[--[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 25450 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 390.3 -109.9 - 5,656 325 439
8 Dec 25960.55 493.25 -264.2 17.83 530 -194 114
5 Dec 26186.45 760.2 133.35 15.37 364 81 308
4 Dec 26033.75 622.3 35 15.24 962 104 227
3 Dec 25986.00 588.25 -72.65 11.69 511 95 123
2 Dec 26032.20 660.7 -127.5 9.89 37 15 28
1 Dec 26175.75 788.2 -55.9 11.49 11 7 13
28 Nov 26202.95 848.1 18.8 12.45 3 0 6
27 Nov 26215.55 829.3 -12.8 - 3 -2 6
26 Nov 26205.30 845.8 45.55 8.26 9 8 8
25 Nov 25884.80 800.25 -19.25 - 0 0 0
24 Nov 25959.50 800.25 -19.25 20.98 1 0 6
21 Nov 26068.15 819.5 -96.15 14.35 1 0 6
20 Nov 26192.15 915.65 142.8 12.33 1 -6 6
19 Nov 26052.65 776.35 10.45 10.35 16 12 12
18 Nov 25910.05 771.1 76.65 - 0 0 0
17 Nov 26013.45 771.1 76.65 11.08 15 0 6
14 Nov 25910.05 694.45 -5 9.68 7 2 6
13 Nov 25879.15 701.4 1.85 10.97 8 2 4
12 Nov 25875.80 699.55 118.2 10.87 7 -1 2
11 Nov 25694.95 581.35 51.35 10.83 21 0 3
10 Nov 25574.35 530 72 11.97 10 2 3
7 Nov 25492.30 458 -160.65 9.87 2 1 1
6 Nov 25509.70 618.65 0 - 0 0 0


For Nifty - strike price 25450 expiring on 09DEC2025

Delta for 25450 CE is -

Historical price for 25450 CE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 390.3, which was -109.9 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 439


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 493.25, which was -264.2 lower than the previous day. The implied volatity was 17.83, the open interest changed by -194 which decreased total open position to 114


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 760.2, which was 133.35 higher than the previous day. The implied volatity was 15.37, the open interest changed by 81 which increased total open position to 308


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 622.3, which was 35 higher than the previous day. The implied volatity was 15.24, the open interest changed by 104 which increased total open position to 227


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 588.25, which was -72.65 lower than the previous day. The implied volatity was 11.69, the open interest changed by 95 which increased total open position to 123


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 660.7, which was -127.5 lower than the previous day. The implied volatity was 9.89, the open interest changed by 15 which increased total open position to 28


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 788.2, which was -55.9 lower than the previous day. The implied volatity was 11.49, the open interest changed by 7 which increased total open position to 13


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 848.1, which was 18.8 higher than the previous day. The implied volatity was 12.45, 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 829.3, which was -12.8 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 6


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 845.8, which was 45.55 higher than the previous day. The implied volatity was 8.26, the open interest changed by 8 which increased total open position to 8


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 800.25, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 800.25, which was -19.25 lower than the previous day. The implied volatity was 20.98, the open interest changed by 0 which decreased total open position to 6


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 819.5, which was -96.15 lower than the previous day. The implied volatity was 14.35, the open interest changed by 0 which decreased total open position to 6


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 915.65, which was 142.8 higher than the previous day. The implied volatity was 12.33, the open interest changed by -6 which decreased total open position to 6


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 776.35, which was 10.45 higher than the previous day. The implied volatity was 10.35, the open interest changed by 12 which increased total open position to 12


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 771.1, which was 76.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 771.1, which was 76.65 higher than the previous day. The implied volatity was 11.08, the open interest changed by 0 which decreased total open position to 6


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 694.45, which was -5 lower than the previous day. The implied volatity was 9.68, the open interest changed by 2 which increased total open position to 6


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 701.4, which was 1.85 higher than the previous day. The implied volatity was 10.97, the open interest changed by 2 which increased total open position to 4


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 699.55, which was 118.2 higher than the previous day. The implied volatity was 10.87, the open interest changed by -1 which decreased total open position to 2


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 581.35, which was 51.35 higher than the previous day. The implied volatity was 10.83, the open interest changed by 0 which decreased total open position to 3


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 530, which was 72 higher than the previous day. The implied volatity was 11.97, the open interest changed by 2 which increased total open position to 3


