NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25650 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 | 189.25 | -123.25 | - | 4,58,249 | 2,755 | 3,408 | |||||||||
| 8 Dec | 25960.55 | 296.25 | -262.65 | 13.82 | 8,265 | -126 | 653 | |||||||||
| 5 Dec | 26186.45 | 558 | 127.35 | - | 4,606 | 268 | 779 | |||||||||
| 4 Dec | 26033.75 | 429.5 | 34.55 | 12.43 | 7,220 | -72 | 511 | |||||||||
| 3 Dec | 25986.00 | 400 | -86.5 | 10.26 | 6,959 | 496 | 583 | |||||||||
| 2 Dec | 26032.20 | 491.1 | -106 | 12.40 | 236 | 59 | 87 | |||||||||
| 1 Dec | 26175.75 | 602.15 | -46.65 | 11.63 | 28 | 4 | 28 | |||||||||
| 28 Nov | 26202.95 | 648.8 | -17.65 | 10.08 | 10 | -7 | 24 | |||||||||
| 27 Nov | 26215.55 | 668.55 | 15.55 | 9.56 | 59 | 8 | 31 | |||||||||
| 26 Nov | 26205.30 | 653 | 241.15 | 8.09 | 30 | 1 | 23 | |||||||||
| 25 Nov | 25884.80 | 406.45 | -97.95 | 10.86 | 18 | 4 | 22 | |||||||||
| 24 Nov | 25959.50 | 501.65 | -110.9 | 12.06 | 5 | 1 | 18 | |||||||||
| 21 Nov | 26068.15 | 607.6 | -86.85 | 11.03 | 14 | -2 | 17 | |||||||||
| 20 Nov | 26192.15 | 694.45 | 88.65 | 8.19 | 6 | 0 | 19 | |||||||||
| 19 Nov | 26052.65 | 605.7 | -12.55 | 10.19 | 12 | 19 | 19 | |||||||||
| 18 Nov | 25910.05 | 608.85 | 75.5 | - | 0 | -5 | 0 | |||||||||
| 17 Nov | 26013.45 | 608.85 | 75.5 | 10.98 | 16 | -5 | 17 | |||||||||
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| 14 Nov | 25910.05 | 530.4 | -9.25 | 9.37 | 70 | 5 | 22 | |||||||||
| 13 Nov | 25879.15 | 532.6 | -42.65 | 10.07 | 14 | -4 | 17 | |||||||||
| 12 Nov | 25875.80 | 570 | 109.25 | 11.62 | 26 | 2 | 21 | |||||||||
| 11 Nov | 25694.95 | 461.85 | 51.85 | 11.34 | 28 | 14 | 19 | |||||||||
| 10 Nov | 25574.35 | 410 | 79.35 | 11.94 | 5 | 1 | 5 | |||||||||
| 7 Nov | 25492.30 | 330.55 | -177.25 | 9.53 | 9 | 4 | 4 | |||||||||
| 6 Nov | 25509.70 | 507.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25650 expiring on 09DEC2025
Delta for 25650 CE is -
Historical price for 25650 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 189.25, which was -123.25 lower than the previous day. The implied volatity was -, the open interest changed by 2755 which increased total open position to 3408
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 296.25, which was -262.65 lower than the previous day. The implied volatity was 13.82, the open interest changed by -126 which decreased total open position to 653
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 558, which was 127.35 higher than the previous day. The implied volatity was -, the open interest changed by 268 which increased total open position to 779
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 429.5, which was 34.55 higher than the previous day. The implied volatity was 12.43, the open interest changed by -72 which decreased total open position to 511
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 400, which was -86.5 lower than the previous day. The implied volatity was 10.26, the open interest changed by 496 which increased total open position to 583
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 491.1, which was -106 lower than the previous day. The implied volatity was 12.40, the open interest changed by 59 which increased total open position to 87
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 602.15, which was -46.65 lower than the previous day. The implied volatity was 11.63, the open interest changed by 4 which increased total open position to 28
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 648.8, which was -17.65 lower than the previous day. The implied volatity was 10.08, the open interest changed by -7 which decreased total open position to 24
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 668.55, which was 15.55 higher than the previous day. The implied volatity was 9.56, the open interest changed by 8 which increased total open position to 31
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 653, which was 241.15 higher than the previous day. The implied volatity was 8.09, the open interest changed by 1 which increased total open position to 23
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 406.45, which was -97.95 lower than the previous day. The implied volatity was 10.86, the open interest changed by 4 which increased total open position to 22
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 501.65, which was -110.9 lower than the previous day. The implied volatity was 12.06, the open interest changed by 1 which increased total open position to 18
