NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25700 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 | 139.5 | -125.3 | - | 26,90,512 | 5,912 | 11,925 | |||||||||
| 8 Dec | 25960.55 | 248 | -261.35 | 12.84 | 77,191 | 2,925 | 6,013 | |||||||||
| 5 Dec | 26186.45 | 509.6 | 124.65 | 7.77 | 30,775 | -707 | 3,088 | |||||||||
| 4 Dec | 26033.75 | 381 | 30.6 | 11.56 | 54,822 | -1,511 | 3,795 | |||||||||
| 3 Dec | 25986.00 | 356.4 | -77.15 | 10.11 | 72,431 | 3,371 | 5,306 | |||||||||
| 2 Dec | 26032.20 | 445.95 | -108.4 | 11.95 | 3,955 | 242 | 1,935 | |||||||||
| 1 Dec | 26175.75 | 550.85 | -56.75 | 9.28 | 1,688 | 683 | 1,693 | |||||||||
| 28 Nov | 26202.95 | 610.5 | -7.95 | 10.91 | 710 | 219 | 1,010 | |||||||||
| 27 Nov | 26215.55 | 623.7 | 10.25 | 9.68 | 983 | -202 | 791 | |||||||||
| 26 Nov | 26205.30 | 621.9 | 247.1 | 10.08 | 1,551 | 157 | 993 | |||||||||
| 25 Nov | 25884.80 | 368.6 | -120.1 | 10.67 | 1,181 | 494 | 836 | |||||||||
| 24 Nov | 25959.50 | 463.9 | -112.3 | 11.95 | 370 | 141 | 342 | |||||||||
| 21 Nov | 26068.15 | 565.3 | -127 | 10.85 | 147 | -16 | 201 | |||||||||
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| 20 Nov | 26192.15 | 701.2 | 130.9 | 12.06 | 115 | -15 | 217 | |||||||||
| 19 Nov | 26052.65 | 579.55 | 91.4 | 10.94 | 252 | 52 | 232 | |||||||||
| 18 Nov | 25910.05 | 483.15 | -81.95 | 11.43 | 204 | 43 | 180 | |||||||||
| 17 Nov | 26013.45 | 566.6 | 62.5 | 10.74 | 280 | -38 | 137 | |||||||||
| 14 Nov | 25910.05 | 504.3 | -25.7 | 9.79 | 446 | 99 | 175 | |||||||||
| 13 Nov | 25879.15 | 530 | 1.95 | 11.42 | 73 | 9 | 76 | |||||||||
| 12 Nov | 25875.80 | 520.25 | 89.95 | 10.98 | 251 | -61 | 67 | |||||||||
| 11 Nov | 25694.95 | 435.3 | 79.85 | 11.70 | 295 | 62 | 128 | |||||||||
| 10 Nov | 25574.35 | 355 | 27.2 | 10.94 | 76 | 28 | 66 | |||||||||
| 7 Nov | 25492.30 | 327.8 | -154.4 | 10.31 | 81 | 38 | 38 | |||||||||
| 6 Nov | 25509.70 | 482.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25700 expiring on 09DEC2025
Delta for 25700 CE is -
Historical price for 25700 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 139.5, which was -125.3 lower than the previous day. The implied volatity was -, the open interest changed by 5912 which increased total open position to 11925
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 248, which was -261.35 lower than the previous day. The implied volatity was 12.84, the open interest changed by 2925 which increased total open position to 6013
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 509.6, which was 124.65 higher than the previous day. The implied volatity was 7.77, the open interest changed by -707 which decreased total open position to 3088
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 381, which was 30.6 higher than the previous day. The implied volatity was 11.56, the open interest changed by -1511 which decreased total open position to 3795
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 356.4, which was -77.15 lower than the previous day. The implied volatity was 10.11, the open interest changed by 3371 which increased total open position to 5306
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 445.95, which was -108.4 lower than the previous day. The implied volatity was 11.95, the open interest changed by 242 which increased total open position to 1935
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 550.85, which was -56.75 lower than the previous day. The implied volatity was 9.28, the open interest changed by 683 which increased total open position to 1693
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 610.5, which was -7.95 lower than the previous day. The implied volatity was 10.91, the open interest changed by 219 which increased total open position to 1010
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 623.7, which was 10.25 higher than the previous day. The implied volatity was 9.68, the open interest changed by -202 which decreased total open position to 791
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 621.9, which was 247.1 higher than the previous day. The implied volatity was 10.08, the open interest changed by 157 which increased total open position to 993
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 368.6, which was -120.1 lower than the previous day. The implied volatity was 10.67, the open interest changed by 494 which increased total open position to 836
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 463.9, which was -112.3 lower than the previous day. The implied volatity was 11.95, the open interest changed by 141 which increased total open position to 342