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 458, which was -160.65 lower than the previous day. The implied volatity was 9.87, 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 618.65, 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 25450 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 25839.65 0.05 -1.7 - 13,87,999 4,163 27,113
8 Dec 25960.55 1.05 -1.55 16.53 5,94,144 2,038 22,950
5 Dec 26186.45 2.8 -1.05 13.75 4,87,395 -1,129 20,912
4 Dec 26033.75 3.55 -4.6 10.55 2,33,570 -1,288 22,041
3 Dec 25986.00 7.6 -0.45 10.73 2,51,273 11,136 23,329
2 Dec 26032.20 7.75 -1 11.04 36,812 4,778 12,193
1 Dec 26175.75 7.25 -2.25 11.81 20,521 4,540 7,415
28 Nov 26202.95 8.4 -5.2 10.79 8,541 1,749 2,875
27 Nov 26215.55 13.25 -9.05 11.57 7,102 -291 1,126
26 Nov 26205.30 20.5 -31.35 12.16 6,664 842 1,417
25 Nov 25884.80 52.35 -3.25 10.93 1,547 179 575
24 Nov 25959.50 57.25 0.05 12.12 1,630 268 396
21 Nov 26068.15 58.35 17.05 12.70 367 -29 128
20 Nov 26192.15 39.9 -24.05 12.33 303 44 157
19 Nov 26052.65 64 -18.55 12.48 181 -5 113
18 Nov 25910.05 87 18.2 11.90 75 35 118
17 Nov 26013.45 67.35 -32.65 11.86 212 0 83
14 Nov 25910.05 100 -10 12.15 27 -7 83
13 Nov 25879.15 110 7 12.14 60 16 90
12 Nov 25875.80 103 -48.75 11.52 74 71 74
11 Nov 25694.95 151.75 -29.45 11.68 2 0 3
10 Nov 25574.35 181.2 -45.25 11.12 6 1 3
7 Nov 25492.30 217.9 -108.9 11.36 3 2 2
6 Nov 25509.70 326.8 0 0.98 0 0 0


For Nifty - strike price 25450 expiring on 09DEC2025

Delta for 25450 PE is -

Historical price for 25450 PE is as follows

On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 4163 which increased total open position to 27113


On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1.05, which was -1.55 lower than the previous day. The implied volatity was 16.53, the open interest changed by 2038 which increased total open position to 22950


On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.8, which was -1.05 lower than the previous day. The implied volatity was 13.75, the open interest changed by -1129 which decreased total open position to 20912


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 3.55, which was -4.6 lower than the previous day. The implied volatity was 10.55, the open interest changed by -1288 which decreased total open position to 22041


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 7.6, which was -0.45 lower than the previous day. The implied volatity was 10.73, the open interest changed by 11136 which increased total open position to 23329


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 7.75, which was -1 lower than the previous day. The implied volatity was 11.04, the open interest changed by 4778 which increased total open position to 12193


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 7.25, which was -2.25 lower than the previous day. The implied volatity was 11.81, the open interest changed by 4540 which increased total open position to 7415


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 8.4, which was -5.2 lower than the previous day. The implied volatity was 10.79, the open interest changed by 1749 which increased total open position to 2875


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 13.25, which was -9.05 lower than the previous day. The implied volatity was 11.57, the open interest changed by -291 which decreased total open position to 1126


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 20.5, which was -31.35 lower than the previous day. The implied volatity was 12.16, the open interest changed by 842 which increased total open position to 1417


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 52.35, which was -3.25 lower than the previous day. The implied volatity was 10.93, the open interest changed by 179 which increased total open position to 575


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 57.25, which was 0.05 higher than the previous day. The implied volatity was 12.12, the open interest changed by 268 which increased total open position to 396


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 58.35, which was 17.05 higher than the previous day. The implied volatity was 12.70, the open interest changed by -29 which decreased total open position to 128


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 39.9, which was -24.05 lower than the previous day. The implied volatity was 12.33, the open interest changed by 44 which increased total open position to 157


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 64, which was -18.55 lower than the previous day. The implied volatity was 12.48, the open interest changed by -5 which decreased total open position to 113


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 87, which was 18.2 higher than the previous day. The implied volatity was 11.90, the open interest changed by 35 which increased total open position to 118


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 67.35, which was -32.65 lower than the previous day. The implied volatity was 11.86, the open interest changed by 0 which decreased total open position to 83


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 100, which was -10 lower than the previous day. The implied volatity was 12.15, the open interest changed by -7 which decreased total open position to 83


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 110, which was 7 higher than the previous day. The implied volatity was 12.14, the open interest changed by 16 which increased total open position to 90


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 103, which was -48.75 lower than the previous day. The implied volatity was 11.52, the open interest changed by 71 which increased total open position to 74


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 151.75, which was -29.45 lower than the previous day. The implied volatity was 11.68, the open interest changed by 0 which decreased total open position to 3


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 181.2, which was -45.25 lower than the previous day. The implied volatity was 11.12, the open interest changed by 1 which increased total open position to 3


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 217.9, which was -108.9 lower than the previous day. The implied volatity was 11.36, the open interest changed by 2 which increased total open position to 2


On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 326.8, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0