NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25550 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 | 289.85 | -120.15 | - | 44,726 | 573 | 745 | |||||||||
| 8 Dec | 25960.55 | 393.45 | -262.15 | 14.91 | 1,812 | -207 | 172 | |||||||||
| 5 Dec | 26186.45 | 656.75 | 125.95 | - | 1,119 | 59 | 379 | |||||||||
| 4 Dec | 26033.75 | 524.05 | 39.1 | 13.62 | 1,766 | 59 | 320 | |||||||||
| 3 Dec | 25986.00 | 493 | -74.55 | 10.98 | 2,060 | 197 | 261 | |||||||||
| 2 Dec | 26032.20 | 584.4 | -110.85 | 13.25 | 89 | 26 | 64 | |||||||||
| 1 Dec | 26175.75 | 697.3 | -46.8 | 10.43 | 48 | -4 | 38 | |||||||||
| 28 Nov | 26202.95 | 750.55 | 2.3 | 11.64 | 56 | 25 | 42 | |||||||||
| 27 Nov | 26215.55 | 748.25 | -4.75 | - | 2 | -1 | 17 | |||||||||
| 26 Nov | 26205.30 | 756 | 271.85 | 9.83 | 13 | -4 | 18 | |||||||||
| 25 Nov | 25884.80 | 482.1 | -203.6 | 10.98 | 13 | 22 | 22 | |||||||||
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| 24 Nov | 25959.50 | 685.7 | -136.4 | - | 0 | -1 | 0 | |||||||||
| 21 Nov | 26068.15 | 685.7 | -136.4 | 10.65 | 3 | -1 | 20 | |||||||||
| 20 Nov | 26192.15 | 822.1 | 136.15 | 11.51 | 2 | -2 | 21 | |||||||||
| 19 Nov | 26052.65 | 686.05 | 86.05 | 10.03 | 8 | 1 | 23 | |||||||||
| 18 Nov | 25910.05 | 600 | -80.85 | 11.95 | 1 | 0 | 22 | |||||||||
| 17 Nov | 26013.45 | 680.85 | 70.6 | 10.59 | 3 | -1 | 22 | |||||||||
| 14 Nov | 25910.05 | 619 | 5.8 | 9.97 | 14 | 1 | 23 | |||||||||
| 13 Nov | 25879.15 | 633.5 | 6 | 11.33 | 11 | -3 | 22 | |||||||||
| 12 Nov | 25875.80 | 627.5 | 96.5 | 11.05 | 84 | -16 | 25 | |||||||||
| 11 Nov | 25694.95 | 543 | 168 | 12.02 | 74 | 41 | 41 | |||||||||
| 10 Nov | 25574.35 | 375 | -45.95 | - | 0 | 5 | 0 | |||||||||
| 7 Nov | 25492.30 | 375 | -45.95 | 9.12 | 6 | 5 | 19 | |||||||||
| 6 Nov | 25509.70 | 420 | -141.5 | 10.17 | 19 | 14 | 14 | |||||||||
For Nifty - strike price 25550 expiring on 09DEC2025
Delta for 25550 CE is -
Historical price for 25550 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 289.85, which was -120.15 lower than the previous day. The implied volatity was -, the open interest changed by 573 which increased total open position to 745
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 393.45, which was -262.15 lower than the previous day. The implied volatity was 14.91, the open interest changed by -207 which decreased total open position to 172
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 656.75, which was 125.95 higher than the previous day. The implied volatity was -, the open interest changed by 59 which increased total open position to 379
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 524.05, which was 39.1 higher than the previous day. The implied volatity was 13.62, the open interest changed by 59 which increased total open position to 320
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 493, which was -74.55 lower than the previous day. The implied volatity was 10.98, the open interest changed by 197 which increased total open position to 261
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 584.4, which was -110.85 lower than the previous day. The implied volatity was 13.25, the open interest changed by 26 which increased total open position to 64
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 697.3, which was -46.8 lower than the previous day. The implied volatity was 10.43, the open interest changed by -4 which decreased total open position to 38
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 750.55, which was 2.3 higher than the previous day. The implied volatity was 11.64, the open interest changed by 25 which increased total open position to 42
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 748.25, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 17
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 756, which was 271.85 higher than the previous day. The implied volatity was 9.83, the open interest changed by -4 which decreased total open position to 18
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 482.1, which was -203.6 lower than the previous day. The implied volatity was 10.98, the open interest changed by 22 which increased total open position to 22
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 685.7, which was -136.4 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 685.7, which was -136.4 lower than the previous day. The implied volatity was 10.65, the open interest changed by -1 which decreased total open position to 20
