NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25100 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 | 740.95 | -124.15 | - | 164 | -17 | 126 | |||||||||
| 8 Dec | 25960.55 | 844.25 | -262.35 | 30.47 | 892 | -693 | 143 | |||||||||
| 5 Dec | 26186.45 | 1106.6 | 131.75 | - | 225 | -43 | 836 | |||||||||
| 4 Dec | 26033.75 | 967.9 | 32.45 | 23.20 | 247 | 1 | 879 | |||||||||
| 3 Dec | 25986.00 | 932.6 | -73.35 | 15.29 | 71 | 1 | 878 | |||||||||
| 2 Dec | 26032.20 | 1026.25 | -108 | 19.13 | 125 | 43 | 877 | |||||||||
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| 1 Dec | 26175.75 | 1134 | -49.4 | 13.97 | 809 | 778 | 834 | |||||||||
| 28 Nov | 26202.95 | 1188.45 | 20.8 | 14.37 | 59 | 33 | 56 | |||||||||
| 27 Nov | 26215.55 | 1167.65 | 82.65 | - | 17 | 13 | 23 | |||||||||
| 26 Nov | 26205.30 | 1085 | 90 | - | 19 | -8 | 10 | |||||||||
| 25 Nov | 25884.80 | 995 | -111.9 | 22.15 | 1 | 18 | 18 | |||||||||
| 24 Nov | 25959.50 | 1101.35 | -142 | - | 0 | 13 | 0 | |||||||||
| 21 Nov | 26068.15 | 1101.35 | -142 | 11.96 | 22 | 13 | 16 | |||||||||
| 20 Nov | 26192.15 | 1243.35 | 152.5 | 13.36 | 2 | -1 | 3 | |||||||||
| 19 Nov | 26052.65 | 1089.1 | 121.1 | 6.39 | 6 | 2 | 4 | |||||||||
| 18 Nov | 25910.05 | 968 | -110.25 | 11.73 | 2 | 1 | 2 | |||||||||
| 17 Nov | 26013.45 | 1075.3 | 170.9 | 10.03 | 16 | 1 | 1 | |||||||||
| 14 Nov | 25910.05 | 904.4 | -98.55 | - | 3 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 1002.95 | 158.35 | 11.44 | 1 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 844.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 844.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 844.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 844.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 844.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25100 expiring on 09DEC2025
Delta for 25100 CE is -
Historical price for 25100 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 740.95, which was -124.15 lower than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 126
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 844.25, which was -262.35 lower than the previous day. The implied volatity was 30.47, the open interest changed by -693 which decreased total open position to 143
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1106.6, which was 131.75 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 836
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 967.9, which was 32.45 higher than the previous day. The implied volatity was 23.20, the open interest changed by 1 which increased total open position to 879
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 932.6, which was -73.35 lower than the previous day. The implied volatity was 15.29, the open interest changed by 1 which increased total open position to 878
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 1026.25, which was -108 lower than the previous day. The implied volatity was 19.13, the open interest changed by 43 which increased total open position to 877
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1134, which was -49.4 lower than the previous day. The implied volatity was 13.97, the open interest changed by 778 which increased total open position to 834
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1188.45, which was 20.8 higher than the previous day. The implied volatity was 14.37, the open interest changed by 33 which increased total open position to 56
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1167.65, which was 82.65 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 23
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1085, which was 90 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 10
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 995, which was -111.9 lower than the previous day. The implied volatity was 22.15, the open interest changed by 18 which increased total open position to 18
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 1101.35, which was -142 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 1101.35, which was -142 lower than the previous day. The implied volatity was 11.96, the open interest changed by 13 which increased total open position to 16
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1243.35, which was 152.5 higher than the previous day. The implied volatity was 13.36, the open interest changed by -1 which decreased total open position to 3
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 1089.1, which was 121.1 higher than the previous day. The implied volatity was 6.39, the open interest changed by 2 which increased total open position to 4
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 968, which was -110.25 lower than the previous day. The implied volatity was 11.73, the open interest changed by 1 which increased total open position to 2
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 1075.3, which was 170.9 higher than the previous day. The implied volatity was 10.03, the open interest changed by 1 which increased total open position to 1
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 904.4, which was -98.55 lower 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 1002.95, which was 158.35 higher than the previous day. The implied volatity was 11.44, 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 844.6, 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 844.6, 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 844.6, 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 844.6, 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 844.6, 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 25100 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 | -1.15 | - | 7,05,291 | 2,098 | 32,940 |
| 8 Dec | 25960.55 | 0.85 | -1.1 | 25.90 | 4,96,244 | -24,510 | 30,842 |
| 5 Dec | 26186.45 | 2.15 | -0.2 | 18.44 | 5,61,954 | 21,714 | 55,352 |
| 4 Dec | 26033.75 | 2.05 | -1.5 | 14.41 | 3,15,000 | 15,812 | 33,638 |
| 3 Dec | 25986.00 | 3.35 | -0.5 | 13.81 | 2,27,094 | 7,661 | 17,826 |
| 2 Dec | 26032.20 | 3.35 | -1.65 | 13.69 | 45,523 | 4,011 | 10,165 |
| 1 Dec | 26175.75 | 4.75 | -0.55 | 14.98 | 24,142 | 2,978 | 6,154 |
| 28 Nov | 26202.95 | 5 | -1.6 | 13.27 | 9,010 | 862 | 3,176 |
