NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25850 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 9 Dec | 25839.65 | 0.05 | -135.8 | - | 3,35,76,279 | 2,86,407 | 2,96,760 | |||||||||
| 8 Dec | 25960.55 | 117.3 | -245.45 | 11.26 | 4,22,346 | 8,481 | 10,353 | |||||||||
| 5 Dec | 26186.45 | 361.45 | 107.15 | 7.03 | 72,723 | -2,361 | 1,872 | |||||||||
| 4 Dec | 26033.75 | 249.9 | 18.45 | 10.17 | 1,58,977 | -812 | 4,233 | |||||||||
| 3 Dec | 25986.00 | 233.4 | -77.3 | 9.44 | 3,03,679 | 4,118 | 5,045 | |||||||||
| 2 Dec | 26032.20 | 319 | -102.9 | 11.09 | 3,828 | 679 | 927 | |||||||||
| 1 Dec | 26175.75 | 421.55 | -51.8 | 9.92 | 357 | 23 | 248 | |||||||||
| 28 Nov | 26202.95 | 483.6 | -3.45 | 10.90 | 220 | 8 | 225 | |||||||||
| 27 Nov | 26215.55 | 487.8 | 0.5 | 9.22 | 244 | -11 | 217 | |||||||||
| 26 Nov | 26205.30 | 493.75 | 214.95 | 10.00 | 1,499 | 7 | 228 | |||||||||
| 25 Nov | 25884.80 | 273 | -100.05 | 10.60 | 562 | 174 | 221 | |||||||||
| 24 Nov | 25959.50 | 359 | -99.95 | 11.69 | 75 | 2 | 47 | |||||||||
| 21 Nov | 26068.15 | 455 | -106.2 | 10.88 | 147 | -22 | 45 | |||||||||
| 20 Nov | 26192.15 | 576 | 115.25 | 11.41 | 103 | 1 | 67 | |||||||||
| 19 Nov | 26052.65 | 459.85 | 75.5 | 10.43 | 173 | 5 | 66 | |||||||||
| 18 Nov | 25910.05 | 380.05 | -79.35 | 11.12 | 141 | 14 | 61 | |||||||||
| 17 Nov | 26013.45 | 459.05 | 58.2 | 10.69 | 45 | -6 | 47 | |||||||||
| 14 Nov | 25910.05 | 419.6 | 7.35 | 10.49 | 203 | 43 | 53 | |||||||||
| 13 Nov | 25879.15 | 411.3 | 125.1 | 10.53 | 29 | 10 | 10 | |||||||||
| 12 Nov | 25875.80 | 286.2 | -124.3 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 286.2 | -124.3 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 286.2 | -124.3 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 286.2 | -124.3 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 286.2 | -124.3 | 10.85 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 25850 expiring on 09DEC2025
Delta for 25850 CE is -
Historical price for 25850 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -135.8 lower than the previous day. The implied volatity was -, the open interest changed by 286407 which increased total open position to 296760
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 117.3, which was -245.45 lower than the previous day. The implied volatity was 11.26, the open interest changed by 8481 which increased total open position to 10353
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 361.45, which was 107.15 higher than the previous day. The implied volatity was 7.03, the open interest changed by -2361 which decreased total open position to 1872
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 249.9, which was 18.45 higher than the previous day. The implied volatity was 10.17, the open interest changed by -812 which decreased total open position to 4233
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 233.4, which was -77.3 lower than the previous day. The implied volatity was 9.44, the open interest changed by 4118 which increased total open position to 5045
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 319, which was -102.9 lower than the previous day. The implied volatity was 11.09, the open interest changed by 679 which increased total open position to 927
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 421.55, which was -51.8 lower than the previous day. The implied volatity was 9.92, the open interest changed by 23 which increased total open position to 248
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 483.6, which was -3.45 lower than the previous day. The implied volatity was 10.90, the open interest changed by 8 which increased total open position to 225
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 487.8, which was 0.5 higher than the previous day. The implied volatity was 9.22, the open interest changed by -11 which decreased total open position to 217
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 493.75, which was 214.95 higher than the previous day. The implied volatity was 10.00, the open interest changed by 7 which increased total open position to 228
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 273, which was -100.05 lower than the previous day. The implied volatity was 10.60, the open interest changed by 174 which increased total open position to 221
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 359, which was -99.95 lower than the previous day. The implied volatity was 11.69, the open interest changed by 2 which increased total open position to 47
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 455, which was -106.2 lower than the previous day. The implied volatity was 10.88, the open interest changed by -22 which decreased total open position to 45
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 576, which was 115.25 higher than the previous day. The implied volatity was 11.41, the open interest changed by 1 which increased total open position to 67
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 459.85, which was 75.5 higher than the previous day. The implied volatity was 10.43, the open interest changed by 5 which increased total open position to 66
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 380.05, which was -79.35 lower than the previous day. The implied volatity was 11.12, the open interest changed by 14 which increased total open position to 61
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 459.05, which was 58.2 higher than the previous day. The implied volatity was 10.69, the open interest changed by -6 which decreased total open position to 47
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 419.6, which was 7.35 higher than the previous day. The implied volatity was 10.49, the open interest changed by 43 which increased total open position to 53
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 411.3, which was 125.1 higher than the previous day. The implied volatity was 10.53, the open interest changed by 10 which increased total open position to 10
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 286.2, which was -124.3 lower than the previous day. The implied volatity was -, 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 286.2, which was -124.3 lower than the previous day. The implied volatity was -, 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 286.2, which was -124.3 lower than the previous day. The implied volatity was -, 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 286.2, which was -124.3 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 286.2, which was -124.3 lower than the previous day. The implied volatity was 10.85, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09DEC2025 25850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 10.4 | -13.25 | - | 3,14,04,676 | 28,483 | 1,08,226 |
