NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25600 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 | 239.2 | -131.75 | - | 3,96,910 | 1,403 | 3,866 | |||||||||
| 8 Dec | 25960.55 | 344.55 | -264.2 | 15.62 | 23,683 | 1,030 | 2,463 | |||||||||
| 5 Dec | 26186.45 | 606.25 | 123.9 | - | 6,261 | -89 | 1,433 | |||||||||
| 4 Dec | 26033.75 | 475.25 | 34.8 | 12.81 | 15,566 | -315 | 1,522 | |||||||||
| 3 Dec | 25986.00 | 446.15 | -80.6 | 10.62 | 19,168 | 353 | 1,837 | |||||||||
| 2 Dec | 26032.20 | 535.15 | -111.55 | 12.55 | 1,441 | 135 | 1,484 | |||||||||
| 1 Dec | 26175.75 | 643.2 | -52.6 | 8.28 | 916 | -55 | 1,349 | |||||||||
| 28 Nov | 26202.95 | 710.65 | 2.15 | 12.29 | 812 | 7 | 1,404 | |||||||||
| 27 Nov | 26215.55 | 713.75 | 13.3 | 9.31 | 1,002 | 233 | 1,397 | |||||||||
| 26 Nov | 26205.30 | 707 | 258.1 | 9.31 | 946 | 194 | 1,164 | |||||||||
| 25 Nov | 25884.80 | 442.4 | -122.85 | 10.83 | 515 | 159 | 970 | |||||||||
| 24 Nov | 25959.50 | 543.4 | -110.35 | 12.34 | 705 | 600 | 811 | |||||||||
| 21 Nov | 26068.15 | 646 | -117.6 | 10.80 | 365 | 120 | 211 | |||||||||
| 20 Nov | 26192.15 | 763.6 | 116.6 | 10.25 | 43 | -11 | 91 | |||||||||
| 19 Nov | 26052.65 | 648.35 | 90.55 | 10.31 | 111 | 40 | 102 | |||||||||
| 18 Nov | 25910.05 | 550 | -88.35 | 11.27 | 152 | -4 | 62 | |||||||||
| 17 Nov | 26013.45 | 643.25 | 72.2 | 10.74 | 132 | -19 | 66 | |||||||||
| 14 Nov | 25910.05 | 581.3 | 6.1 | 10.00 | 188 | 51 | 85 | |||||||||
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| 13 Nov | 25879.15 | 570.1 | -39.9 | 10.12 | 58 | 1 | 34 | |||||||||
| 12 Nov | 25875.80 | 610 | 122.4 | 11.84 | 81 | -21 | 33 | |||||||||
| 11 Nov | 25694.95 | 502 | 86.95 | 11.68 | 143 | -6 | 54 | |||||||||
| 10 Nov | 25574.35 | 419.55 | 60.05 | 11.27 | 205 | 53 | 60 | |||||||||
| 7 Nov | 25492.30 | 358.45 | -175.8 | 9.55 | 19 | 7 | 7 | |||||||||
| 6 Nov | 25509.70 | 534.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25600 expiring on 09DEC2025
Delta for 25600 CE is -
Historical price for 25600 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 239.2, which was -131.75 lower than the previous day. The implied volatity was -, the open interest changed by 1403 which increased total open position to 3866
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 344.55, which was -264.2 lower than the previous day. The implied volatity was 15.62, the open interest changed by 1030 which increased total open position to 2463
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 606.25, which was 123.9 higher than the previous day. The implied volatity was -, the open interest changed by -89 which decreased total open position to 1433
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 475.25, which was 34.8 higher than the previous day. The implied volatity was 12.81, the open interest changed by -315 which decreased total open position to 1522
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 446.15, which was -80.6 lower than the previous day. The implied volatity was 10.62, the open interest changed by 353 which increased total open position to 1837
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 535.15, which was -111.55 lower than the previous day. The implied volatity was 12.55, the open interest changed by 135 which increased total open position to 1484
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 643.2, which was -52.6 lower than the previous day. The implied volatity was 8.28, the open interest changed by -55 which decreased total open position to 1349
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 710.65, which was 2.15 higher than the previous day. The implied volatity was 12.29, the open interest changed by 7 which increased total open position to 1404
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 713.75, which was 13.3 higher than the previous day. The implied volatity was 9.31, the open interest changed by 233 which increased total open position to 1397
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 707, which was 258.1 higher than the previous day. The implied volatity was 9.31, the open interest changed by 194 which increased total open position to 1164
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 442.4, which was -122.85 lower than the previous day. The implied volatity was 10.83, the open interest changed by 159 which increased total open position to 970
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 543.4, which was -110.35 lower than the previous day. The implied volatity was 12.34, the open interest changed by 600 which increased total open position to 811
