NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 25839.65 | 686.9 | -109.4 | - | 291 | 34 | 77 | |||||||||
| 8 Dec | 25960.55 | 791.1 | -280.35 | 26.08 | 278 | 21 | 43 | |||||||||
| 5 Dec | 26186.45 | 1071.45 | 155.15 | 23.81 | 37 | 12 | 22 | |||||||||
| 4 Dec | 26033.75 | 916.15 | 55.15 | 20.89 | 25 | 5 | 10 | |||||||||
| 3 Dec | 25986.00 | 861 | -129 | - | 7 | 1 | 5 | |||||||||
| 2 Dec | 26032.20 | 990 | -83.55 | 20.87 | 2 | 0 | 4 | |||||||||
| 1 Dec | 26175.75 | 1073.55 | -62 | - | 3 | 1 | 4 | |||||||||
| 28 Nov | 26202.95 | 1135.55 | 25 | 12.79 | 2 | 0 | 3 | |||||||||
| 27 Nov | 26215.55 | 1110.55 | 12.45 | - | 2 | 0 | 3 | |||||||||
| 26 Nov | 26205.30 | 1098.1 | 153.1 | - | 2 | 2 | 3 | |||||||||
|
|
||||||||||||||||
| 25 Nov | 25884.80 | 945 | -138.05 | 21.37 | 2 | 1 | 1 | |||||||||
| 24 Nov | 25959.50 | 1083.05 | -102.55 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 26068.15 | 1083.05 | -102.55 | 15.10 | 1 | 1 | 2 | |||||||||
| 20 Nov | 26192.15 | 1183 | 140.65 | 10.01 | 3 | -2 | 1 | |||||||||
| 19 Nov | 26052.65 | 1038.95 | 2.55 | - | 14 | 3 | 3 | |||||||||
| 18 Nov | 25910.05 | 1034.65 | 166.15 | - | 0 | 2 | 0 | |||||||||
| 17 Nov | 26013.45 | 1034.65 | 166.15 | 10.67 | 6 | 2 | 3 | |||||||||
| 14 Nov | 25910.05 | 868.5 | -83 | - | 2 | 1 | 1 | |||||||||
| 13 Nov | 25879.15 | 953.1 | 143.15 | 10.98 | 3 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 809.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 809.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 809.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 809.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 809.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25150 expiring on 09DEC2025
Delta for 25150 CE is -
Historical price for 25150 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 686.9, which was -109.4 lower than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 77
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 791.1, which was -280.35 lower than the previous day. The implied volatity was 26.08, the open interest changed by 21 which increased total open position to 43
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1071.45, which was 155.15 higher than the previous day. The implied volatity was 23.81, the open interest changed by 12 which increased total open position to 22
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 916.15, which was 55.15 higher than the previous day. The implied volatity was 20.89, the open interest changed by 5 which increased total open position to 10
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 861, which was -129 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 990, which was -83.55 lower than the previous day. The implied volatity was 20.87, the open interest changed by 0 which decreased total open position to 4
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1073.55, which was -62 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 4
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1135.55, which was 25 higher than the previous day. The implied volatity was 12.79, the open interest changed by 0 which decreased total open position to 3
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1110.55, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1098.1, which was 153.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 945, which was -138.05 lower than the previous day. The implied volatity was 21.37, the open interest changed by 1 which increased total open position to 1
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 1083.05, which was -102.55 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 1083.05, which was -102.55 lower than the previous day. The implied volatity was 15.10, the open interest changed by 1 which increased total open position to 2
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1183, which was 140.65 higher than the previous day. The implied volatity was 10.01, the open interest changed by -2 which decreased total open position to 1
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 1038.95, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 1034.65, which was 166.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 1034.65, which was 166.15 higher than the previous day. The implied volatity was 10.67, the open interest changed by 2 which increased total open position to 3
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 868.5, which was -83 lower 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 953.1, which was 143.15 higher than the previous day. The implied volatity was 10.98, 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 809.95, 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 809.95, 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 809.95, 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 809.95, 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 809.95, 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 25150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 0.05 | -1.2 | - | 4,57,850 | 4,493 | 17,568 |
| 8 Dec | 25960.55 | 0.9 | -1.1 | 24.63 | 3,46,665 | -1,830 | 13,075 |
| 5 Dec | 26186.45 | 2.1 | -0.4 | 17.59 | 2,91,756 | -2,028 | 14,905 |
| 4 Dec | 26033.75 | 2.15 | -1.75 | 13.83 | 2,20,383 | 6,583 | 16,933 |
| 3 Dec | 25986.00 | 3.6 | -0.4 | 13.31 | 1,30,662 | 6,602 | 10,350 |
| 2 Dec | 26032.20 | 4 | -1.2 | 13.46 | 17,586 | 2,092 | 3,748 |
| 1 Dec | 26175.75 | 5.2 | -0.55 | 14.53 | 6,150 | 1,077 | 1,656 |
| 28 Nov | 26202.95 | 4.9 | -2.25 | 12.74 | 2,446 | 158 | 579 |
| 27 Nov | 26215.55 | 7.2 | -4.3 | 13.21 | 1,198 | -50 | 421 |
| 26 Nov | 26205.30 | 10.55 | -11.15 | 13.49 | 2,410 | 42 | 471 |
| 25 Nov | 25884.80 | 22.55 | -4.3 | 11.75 | 866 | 214 | 429 |
| 24 Nov | 25959.50 | 27 | -3.15 | 12.87 | 672 | 121 | 215 |
