25910.05 | 39.15 | 6.85 | 12.88 | 113 | 36 | 104 |
| 17 Nov | 26013.45 | 32.3 | -16 | 13.06 | 35 | 3 | 68 |
| 14 Nov | 25910.05 | 47 | -8.7 | 12.88 | 88 | 15 | 65 |
| 13 Nov | 25879.15 | 55.7 | 4.05 | 13.08 | 17 | 10 | 50 |
| 12 Nov | 25875.80 | 52.5 | -20.6 | 12.56 | 34 | 4 | 40 |
| 11 Nov | 25694.95 | 73.05 | -117.4 | 12.24 | 46 | 36 | 36 |
| 10 Nov | 25574.35 | 190.45 | 0 | 2.39 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 190.45 | 0 | 2.15 | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 190.45 | 0 | 2.16 | 0 | 0 | 0 |
For Nifty - strike price 25050 expiring on 09DEC2025
Delta for 25050 PE is -
Historical price for 25050 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -390 which decreased total open position to 9635
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.75, which was -1.1 lower than the previous day. The implied volatity was 26.83, the open interest changed by -5011 which decreased total open position to 10025
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1.75, which was -0.5 lower than the previous day. The implied volatity was 18.67, the open interest changed by 6532 which increased total open position to 15036
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.1, which was -1.2 lower than the previous day. The implied volatity was 15.04, the open interest changed by 1126 which increased total open position to 8504
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 3.1, which was -0.45 lower than the previous day. The implied volatity was 14.29, the open interest changed by 4942 which increased total open position to 7378
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 3.55, which was -1.25 lower than the previous day. The implied volatity was 14.41, the open interest changed by 1616 which increased total open position to 2436
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 4.6, which was -0.45 lower than the previous day. The implied volatity was 15.38, the open interest changed by 286 which increased total open position to 820
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 4.35, which was -1.95 lower than the previous day. The implied volatity was 13.46, the open interest changed by 57 which increased total open position to 534
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 5.75, which was -4 lower than the previous day. The implied volatity was 13.66, the open interest changed by 110 which increased total open position to 477
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 8.8, which was -7.5 lower than the previous day. The implied volatity was 14.01, the open interest changed by 66 which increased total open position to 367
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 16.95, which was -4.15 lower than the previous day. The implied volatity was 12.03, the open interest changed by 91 which increased total open position to 301
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 20.9, which was -4.3 lower than the previous day. The implied volatity was 13.12, the open interest changed by 100 which increased total open position to 210
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 25.25, which was 5.4 higher than the previous day. The implied volatity was 13.78, the open interest changed by 22 which increased total open position to 110
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 20.1, which was -8.75 lower than the previous day. The implied volatity was 13.90, the open interest changed by -47 which decreased total open position to 88
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 29.45, which was -6.85 lower than the previous day. The implied volatity was 13.60, the open interest changed by 31 which increased total open position to 135
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 39.15, which was 6.85 higher than the previous day. The implied volatity was 12.88, the open interest changed by 36 which increased total open position to 104
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 32.3, which was -16 lower than the previous day. The implied volatity was 13.06, the open interest changed by 3 which increased total open position to 68
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 47, which was -8.7 lower than the previous day. The implied volatity was 12.88, the open interest changed by 15 which increased total open position to 65
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 55.7, which was 4.05 higher than the previous day. The implied volatity was 13.08, the open interest changed by 10 which increased total open position to 50
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 52.5, which was -20.6 lower than the previous day. The implied volatity was 12.56, the open interest changed by 4 which increased total open position to 40
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 73.05, which was -117.4 lower than the previous day. The implied volatity was 12.24, the open interest changed by 36 which increased total open position to 36
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 190.45, which was 0 lower than the previous day. The implied volatity was 2.39, 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 190.45, which was 0 lower than the previous day. The implied volatity was 2.15, 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 190.45, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0































































































































































































































