NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25900 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 | 0.05 | -99.2 | - | 3,30,17,566 | 74,297 | 1,45,248 | |||||||||
| 8 Dec | 25960.55 | 83.05 | -231.7 | 11.08 | 24,78,009 | 59,243 | 70,951 | |||||||||
| 5 Dec | 26186.45 | 312 | 96.9 | 6.43 | 5,25,314 | -12,765 | 11,708 | |||||||||
| 4 Dec | 26033.75 | 209.65 | 13.6 | 9.74 | 8,97,801 | -7,290 | 24,473 | |||||||||
| 3 Dec | 25986.00 | 197.65 | -72.8 | 9.31 | 16,21,276 | 24,166 | 31,763 | |||||||||
| 2 Dec | 26032.20 | 280 | -101.2 | 10.80 | 38,432 | 4,413 | 7,597 | |||||||||
| 1 Dec | 26175.75 | 377.3 | -52.5 | 10.31 | 6,447 | 647 | 3,184 | |||||||||
| 28 Nov | 26202.95 | 437 | -7.25 | 10.36 | 2,448 | 713 | 2,537 | |||||||||
| 27 Nov | 26215.55 | 447.7 | -1.95 | 9.35 | 2,706 | 332 | 1,824 | |||||||||
| 26 Nov | 26205.30 | 455 | 205.95 | 10.07 | 9,103 | -580 | 1,492 | |||||||||
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| 25 Nov | 25884.80 | 242.65 | -101.55 | 10.47 | 6,496 | 1,285 | 2,072 | |||||||||
| 24 Nov | 25959.50 | 325 | -97.9 | 11.61 | 1,165 | 224 | 787 | |||||||||
| 21 Nov | 26068.15 | 419.5 | -109.45 | 10.76 | 646 | 105 | 563 | |||||||||
| 20 Nov | 26192.15 | 534.05 | 110.35 | 11.30 | 693 | -182 | 458 | |||||||||
| 19 Nov | 26052.65 | 428 | 74.75 | 10.54 | 1,503 | 76 | 640 | |||||||||
| 18 Nov | 25910.05 | 345 | -79.45 | 10.88 | 1,370 | 223 | 564 | |||||||||
| 17 Nov | 26013.45 | 428 | 47.2 | 10.76 | 397 | -3 | 341 | |||||||||
| 14 Nov | 25910.05 | 383.7 | 1.85 | 10.28 | 571 | 181 | 344 | |||||||||
| 13 Nov | 25879.15 | 378.1 | -13.5 | 10.41 | 280 | 3 | 163 | |||||||||
| 12 Nov | 25875.80 | 389.65 | 84.1 | 10.76 | 279 | 63 | 160 | |||||||||
| 11 Nov | 25694.95 | 316.7 | 59.9 | 11.09 | 32 | -4 | 97 | |||||||||
| 10 Nov | 25574.35 | 256.8 | 31.55 | 10.86 | 69 | 17 | 101 | |||||||||
| 7 Nov | 25492.30 | 221.45 | -24.15 | 9.80 | 124 | 83 | 84 | |||||||||
| 6 Nov | 25509.70 | 245.6 | -142.7 | 10.22 | 2 | 1 | 1 | |||||||||
For Nifty - strike price 25900 expiring on 09DEC2025
Delta for 25900 CE is -
Historical price for 25900 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -99.2 lower than the previous day. The implied volatity was -, the open interest changed by 74297 which increased total open position to 145248
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 83.05, which was -231.7 lower than the previous day. The implied volatity was 11.08, the open interest changed by 59243 which increased total open position to 70951
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 312, which was 96.9 higher than the previous day. The implied volatity was 6.43, the open interest changed by -12765 which decreased total open position to 11708
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 209.65, which was 13.6 higher than the previous day. The implied volatity was 9.74, the open interest changed by -7290 which decreased total open position to 24473
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 197.65, which was -72.8 lower than the previous day. The implied volatity was 9.31, the open interest changed by 24166 which increased total open position to 31763
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 280, which was -101.2 lower than the previous day. The implied volatity was 10.80, the open interest changed by 4413 which increased total open position to 7597
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 377.3, which was -52.5 lower than the previous day. The implied volatity was 10.31, the open interest changed by 647 which increased total open position to 3184
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 437, which was -7.25 lower than the previous day. The implied volatity was 10.36, the open interest changed by 713 which increased total open position to 2537
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 447.7, which was -1.95 lower than the previous day. The implied volatity was 9.35, the open interest changed by 332 which increased total open position to 1824
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 455, which was 205.95 higher than the previous day. The implied volatity was 10.07, the open interest changed by -580 which decreased total open position to 1492