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 646, which was -117.6 lower than the previous day. The implied volatity was 10.80, the open interest changed by 120 which increased total open position to 211
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 763.6, which was 116.6 higher than the previous day. The implied volatity was 10.25, the open interest changed by -11 which decreased total open position to 91
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 648.35, which was 90.55 higher than the previous day. The implied volatity was 10.31, the open interest changed by 40 which increased total open position to 102
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 550, which was -88.35 lower than the previous day. The implied volatity was 11.27, the open interest changed by -4 which decreased total open position to 62
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 643.25, which was 72.2 higher than the previous day. The implied volatity was 10.74, the open interest changed by -19 which decreased total open position to 66
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 581.3, which was 6.1 higher than the previous day. The implied volatity was 10.00, the open interest changed by 51 which increased total open position to 85
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 570.1, which was -39.9 lower than the previous day. The implied volatity was 10.12, the open interest changed by 1 which increased total open position to 34
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 610, which was 122.4 higher than the previous day. The implied volatity was 11.84, the open interest changed by -21 which decreased total open position to 33
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 502, which was 86.95 higher than the previous day. The implied volatity was 11.68, the open interest changed by -6 which decreased total open position to 54
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 419.55, which was 60.05 higher than the previous day. The implied volatity was 11.27, the open interest changed by 53 which increased total open position to 60
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 358.45, which was -175.8 lower than the previous day. The implied volatity was 9.55, the open interest changed by 7 which increased total open position to 7
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 534.25, 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 25600 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 | -2.6 | - | 57,77,279 | -5,788 | 62,369 |
| 8 Dec | 25960.55 | 1.75 | -1.5 | 13.05 | 18,86,573 | -12,655 | 68,157 |
| 5 Dec | 26186.45 | 3.35 | -3.35 | 11.72 | 9,22,190 | -7,593 | 80,812 |
| 4 Dec | 26033.75 | 6.45 | -9.8 | 9.33 | 6,88,062 | 12,987 | 88,405 |
| 3 Dec | 25986.00 | 14.9 | -0.45 | 9.93 | 7,49,370 | 19,013 | 75,418 |
| 2 Dec | 26032.20 | 14.35 | 0.1 | 10.33 | 1,39,457 | 26,742 | 56,405 |
| 1 Dec | 26175.75 | 14.55 | -0.75 | 11.55 | 96,075 | 16,135 | 29,663 |
| 28 Nov | 26202.95 | 13.1 | -7.6 | 10.09 | 34,876 | 5,793 | 13,528 |
| 27 Nov | 26215.55 | 20.15 | -13.4 | 10.96 | 29,548 | 863 | 7,735 |
| 26 Nov | 26205.30 | 31.05 | -48.45 | 11.70 | 31,309 | 2,757 | 6,872 |
| 25 Nov | 25884.80 | 78.85 | -0.4 | 10.55 | 10,003 | 1,687 | 4,115 |
| 24 Nov | 25959.50 | 84.9 | 6.15 | 11.88 | 4,434 | 634 | 2,428 |
| 21 Nov | 26068.15 | 79.5 | 23.05 | 12.31 | 4,075 | 578 | 1,794 |
| 20 Nov | 26192.15 | 52.6 | -34.8 | 11.76 | 2,743 | 533 | 1,216 |
| 19 Nov | 26052.65 | 86 | -33.1 | 12.10 | 1,056 | 171 | 683 |
| 18 Nov | 25910.05 | 122.25 | 28.15 | 11.82 | 1,180 | -55 | 512 |
| 17 Nov | 26013.45 | 93.95 | -43.7 | 11.71 | 739 | 365 | 567 |
| 14 Nov | 25910.05 | 131.7 | -13.45 | 11.88 | 461 | -2 | 202 |
| 13 Nov | 25879.15 | 141.4 | 8.55 | 11.80 | 254 | 43 | 204 |
| 12 Nov | 25875.80 | 133.15 | -58.8 | 11.17 | 463 | 70 | 161 |
| 11 Nov | 25694.95 | 183.35 | -46.25 | 11.02 | 159 | -21 | 91 |
| 10 Nov | 25574.35 | 231 | -53.05 | 10.88 | 192 | 7 | 112 |
| 7 Nov | 25492.30 | 278.95 | -0.25 | 11.36 | 274 | 26 | 105 |
| 6 Nov | 25509.70 | 283.05 | -108.5 | 11.57 | 173 | 79 | 79 |
For Nifty - strike price 25600 expiring on 09DEC2025
Delta for 25600 PE is -
Historical price for 25600 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by -5788 which decreased total open position to 62369
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 1.75, which was -1.5 lower than the previous day. The implied volatity was 13.05, the open interest changed by -12655 which decreased total open position to 68157
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3.35, which was -3.35 lower than the previous day. The implied volatity was 11.72, the open interest changed by -7593 which decreased total open position to 80812
