NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25300 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 | 539.35 | -123.25 | - | 4,527 | -12 | 177 | |||||||||
| 8 Dec | 25960.55 | 643.9 | -264.1 | 23.56 | 936 | -396 | 189 | |||||||||
| 5 Dec | 26186.45 | 909.25 | 133.1 | 13.30 | 378 | 15 | 585 | |||||||||
| 4 Dec | 26033.75 | 773.85 | 38.15 | 18.42 | 543 | -20 | 570 | |||||||||
| 3 Dec | 25986.00 | 735.2 | -73.65 | 13.24 | 767 | 87 | 590 | |||||||||
| 2 Dec | 26032.20 | 824.25 | -117.75 | 15.63 | 225 | 21 | 503 | |||||||||
| 1 Dec | 26175.75 | 943 | -41.4 | 14.83 | 225 | 129 | 482 | |||||||||
| 28 Nov | 26202.95 | 995.45 | 5.45 | 13.78 | 276 | 243 | 353 | |||||||||
| 27 Nov | 26215.55 | 990 | 15.85 | - | 34 | 9 | 110 | |||||||||
| 26 Nov | 26205.30 | 976.5 | 269.55 | - | 50 | 1 | 101 | |||||||||
| 25 Nov | 25884.80 | 695.15 | -121.55 | 11.63 | 119 | 45 | 100 | |||||||||
| 24 Nov | 25959.50 | 815.05 | -135.45 | 14.86 | 11 | 9 | 55 | |||||||||
| 21 Nov | 26068.15 | 950.5 | -121.75 | 14.84 | 1 | 0 | 46 | |||||||||
| 20 Nov | 26192.15 | 1072.25 | 174.75 | 14.52 | 7 | -8 | 46 | |||||||||
| 19 Nov | 26052.65 | 897.65 | 69.65 | 8.38 | 10 | -1 | 54 | |||||||||
| 18 Nov | 25910.05 | 828 | 7.8 | 13.90 | 11 | 55 | 55 | |||||||||
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| 17 Nov | 26013.45 | 836.35 | 36.35 | - | 0 | 40 | 0 | |||||||||
| 14 Nov | 25910.05 | 836.35 | 36.35 | 10.68 | 87 | 40 | 48 | |||||||||
| 13 Nov | 25879.15 | 800 | -8.6 | 9.34 | 3 | -1 | 8 | |||||||||
| 12 Nov | 25875.80 | 808.6 | 106.3 | 10.12 | 7 | 0 | 9 | |||||||||
| 11 Nov | 25694.95 | 700.65 | 64.8 | 11.21 | 27 | -2 | 9 | |||||||||
| 10 Nov | 25574.35 | 635.85 | 85.65 | 12.20 | 11 | 1 | 11 | |||||||||
| 7 Nov | 25492.30 | 558.5 | -152.15 | 9.86 | 30 | 10 | 10 | |||||||||
| 6 Nov | 25509.70 | 710.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25300 expiring on 09DEC2025
Delta for 25300 CE is -
Historical price for 25300 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 539.35, which was -123.25 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 177
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 643.9, which was -264.1 lower than the previous day. The implied volatity was 23.56, the open interest changed by -396 which decreased total open position to 189
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 909.25, which was 133.1 higher than the previous day. The implied volatity was 13.30, the open interest changed by 15 which increased total open position to 585
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 773.85, which was 38.15 higher than the previous day. The implied volatity was 18.42, the open interest changed by -20 which decreased total open position to 570
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 735.2, which was -73.65 lower than the previous day. The implied volatity was 13.24, the open interest changed by 87 which increased total open position to 590
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 824.25, which was -117.75 lower than the previous day. The implied volatity was 15.63, the open interest changed by 21 which increased total open position to 503
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 943, which was -41.4 lower than the previous day. The implied volatity was 14.83, the open interest changed by 129 which increased total open position to 482
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 995.45, which was 5.45 higher than the previous day. The implied volatity was 13.78, the open interest changed by 243 which increased total open position to 353
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 990, which was 15.85 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 110
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 976.5, which was 269.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 101
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 695.15, which was -121.55 lower than the previous day. The implied volatity was 11.63, the open interest changed by 45 which increased total open position to 100
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 815.05, which was -135.45 lower than the previous day. The implied volatity was 14.86, the open interest changed by 9 which increased total open position to 55
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 950.5, which was -121.75 lower than the previous day. The implied volatity was 14.84, the open interest changed by 0 which decreased total open position to 46