| 8 Dec | 25960.55 | 25.1 | 17.6 | 11.12 | 44,02,844 | 11,074 | 79,743 |
| 5 Dec | 26186.45 | 7.15 | -22.15 | 8.84 | 15,78,506 | 17,123 | 68,669 |
| 4 Dec | 26033.75 | 29 | -27.85 | 8.18 | 9,96,251 | 16,774 | 51,546 |
| 3 Dec | 25986.00 | 52.75 | 4.5 | 9.17 | 13,84,433 | 17,459 | 34,772 |
| 2 Dec | 26032.20 | 44 | 6.05 | 9.46 | 1,07,148 | 10,859 | 17,313 |
| 1 Dec | 26175.75 | 36.55 | -1.5 | 10.58 | 35,883 | 2,716 | 6,454 |
| 28 Nov | 26202.95 | 35.05 | -10.9 | 9.50 | 10,990 | 1,511 | 3,738 |
| 27 Nov | 26215.55 | 45.35 | -21.35 | 10.28 | 13,636 | 557 | 2,227 |
| 26 Nov | 26205.30 | 63 | -94.05 | 11.07 | 8,676 | 1,098 | 1,670 |
| 25 Nov | 25884.80 | 157.55 | 14.15 | 10.30 | 2,978 | 175 | 572 |
| 24 Nov | 25959.50 | 150.3 | 16.7 | 11.39 | 1,163 | 151 | 397 |
| 21 Nov | 26068.15 | 134.05 | 36.8 | 11.79 | 633 | 41 | 246 |
| 20 Nov | 26192.15 | 92.6 | -55.1 | 11.31 | 461 | 41 | 205 |
| 19 Nov | 26052.65 | 147.9 | -45.55 | 11.89 | 451 | 82 | 164 |
| 18 Nov | 25910.05 | 194.5 | 34.6 | 11.32 | 63 | -16 | 82 |
| 17 Nov | 26013.45 | 160 | -63.4 | 11.53 | 145 | 46 | 98 |
| 14 Nov | 25910.05 | 202.85 | 1.2 | 11.46 | 255 | -26 | 52 |
| 13 Nov | 25879.15 | 201.65 | -0.5 | 10.87 | 75 | 2 | 78 |
| 12 Nov | 25875.80 | 202.15 | -99.75 | 10.60 | 100 | 75 | 76 |
| 11 Nov | 25694.95 | 301.9 | -214.45 | 11.55 | 22 | 1 | 1 |
| 10 Nov | 25574.35 | 516.35 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 516.35 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 516.35 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25850 expiring on 09DEC2025
Delta for 25850 PE is -
Historical price for 25850 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 10.4, which was -13.25 lower than the previous day. The implied volatity was -, the open interest changed by 28483 which increased total open position to 108226
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 25.1, which was 17.6 higher than the previous day. The implied volatity was 11.12, the open interest changed by 11074 which increased total open position to 79743
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 7.15, which was -22.15 lower than the previous day. The implied volatity was 8.84, the open interest changed by 17123 which increased total open position to 68669
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 29, which was -27.85 lower than the previous day. The implied volatity was 8.18, the open interest changed by 16774 which increased total open position to 51546
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 52.75, which was 4.5 higher than the previous day. The implied volatity was 9.17, the open interest changed by 17459 which increased total open position to 34772
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 44, which was 6.05 higher than the previous day. The implied volatity was 9.46, the open interest changed by 10859 which increased total open position to 17313
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 36.55, which was -1.5 lower than the previous day. The implied volatity was 10.58, the open interest changed by 2716 which increased total open position to 6454
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 35.05, which was -10.9 lower than the previous day. The implied volatity was 9.50, the open interest changed by 1511 which increased total open position to 3738
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 45.35, which was -21.35 lower than the previous day. The implied volatity was 10.28, the open interest changed by 557 which increased total open position to 2227
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 63, which was -94.05 lower than the previous day. The implied volatity was 11.07, the open interest changed by 1098 which increased total open position to 1670
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 157.55, which was 14.15 higher than the previous day. The implied volatity was 10.30, the open interest changed by 175 which increased total open position to 572
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 150.3, which was 16.7 higher than the previous day. The implied volatity was 11.39, the open interest changed by 151 which increased total open position to 397
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 134.05, which was 36.8 higher than the previous day. The implied volatity was 11.79, the open interest changed by 41 which increased total open position to 246
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 92.6, which was -55.1 lower than the previous day. The implied volatity was 11.31, the open interest changed by 41 which increased total open position to 205
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 147.9, which was -45.55 lower than the previous day. The implied volatity was 11.89, the open interest changed by 82 which increased total open position to 164
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 194.5, which was 34.6 higher than the previous day. The implied volatity was 11.32, the open interest changed by -16 which decreased total open position to 82
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 160, which was -63.4 lower than the previous day. The implied volatity was 11.53, the open interest changed by 46 which increased total open position to 98
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 202.85, which was 1.2 higher than the previous day. The implied volatity was 11.46, the open interest changed by -26 which decreased total open position to 52
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 201.65, which was -0.5 lower than the previous day. The implied volatity was 10.87, the open interest changed by 2 which increased total open position to 78
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 202.15, which was -99.75 lower than the previous day. The implied volatity was 10.60, the open interest changed by 75 which increased total open position to 76
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 301.9, which was -214.45 lower than the previous day. The implied volatity was 11.55, the open interest changed by 1 which increased total open position to 1
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 516.35, 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 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 516.35, 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 516.35, 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































































































































































































