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 242.65, which was -101.55 lower than the previous day. The implied volatity was 10.47, the open interest changed by 1285 which increased total open position to 2072
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 325, which was -97.9 lower than the previous day. The implied volatity was 11.61, the open interest changed by 224 which increased total open position to 787
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 419.5, which was -109.45 lower than the previous day. The implied volatity was 10.76, the open interest changed by 105 which increased total open position to 563
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 534.05, which was 110.35 higher than the previous day. The implied volatity was 11.30, the open interest changed by -182 which decreased total open position to 458
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 428, which was 74.75 higher than the previous day. The implied volatity was 10.54, the open interest changed by 76 which increased total open position to 640
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 345, which was -79.45 lower than the previous day. The implied volatity was 10.88, the open interest changed by 223 which increased total open position to 564
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 428, which was 47.2 higher than the previous day. The implied volatity was 10.76, the open interest changed by -3 which decreased total open position to 341
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 383.7, which was 1.85 higher than the previous day. The implied volatity was 10.28, the open interest changed by 181 which increased total open position to 344
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 378.1, which was -13.5 lower than the previous day. The implied volatity was 10.41, the open interest changed by 3 which increased total open position to 163
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 389.65, which was 84.1 higher than the previous day. The implied volatity was 10.76, the open interest changed by 63 which increased total open position to 160
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 316.7, which was 59.9 higher than the previous day. The implied volatity was 11.09, the open interest changed by -4 which decreased total open position to 97
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 256.8, which was 31.55 higher than the previous day. The implied volatity was 10.86, the open interest changed by 17 which increased total open position to 101
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 221.45, which was -24.15 lower than the previous day. The implied volatity was 9.80, the open interest changed by 83 which increased total open position to 84
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 245.6, which was -142.7 lower than the previous day. The implied volatity was 10.22, the open interest changed by 1 which increased total open position to 1
| NIFTY 09DEC2025 25900 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 | 60.35 | 22.35 | - | 1,70,23,285 | -81,819 | 77,102 |
| 8 Dec | 25960.55 | 40.8 | 30.5 | 10.96 | 83,23,442 | 14,224 | 1,58,921 |
| 5 Dec | 26186.45 | 9.55 | -30.25 | 8.45 | 30,84,974 | 39,098 | 1,44,697 |
| 4 Dec | 26033.75 | 39.4 | -32.95 | 8.03 | 21,87,059 | 20,646 | 1,05,599 |
| 3 Dec | 25986.00 | 67.2 | 7.05 | 9.08 | 35,81,779 | 47,737 | 84,953 |
| 2 Dec | 26032.20 | 56.45 | 9.95 | 9.46 | 2,44,554 | 13,904 | 37,216 |
| 1 Dec | 26175.75 | 44.95 | -0.65 | 10.50 | 90,592 | 6,617 | 23,312 |
| 28 Nov | 26202.95 | 40.9 | -14.5 | 9.27 | 36,142 | 5,795 | 16,695 |
| 27 Nov | 26215.55 | 54.35 | -22.3 | 10.25 | 34,408 | 2,729 | 10,900 |
| 26 Nov | 26205.30 | 73.8 | -103.7 | 11.05 | 33,440 | 4,605 | 8,171 |
| 25 Nov | 25884.80 | 173.95 | 14.05 | 10.03 | 16,013 | 1,783 | 3,566 |
| 24 Nov | 25959.50 | 170.45 | 22.5 | 11.44 | 5,240 | 411 | 1,783 |
| 21 Nov | 26068.15 | 150 | 42.1 | 11.75 | 4,582 | -310 | 1,372 |
| 20 Nov | 26192.15 | 104.5 | -57.5 | 11.22 | 3,260 | 544 | 1,682 |
| 19 Nov | 26052.65 | 159 | -53.45 | 11.66 | 3,268 | 653 | 1,138 |
| 18 Nov | 25910.05 | 216.6 | 41.7 | 11.39 | 1,343 | 134 | 485 |
| 17 Nov | 26013.45 | 173 | -56.5 | 11.35 | 502 | 112 | 351 |
| 14 Nov | 25910.05 | 225.6 | -12.9 | 11.58 | 511 | 53 | 239 |
