NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25800 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 | 39.45 | -136 | - | 1,91,41,889 | 63,301 | 78,847 | |||||||||
| 8 Dec | 25960.55 | 156.1 | -254.9 | 11.26 | 4,44,708 | 10,277 | 15,546 | |||||||||
| 5 Dec | 26186.45 | 410.25 | 114 | 7.02 | 1,32,425 | -4,821 | 5,269 | |||||||||
| 4 Dec | 26033.75 | 291 | 22.5 | 10.49 | 2,13,045 | -2,392 | 10,090 | |||||||||
| 3 Dec | 25986.00 | 272.05 | -75.8 | 9.55 | 3,16,138 | 6,853 | 12,482 | |||||||||
| 2 Dec | 26032.20 | 360 | -103.7 | 11.34 | 17,692 | 2,189 | 5,629 | |||||||||
| 1 Dec | 26175.75 | 462 | -55.35 | 9.60 | 5,461 | 150 | 3,440 | |||||||||
| 28 Nov | 26202.95 | 525 | -1.05 | 10.92 | 2,608 | 1,303 | 3,290 | |||||||||
| 27 Nov | 26215.55 | 533 | 6.1 | 9.44 | 2,289 | 446 | 1,987 | |||||||||
| 26 Nov | 26205.30 | 536.2 | 226.7 | 10.10 | 5,689 | 439 | 1,541 | |||||||||
| 25 Nov | 25884.80 | 307.4 | -109.75 | 10.84 | 2,827 | 791 | 1,102 | |||||||||
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| 24 Nov | 25959.50 | 394.95 | -100.85 | 11.90 | 673 | 51 | 311 | |||||||||
| 21 Nov | 26068.15 | 488.9 | -115.1 | 10.78 | 641 | 34 | 260 | |||||||||
| 20 Nov | 26192.15 | 614 | 118.65 | 11.39 | 363 | -87 | 226 | |||||||||
| 19 Nov | 26052.65 | 501.7 | 82.15 | 10.75 | 509 | 61 | 313 | |||||||||
| 18 Nov | 25910.05 | 413.9 | -80.25 | 11.25 | 261 | 43 | 252 | |||||||||
| 17 Nov | 26013.45 | 494.2 | 60.45 | 10.69 | 169 | 7 | 209 | |||||||||
| 14 Nov | 25910.05 | 445.35 | 2.2 | 10.20 | 739 | 75 | 202 | |||||||||
| 13 Nov | 25879.15 | 440.25 | -15.65 | 10.45 | 206 | 4 | 127 | |||||||||
| 12 Nov | 25875.80 | 453.8 | 90.9 | 10.91 | 180 | -14 | 123 | |||||||||
| 11 Nov | 25694.95 | 374.85 | 73.25 | 11.53 | 265 | 14 | 137 | |||||||||
| 10 Nov | 25574.35 | 300.5 | 37.25 | 10.80 | 192 | 48 | 123 | |||||||||
| 7 Nov | 25492.30 | 260.5 | -29.5 | 9.67 | 201 | 4 | 75 | |||||||||
| 6 Nov | 25509.70 | 290 | -143.5 | 10.24 | 105 | 71 | 71 | |||||||||
For Nifty - strike price 25800 expiring on 09DEC2025
Delta for 25800 CE is -
Historical price for 25800 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 39.45, which was -136 lower than the previous day. The implied volatity was -, the open interest changed by 63301 which increased total open position to 78847
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 156.1, which was -254.9 lower than the previous day. The implied volatity was 11.26, the open interest changed by 10277 which increased total open position to 15546
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 410.25, which was 114 higher than the previous day. The implied volatity was 7.02, the open interest changed by -4821 which decreased total open position to 5269
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 291, which was 22.5 higher than the previous day. The implied volatity was 10.49, the open interest changed by -2392 which decreased total open position to 10090
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 272.05, which was -75.8 lower than the previous day. The implied volatity was 9.55, the open interest changed by 6853 which increased total open position to 12482
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 360, which was -103.7 lower than the previous day. The implied volatity was 11.34, the open interest changed by 2189 which increased total open position to 5629
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 462, which was -55.35 lower than the previous day. The implied volatity was 9.60, the open interest changed by 150 which increased total open position to 3440
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 525, which was -1.05 lower than the previous day. The implied volatity was 10.92, the open interest changed by 1303 which increased total open position to 3290
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 533, which was 6.1 higher than the previous day. The implied volatity was 9.44, the open interest changed by 446 which increased total open position to 1987
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 536.2, which was 226.7 higher than the previous day. The implied volatity was 10.10, the open interest changed by 439 which increased total open position to 1541
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 307.4, which was -109.75 lower than the previous day. The implied volatity was 10.84, the open interest changed by 791 which increased total open position to 1102
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 394.95, which was -100.85 lower than the previous day. The implied volatity was 11.90, the open interest changed by 51 which increased total open position to 311
