NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25200 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 | 638 | -121.2 | - | 716 | -85 | 157 | |||||||||
| 8 Dec | 25960.55 | 743 | -261.4 | 27.86 | 846 | -404 | 242 | |||||||||
| 5 Dec | 26186.45 | 1009.5 | 133.95 | 15.38 | 421 | -9 | 646 | |||||||||
| 4 Dec | 26033.75 | 872.7 | 44.05 | 21.36 | 613 | 10 | 655 | |||||||||
| 3 Dec | 25986.00 | 835.5 | -68.7 | 14.87 | 362 | 34 | 645 | |||||||||
| 2 Dec | 26032.20 | 926.45 | -111.9 | 17.63 | 234 | 126 | 611 | |||||||||
| 1 Dec | 26175.75 | 1035.15 | -47.15 | - | 307 | 264 | 485 | |||||||||
| 28 Nov | 26202.95 | 1090.3 | 21.85 | 13.84 | 194 | 167 | 221 | |||||||||
| 27 Nov | 26215.55 | 1068.55 | -9.85 | - | 28 | -5 | 54 | |||||||||
| 26 Nov | 26205.30 | 1085.4 | 294.7 | - | 20 | 8 | 59 | |||||||||
| 25 Nov | 25884.80 | 788 | -134.8 | 12.15 | 6 | 1 | 51 | |||||||||
| 24 Nov | 25959.50 | 912.8 | -129.4 | 15.76 | 19 | 9 | 50 | |||||||||
| 21 Nov | 26068.15 | 1042.2 | -111.05 | 15.34 | 1 | 1 | 41 | |||||||||
| 20 Nov | 26192.15 | 1153.25 | 204.45 | 13.24 | 47 | 0 | 40 | |||||||||
| 19 Nov | 26052.65 | 948.8 | 49.35 | - | 3 | 40 | 40 | |||||||||
| 18 Nov | 25910.05 | 899.45 | -7.5 | - | 0 | 38 | 0 | |||||||||
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| 17 Nov | 26013.45 | 899.45 | -7.5 | - | 0 | 38 | 0 | |||||||||
| 14 Nov | 25910.05 | 899.45 | -7.5 | 8.24 | 44 | 38 | 38 | |||||||||
| 13 Nov | 25879.15 | 905.1 | 129.05 | 10.67 | 2 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 776.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 776.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 776.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 776.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 776.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25200 expiring on 09DEC2025
Delta for 25200 CE is -
Historical price for 25200 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 638, which was -121.2 lower than the previous day. The implied volatity was -, the open interest changed by -85 which decreased total open position to 157
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 743, which was -261.4 lower than the previous day. The implied volatity was 27.86, the open interest changed by -404 which decreased total open position to 242
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 1009.5, which was 133.95 higher than the previous day. The implied volatity was 15.38, the open interest changed by -9 which decreased total open position to 646
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 872.7, which was 44.05 higher than the previous day. The implied volatity was 21.36, the open interest changed by 10 which increased total open position to 655
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 835.5, which was -68.7 lower than the previous day. The implied volatity was 14.87, the open interest changed by 34 which increased total open position to 645
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 926.45, which was -111.9 lower than the previous day. The implied volatity was 17.63, the open interest changed by 126 which increased total open position to 611
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 1035.15, which was -47.15 lower than the previous day. The implied volatity was -, the open interest changed by 264 which increased total open position to 485
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1090.3, which was 21.85 higher than the previous day. The implied volatity was 13.84, the open interest changed by 167 which increased total open position to 221
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1068.55, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 54
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1085.4, which was 294.7 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 59
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 788, which was -134.8 lower than the previous day. The implied volatity was 12.15, the open interest changed by 1 which increased total open position to 51
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 912.8, which was -129.4 lower than the previous day. The implied volatity was 15.76, the open interest changed by 9 which increased total open position to 50
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 1042.2, which was -111.05 lower than the previous day. The implied volatity was 15.34, the open interest changed by 1 which increased total open position to 41
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1153.25, which was 204.45 higher than the previous day. The implied volatity was 13.24, the open interest changed by 0 which decreased total open position to 40
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 948.8, which was 49.35 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 899.45, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 899.45, which was -7.5 lower than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 0
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 899.45, which was -7.5 lower than the previous day. The implied volatity was 8.24, the open interest changed by 38 which increased total open position to 38
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 905.1, which was 129.05 higher than the previous day. The implied volatity was 10.67, 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 776.05, 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 776.05, 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 776.05, 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 776.05, 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 776.05, 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 25200 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 | -1.2 | - | 10,85,779 | -6,316 | 42,960 |
| 8 Dec | 25960.55 | 0.85 | -1.25 | 23.12 | 7,01,324 | -25,183 | 49,276 |
| 5 Dec | 26186.45 | 2.15 | -0.45 | 16.96 | 7,57,028 | 20,259 | 74,459 |
| 4 Dec | 26033.75 | 2.2 | -1.95 | 13.20 | 4,84,941 | 13,869 | 54,200 |
| 3 Dec | 25986.00 | 3.8 | -0.45 | 12.77 | 2,78,425 | 14,491 | 40,331 |
| 2 Dec | 26032.20 | 4.15 | -1.3 | 12.92 | 66,505 | 11,358 | 25,840 |
| 1 Dec | 26175.75 | 5.4 | -0.6 | 14.14 | 40,684 | 8,950 | 14,482 |
| 28 Nov | 26202.95 | 5.3 | -2.4 | 12.41 | 17,798 | 1,518 | 5,532 |
| 27 Nov | 26215.55 | 7.55 | -5 | 12.82 | 18,204 | -421 | 4,014 |