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 607.6, which was -86.85 lower than the previous day. The implied volatity was 11.03, the open interest changed by -2 which decreased total open position to 17
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 694.45, which was 88.65 higher than the previous day. The implied volatity was 8.19, the open interest changed by 0 which decreased total open position to 19
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 605.7, which was -12.55 lower than the previous day. The implied volatity was 10.19, the open interest changed by 19 which increased total open position to 19
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 608.85, which was 75.5 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 608.85, which was 75.5 higher than the previous day. The implied volatity was 10.98, the open interest changed by -5 which decreased total open position to 17
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 530.4, which was -9.25 lower than the previous day. The implied volatity was 9.37, the open interest changed by 5 which increased total open position to 22
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 532.6, which was -42.65 lower than the previous day. The implied volatity was 10.07, the open interest changed by -4 which decreased total open position to 17
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 570, which was 109.25 higher than the previous day. The implied volatity was 11.62, the open interest changed by 2 which increased total open position to 21
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 461.85, which was 51.85 higher than the previous day. The implied volatity was 11.34, the open interest changed by 14 which increased total open position to 19
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 410, which was 79.35 higher than the previous day. The implied volatity was 11.94, the open interest changed by 1 which increased total open position to 5
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 330.55, which was -177.25 lower than the previous day. The implied volatity was 9.53, the open interest changed by 4 which increased total open position to 4
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 507.8, 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 25650 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 | -3.35 | - | 73,50,220 | 19,513 | 60,873 |
| 8 Dec | 25960.55 | 2.55 | -1.15 | 12.22 | 14,80,125 | 7,650 | 41,360 |
| 5 Dec | 26186.45 | 3.75 | -5.05 | 11.12 | 7,27,840 | -1,853 | 33,710 |
| 4 Dec | 26033.75 | 8.5 | -12.2 | 9.04 | 4,76,955 | 10,343 | 35,563 |
| 3 Dec | 25986.00 | 18.85 | -0.25 | 9.69 | 5,43,273 | 8,438 | 25,220 |
| 2 Dec | 26032.20 | 17.85 | 0.35 | 10.12 | 60,920 | 11,523 | 16,782 |
| 1 Dec | 26175.75 | 16.25 | -2.15 | 11.02 | 21,255 | 2,018 | 5,259 |
| 28 Nov | 26202.95 | 16.65 | -8 | 10.06 | 9,863 | 916 | 3,241 |
| 27 Nov | 26215.55 | 22.95 | -15.95 | 10.72 | 14,074 | -488 | 2,325 |
| 26 Nov | 26205.30 | 36.2 | -56.4 | 11.61 | 13,065 | 2,359 | 2,813 |
| 25 Nov | 25884.80 | 90.75 | 2 | 10.46 | 2,509 | 155 | 454 |
| 24 Nov | 25959.50 | 94.35 | 6.35 | 11.83 | 824 | 88 | 299 |
| 21 Nov | 26068.15 | 88.9 | 25.75 | 12.20 | 405 | -23 | 211 |
| 20 Nov | 26192.15 | 60 | -37.45 | 11.72 | 315 | 51 | 234 |
| 19 Nov | 26052.65 | 97.5 | -28.4 | 12.12 | 624 | -204 | 183 |
| 18 Nov | 25910.05 | 134.15 | 28.45 | 11.74 | 634 | 296 | 387 |
| 17 Nov | 26013.45 | 105 | -48.25 | 11.67 | 84 | -1 | 91 |
| 14 Nov | 25910.05 | 142.5 | -18 | 11.74 | 530 | -219 | 92 |
| 13 Nov | 25879.15 | 154.7 | 9.5 | 11.74 | 80 | -7 | 311 |
| 12 Nov | 25875.80 | 147.95 | -47.25 | 11.20 | 368 | 301 | 318 |
| 11 Nov | 25694.95 | 195.2 | -47.55 | 10.78 | 22 | 1 | 17 |
| 10 Nov | 25574.35 | 242.75 | -65.3 | 10.55 | 9 | 0 | 16 |
| 7 Nov | 25492.30 | 302.45 | -112.35 | 11.39 | 30 | 16 | 16 |
| 6 Nov | 25509.70 | 414.8 | 0 | 0.35 | 0 | 0 | 0 |
For Nifty - strike price 25650 expiring on 09DEC2025
Delta for 25650 PE is -
Historical price for 25650 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by 19513 which increased total open position to 60873
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 2.55, which was -1.15 lower than the previous day. The implied volatity was 12.22, the open interest changed by 7650 which increased total open position to 41360
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3.75, which was -5.05 lower than the previous day. The implied volatity was 11.12, the open interest changed by -1853 which decreased total open position to 33710