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 488.9, which was -115.1 lower than the previous day. The implied volatity was 10.78, the open interest changed by 34 which increased total open position to 260
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 614, which was 118.65 higher than the previous day. The implied volatity was 11.39, the open interest changed by -87 which decreased total open position to 226
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 501.7, which was 82.15 higher than the previous day. The implied volatity was 10.75, the open interest changed by 61 which increased total open position to 313
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 413.9, which was -80.25 lower than the previous day. The implied volatity was 11.25, the open interest changed by 43 which increased total open position to 252
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 494.2, which was 60.45 higher than the previous day. The implied volatity was 10.69, the open interest changed by 7 which increased total open position to 209
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 445.35, which was 2.2 higher than the previous day. The implied volatity was 10.20, the open interest changed by 75 which increased total open position to 202
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 440.25, which was -15.65 lower than the previous day. The implied volatity was 10.45, the open interest changed by 4 which increased total open position to 127
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 453.8, which was 90.9 higher than the previous day. The implied volatity was 10.91, the open interest changed by -14 which decreased total open position to 123
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 374.85, which was 73.25 higher than the previous day. The implied volatity was 11.53, the open interest changed by 14 which increased total open position to 137
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 300.5, which was 37.25 higher than the previous day. The implied volatity was 10.80, the open interest changed by 48 which increased total open position to 123
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 260.5, which was -29.5 lower than the previous day. The implied volatity was 9.67, the open interest changed by 4 which increased total open position to 75
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 290, which was -143.5 lower than the previous day. The implied volatity was 10.24, the open interest changed by 71 which increased total open position to 71
| NIFTY 09DEC2025 25800 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 | -14 | - | 3,90,87,418 | 1,49,266 | 2,79,579 |
| 8 Dec | 25960.55 | 14.2 | 8.3 | 11.17 | 45,80,961 | -1,934 | 1,30,313 |
| 5 Dec | 26186.45 | 5.6 | -15.95 | 9.29 | 22,24,348 | 45,696 | 1,32,247 |
| 4 Dec | 26033.75 | 21.25 | -23.15 | 8.72 | 14,10,785 | 19,001 | 86,551 |
| 3 Dec | 25986.00 | 40.9 | 2.55 | 9.28 | 16,53,433 | 7,339 | 67,550 |
| 2 Dec | 26032.20 | 35.6 | 4.15 | 9.65 | 2,46,280 | 20,111 | 60,211 |
| 1 Dec | 26175.75 | 29.9 | -1.85 | 10.71 | 1,27,264 | 21,778 | 40,100 |
| 28 Nov | 26202.95 | 28.75 | -10.85 | 9.59 | 43,010 | 5,643 | 18,322 |
| 27 Nov | 26215.55 | 37.9 | -20.1 | 10.35 | 41,072 | 4,251 | 12,679 |
| 26 Nov | 26205.30 | 54.8 | -83.25 | 11.20 | 33,148 | 3,946 | 8,428 |
| 25 Nov | 25884.80 | 136.2 | 8.9 | 10.70 | 15,380 | 1,608 | 4,482 |
| 24 Nov | 25959.50 | 135.5 | 15.25 | 11.55 | 7,335 | 942 | 2,874 |
| 21 Nov | 26068.15 | 121 | 34.4 | 11.89 | 4,981 | -44 | 1,932 |
| 20 Nov | 26192.15 | 83 | -49.8 | 11.36 | 3,271 | 1,222 | 1,976 |
| 19 Nov | 26052.65 | 130.7 | -44.2 | 11.81 | 1,940 | 327 | 754 |
| 18 Nov | 25910.05 | 180.4 | 36.85 | 11.54 | 1,294 | 67 | 427 |
| 17 Nov | 26013.45 | 142 | -53.4 | 11.45 | 692 | 83 | 360 |
| 14 Nov | 25910.05 | 185.2 | -16.45 | 11.49 | 657 | 113 | 277 |
| 13 Nov | 25879.15 | 199.7 | 11 | 11.52 | 438 | 30 | 164 |
| 12 Nov | 25875.80 | 191.75 | -72.9 | 10.93 | 332 | 10 | 134 |
| 11 Nov | 25694.95 | 257 | -56.4 | 10.78 | 103 | 40 | 124 |
| 10 Nov | 25574.35 | 318.4 | -76.65 | 10.69 | 105 | 24 | 84 |
| 7 Nov | 25492.30 | 395.3 | -94.35 | 12.00 | 84 | 60 | 60 |
| 6 Nov | 25509.70 | 489.65 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25800 expiring on 09DEC2025
Delta for 25800 PE is -
Historical price for 25800 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 149266 which increased total open position to 279579
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 14.2, which was 8.3 higher than the previous day. The implied volatity was 11.17, the open interest changed by -1934 which decreased total open position to 130313
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 5.6, which was -15.95 lower than the previous day. The implied volatity was 9.29, the open interest changed by 45696 which increased total open position to 132247