| 27 Nov | 26215.55 | 6.15 | -4.2 | 13.34 | 13,632 | -1,711 | 2,314 |
| 26 Nov | 26205.30 | 9.55 | -9.85 | 13.74 | 12,365 | 1,766 | 4,025 |
| 25 Nov | 25884.80 | 19.2 | -4.5 | 11.84 | 4,353 | 1,062 | 2,259 |
| 24 Nov | 25959.50 | 24.3 | -3.7 | 13.07 | 2,638 | 627 | 1,197 |
| 21 Nov | 26068.15 | 28.85 | 7.7 | 13.74 | 1,246 | -90 | 570 |
| 20 Nov | 26192.15 | 20.5 | -10.55 | 13.51 | 1,030 | -194 | 660 |
| 19 Nov | 26052.65 | 32 | -9.55 | 13.41 | 1,133 | 79 | 854 |
| 18 Nov | 25910.05 | 44 | 10.2 | 12.81 | 524 | 206 | 775 |
| 17 Nov | 26013.45 | 33.5 | -21.05 | 12.72 | 631 | 437 | 569 |
| 14 Nov | 25910.05 | 52.9 | -8.65 | 12.87 | 205 | 2 | 132 |
| 13 Nov | 25879.15 | 60.8 | 4.2 | 12.96 | 150 | 14 | 130 |
| 12 Nov | 25875.80 | 56.1 | -26.5 | 12.36 | 238 | -3 | 116 |
| 11 Nov | 25694.95 | 77 | -24.65 | 11.99 | 180 | 55 | 119 |
| 10 Nov | 25574.35 | 102.5 | -29.65 | 11.89 | 97 | 48 | 64 |
| 7 Nov | 25492.30 | 130 | -74.75 | 12.11 | 41 | 16 | 16 |
| 6 Nov | 25509.70 | 204.75 | 0 | 2.01 | 0 | 0 | 0 |
For Nifty - strike price 25100 expiring on 09DEC2025
Delta for 25100 PE is -
Historical price for 25100 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 2098 which increased total open position to 32940
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.85, which was -1.1 lower than the previous day. The implied volatity was 25.90, the open interest changed by -24510 which decreased total open position to 30842
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.15, which was -0.2 lower than the previous day. The implied volatity was 18.44, the open interest changed by 21714 which increased total open position to 55352
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.05, which was -1.5 lower than the previous day. The implied volatity was 14.41, the open interest changed by 15812 which increased total open position to 33638
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 3.35, which was -0.5 lower than the previous day. The implied volatity was 13.81, the open interest changed by 7661 which increased total open position to 17826
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 3.35, which was -1.65 lower than the previous day. The implied volatity was 13.69, the open interest changed by 4011 which increased total open position to 10165
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 4.75, which was -0.55 lower than the previous day. The implied volatity was 14.98, the open interest changed by 2978 which increased total open position to 6154
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 5, which was -1.6 lower than the previous day. The implied volatity was 13.27, the open interest changed by 862 which increased total open position to 3176
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 6.15, which was -4.2 lower than the previous day. The implied volatity was 13.34, the open interest changed by -1711 which decreased total open position to 2314
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 9.55, which was -9.85 lower than the previous day. The implied volatity was 13.74, the open interest changed by 1766 which increased total open position to 4025
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 19.2, which was -4.5 lower than the previous day. The implied volatity was 11.84, the open interest changed by 1062 which increased total open position to 2259
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 24.3, which was -3.7 lower than the previous day. The implied volatity was 13.07, the open interest changed by 627 which increased total open position to 1197
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 28.85, which was 7.7 higher than the previous day. The implied volatity was 13.74, the open interest changed by -90 which decreased total open position to 570
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 20.5, which was -10.55 lower than the previous day. The implied volatity was 13.51, the open interest changed by -194 which decreased total open position to 660
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 32, which was -9.55 lower than the previous day. The implied volatity was 13.41, the open interest changed by 79 which increased total open position to 854
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 44, which was 10.2 higher than the previous day. The implied volatity was 12.81, the open interest changed by 206 which increased total open position to 775
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 33.5, which was -21.05 lower than the previous day. The implied volatity was 12.72, the open interest changed by 437 which increased total open position to 569
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 52.9, which was -8.65 lower than the previous day. The implied volatity was 12.87, the open interest changed by 2 which increased total open position to 132
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 60.8, which was 4.2 higher than the previous day. The implied volatity was 12.96, the open interest changed by 14 which increased total open position to 130
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 56.1, which was -26.5 lower than the previous day. The implied volatity was 12.36, the open interest changed by -3 which decreased total open position to 116
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 77, which was -24.65 lower than the previous day. The implied volatity was 11.99, the open interest changed by 55 which increased total open position to 119
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 102.5, which was -29.65 lower than the previous day. The implied volatity was 11.89, the open interest changed by 48 which increased total open position to 64
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 130, which was -74.75 lower than the previous day. The implied volatity was 12.11, the open interest changed by 16 which increased total open position to 16
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 204.75, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0































































































































































































































