NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25750 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 | 89.5 | -128.6 | - | 51,34,507 | 9,212 | 14,352 | |||||||||
| 8 Dec | 25960.55 | 200.5 | -259.6 | 11.80 | 74,001 | 4,292 | 5,140 | |||||||||
| 5 Dec | 26186.45 | 458.35 | 118.4 | - | 12,749 | -171 | 848 | |||||||||
| 4 Dec | 26033.75 | 334.65 | 25.2 | 10.92 | 25,200 | -226 | 1,019 | |||||||||
| 3 Dec | 25986.00 | 311.95 | -81.95 | 9.70 | 41,779 | 959 | 1,245 | |||||||||
| 2 Dec | 26032.20 | 402.5 | -100.4 | 11.65 | 1,168 | 146 | 286 | |||||||||
| 1 Dec | 26175.75 | 509.7 | -53.15 | 11.09 | 266 | 15 | 140 | |||||||||
| 28 Nov | 26202.95 | 564.95 | -6.5 | 10.69 | 62 | 4 | 125 | |||||||||
| 27 Nov | 26215.55 | 579.25 | 2.7 | 9.71 | 130 | 5 | 121 | |||||||||
| 26 Nov | 26205.30 | 578.25 | 231.3 | 10.07 | 325 | -10 | 116 | |||||||||
| 25 Nov | 25884.80 | 334.8 | -96.35 | 10.62 | 176 | 57 | 126 | |||||||||
| 24 Nov | 25959.50 | 426.7 | -168.9 | 11.95 | 14 | 3 | 69 | |||||||||
| 21 Nov | 26068.15 | 595.6 | -61.4 | 14.45 | 50 | -4 | 66 | |||||||||
| 20 Nov | 26192.15 | 659 | 121.15 | 11.91 | 38 | -3 | 70 | |||||||||
| 19 Nov | 26052.65 | 530.25 | 49.25 | 10.32 | 29 | -2 | 73 | |||||||||
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| 18 Nov | 25910.05 | 481 | -47.7 | 12.79 | 18 | 2 | 75 | |||||||||
| 17 Nov | 26013.45 | 530.75 | 59.65 | 10.78 | 68 | 15 | 73 | |||||||||
| 14 Nov | 25910.05 | 485 | -16.15 | 10.51 | 152 | 43 | 58 | |||||||||
| 13 Nov | 25879.15 | 501.15 | 6.5 | 11.59 | 1 | 3 | 15 | |||||||||
| 12 Nov | 25875.80 | 494.65 | 170.15 | 11.26 | 8 | 2 | 12 | |||||||||
| 11 Nov | 25694.95 | 324.5 | 0.9 | 8.50 | 6 | 4 | 10 | |||||||||
| 10 Nov | 25574.35 | 334 | 34 | 11.11 | 17 | 6 | 6 | |||||||||
| 7 Nov | 25492.30 | 300 | -157.4 | - | 0 | 2 | 0 | |||||||||
| 6 Nov | 25509.70 | 300 | -157.4 | 9.78 | 4 | 2 | 2 | |||||||||
For Nifty - strike price 25750 expiring on 09DEC2025
Delta for 25750 CE is -
Historical price for 25750 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 89.5, which was -128.6 lower than the previous day. The implied volatity was -, the open interest changed by 9212 which increased total open position to 14352
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 200.5, which was -259.6 lower than the previous day. The implied volatity was 11.80, the open interest changed by 4292 which increased total open position to 5140
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 458.35, which was 118.4 higher than the previous day. The implied volatity was -, the open interest changed by -171 which decreased total open position to 848
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 334.65, which was 25.2 higher than the previous day. The implied volatity was 10.92, the open interest changed by -226 which decreased total open position to 1019
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 311.95, which was -81.95 lower than the previous day. The implied volatity was 9.70, the open interest changed by 959 which increased total open position to 1245
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 402.5, which was -100.4 lower than the previous day. The implied volatity was 11.65, the open interest changed by 146 which increased total open position to 286
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 509.7, which was -53.15 lower than the previous day. The implied volatity was 11.09, the open interest changed by 15 which increased total open position to 140
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 564.95, which was -6.5 lower than the previous day. The implied volatity was 10.69, the open interest changed by 4 which increased total open position to 125
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 579.25, which was 2.7 higher than the previous day. The implied volatity was 9.71, the open interest changed by 5 which increased total open position to 121
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 578.25, which was 231.3 higher than the previous day. The implied volatity was 10.07, the open interest changed by -10 which decreased total open position to 116
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 334.8, which was -96.35 lower than the previous day. The implied volatity was 10.62, the open interest changed by 57 which increased total open position to 126
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 426.7, which was -168.9 lower than the previous day. The implied volatity was 11.95, the open interest changed by 3 which increased total open position to 69
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 595.6, which was -61.4 lower than the previous day. The implied volatity was 14.45, the open interest changed by -4 which decreased total open position to 66
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 659, which was 121.15 higher than the previous day. The implied volatity was 11.91, the open interest changed by -3 which decreased total open position to 70
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 530.25, which was 49.25 higher than the previous day. The implied volatity was 10.32, the open interest changed by -2 which decreased total open position to 73
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 481, which was -47.7 lower than the previous day. The implied volatity was 12.79, the open interest changed by 2 which increased total open position to 75
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 530.75, which was 59.65 higher than the previous day. The implied volatity was 10.78, the open interest changed by 15 which increased total open position to 73
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 485, which was -16.15 lower than the previous day. The implied volatity was 10.51, the open interest changed by 43 which increased total open position to 58
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 501.15, which was 6.5 higher than the previous day. The implied volatity was 11.59, the open interest changed by 3 which increased total open position to 15
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 494.65, which was 170.15 higher than the previous day. The implied volatity was 11.26, the open interest changed by 2 which increased total open position to 12
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 324.5, which was 0.9 higher than the previous day. The implied volatity was 8.50, the open interest changed by 4 which increased total open position to 10
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 334, which was 34 higher than the previous day. The implied volatity was 11.11, the open interest changed by 6 which increased total open position to 6
