[--[65.84.65.76]--]

NIFTY

Nifty
25839.65 -120.90 (-0.47%)
L: 25728 H: 25923.65

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Historical option data for NIFTY

09 Dec 2025 04:10 PM IST
NIFTY 09-DEC-2025 25400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 439.2 -121.25 - 6,986 422 827
8 Dec 25960.55 543.65 -260.55 20.01 1,213 -395 405
5 Dec 26186.45 807.85 131.35 - 770 -29 800
4 Dec 26033.75 671.6 38.2 16.06 1,224 -61 829
3 Dec 25986.00 635.6 -73.95 11.81 1,727 241 890
2 Dec 26032.20 726.6 -111.9 14.61 637 187 649
1 Dec 26175.75 836.4 -56.3 11.48 500 -146 462
28 Nov 26202.95 900 6.4 13.44 580 523 608
27 Nov 26215.55 900.95 8.65 - 58 9 85
26 Nov 26205.30 892.3 281.05 - 64 18 76
25 Nov 25884.80 609.3 -93.45 11.53 180 -6 58
24 Nov 25959.50 710.9 -120.25 12.97 24 16 64
21 Nov 26068.15 822.2 -128.25 11.20 4 -1 48
20 Nov 26192.15 950.4 138.85 11.34 15 18 49
19 Nov 26052.65 810 111.7 9.16 18 1 31
18 Nov 25910.05 698.3 -117.15 10.89 9 4 30
17 Nov 26013.45 815.45 129.75 11.22 19 8 26
14 Nov 25910.05 685.7 -74.9 - 55 4 18
13 Nov 25879.15 760.6 -9.4 11.96 9 2 14
12 Nov 25875.80 770 140 12.43 14 -6 12
11 Nov 25694.95 630 79.45 11.38 58 -24 18
10 Nov 25574.35 547.8 53.75 11.41 76 4 42
7 Nov 25492.30 496 -152.5 10.08 175 38 38
6 Nov 25509.70 648.5 0 - 0 0 0


For Nifty - strike price 25400 expiring on 09DEC2025

Delta for 25400 CE is -

Historical price for 25400 CE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 439.2, which was -121.25 lower than the previous day. The implied volatity was -, the open interest changed by 422 which increased total open position to 827


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 543.65, which was -260.55 lower than the previous day. The implied volatity was 20.01, the open interest changed by -395 which decreased total open position to 405


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 807.85, which was 131.35 higher than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 800


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 671.6, which was 38.2 higher than the previous day. The implied volatity was 16.06, the open interest changed by -61 which decreased total open position to 829


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 635.6, which was -73.95 lower than the previous day. The implied volatity was 11.81, the open interest changed by 241 which increased total open position to 890


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 726.6, which was -111.9 lower than the previous day. The implied volatity was 14.61, the open interest changed by 187 which increased total open position to 649


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 836.4, which was -56.3 lower than the previous day. The implied volatity was 11.48, the open interest changed by -146 which decreased total open position to 462


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 900, which was 6.4 higher than the previous day. The implied volatity was 13.44, the open interest changed by 523 which increased total open position to 608


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 900.95, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 85


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 892.3, which was 281.05 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 76


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 609.3, which was -93.45 lower than the previous day. The implied volatity was 11.53, the open interest changed by -6 which decreased total open position to 58


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 710.9, which was -120.25 lower than the previous day. The implied volatity was 12.97, the open interest changed by 16 which increased total open position to 64


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 822.2, which was -128.25 lower than the previous day. The implied volatity was 11.20, the open interest changed by -1 which decreased total open position to 48


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 950.4, which was 138.85 higher than the previous day. The implied volatity was 11.34, the open interest changed by 18 which increased total open position to 49


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 810, which was 111.7 higher than the previous day. The implied volatity was 9.16, the open interest changed by 1 which increased total open position to 31


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 698.3, which was -117.15 lower than the previous day. The implied volatity was 10.89, the open interest changed by 4 which increased total open position to 30


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 815.45, which was 129.75 higher than the previous day. The implied volatity was 11.22, the open interest changed by 8 which increased total open position to 26


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 685.7, which was -74.9 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 18


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 760.6, which was -9.4 lower than the previous day. The implied volatity was 11.96, the open interest changed by 2 which increased total open position to 14


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 770, which was 140 higher than the previous day. The implied volatity was 12.43, the open interest changed by -6 which decreased total open position to 12


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 630, which was 79.45 higher than the previous day. The implied volatity was 11.38, the open interest changed by -24 which decreased total open position to 18


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 547.8, which was 53.75 higher than the previous day. The implied volatity was 11.41, the open interest changed by 4 which increased total open position to 42


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 496, which was -152.5 lower than the previous day. The implied volatity was 10.08, the open interest changed by 38 which increased total open position to 38