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1072.25, which was 174.75 higher than the previous day. The implied volatity was 14.52, the open interest changed by -8 which decreased total open position to 46
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 897.65, which was 69.65 higher than the previous day. The implied volatity was 8.38, the open interest changed by -1 which decreased total open position to 54
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 828, which was 7.8 higher than the previous day. The implied volatity was 13.90, the open interest changed by 55 which increased total open position to 55
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 836.35, which was 36.35 higher than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 0
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 836.35, which was 36.35 higher than the previous day. The implied volatity was 10.68, the open interest changed by 40 which increased total open position to 48
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 800, which was -8.6 lower than the previous day. The implied volatity was 9.34, the open interest changed by -1 which decreased total open position to 8
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 808.6, which was 106.3 higher than the previous day. The implied volatity was 10.12, the open interest changed by 0 which decreased total open position to 9
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 700.65, which was 64.8 higher than the previous day. The implied volatity was 11.21, the open interest changed by -2 which decreased total open position to 9
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 635.85, which was 85.65 higher than the previous day. The implied volatity was 12.20, the open interest changed by 1 which increased total open position to 11
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 558.5, which was -152.15 lower than the previous day. The implied volatity was 9.86, the open interest changed by 10 which increased total open position to 10
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 710.65, 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 25300 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 | -1.3 | - | 17,53,444 | 23,457 | 67,986 |
| 8 Dec | 25960.55 | 0.9 | -1.4 | 20.47 | 8,15,287 | -30,220 | 44,529 |
| 5 Dec | 26186.45 | 2.45 | -0.45 | 15.76 | 8,20,912 | 26,019 | 74,749 |
| 4 Dec | 26033.75 | 2.6 | -2.6 | 12.14 | 3,89,164 | 9,816 | 48,730 |
| 3 Dec | 25986.00 | 5 | -0.2 | 11.98 | 3,06,232 | 11,527 | 38,914 |
| 2 Dec | 26032.20 | 5.2 | -1.2 | 12.16 | 77,326 | 8,693 | 27,387 |
| 1 Dec | 26175.75 | 6.8 | -0.25 | 13.40 | 53,547 | 10,333 | 18,694 |
| 28 Nov | 26202.95 | 6.5 | -2.9 | 11.82 | 22,837 | 3,354 | 8,361 |
| 27 Nov | 26215.55 | 8.9 | -6.5 | 12.21 | 23,227 | -1,516 | 5,007 |
| 26 Nov | 26205.30 | 13.95 | -19.2 | 12.71 | 24,364 | 1,716 | 6,523 |
| 25 Nov | 25884.80 | 33.05 | -4.55 | 11.20 | 13,026 | 2,834 | 4,807 |
| 24 Nov | 25959.50 | 39.55 | -2.5 | 12.50 | 6,582 | 1,269 | 1,973 |
| 21 Nov | 26068.15 | 42.3 | 11.35 | 13.07 | 2,053 | -147 | 704 |
| 20 Nov | 26192.15 | 29.7 | -16.6 | 12.81 | 2,051 | 186 | 851 |
| 19 Nov | 26052.65 | 46.25 | -15.2 | 12.76 | 1,076 | -6 | 665 |
| 18 Nov | 25910.05 | 63.8 | 13.65 | 12.20 | 804 | 262 | 671 |
| 17 Nov | 26013.45 | 49.15 | -27.2 | 12.18 | 813 | 158 | 409 |
| 14 Nov | 25910.05 | 73.8 | -7.25 | 12.31 | 203 | 25 | 251 |
| 13 Nov | 25879.15 | 85.55 | 7.3 | 12.49 | 322 | -69 | 226 |
| 12 Nov | 25875.80 | 77 | -37.65 | 11.76 | 1,118 | 188 | 295 |
| 11 Nov | 25694.95 | 112.8 | -27.6 | 11.72 | 120 | 38 | 107 |
| 10 Nov | 25574.35 | 140.5 | -39.45 | 11.38 | 99 | 39 | 69 |
| 7 Nov | 25492.30 | 180.3 | 1.9 | 11.88 | 49 | 29 | 30 |
| 6 Nov | 25509.70 | 178.4 | -91.25 | 11.81 | 2 | 1 | 1 |
For Nifty - strike price 25300 expiring on 09DEC2025
Delta for 25300 PE is -
Historical price for 25300 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 23457 which increased total open position to 67986
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 0.9, which was -1.4 lower than the previous day. The implied volatity was 20.47, the open interest changed by -30220 which decreased total open position to 44529
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.45, which was -0.45 lower than the previous day. The implied volatity was 15.76, the open interest changed by 26019 which increased total open position to 74749
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.6, which was -2.6 lower than the previous day. The implied volatity was 12.14, the open interest changed by 9816 which increased total open position to 48730
