NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25500 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 | 339.05 | -123.05 | - | 1,04,288 | -748 | 1,572 | |||||||||
| 8 Dec | 25960.55 | 444 | -263.45 | 17.20 | 16,905 | -29 | 2,320 | |||||||||
| 5 Dec | 26186.45 | 705.1 | 127 | - | 11,317 | -632 | 2,349 | |||||||||
| 4 Dec | 26033.75 | 575 | 41.2 | 14.78 | 13,933 | -705 | 2,981 | |||||||||
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| 3 Dec | 25986.00 | 540.65 | -76.8 | 12.08 | 24,998 | 1,367 | 3,686 | |||||||||
| 2 Dec | 26032.20 | 628.1 | -114.2 | 13.14 | 3,819 | 368 | 2,319 | |||||||||
| 1 Dec | 26175.75 | 738.85 | -53.45 | - | 2,126 | 187 | 1,951 | |||||||||
| 28 Nov | 26202.95 | 805 | 1.7 | 12.92 | 421 | 256 | 1,764 | |||||||||
| 27 Nov | 26215.55 | 809 | 12.55 | 9.28 | 544 | -40 | 1,508 | |||||||||
| 26 Nov | 26205.30 | 802.5 | 275.45 | 9.59 | 2,021 | -989 | 1,548 | |||||||||
| 25 Nov | 25884.80 | 525 | -130.5 | 11.28 | 2,773 | 2,037 | 2,537 | |||||||||
| 24 Nov | 25959.50 | 624.45 | -108.5 | 12.77 | 276 | 181 | 500 | |||||||||
| 21 Nov | 26068.15 | 732.25 | -127.5 | 11.08 | 480 | 163 | 319 | |||||||||
| 20 Nov | 26192.15 | 869.95 | 136.3 | 11.88 | 143 | -8 | 156 | |||||||||
| 19 Nov | 26052.65 | 734 | 100.9 | 10.36 | 231 | 14 | 164 | |||||||||
| 18 Nov | 25910.05 | 631.65 | -94.25 | 11.63 | 107 | 7 | 150 | |||||||||
| 17 Nov | 26013.45 | 729.7 | 91.15 | 11.08 | 136 | -19 | 143 | |||||||||
| 14 Nov | 25910.05 | 671.65 | 9.85 | 10.67 | 379 | 83 | 162 | |||||||||
| 13 Nov | 25879.15 | 663.25 | -15.8 | 10.96 | 108 | 0 | 79 | |||||||||
| 12 Nov | 25875.80 | 674.15 | 115.2 | 11.48 | 416 | -214 | 79 | |||||||||
| 11 Nov | 25694.95 | 578.15 | 96.45 | 12.39 | 870 | 190 | 293 | |||||||||
| 10 Nov | 25574.35 | 484 | 61.95 | 11.43 | 215 | 27 | 103 | |||||||||
| 7 Nov | 25492.30 | 439.15 | -12.15 | 10.30 | 315 | 8 | 76 | |||||||||
| 6 Nov | 25509.70 | 450 | -139.65 | 10.17 | 123 | 68 | 68 | |||||||||
For Nifty - strike price 25500 expiring on 09DEC2025
Delta for 25500 CE is -
Historical price for 25500 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 339.05, which was -123.05 lower than the previous day. The implied volatity was -, the open interest changed by -748 which decreased total open position to 1572
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 444, which was -263.45 lower than the previous day. The implied volatity was 17.20, the open interest changed by -29 which decreased total open position to 2320
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 705.1, which was 127 higher than the previous day. The implied volatity was -, the open interest changed by -632 which decreased total open position to 2349
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 575, which was 41.2 higher than the previous day. The implied volatity was 14.78, the open interest changed by -705 which decreased total open position to 2981
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 540.65, which was -76.8 lower than the previous day. The implied volatity was 12.08, the open interest changed by 1367 which increased total open position to 3686
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 628.1, which was -114.2 lower than the previous day. The implied volatity was 13.14, the open interest changed by 368 which increased total open position to 2319
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 738.85, which was -53.45 lower than the previous day. The implied volatity was -, the open interest changed by 187 which increased total open position to 1951
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 805, which was 1.7 higher than the previous day. The implied volatity was 12.92, the open interest changed by 256 which increased total open position to 1764
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 809, which was 12.55 higher than the previous day. The implied volatity was 9.28, the open interest changed by -40 which decreased total open position to 1508
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 802.5, which was 275.45 higher than the previous day. The implied volatity was 9.59, the open interest changed by -989 which decreased total open position to 1548
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 525, which was -130.5 lower than the previous day. The implied volatity was 11.28, the open interest changed by 2037 which increased total open position to 2537
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 624.45, which was -108.5 lower than the previous day. The implied volatity was 12.77, the open interest changed by 181 which increased total open position to 500
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 732.25, which was -127.5 lower than the previous day. The implied volatity was 11.08, the open interest changed by 163 which increased total open position to 319