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 6.45, which was -9.8 lower than the previous day. The implied volatity was 9.33, the open interest changed by 12987 which increased total open position to 88405
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 14.9, which was -0.45 lower than the previous day. The implied volatity was 9.93, the open interest changed by 19013 which increased total open position to 75418
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 14.35, which was 0.1 higher than the previous day. The implied volatity was 10.33, the open interest changed by 26742 which increased total open position to 56405
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 14.55, which was -0.75 lower than the previous day. The implied volatity was 11.55, the open interest changed by 16135 which increased total open position to 29663
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 13.1, which was -7.6 lower than the previous day. The implied volatity was 10.09, the open interest changed by 5793 which increased total open position to 13528
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 20.15, which was -13.4 lower than the previous day. The implied volatity was 10.96, the open interest changed by 863 which increased total open position to 7735
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 31.05, which was -48.45 lower than the previous day. The implied volatity was 11.70, the open interest changed by 2757 which increased total open position to 6872
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 78.85, which was -0.4 lower than the previous day. The implied volatity was 10.55, the open interest changed by 1687 which increased total open position to 4115
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 84.9, which was 6.15 higher than the previous day. The implied volatity was 11.88, the open interest changed by 634 which increased total open position to 2428
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 79.5, which was 23.05 higher than the previous day. The implied volatity was 12.31, the open interest changed by 578 which increased total open position to 1794
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 52.6, which was -34.8 lower than the previous day. The implied volatity was 11.76, the open interest changed by 533 which increased total open position to 1216
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 86, which was -33.1 lower than the previous day. The implied volatity was 12.10, the open interest changed by 171 which increased total open position to 683
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 122.25, which was 28.15 higher than the previous day. The implied volatity was 11.82, the open interest changed by -55 which decreased total open position to 512
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 93.95, which was -43.7 lower than the previous day. The implied volatity was 11.71, the open interest changed by 365 which increased total open position to 567
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 131.7, which was -13.45 lower than the previous day. The implied volatity was 11.88, the open interest changed by -2 which decreased total open position to 202
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 141.4, which was 8.55 higher than the previous day. The implied volatity was 11.80, the open interest changed by 43 which increased total open position to 204
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 133.15, which was -58.8 lower than the previous day. The implied volatity was 11.17, the open interest changed by 70 which increased total open position to 161
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 183.35, which was -46.25 lower than the previous day. The implied volatity was 11.02, the open interest changed by -21 which decreased total open position to 91
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 231, which was -53.05 lower than the previous day. The implied volatity was 10.88, the open interest changed by 7 which increased total open position to 112
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 278.95, which was -0.25 lower than the previous day. The implied volatity was 11.36, the open interest changed by 26 which increased total open position to 105
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 283.05, which was -108.5 lower than the previous day. The implied volatity was 11.57, the open interest changed by 79 which increased total open position to 79































































































































































































































