NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25250 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 | 591.4 | -104.05 | - | 291 | 8 | 77 | |||||||||
| 8 Dec | 25960.55 | 693.4 | -263.3 | 24.33 | 116 | -54 | 69 | |||||||||
| 5 Dec | 26186.45 | 956.05 | 129.65 | - | 179 | 63 | 123 | |||||||||
| 4 Dec | 26033.75 | 823.9 | 89.2 | 20.62 | 365 | 54 | 60 | |||||||||
| 3 Dec | 25986.00 | 734.7 | -116 | - | 25 | 4 | 6 | |||||||||
| 2 Dec | 26032.20 | 849.35 | -125.45 | - | 9 | 0 | 2 | |||||||||
| 1 Dec | 26175.75 | 974.8 | -62.9 | - | 3 | 1 | 2 | |||||||||
| 28 Nov | 26202.95 | 1037.7 | -12.5 | 12.54 | 2 | 0 | 1 | |||||||||
| 27 Nov | 26215.55 | 1050.2 | 45.5 | - | 2 | -1 | 1 | |||||||||
| 26 Nov | 26205.30 | 1004.7 | 54.7 | - | 2 | 2 | 2 | |||||||||
| 25 Nov | 25884.80 | 950 | -142.45 | - | 0 | 1 | 0 | |||||||||
| 24 Nov | 25959.50 | 950 | -142.45 | - | 0 | 1 | 0 | |||||||||
| 21 Nov | 26068.15 | 950 | -142.45 | 10.30 | 2 | 1 | 1 | |||||||||
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| 20 Nov | 26192.15 | 1088.2 | 140.9 | 11.14 | 2 | -2 | 0 | |||||||||
| 19 Nov | 26052.65 | 943.8 | 0.75 | 7.89 | 10 | 2 | 2 | |||||||||
| 18 Nov | 25910.05 | 940.2 | 133.05 | - | 0 | 1 | 0 | |||||||||
| 17 Nov | 26013.45 | 940.2 | 133.05 | 10.58 | 2 | 1 | 2 | |||||||||
| 14 Nov | 25910.05 | 807.15 | -53.2 | - | 3 | 1 | 1 | |||||||||
| 13 Nov | 25879.15 | 866.35 | 123.4 | 10.98 | 5 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 742.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 742.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 742.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 742.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 742.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25250 expiring on 09DEC2025
Delta for 25250 CE is -
Historical price for 25250 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 591.4, which was -104.05 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 77
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 693.4, which was -263.3 lower than the previous day. The implied volatity was 24.33, the open interest changed by -54 which decreased total open position to 69
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 956.05, which was 129.65 higher than the previous day. The implied volatity was -, the open interest changed by 63 which increased total open position to 123
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 823.9, which was 89.2 higher than the previous day. The implied volatity was 20.62, the open interest changed by 54 which increased total open position to 60
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 734.7, which was -116 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 6
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 849.35, which was -125.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 974.8, which was -62.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 1037.7, which was -12.5 lower than the previous day. The implied volatity was 12.54, the open interest changed by 0 which decreased total open position to 1
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 1050.2, which was 45.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 1004.7, which was 54.7 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 950, which was -142.45 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 950, which was -142.45 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 950, which was -142.45 lower than the previous day. The implied volatity was 10.30, 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 1088.2, which was 140.9 higher than the previous day. The implied volatity was 11.14, 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 943.8, which was 0.75 higher than the previous day. The implied volatity was 7.89, 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 940.2, which was 133.05 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 940.2, which was 133.05 higher than the previous day. The implied volatity was 10.58, 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 807.15, which was -53.2 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 866.35, which was 123.4 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 742.95, 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 742.95, 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 742.95, 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 742.95, 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 742.95, 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 25250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 0.05 | -1.25 | - | 7,80,836 | 1,184 | 16,604 |
| 8 Dec | 25960.55 | 0.95 | -1.2 | 22.03 | 3,33,158 | -3,373 | 15,420 |
| 5 Dec | 26186.45 | 2.45 | -0.3 | 16.52 | 3,68,781 | 4,191 | 18,793 |
| 4 Dec | 26033.75 | 2.4 | -2.15 | 12.68 | 2,12,854 | 3,083 | 14,602 |
| 3 Dec | 25986.00 | 4.4 | -0.3 | 12.40 | 1,41,632 | 5,847 | 11,519 |
| 2 Dec | 26032.20 | 4.7 | -1.1 | 12.56 | 17,302 | 2,764 | 5,672 |
| 1 Dec | 26175.75 | 5.55 | -0.6 | 13.52 | 13,000 | -136 | 2,908 |
| 28 Nov | 26202.95 | 5.35 | -3.05 | 11.94 | 7,754 | 2,364 | 3,044 |
| 27 Nov | 26215.55 | 7.9 | -6 | 12.43 | 2,419 | -102 | 680 |
| 26 Nov | 26205.30 | 12.8 | -16 | 12.99 | 3,352 | 402 | 782 |
| 25 Nov | 25884.80 | 29 | -4.7 | 11.37 | 531 | 122 | 380 |
| 24 Nov | 25959.50 | 35 | -3.15 | 12.70 | 901 | 151 | 258 |
| 21 Nov | 26068.15 | 34.55 | 6.15 | 12.85 | 141 | 15 | 107 |
| 20 Nov | 26192.15 | 27.6 | -14.45 | 13.05 | 149 | -17 | 92 |
| 19 Nov | 26052.65 | 43.05 | -14.55 | 13.00 | 153 | -22 | 109 |
| 18 Nov | 25910.05 | 57.6 | 11.05 | 12.32 | 79 | 50 | 131 |
| 17 Nov | 26013.45 | 46.55 | -22.6 | 12.46 | 45 | 3 | 81 |