| 26 Nov | 26205.30 | 11.35 | -13.5 | 13.19 | 18,905 | 1,133 | 4,435 |
| 25 Nov | 25884.80 | 24.6 | -5.05 | 11.44 | 10,149 | 1,444 | 3,302 |
| 24 Nov | 25959.50 | 30.5 | -3.55 | 12.72 | 4,665 | 541 | 1,858 |
| 21 Nov | 26068.15 | 33.6 | 8.5 | 13.27 | 2,477 | 417 | 1,317 |
| 20 Nov | 26192.15 | 24.1 | -13.3 | 13.10 | 2,236 | 18 | 900 |
| 19 Nov | 26052.65 | 36.95 | -14.3 | 12.95 | 1,360 | 136 | 882 |
| 18 Nov | 25910.05 | 52.05 | 11 | 12.44 | 810 | 196 | 746 |
| 17 Nov | 26013.45 | 40.35 | -23.95 | 12.42 | 603 | 355 | 550 |
| 14 Nov | 25910.05 | 61.6 | -9.3 | 12.52 | 324 | 23 | 195 |
| 13 Nov | 25879.15 | 70.55 | 5.4 | 12.63 | 149 | -14 | 172 |
| 12 Nov | 25875.80 | 68.55 | -28.9 | 12.22 | 222 | 73 | 186 |
| 11 Nov | 25694.95 | 94.75 | -23.8 | 11.92 | 124 | 19 | 113 |
| 10 Nov | 25574.35 | 118.3 | -37.25 | 11.56 | 99 | 49 | 94 |
| 7 Nov | 25492.30 | 152.35 | 8.25 | 11.95 | 169 | 24 | 45 |
| 6 Nov | 25509.70 | 144.1 | -91.5 | 11.62 | 43 | 21 | 21 |
For Nifty - strike price 25200 expiring on 09DEC2025
Delta for 25200 PE is -
Historical price for 25200 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 -6316 which decreased total open position to 42960
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.85, which was -1.25 lower than the previous day. The implied volatity was 23.12, the open interest changed by -25183 which decreased total open position to 49276
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.15, which was -0.45 lower than the previous day. The implied volatity was 16.96, the open interest changed by 20259 which increased total open position to 74459
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.2, which was -1.95 lower than the previous day. The implied volatity was 13.20, the open interest changed by 13869 which increased total open position to 54200
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 3.8, which was -0.45 lower than the previous day. The implied volatity was 12.77, the open interest changed by 14491 which increased total open position to 40331
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 4.15, which was -1.3 lower than the previous day. The implied volatity was 12.92, the open interest changed by 11358 which increased total open position to 25840
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 5.4, which was -0.6 lower than the previous day. The implied volatity was 14.14, the open interest changed by 8950 which increased total open position to 14482
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 5.3, which was -2.4 lower than the previous day. The implied volatity was 12.41, the open interest changed by 1518 which increased total open position to 5532
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 7.55, which was -5 lower than the previous day. The implied volatity was 12.82, the open interest changed by -421 which decreased total open position to 4014
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 11.35, which was -13.5 lower than the previous day. The implied volatity was 13.19, the open interest changed by 1133 which increased total open position to 4435
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 24.6, which was -5.05 lower than the previous day. The implied volatity was 11.44, the open interest changed by 1444 which increased total open position to 3302
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 30.5, which was -3.55 lower than the previous day. The implied volatity was 12.72, the open interest changed by 541 which increased total open position to 1858
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 33.6, which was 8.5 higher than the previous day. The implied volatity was 13.27, the open interest changed by 417 which increased total open position to 1317
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 24.1, which was -13.3 lower than the previous day. The implied volatity was 13.10, the open interest changed by 18 which increased total open position to 900
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 36.95, which was -14.3 lower than the previous day. The implied volatity was 12.95, the open interest changed by 136 which increased total open position to 882
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 52.05, which was 11 higher than the previous day. The implied volatity was 12.44, the open interest changed by 196 which increased total open position to 746
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 40.35, which was -23.95 lower than the previous day. The implied volatity was 12.42, the open interest changed by 355 which increased total open position to 550
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 61.6, which was -9.3 lower than the previous day. The implied volatity was 12.52, the open interest changed by 23 which increased total open position to 195
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 70.55, which was 5.4 higher than the previous day. The implied volatity was 12.63, the open interest changed by -14 which decreased total open position to 172
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 68.55, which was -28.9 lower than the previous day. The implied volatity was 12.22, the open interest changed by 73 which increased total open position to 186
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 94.75, which was -23.8 lower than the previous day. The implied volatity was 11.92, the open interest changed by 19 which increased total open position to 113
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 118.3, which was -37.25 lower than the previous day. The implied volatity was 11.56, the open interest changed by 49 which increased total open position to 94
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 152.35, which was 8.25 higher than the previous day. The implied volatity was 11.95, the open interest changed by 24 which increased total open position to 45
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 144.1, which was -91.5 lower than the previous day. The implied volatity was 11.62, the open interest changed by 21 which increased total open position to 21































































































































































































































