NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25400 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 | 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 | |||||||||
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| 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 | |||||||
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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 | - | 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































































































































































































