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 565.3, which was -127 lower than the previous day. The implied volatity was 10.85, the open interest changed by -16 which decreased total open position to 201
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 701.2, which was 130.9 higher than the previous day. The implied volatity was 12.06, the open interest changed by -15 which decreased total open position to 217
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 579.55, which was 91.4 higher than the previous day. The implied volatity was 10.94, the open interest changed by 52 which increased total open position to 232
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 483.15, which was -81.95 lower than the previous day. The implied volatity was 11.43, the open interest changed by 43 which increased total open position to 180
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 566.6, which was 62.5 higher than the previous day. The implied volatity was 10.74, the open interest changed by -38 which decreased total open position to 137
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 504.3, which was -25.7 lower than the previous day. The implied volatity was 9.79, the open interest changed by 99 which increased total open position to 175
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 530, which was 1.95 higher than the previous day. The implied volatity was 11.42, the open interest changed by 9 which increased total open position to 76
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 520.25, which was 89.95 higher than the previous day. The implied volatity was 10.98, the open interest changed by -61 which decreased total open position to 67
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 435.3, which was 79.85 higher than the previous day. The implied volatity was 11.70, the open interest changed by 62 which increased total open position to 128
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 355, which was 27.2 higher than the previous day. The implied volatity was 10.94, the open interest changed by 28 which increased total open position to 66
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 327.8, which was -154.4 lower than the previous day. The implied volatity was 10.31, the open interest changed by 38 which increased total open position to 38
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 482.2, 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 25700 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 | -5 | - | 1,67,52,768 | -6,703 | 97,840 |
| 8 Dec | 25960.55 | 4.55 | 0.15 | 11.76 | 28,46,922 | 12,731 | 1,04,543 |
| 5 Dec | 26186.45 | 4.2 | -7.5 | 10.50 | 13,81,309 | -1,782 | 91,812 |
| 4 Dec | 26033.75 | 11.3 | -15.6 | 8.76 | 9,13,228 | 25,045 | 93,594 |
| 3 Dec | 25986.00 | 24.5 | 0.1 | 9.53 | 10,13,450 | 20,371 | 68,549 |
| 2 Dec | 26032.20 | 22.5 | 1.35 | 9.95 | 1,56,236 | 20,248 | 48,178 |
| 1 Dec | 26175.75 | 20.45 | -1.8 | 10.94 | 80,250 | 12,746 | 27,930 |
| 28 Nov | 26202.95 | 20.05 | -9.05 | 9.91 | 31,600 | 2,714 | 15,184 |
| 27 Nov | 26215.55 | 28.1 | -16.45 | 10.70 | 33,027 | 1,095 | 12,470 |
| 26 Nov | 26205.30 | 41.55 | -64.1 | 11.47 | 50,926 | 5,257 | 11,375 |
| 25 Nov | 25884.80 | 106.75 | 5.55 | 10.52 | 15,982 | 3,907 | 6,118 |
| 24 Nov | 25959.50 | 104.85 | 7.1 | 11.57 | 5,796 | 537 | 2,211 |
| 21 Nov | 26068.15 | 99 | 28.75 | 12.13 | 3,868 | 346 | 1,674 |
| 20 Nov | 26192.15 | 66.55 | -41.1 | 11.58 | 4,083 | 555 | 1,328 |
| 19 Nov | 26052.65 | 105 | -38.4 | 11.88 | 1,396 | 288 | 773 |
| 18 Nov | 25910.05 | 147.35 | 31.4 | 11.64 | 1,091 | 96 | 485 |
| 17 Nov | 26013.45 | 115.5 | -54.1 | 11.55 | 715 | 224 | 389 |
| 14 Nov | 25910.05 | 156.15 | -14 | 11.67 | 533 | 24 | 165 |
| 13 Nov | 25879.15 | 169.55 | 9.5 | 11.70 | 269 | 47 | 141 |
| 12 Nov | 25875.80 | 161 | -65.55 | 11.08 | 262 | 4 | 94 |
| 11 Nov | 25694.95 | 217.95 | -59 | 10.90 | 136 | 48 | 90 |
| 10 Nov | 25574.35 | 276.95 | -162 | 10.96 | 47 | 42 | 42 |
| 7 Nov | 25492.30 | 438.95 | 0 | 0.13 | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 438.95 | 0 | 0.19 | 0 | 0 | 0 |
For Nifty - strike price 25700 expiring on 09DEC2025
Delta for 25700 PE is -
Historical price for 25700 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by -6703 which decreased total open position to 97840
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 4.55, which was 0.15 higher than the previous day. The implied volatity was 11.76, the open interest changed by 12731 which increased total open position to 104543
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 4.2, which was -7.5 lower than the previous day. The implied volatity was 10.50, the open interest changed by -1782 which decreased total open position to 91812