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 300, which was -157.4 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 300, which was -157.4 lower than the previous day. The implied volatity was 9.78, the open interest changed by 2 which increased total open position to 2
| NIFTY 09DEC2025 25750 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 | -8 | - | 2,47,90,146 | 22,872 | 1,11,932 |
| 8 Dec | 25960.55 | 7.7 | 2.65 | 11.31 | 27,56,239 | 14,905 | 89,060 |
| 5 Dec | 26186.45 | 4.85 | -10.9 | 9.91 | 10,88,743 | 24,441 | 74,155 |
| 4 Dec | 26033.75 | 15.4 | -18.95 | 8.53 | 6,94,065 | 13,748 | 49,714 |
| 3 Dec | 25986.00 | 31.45 | 0.5 | 9.36 | 7,96,627 | 17,482 | 35,966 |
| 2 Dec | 26032.20 | 28.65 | 2.75 | 9.83 | 98,424 | 12,569 | 18,484 |
| 1 Dec | 26175.75 | 23.95 | -2.9 | 10.79 | 27,752 | 2,474 | 5,915 |
| 28 Nov | 26202.95 | 23.65 | -9.55 | 9.71 | 11,767 | 1,389 | 3,441 |
| 27 Nov | 26215.55 | 32.4 | -18.1 | 10.50 | 11,721 | 119 | 2,052 |
| 26 Nov | 26205.30 | 47.35 | -73.35 | 11.30 | 6,880 | 1,353 | 1,933 |
| 25 Nov | 25884.80 | 122.75 | 7.9 | 10.49 | 1,723 | 152 | 580 |
| 24 Nov | 25959.50 | 116.25 | 6.85 | 11.47 | 1,054 | 135 | 428 |
| 21 Nov | 26068.15 | 109.8 | 31.15 | 12.03 | 760 | 30 | 293 |
| 20 Nov | 26192.15 | 74.85 | -46.45 | 11.50 | 514 | 63 | 263 |
| 19 Nov | 26052.65 | 119.7 | -39.45 | 11.96 | 420 | 116 | 200 |
| 18 Nov | 25910.05 | 159.7 | 29.3 | 11.45 | 61 | 16 | 84 |
| 17 Nov | 26013.45 | 126.75 | -61.25 | 11.43 | 76 | 28 | 68 |
| 14 Nov | 25910.05 | 165 | -21.75 | 11.37 | 81 | 26 | 40 |
| 13 Nov | 25879.15 | 185.75 | -278.1 | 11.68 | 25 | 14 | 14 |
| 12 Nov | 25875.80 | 463.85 | 0 | 1.12 | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 463.85 | 0 | 0.58 | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 463.85 | 0 | 0.12 | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 463.85 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 463.85 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25750 expiring on 09DEC2025
Delta for 25750 PE is -
Historical price for 25750 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 22872 which increased total open position to 111932
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 7.7, which was 2.65 higher than the previous day. The implied volatity was 11.31, the open interest changed by 14905 which increased total open position to 89060
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 4.85, which was -10.9 lower than the previous day. The implied volatity was 9.91, the open interest changed by 24441 which increased total open position to 74155
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 15.4, which was -18.95 lower than the previous day. The implied volatity was 8.53, the open interest changed by 13748 which increased total open position to 49714
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 31.45, which was 0.5 higher than the previous day. The implied volatity was 9.36, the open interest changed by 17482 which increased total open position to 35966
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 28.65, which was 2.75 higher than the previous day. The implied volatity was 9.83, the open interest changed by 12569 which increased total open position to 18484
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 23.95, which was -2.9 lower than the previous day. The implied volatity was 10.79, the open interest changed by 2474 which increased total open position to 5915
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 23.65, which was -9.55 lower than the previous day. The implied volatity was 9.71, the open interest changed by 1389 which increased total open position to 3441
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 32.4, which was -18.1 lower than the previous day. The implied volatity was 10.50, the open interest changed by 119 which increased total open position to 2052
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 47.35, which was -73.35 lower than the previous day. The implied volatity was 11.30, the open interest changed by 1353 which increased total open position to 1933
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 122.75, which was 7.9 higher than the previous day. The implied volatity was 10.49, the open interest changed by 152 which increased total open position to 580
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 116.25, which was 6.85 higher than the previous day. The implied volatity was 11.47, the open interest changed by 135 which increased total open position to 428
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 109.8, which was 31.15 higher than the previous day. The implied volatity was 12.03, the open interest changed by 30 which increased total open position to 293
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 74.85, which was -46.45 lower than the previous day. The implied volatity was 11.50, the open interest changed by 63 which increased total open position to 263
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 119.7, which was -39.45 lower than the previous day. The implied volatity was 11.96, the open interest changed by 116 which increased total open position to 200
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 159.7, which was 29.3 higher than the previous day. The implied volatity was 11.45, the open interest changed by 16 which increased total open position to 84
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 126.75, which was -61.25 lower than the previous day. The implied volatity was 11.43, the open interest changed by 28 which increased total open position to 68
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 165, which was -21.75 lower than the previous day. The implied volatity was 11.37, the open interest changed by 26 which increased total open position to 40
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 185.75, which was -278.1 lower than the previous day. The implied volatity was 11.68, the open interest changed by 14 which increased total open position to 14
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 463.85, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 463.85, which was 0 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 463.85, which was 0 lower than the previous day. The implied volatity was 0.12, 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 463.85, 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
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 463.85, 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































































































































































































