On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 648.5, 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 25400 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 0.05 -1.45 - 18,08,654 5,367 74,344
8 Dec 25960.55 1 -1.45 17.87 9,08,431 -18,188 68,977
5 Dec 26186.45 2.6 -0.8 14.36 9,70,585 25,533 87,165
4 Dec 26033.75 3.1 -3.7 11.04 4,29,890 13,641 61,632
3 Dec 25986.00 6.5 -0.2 11.12 3,97,290 15,321 47,991
2 Dec 26032.20 6.5 -1.2 11.33 85,046 10,805 32,670
1 Dec 26175.75 6.45 -1.9 12.07 61,167 6,892 21,865
28 Nov 26202.95 7.6 -4.2 11.11 28,626 1,646 14,973
27 Nov 26215.55 11.5 -7.45 11.77 32,389 1,963 13,327
26 Nov 26205.30 18 -26.6 12.34 38,207 8,358 11,364
25 Nov 25884.80 45.4 -3.4 11.05 7,542 551 3,006
24 Nov 25959.50 49.75 -2 12.17 5,128 991 2,455
21 Nov 26068.15 52.5 15.3 12.83 1,741 313 1,464
20 Nov 26192.15 35 -21.8 12.38 2,847 265 1,151
19 Nov 26052.65 56.3 -20.85 12.49 1,582 510 886
18 Nov 25910.05 78.55 16.75 12.00 253 38 376
17 Nov 26013.45 60.6 -33.25 11.96 294 22 338
14 Nov 25910.05 89.6 -11.25 12.13 562 81 316
13 Nov 25879.15 101.25 9.05 12.25 495 48 235
12 Nov 25875.80 94 -42.9 11.63 213 80 187
11 Nov 25694.95 134 -33.45 11.42 179 20 107
10 Nov 25574.35 167.45 -45.65 11.25 162 -15 87
7 Nov 25492.30 211 11.5 11.77 160 97 102
6 Nov 25509.70 196.95 -109.95 11.29 12 5 5


For Nifty - strike price 25400 expiring on 09DEC2025

Delta for 25400 PE is -

Historical price for 25400 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 5367 which increased total open position to 74344


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1, which was -1.45 lower than the previous day. The implied volatity was 17.87, the open interest changed by -18188 which decreased total open position to 68977


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.6, which was -0.8 lower than the previous day. The implied volatity was 14.36, the open interest changed by 25533 which increased total open position to 87165


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 3.1, which was -3.7 lower than the previous day. The implied volatity was 11.04, the open interest changed by 13641 which increased total open position to 61632


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 6.5, which was -0.2 lower than the previous day. The implied volatity was 11.12, the open interest changed by 15321 which increased total open position to 47991


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 6.5, which was -1.2 lower than the previous day. The implied volatity was 11.33, the open interest changed by 10805 which increased total open position to 32670


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 6.45, which was -1.9 lower than the previous day. The implied volatity was 12.07, the open interest changed by 6892 which increased total open position to 21865


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 7.6, which was -4.2 lower than the previous day. The implied volatity was 11.11, the open interest changed by 1646 which increased total open position to 14973


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 11.5, which was -7.45 lower than the previous day. The implied volatity was 11.77, the open interest changed by 1963 which increased total open position to 13327


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 18, which was -26.6 lower than the previous day. The implied volatity was 12.34, the open interest changed by 8358 which increased total open position to 11364


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 45.4, which was -3.4 lower than the previous day. The implied volatity was 11.05, the open interest changed by 551 which increased total open position to 3006


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 49.75, which was -2 lower than the previous day. The implied volatity was 12.17, the open interest changed by 991 which increased total open position to 2455


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 52.5, which was 15.3 higher than the previous day. The implied volatity was 12.83, the open interest changed by 313 which increased total open position to 1464


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 35, which was -21.8 lower than the previous day. The implied volatity was 12.38, the open interest changed by 265 which increased total open position to 1151


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 56.3, which was -20.85 lower than the previous day. The implied volatity was 12.49, the open interest changed by 510 which increased total open position to 886


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 78.55, which was 16.75 higher than the previous day. The implied volatity was 12.00, the open interest changed by 38 which increased total open position to 376


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 60.6, which was -33.25 lower than the previous day. The implied volatity was 11.96, the open interest changed by 22 which increased total open position to 338


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 89.6, which was -11.25 lower than the previous day. The implied volatity was 12.13, the open interest changed by 81 which increased total open position to 316


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 101.25, which was 9.05 higher than the previous day. The implied volatity was 12.25, the open interest changed by 48 which increased total open position to 235


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 94, which was -42.9 lower than the previous day. The implied volatity was 11.63, the open interest changed by 80 which increased total open position to 187


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 134, which was -33.45 lower than the previous day. The implied volatity was 11.42, the open interest changed by 20 which increased total open position to 107


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 167.45, which was -45.65 lower than the previous day. The implied volatity was 11.25, the open interest changed by -15 which decreased total open position to 87


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 211, which was 11.5 higher than the previous day. The implied volatity was 11.77, the open interest changed by 97 which increased total open position to 102


On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 196.95, which was -109.95 lower than the previous day. The implied volatity was 11.29, the open interest changed by 5 which increased total open position to 5