| 14 Nov | 25910.05 | 68.15 | -9 | 12.45 | 88 | 9 | 78 |
| 13 Nov | 25879.15 | 77.25 | 6.25 | 12.53 | 40 | 16 | 69 |
| 12 Nov | 25875.80 | 71 | -39.7 | 11.89 | 34 | 10 | 53 |
| 11 Nov | 25694.95 | 110.7 | -18.5 | 12.17 | 21 | -8 | 43 |
| 10 Nov | 25574.35 | 128.85 | -33.05 | 11.47 | 116 | 50 | 51 |
| 7 Nov | 25492.30 | 161.9 | -1.15 | 11.76 | 2 | 1 | 1 |
| 6 Nov | 25509.70 | 163.05 | -89.2 | 11.81 | 1 | 0 | 0 |
For Nifty - strike price 25250 expiring on 09DEC2025
Delta for 25250 PE is -
Historical price for 25250 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 1184 which increased total open position to 16604
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.95, which was -1.2 lower than the previous day. The implied volatity was 22.03, the open interest changed by -3373 which decreased total open position to 15420
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.45, which was -0.3 lower than the previous day. The implied volatity was 16.52, the open interest changed by 4191 which increased total open position to 18793
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.4, which was -2.15 lower than the previous day. The implied volatity was 12.68, the open interest changed by 3083 which increased total open position to 14602
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 4.4, which was -0.3 lower than the previous day. The implied volatity was 12.40, the open interest changed by 5847 which increased total open position to 11519
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 4.7, which was -1.1 lower than the previous day. The implied volatity was 12.56, the open interest changed by 2764 which increased total open position to 5672
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 5.55, which was -0.6 lower than the previous day. The implied volatity was 13.52, the open interest changed by -136 which decreased total open position to 2908
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 5.35, which was -3.05 lower than the previous day. The implied volatity was 11.94, the open interest changed by 2364 which increased total open position to 3044
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 7.9, which was -6 lower than the previous day. The implied volatity was 12.43, the open interest changed by -102 which decreased total open position to 680
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 12.8, which was -16 lower than the previous day. The implied volatity was 12.99, the open interest changed by 402 which increased total open position to 782
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 29, which was -4.7 lower than the previous day. The implied volatity was 11.37, the open interest changed by 122 which increased total open position to 380
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 35, which was -3.15 lower than the previous day. The implied volatity was 12.70, the open interest changed by 151 which increased total open position to 258
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 34.55, which was 6.15 higher than the previous day. The implied volatity was 12.85, the open interest changed by 15 which increased total open position to 107
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 27.6, which was -14.45 lower than the previous day. The implied volatity was 13.05, the open interest changed by -17 which decreased total open position to 92
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 43.05, which was -14.55 lower than the previous day. The implied volatity was 13.00, the open interest changed by -22 which decreased total open position to 109
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 57.6, which was 11.05 higher than the previous day. The implied volatity was 12.32, the open interest changed by 50 which increased total open position to 131
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 46.55, which was -22.6 lower than the previous day. The implied volatity was 12.46, the open interest changed by 3 which increased total open position to 81
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 68.15, which was -9 lower than the previous day. The implied volatity was 12.45, the open interest changed by 9 which increased total open position to 78
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 77.25, which was 6.25 higher than the previous day. The implied volatity was 12.53, the open interest changed by 16 which increased total open position to 69
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 71, which was -39.7 lower than the previous day. The implied volatity was 11.89, the open interest changed by 10 which increased total open position to 53
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 110.7, which was -18.5 lower than the previous day. The implied volatity was 12.17, the open interest changed by -8 which decreased total open position to 43
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 128.85, which was -33.05 lower than the previous day. The implied volatity was 11.47, the open interest changed by 50 which increased total open position to 51
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 161.9, which was -1.15 lower than the previous day. The implied volatity was 11.76, the open interest changed by 1 which increased total open position to 1
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 163.05, which was -89.2 lower than the previous day. The implied volatity was 11.81, the open interest changed by 0 which decreased total open position to 0































































































































































































