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 5, which was -0.2 lower than the previous day. The implied volatity was 11.98, the open interest changed by 11527 which increased total open position to 38914
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 5.2, which was -1.2 lower than the previous day. The implied volatity was 12.16, the open interest changed by 8693 which increased total open position to 27387
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 6.8, which was -0.25 lower than the previous day. The implied volatity was 13.40, the open interest changed by 10333 which increased total open position to 18694
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 6.5, which was -2.9 lower than the previous day. The implied volatity was 11.82, the open interest changed by 3354 which increased total open position to 8361
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 8.9, which was -6.5 lower than the previous day. The implied volatity was 12.21, the open interest changed by -1516 which decreased total open position to 5007
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 13.95, which was -19.2 lower than the previous day. The implied volatity was 12.71, the open interest changed by 1716 which increased total open position to 6523
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 33.05, which was -4.55 lower than the previous day. The implied volatity was 11.20, the open interest changed by 2834 which increased total open position to 4807
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 39.55, which was -2.5 lower than the previous day. The implied volatity was 12.50, the open interest changed by 1269 which increased total open position to 1973
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 42.3, which was 11.35 higher than the previous day. The implied volatity was 13.07, the open interest changed by -147 which decreased total open position to 704
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 29.7, which was -16.6 lower than the previous day. The implied volatity was 12.81, the open interest changed by 186 which increased total open position to 851
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 46.25, which was -15.2 lower than the previous day. The implied volatity was 12.76, the open interest changed by -6 which decreased total open position to 665
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 63.8, which was 13.65 higher than the previous day. The implied volatity was 12.20, the open interest changed by 262 which increased total open position to 671
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 49.15, which was -27.2 lower than the previous day. The implied volatity was 12.18, the open interest changed by 158 which increased total open position to 409
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 73.8, which was -7.25 lower than the previous day. The implied volatity was 12.31, the open interest changed by 25 which increased total open position to 251
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 85.55, which was 7.3 higher than the previous day. The implied volatity was 12.49, the open interest changed by -69 which decreased total open position to 226
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 77, which was -37.65 lower than the previous day. The implied volatity was 11.76, the open interest changed by 188 which increased total open position to 295
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 112.8, which was -27.6 lower than the previous day. The implied volatity was 11.72, the open interest changed by 38 which increased total open position to 107
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 140.5, which was -39.45 lower than the previous day. The implied volatity was 11.38, the open interest changed by 39 which increased total open position to 69
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 180.3, which was 1.9 higher than the previous day. The implied volatity was 11.88, the open interest changed by 29 which increased total open position to 30
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 178.4, which was -91.25 lower than the previous day. The implied volatity was 11.81, the open interest changed by 1 which increased total open position to 1































































































































































































































