NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25350 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 | 490.55 | -105.65 | - | 910 | 94 | 153 | |||||||||
| 8 Dec | 25960.55 | 592.45 | -268.6 | 19.33 | 182 | -107 | 59 | |||||||||
| 5 Dec | 26186.45 | 860.05 | 132.55 | 13.87 | 143 | 64 | 166 | |||||||||
| 4 Dec | 26033.75 | 723.75 | 47.7 | 17.45 | 242 | 49 | 102 | |||||||||
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| 3 Dec | 25986.00 | 685.9 | -72.85 | 12.68 | 81 | 39 | 53 | |||||||||
| 2 Dec | 26032.20 | 772.9 | -102.6 | 14.58 | 35 | 10 | 14 | |||||||||
| 1 Dec | 26175.75 | 875.5 | -61.65 | - | 5 | -2 | 4 | |||||||||
| 28 Nov | 26202.95 | 937.15 | 14.7 | 11.27 | 6 | 0 | 6 | |||||||||
| 27 Nov | 26215.55 | 922.45 | -5.15 | - | 4 | -1 | 6 | |||||||||
| 26 Nov | 26205.30 | 927.65 | 65.65 | - | 2 | 7 | 7 | |||||||||
| 25 Nov | 25884.80 | 861.95 | -140.15 | - | 0 | -2 | 0 | |||||||||
| 24 Nov | 25959.50 | 861.95 | -140.15 | - | 0 | -2 | 0 | |||||||||
| 21 Nov | 26068.15 | 861.95 | -140.15 | 10.85 | 3 | -2 | 6 | |||||||||
| 20 Nov | 26192.15 | 1002.1 | 139.65 | 12.03 | 1 | -5 | 8 | |||||||||
| 19 Nov | 26052.65 | 862.8 | 6.15 | 9.96 | 5 | 13 | 13 | |||||||||
| 18 Nov | 25910.05 | 856.85 | 97.3 | - | 0 | -2 | 0 | |||||||||
| 17 Nov | 26013.45 | 856.85 | 97.3 | 11.09 | 2 | -2 | 15 | |||||||||
| 14 Nov | 25910.05 | 775.75 | -13.45 | 9.43 | 76 | 17 | 17 | |||||||||
| 13 Nov | 25879.15 | 785.9 | 106.75 | 11.17 | 10 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 679.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 679.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 679.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 679.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 679.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25350 expiring on 09DEC2025
Delta for 25350 CE is -
Historical price for 25350 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 490.55, which was -105.65 lower than the previous day. The implied volatity was -, the open interest changed by 94 which increased total open position to 153
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 592.45, which was -268.6 lower than the previous day. The implied volatity was 19.33, the open interest changed by -107 which decreased total open position to 59
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 860.05, which was 132.55 higher than the previous day. The implied volatity was 13.87, the open interest changed by 64 which increased total open position to 166
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 723.75, which was 47.7 higher than the previous day. The implied volatity was 17.45, the open interest changed by 49 which increased total open position to 102
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 685.9, which was -72.85 lower than the previous day. The implied volatity was 12.68, the open interest changed by 39 which increased total open position to 53
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 772.9, which was -102.6 lower than the previous day. The implied volatity was 14.58, the open interest changed by 10 which increased total open position to 14
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 875.5, which was -61.65 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 4
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 937.15, which was 14.7 higher than the previous day. The implied volatity was 11.27, the open interest changed by 0 which decreased total open position to 6
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 922.45, which was -5.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 6
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 927.65, which was 65.65 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 861.95, which was -140.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 861.95, which was -140.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 861.95, which was -140.15 lower than the previous day. The implied volatity was 10.85, the open interest changed by -2 which decreased total open position to 6
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 1002.1, which was 139.65 higher than the previous day. The implied volatity was 12.03, the open interest changed by -5 which decreased total open position to 8
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 862.8, which was 6.15 higher than the previous day. The implied volatity was 9.96, the open interest changed by 13 which increased total open position to 13
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 856.85, which was 97.3 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 856.85, which was 97.3 higher than the previous day. The implied volatity was 11.09, the open interest changed by -2 which decreased total open position to 15
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 775.75, which was -13.45 lower than the previous day. The implied volatity was 9.43, the open interest changed by 17 which increased total open position to 17
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 785.9, which was 106.75 higher than the previous day. The implied volatity was 11.17, 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 679.15, 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 679.15, 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 679.15, 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 679.15, 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 679.15, 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 25350 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 | -1.45 | - | 11,46,575 | 13,630 | 31,434 |
| 8 Dec | 25960.55 | 0.9 | -1.4 | 19.05 | 4,36,311 | -6,188 | 17,804 |
| 5 Dec | 26186.45 | 2.55 | -0.5 | 15.03 | 5,61,470 | 7,478 | 23,992 |
| 4 Dec | 26033.75 | 2.75 | -3.05 | 11.54 | 1,88,416 | 3,091 | 16,514 |
| 3 Dec | 25986.00 | 5.5 | -0.35 | 11.49 | 1,75,228 | 6,279 | 13,423 |
| 2 Dec | 26032.20 | 5.6 | -1.3 | 11.67 | 28,139 | 5,057 | 7,144 |
| 1 Dec | 26175.75 | 6 | -1.65 | 12.51 | 12,305 | 1,030 | 2,087 |
| 28 Nov | 26202.95 | 8 | -2.45 | 11.75 | 3,427 | 420 | 1,057 |
| 27 Nov | 26215.55 | 9.95 | -7.55 | 11.94 | 3,355 | -232 | 637 |