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 869.95, which was 136.3 higher than the previous day. The implied volatity was 11.88, the open interest changed by -8 which decreased total open position to 156
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 734, which was 100.9 higher than the previous day. The implied volatity was 10.36, the open interest changed by 14 which increased total open position to 164
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 631.65, which was -94.25 lower than the previous day. The implied volatity was 11.63, the open interest changed by 7 which increased total open position to 150
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 729.7, which was 91.15 higher than the previous day. The implied volatity was 11.08, the open interest changed by -19 which decreased total open position to 143
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 671.65, which was 9.85 higher than the previous day. The implied volatity was 10.67, the open interest changed by 83 which increased total open position to 162
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 663.25, which was -15.8 lower than the previous day. The implied volatity was 10.96, the open interest changed by 0 which decreased total open position to 79
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 674.15, which was 115.2 higher than the previous day. The implied volatity was 11.48, the open interest changed by -214 which decreased total open position to 79
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 578.15, which was 96.45 higher than the previous day. The implied volatity was 12.39, the open interest changed by 190 which increased total open position to 293
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 484, which was 61.95 higher than the previous day. The implied volatity was 11.43, the open interest changed by 27 which increased total open position to 103
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 439.15, which was -12.15 lower than the previous day. The implied volatity was 10.30, the open interest changed by 8 which increased total open position to 76
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 450, which was -139.65 lower than the previous day. The implied volatity was 10.17, the open interest changed by 68 which increased total open position to 68
| NIFTY 09DEC2025 25500 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 | -1.9 | - | 32,42,559 | -27,448 | 1,00,448 |
| 8 Dec | 25960.55 | 1.45 | -1.35 | 15.77 | 16,68,686 | -1,229 | 1,27,896 |
| 5 Dec | 26186.45 | 2.9 | -1.5 | 13.03 | 11,40,802 | 3,965 | 1,29,125 |
| 4 Dec | 26033.75 | 4.2 | -5.65 | 10.10 | 7,11,104 | 6,037 | 1,25,160 |
| 3 Dec | 25986.00 | 9.25 | -0.4 | 10.40 | 8,14,660 | 34,303 | 1,19,123 |
| 2 Dec | 26032.20 | 9 | -0.85 | 10.68 | 2,20,000 | 23,535 | 84,820 |
| 1 Dec | 26175.75 | 9.25 | -1.4 | 11.74 | 1,22,500 | 25,127 | 61,285 |
| 28 Nov | 26202.95 | 9.55 | -6.05 | 10.52 | 84,101 | 23,469 | 36,158 |
| 27 Nov | 26215.55 | 14.85 | -10.6 | 11.30 | 56,162 | 1,019 | 12,689 |
| 26 Nov | 26205.30 | 24.1 | -35.5 | 12.09 | 43,484 | 5,283 | 11,670 |
| 25 Nov | 25884.80 | 60.45 | -2.95 | 10.83 | 19,193 | 2,169 | 6,387 |
| 24 Nov | 25959.50 | 65.35 | 1.2 | 12.00 | 11,009 | 1,255 | 4,218 |
| 21 Nov | 26068.15 | 64.4 | 18.4 | 12.57 | 6,515 | 1,458 | 2,963 |
| 20 Nov | 26192.15 | 43.2 | -27.45 | 12.10 | 3,166 | 334 | 1,505 |
| 19 Nov | 26052.65 | 69.8 | -25.85 | 12.30 | 2,628 | 26 | 1,171 |
| 18 Nov | 25910.05 | 97.55 | 21.5 | 11.86 | 1,002 | 81 | 1,145 |
| 17 Nov | 26013.45 | 75.75 | -38.2 | 11.83 | 1,981 | 363 | 1,064 |
| 14 Nov | 25910.05 | 107.45 | -10.15 | 11.93 | 1,768 | 322 | 701 |
| 13 Nov | 25879.15 | 119.85 | 8.45 | 12.03 | 806 | 118 | 379 |
| 12 Nov | 25875.80 | 111.3 | -51.3 | 11.36 | 517 | 141 | 261 |
| 11 Nov | 25694.95 | 158 | -38.25 | 11.32 | 495 | 6 | 120 |
| 10 Nov | 25574.35 | 197.1 | -47.6 | 11.07 | 189 | 25 | 114 |
| 7 Nov | 25492.30 | 239.05 | 0.45 | 11.43 | 236 | -24 | 89 |
| 6 Nov | 25509.70 | 234 | -113.55 | 11.30 | 166 | 113 | 113 |
For Nifty - strike price 25500 expiring on 09DEC2025
Delta for 25500 PE is -
Historical price for 25500 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by -27448 which decreased total open position to 100448
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1.45, which was -1.35 lower than the previous day. The implied volatity was 15.77, the open interest changed by -1229 which decreased total open position to 127896
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 2.9, which was -1.5 lower than the previous day. The implied volatity was 13.03, the open interest changed by 3965 which increased total open position to 129125