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 21.25, which was -23.15 lower than the previous day. The implied volatity was 8.72, the open interest changed by 19001 which increased total open position to 86551
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 40.9, which was 2.55 higher than the previous day. The implied volatity was 9.28, the open interest changed by 7339 which increased total open position to 67550
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 35.6, which was 4.15 higher than the previous day. The implied volatity was 9.65, the open interest changed by 20111 which increased total open position to 60211
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 29.9, which was -1.85 lower than the previous day. The implied volatity was 10.71, the open interest changed by 21778 which increased total open position to 40100
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 28.75, which was -10.85 lower than the previous day. The implied volatity was 9.59, the open interest changed by 5643 which increased total open position to 18322
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 37.9, which was -20.1 lower than the previous day. The implied volatity was 10.35, the open interest changed by 4251 which increased total open position to 12679
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 54.8, which was -83.25 lower than the previous day. The implied volatity was 11.20, the open interest changed by 3946 which increased total open position to 8428
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 136.2, which was 8.9 higher than the previous day. The implied volatity was 10.70, the open interest changed by 1608 which increased total open position to 4482
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 135.5, which was 15.25 higher than the previous day. The implied volatity was 11.55, the open interest changed by 942 which increased total open position to 2874
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 121, which was 34.4 higher than the previous day. The implied volatity was 11.89, the open interest changed by -44 which decreased total open position to 1932
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 83, which was -49.8 lower than the previous day. The implied volatity was 11.36, the open interest changed by 1222 which increased total open position to 1976
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 130.7, which was -44.2 lower than the previous day. The implied volatity was 11.81, the open interest changed by 327 which increased total open position to 754
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 180.4, which was 36.85 higher than the previous day. The implied volatity was 11.54, the open interest changed by 67 which increased total open position to 427
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 142, which was -53.4 lower than the previous day. The implied volatity was 11.45, the open interest changed by 83 which increased total open position to 360
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 185.2, which was -16.45 lower than the previous day. The implied volatity was 11.49, the open interest changed by 113 which increased total open position to 277
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 199.7, which was 11 higher than the previous day. The implied volatity was 11.52, the open interest changed by 30 which increased total open position to 164
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 191.75, which was -72.9 lower than the previous day. The implied volatity was 10.93, the open interest changed by 10 which increased total open position to 134
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 257, which was -56.4 lower than the previous day. The implied volatity was 10.78, the open interest changed by 40 which increased total open position to 124
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 318.4, which was -76.65 lower than the previous day. The implied volatity was 10.69, the open interest changed by 24 which increased total open position to 84
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 395.3, which was -94.35 lower than the previous day. The implied volatity was 12.00, the open interest changed by 60 which increased total open position to 60
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 489.65, 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































































































































































































