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 8.5, which was -12.2 lower than the previous day. The implied volatity was 9.04, the open interest changed by 10343 which increased total open position to 35563
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 18.85, which was -0.25 lower than the previous day. The implied volatity was 9.69, the open interest changed by 8438 which increased total open position to 25220
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 17.85, which was 0.35 higher than the previous day. The implied volatity was 10.12, the open interest changed by 11523 which increased total open position to 16782
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 16.25, which was -2.15 lower than the previous day. The implied volatity was 11.02, the open interest changed by 2018 which increased total open position to 5259
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 16.65, which was -8 lower than the previous day. The implied volatity was 10.06, the open interest changed by 916 which increased total open position to 3241
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 22.95, which was -15.95 lower than the previous day. The implied volatity was 10.72, the open interest changed by -488 which decreased total open position to 2325
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 36.2, which was -56.4 lower than the previous day. The implied volatity was 11.61, the open interest changed by 2359 which increased total open position to 2813
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 90.75, which was 2 higher than the previous day. The implied volatity was 10.46, the open interest changed by 155 which increased total open position to 454
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 94.35, which was 6.35 higher than the previous day. The implied volatity was 11.83, the open interest changed by 88 which increased total open position to 299
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 88.9, which was 25.75 higher than the previous day. The implied volatity was 12.20, the open interest changed by -23 which decreased total open position to 211
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 60, which was -37.45 lower than the previous day. The implied volatity was 11.72, the open interest changed by 51 which increased total open position to 234
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 97.5, which was -28.4 lower than the previous day. The implied volatity was 12.12, the open interest changed by -204 which decreased total open position to 183
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 134.15, which was 28.45 higher than the previous day. The implied volatity was 11.74, the open interest changed by 296 which increased total open position to 387
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 105, which was -48.25 lower than the previous day. The implied volatity was 11.67, the open interest changed by -1 which decreased total open position to 91
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 142.5, which was -18 lower than the previous day. The implied volatity was 11.74, the open interest changed by -219 which decreased total open position to 92
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 154.7, which was 9.5 higher than the previous day. The implied volatity was 11.74, the open interest changed by -7 which decreased total open position to 311
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 147.95, which was -47.25 lower than the previous day. The implied volatity was 11.20, the open interest changed by 301 which increased total open position to 318
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 195.2, which was -47.55 lower than the previous day. The implied volatity was 10.78, the open interest changed by 1 which increased total open position to 17
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 242.75, which was -65.3 lower than the previous day. The implied volatity was 10.55, the open interest changed by 0 which decreased total open position to 16
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 302.45, which was -112.35 lower than the previous day. The implied volatity was 11.39, the open interest changed by 16 which increased total open position to 16
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 414.8, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0































































































































































































