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 822.1, which was 136.15 higher than the previous day. The implied volatity was 11.51, the open interest changed by -2 which decreased total open position to 21
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 686.05, which was 86.05 higher than the previous day. The implied volatity was 10.03, the open interest changed by 1 which increased total open position to 23
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 600, which was -80.85 lower than the previous day. The implied volatity was 11.95, the open interest changed by 0 which decreased total open position to 22
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 680.85, which was 70.6 higher than the previous day. The implied volatity was 10.59, the open interest changed by -1 which decreased total open position to 22
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 619, which was 5.8 higher than the previous day. The implied volatity was 9.97, the open interest changed by 1 which increased total open position to 23
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 633.5, which was 6 higher than the previous day. The implied volatity was 11.33, the open interest changed by -3 which decreased total open position to 22
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 627.5, which was 96.5 higher than the previous day. The implied volatity was 11.05, the open interest changed by -16 which decreased total open position to 25
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 543, which was 168 higher than the previous day. The implied volatity was 12.02, the open interest changed by 41 which increased total open position to 41
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 375, which was -45.95 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 375, which was -45.95 lower than the previous day. The implied volatity was 9.12, the open interest changed by 5 which increased total open position to 19
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 420, which was -141.5 lower than the previous day. The implied volatity was 10.17, the open interest changed by 14 which increased total open position to 14
| NIFTY 09DEC2025 25550 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 | -2.2 | - | 28,10,441 | 7,183 | 32,868 |
| 8 Dec | 25960.55 | 1.5 | -1.55 | 14.25 | 8,68,098 | 2,636 | 25,685 |
| 5 Dec | 26186.45 | 3.15 | -2.2 | 12.41 | 5,21,455 | -2,469 | 23,049 |
| 4 Dec | 26033.75 | 5.25 | -7.6 | 9.74 | 2,96,961 | 459 | 25,518 |
| 3 Dec | 25986.00 | 11.9 | -0.05 | 10.20 | 3,70,476 | 14,415 | 25,059 |
| 2 Dec | 26032.20 | 11.25 | -0.7 | 10.47 | 39,338 | 5,480 | 10,644 |
| 1 Dec | 26175.75 | 11.15 | -1.5 | 11.54 | 19,586 | 1,585 | 5,164 |
| 28 Nov | 26202.95 | 11.3 | -6.75 | 10.33 | 9,654 | 1,953 | 3,579 |
| 27 Nov | 26215.55 | 17.1 | -12.15 | 11.12 | 8,251 | 281 | 1,626 |
| 26 Nov | 26205.30 | 27.7 | -42.15 | 11.94 | 9,695 | 574 | 1,345 |
| 25 Nov | 25884.80 | 70.15 | -1.5 | 10.76 | 2,978 | 59 | 771 |
| 24 Nov | 25959.50 | 73.65 | 2.95 | 11.88 | 1,936 | 456 | 712 |
| 21 Nov | 26068.15 | 70.75 | 19.75 | 12.39 | 345 | 74 | 256 |
| 20 Nov | 26192.15 | 48.9 | -29.8 | 12.02 | 593 | -30 | 182 |
| 19 Nov | 26052.65 | 76.9 | -26 | 12.16 | 506 | -78 | 212 |
| 18 Nov | 25910.05 | 108.6 | 23.5 | 11.84 | 228 | 47 | 290 |
| 17 Nov | 26013.45 | 86.3 | -40.4 | 11.86 | 277 | 173 | 243 |
| 14 Nov | 25910.05 | 122.7 | -6.6 | 12.08 | 120 | 12 | 70 |
| 13 Nov | 25879.15 | 129.3 | 8.8 | 11.88 | 10 | 5 | 58 |
| 12 Nov | 25875.80 | 120.45 | -61.05 | 11.20 | 57 | 43 | 53 |
| 11 Nov | 25694.95 | 181.5 | -187.6 | 11.61 | 14 | 10 | 10 |
| 10 Nov | 25574.35 | 369.1 | 0 | 0.80 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 369.1 | 0 | 0.61 | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 369.1 | 0 | 0.66 | 0 | 0 | 0 |
For Nifty - strike price 25550 expiring on 09DEC2025
Delta for 25550 PE is -
Historical price for 25550 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 7183 which increased total open position to 32868
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1.5, which was -1.55 lower than the previous day. The implied volatity was 14.25, the open interest changed by 2636 which increased total open position to 25685
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3.15, which was -2.2 lower than the previous day. The implied volatity was 12.41, the open interest changed by -2469 which decreased total open position to 23049