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 4.2, which was -5.65 lower than the previous day. The implied volatity was 10.10, the open interest changed by 6037 which increased total open position to 125160
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 9.25, which was -0.4 lower than the previous day. The implied volatity was 10.40, the open interest changed by 34303 which increased total open position to 119123
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 9, which was -0.85 lower than the previous day. The implied volatity was 10.68, the open interest changed by 23535 which increased total open position to 84820
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 9.25, which was -1.4 lower than the previous day. The implied volatity was 11.74, the open interest changed by 25127 which increased total open position to 61285
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 9.55, which was -6.05 lower than the previous day. The implied volatity was 10.52, the open interest changed by 23469 which increased total open position to 36158
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 14.85, which was -10.6 lower than the previous day. The implied volatity was 11.30, the open interest changed by 1019 which increased total open position to 12689
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 24.1, which was -35.5 lower than the previous day. The implied volatity was 12.09, the open interest changed by 5283 which increased total open position to 11670
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 60.45, which was -2.95 lower than the previous day. The implied volatity was 10.83, the open interest changed by 2169 which increased total open position to 6387
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 65.35, which was 1.2 higher than the previous day. The implied volatity was 12.00, the open interest changed by 1255 which increased total open position to 4218
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 64.4, which was 18.4 higher than the previous day. The implied volatity was 12.57, the open interest changed by 1458 which increased total open position to 2963
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 43.2, which was -27.45 lower than the previous day. The implied volatity was 12.10, the open interest changed by 334 which increased total open position to 1505
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 69.8, which was -25.85 lower than the previous day. The implied volatity was 12.30, the open interest changed by 26 which increased total open position to 1171
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 97.55, which was 21.5 higher than the previous day. The implied volatity was 11.86, the open interest changed by 81 which increased total open position to 1145
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 75.75, which was -38.2 lower than the previous day. The implied volatity was 11.83, the open interest changed by 363 which increased total open position to 1064
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 107.45, which was -10.15 lower than the previous day. The implied volatity was 11.93, the open interest changed by 322 which increased total open position to 701
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 119.85, which was 8.45 higher than the previous day. The implied volatity was 12.03, the open interest changed by 118 which increased total open position to 379
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 111.3, which was -51.3 lower than the previous day. The implied volatity was 11.36, the open interest changed by 141 which increased total open position to 261
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 158, which was -38.25 lower than the previous day. The implied volatity was 11.32, the open interest changed by 6 which increased total open position to 120
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 197.1, which was -47.6 lower than the previous day. The implied volatity was 11.07, the open interest changed by 25 which increased total open position to 114
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 239.05, which was 0.45 higher than the previous day. The implied volatity was 11.43, the open interest changed by -24 which decreased total open position to 89
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 234, which was -113.55 lower than the previous day. The implied volatity was 11.30, the open interest changed by 113 which increased total open position to 113































































































































































































