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 11.3, which was -15.6 lower than the previous day. The implied volatity was 8.76, the open interest changed by 25045 which increased total open position to 93594
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 24.5, which was 0.1 higher than the previous day. The implied volatity was 9.53, the open interest changed by 20371 which increased total open position to 68549
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 22.5, which was 1.35 higher than the previous day. The implied volatity was 9.95, the open interest changed by 20248 which increased total open position to 48178
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 20.45, which was -1.8 lower than the previous day. The implied volatity was 10.94, the open interest changed by 12746 which increased total open position to 27930
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 20.05, which was -9.05 lower than the previous day. The implied volatity was 9.91, the open interest changed by 2714 which increased total open position to 15184
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 28.1, which was -16.45 lower than the previous day. The implied volatity was 10.70, the open interest changed by 1095 which increased total open position to 12470
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 41.55, which was -64.1 lower than the previous day. The implied volatity was 11.47, the open interest changed by 5257 which increased total open position to 11375
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 106.75, which was 5.55 higher than the previous day. The implied volatity was 10.52, the open interest changed by 3907 which increased total open position to 6118
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 104.85, which was 7.1 higher than the previous day. The implied volatity was 11.57, the open interest changed by 537 which increased total open position to 2211
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 99, which was 28.75 higher than the previous day. The implied volatity was 12.13, the open interest changed by 346 which increased total open position to 1674
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 66.55, which was -41.1 lower than the previous day. The implied volatity was 11.58, the open interest changed by 555 which increased total open position to 1328
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 105, which was -38.4 lower than the previous day. The implied volatity was 11.88, the open interest changed by 288 which increased total open position to 773
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 147.35, which was 31.4 higher than the previous day. The implied volatity was 11.64, the open interest changed by 96 which increased total open position to 485
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 115.5, which was -54.1 lower than the previous day. The implied volatity was 11.55, the open interest changed by 224 which increased total open position to 389
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 156.15, which was -14 lower than the previous day. The implied volatity was 11.67, the open interest changed by 24 which increased total open position to 165
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 169.55, which was 9.5 higher than the previous day. The implied volatity was 11.70, the open interest changed by 47 which increased total open position to 141
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 161, which was -65.55 lower than the previous day. The implied volatity was 11.08, the open interest changed by 4 which increased total open position to 94
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 217.95, which was -59 lower than the previous day. The implied volatity was 10.90, the open interest changed by 48 which increased total open position to 90
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 276.95, which was -162 lower than the previous day. The implied volatity was 10.96, the open interest changed by 42 which increased total open position to 42
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 438.95, which was 0 lower than the previous day. The implied volatity was 0.13, 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 438.95, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0































































































































































































