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 5.25, which was -7.6 lower than the previous day. The implied volatity was 9.74, the open interest changed by 459 which increased total open position to 25518
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 11.9, which was -0.05 lower than the previous day. The implied volatity was 10.20, the open interest changed by 14415 which increased total open position to 25059
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 11.25, which was -0.7 lower than the previous day. The implied volatity was 10.47, the open interest changed by 5480 which increased total open position to 10644
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 11.15, which was -1.5 lower than the previous day. The implied volatity was 11.54, the open interest changed by 1585 which increased total open position to 5164
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 11.3, which was -6.75 lower than the previous day. The implied volatity was 10.33, the open interest changed by 1953 which increased total open position to 3579
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 17.1, which was -12.15 lower than the previous day. The implied volatity was 11.12, the open interest changed by 281 which increased total open position to 1626
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 27.7, which was -42.15 lower than the previous day. The implied volatity was 11.94, the open interest changed by 574 which increased total open position to 1345
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 70.15, which was -1.5 lower than the previous day. The implied volatity was 10.76, the open interest changed by 59 which increased total open position to 771
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 73.65, which was 2.95 higher than the previous day. The implied volatity was 11.88, the open interest changed by 456 which increased total open position to 712
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 70.75, which was 19.75 higher than the previous day. The implied volatity was 12.39, the open interest changed by 74 which increased total open position to 256
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 48.9, which was -29.8 lower than the previous day. The implied volatity was 12.02, the open interest changed by -30 which decreased total open position to 182
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 76.9, which was -26 lower than the previous day. The implied volatity was 12.16, the open interest changed by -78 which decreased total open position to 212
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 108.6, which was 23.5 higher than the previous day. The implied volatity was 11.84, the open interest changed by 47 which increased total open position to 290
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 86.3, which was -40.4 lower than the previous day. The implied volatity was 11.86, the open interest changed by 173 which increased total open position to 243
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 122.7, which was -6.6 lower than the previous day. The implied volatity was 12.08, the open interest changed by 12 which increased total open position to 70
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 129.3, which was 8.8 higher than the previous day. The implied volatity was 11.88, the open interest changed by 5 which increased total open position to 58
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 120.45, which was -61.05 lower than the previous day. The implied volatity was 11.20, the open interest changed by 43 which increased total open position to 53
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 181.5, which was -187.6 lower than the previous day. The implied volatity was 11.61, the open interest changed by 10 which increased total open position to 10
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 369.1, which was 0 lower than the previous day. The implied volatity was 0.80, the open interest changed by 0 which decreased total open position to 0
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 369.1, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 369.1, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0































































































































































































