| 26 Nov | 26205.30 | 15.75 | -22.75 | 12.51 | 5,372 | 34 | 869 |
| 25 Nov | 25884.80 | 39.3 | -4.3 | 11.16 | 1,750 | 534 | 835 |
| 24 Nov | 25959.50 | 45.45 | -1.45 | 12.43 | 560 | 207 | 301 |
| 21 Nov | 26068.15 | 47.45 | 13.3 | 12.97 | 169 | -18 | 94 |
| 20 Nov | 26192.15 | 33.35 | -18.75 | 12.71 | 338 | -21 | 112 |
| 19 Nov | 26052.65 | 52.85 | -17.15 | 12.78 | 117 | 4 | 133 |
| 18 Nov | 25910.05 | 70.35 | 14.35 | 12.07 | 75 | 15 | 129 |
| 17 Nov | 26013.45 | 56 | -34.75 | 12.16 | 54 | 33 | 114 |
| 14 Nov | 25910.05 | 90.75 | -3.65 | 12.73 | 58 | 12 | 81 |
| 13 Nov | 25879.15 | 94.4 | 9.7 | 12.45 | 26 | 14 | 69 |
| 12 Nov | 25875.80 | 84.7 | -36.85 | 11.65 | 33 | 24 | 55 |
| 11 Nov | 25694.95 | 119.45 | -26.15 | 11.47 | 2 | 14 | 31 |
| 10 Nov | 25574.35 | 145.6 | -44.4 | 10.98 | 33 | 16 | 17 |
| 7 Nov | 25492.30 | 190 | -0.65 | 11.63 | 1 | 1 | 1 |
| 6 Nov | 25509.70 | 190.65 | -97.2 | 11.67 | 1 | 0 | 0 |
For Nifty - strike price 25350 expiring on 09DEC2025
Delta for 25350 PE is -
Historical price for 25350 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -1.45 lower than the previous day. The implied volatity was -, the open interest changed by 13630 which increased total open position to 31434
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 19.05, the open interest changed by -6188 which decreased total open position to 17804
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.55, which was -0.5 lower than the previous day. The implied volatity was 15.03, the open interest changed by 7478 which increased total open position to 23992
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 2.75, which was -3.05 lower than the previous day. The implied volatity was 11.54, the open interest changed by 3091 which increased total open position to 16514
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 5.5, which was -0.35 lower than the previous day. The implied volatity was 11.49, the open interest changed by 6279 which increased total open position to 13423
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 5.6, which was -1.3 lower than the previous day. The implied volatity was 11.67, the open interest changed by 5057 which increased total open position to 7144
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 6, which was -1.65 lower than the previous day. The implied volatity was 12.51, the open interest changed by 1030 which increased total open position to 2087
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 8, which was -2.45 lower than the previous day. The implied volatity was 11.75, the open interest changed by 420 which increased total open position to 1057
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 9.95, which was -7.55 lower than the previous day. The implied volatity was 11.94, the open interest changed by -232 which decreased total open position to 637
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 15.75, which was -22.75 lower than the previous day. The implied volatity was 12.51, the open interest changed by 34 which increased total open position to 869
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 39.3, which was -4.3 lower than the previous day. The implied volatity was 11.16, the open interest changed by 534 which increased total open position to 835
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 45.45, which was -1.45 lower than the previous day. The implied volatity was 12.43, the open interest changed by 207 which increased total open position to 301
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 47.45, which was 13.3 higher than the previous day. The implied volatity was 12.97, the open interest changed by -18 which decreased total open position to 94
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 33.35, which was -18.75 lower than the previous day. The implied volatity was 12.71, the open interest changed by -21 which decreased total open position to 112
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 52.85, which was -17.15 lower than the previous day. The implied volatity was 12.78, the open interest changed by 4 which increased total open position to 133
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 70.35, which was 14.35 higher than the previous day. The implied volatity was 12.07, the open interest changed by 15 which increased total open position to 129
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 56, which was -34.75 lower than the previous day. The implied volatity was 12.16, the open interest changed by 33 which increased total open position to 114
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 90.75, which was -3.65 lower than the previous day. The implied volatity was 12.73, the open interest changed by 12 which increased total open position to 81
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 94.4, which was 9.7 higher than the previous day. The implied volatity was 12.45, the open interest changed by 14 which increased total open position to 69
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 84.7, which was -36.85 lower than the previous day. The implied volatity was 11.65, the open interest changed by 24 which increased total open position to 55
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 119.45, which was -26.15 lower than the previous day. The implied volatity was 11.47, the open interest changed by 14 which increased total open position to 31
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 145.6, which was -44.4 lower than the previous day. The implied volatity was 10.98, the open interest changed by 16 which increased total open position to 17
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 190, which was -0.65 lower than the previous day. The implied volatity was 11.63, 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 190.65, which was -97.2 lower than the previous day. The implied volatity was 11.67, the open interest changed by 0 which decreased total open position to 0































































































































































































































