NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25450 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 | 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 | |||||||||
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| 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 | |||||||
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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 | -1.7 | - | 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































































































































































































