| 21 Nov | 26068.15 | 30.5 | 7.25 | 13.43 | 95 | 3 | 94 |
| 20 Nov | 26192.15 | 22.55 | -11.75 | 13.35 | 56 | -14 | 91 |
| 19 Nov | 26052.65 | 35.45 | -8.65 | 13.28 | 52 | 1 | 105 |
| 18 Nov | 25910.05 | 45.05 | 7.2 | 12.40 | 47 | 29 | 104 |
| 17 Nov | 26013.45 | 37.65 | -21.4 | 12.66 | 10 | -2 | 75 |
| 14 Nov | 25910.05 | 57.7 | -7.6 | 12.74 | 73 | 7 | 77 |
| 13 Nov | 25879.15 | 65.3 | 3.9 | 12.79 | 35 | 19 | 70 |
| 12 Nov | 25875.80 | 60 | -27.05 | 12.16 | 57 | 17 | 51 |
| 11 Nov | 25694.95 | 86.85 | -132.95 | 12.03 | 44 | 34 | 34 |
| 10 Nov | 25574.35 | 219.8 | 0 | 2.06 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 219.8 | 0 | 1.83 | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 219.8 | 0 | 1.86 | 0 | 0 | 0 |
For Nifty - strike price 25150 expiring on 09DEC2025
Delta for 25150 PE is -
Historical price for 25150 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 4493 which increased total open position to 17568
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.9, which was -1.1 lower than the previous day. The implied volatity was 24.63, the open interest changed by -1830 which decreased total open position to 13075
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.1, which was -0.4 lower than the previous day. The implied volatity was 17.59, the open interest changed by -2028 which decreased total open position to 14905
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.15, which was -1.75 lower than the previous day. The implied volatity was 13.83, the open interest changed by 6583 which increased total open position to 16933
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 3.6, which was -0.4 lower than the previous day. The implied volatity was 13.31, the open interest changed by 6602 which increased total open position to 10350
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 4, which was -1.2 lower than the previous day. The implied volatity was 13.46, the open interest changed by 2092 which increased total open position to 3748
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 5.2, which was -0.55 lower than the previous day. The implied volatity was 14.53, the open interest changed by 1077 which increased total open position to 1656
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 4.9, which was -2.25 lower than the previous day. The implied volatity was 12.74, the open interest changed by 158 which increased total open position to 579
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 7.2, which was -4.3 lower than the previous day. The implied volatity was 13.21, the open interest changed by -50 which decreased total open position to 421
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 10.55, which was -11.15 lower than the previous day. The implied volatity was 13.49, the open interest changed by 42 which increased total open position to 471
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 22.55, which was -4.3 lower than the previous day. The implied volatity was 11.75, the open interest changed by 214 which increased total open position to 429
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 27, which was -3.15 lower than the previous day. The implied volatity was 12.87, the open interest changed by 121 which increased total open position to 215
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 30.5, which was 7.25 higher than the previous day. The implied volatity was 13.43, the open interest changed by 3 which increased total open position to 94
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 22.55, which was -11.75 lower than the previous day. The implied volatity was 13.35, the open interest changed by -14 which decreased total open position to 91
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 35.45, which was -8.65 lower than the previous day. The implied volatity was 13.28, the open interest changed by 1 which increased total open position to 105
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 45.05, which was 7.2 higher than the previous day. The implied volatity was 12.40, the open interest changed by 29 which increased total open position to 104
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 37.65, which was -21.4 lower than the previous day. The implied volatity was 12.66, the open interest changed by -2 which decreased total open position to 75
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 57.7, which was -7.6 lower than the previous day. The implied volatity was 12.74, the open interest changed by 7 which increased total open position to 77
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 65.3, which was 3.9 higher than the previous day. The implied volatity was 12.79, the open interest changed by 19 which increased total open position to 70
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 60, which was -27.05 lower than the previous day. The implied volatity was 12.16, the open interest changed by 17 which increased total open position to 51
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 86.85, which was -132.95 lower than the previous day. The implied volatity was 12.03, the open interest changed by 34 which increased total open position to 34
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 219.8, which was 0 lower than the previous day. The implied volatity was 2.06, 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 219.8, which was 0 lower than the previous day. The implied volatity was 1.83, 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 219.8, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0































































































































































































