| 13 Nov | 25879.15 | 237 | 15.3 | 11.44 | 238 | 32 | 186 |
| 12 Nov | 25875.80 | 224.1 | -82.3 | 10.67 | 435 | 64 | 154 |
| 11 Nov | 25694.95 | 299.45 | -62.8 | 10.60 | 114 | 68 | 90 |
| 10 Nov | 25574.35 | 362.2 | -181.7 | 10.36 | 27 | 22 | 22 |
| 7 Nov | 25492.30 | 543.9 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 543.9 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25900 expiring on 09DEC2025
Delta for 25900 PE is -
Historical price for 25900 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 60.35, which was 22.35 higher than the previous day. The implied volatity was -, the open interest changed by -81819 which decreased total open position to 77102
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 40.8, which was 30.5 higher than the previous day. The implied volatity was 10.96, the open interest changed by 14224 which increased total open position to 158921
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 9.55, which was -30.25 lower than the previous day. The implied volatity was 8.45, the open interest changed by 39098 which increased total open position to 144697
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 39.4, which was -32.95 lower than the previous day. The implied volatity was 8.03, the open interest changed by 20646 which increased total open position to 105599
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 67.2, which was 7.05 higher than the previous day. The implied volatity was 9.08, the open interest changed by 47737 which increased total open position to 84953
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 56.45, which was 9.95 higher than the previous day. The implied volatity was 9.46, the open interest changed by 13904 which increased total open position to 37216
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 44.95, which was -0.65 lower than the previous day. The implied volatity was 10.50, the open interest changed by 6617 which increased total open position to 23312
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 40.9, which was -14.5 lower than the previous day. The implied volatity was 9.27, the open interest changed by 5795 which increased total open position to 16695
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 54.35, which was -22.3 lower than the previous day. The implied volatity was 10.25, the open interest changed by 2729 which increased total open position to 10900
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 73.8, which was -103.7 lower than the previous day. The implied volatity was 11.05, the open interest changed by 4605 which increased total open position to 8171
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 173.95, which was 14.05 higher than the previous day. The implied volatity was 10.03, the open interest changed by 1783 which increased total open position to 3566
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 170.45, which was 22.5 higher than the previous day. The implied volatity was 11.44, the open interest changed by 411 which increased total open position to 1783
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 150, which was 42.1 higher than the previous day. The implied volatity was 11.75, the open interest changed by -310 which decreased total open position to 1372
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 104.5, which was -57.5 lower than the previous day. The implied volatity was 11.22, the open interest changed by 544 which increased total open position to 1682
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 159, which was -53.45 lower than the previous day. The implied volatity was 11.66, the open interest changed by 653 which increased total open position to 1138
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 216.6, which was 41.7 higher than the previous day. The implied volatity was 11.39, the open interest changed by 134 which increased total open position to 485
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 173, which was -56.5 lower than the previous day. The implied volatity was 11.35, the open interest changed by 112 which increased total open position to 351
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 225.6, which was -12.9 lower than the previous day. The implied volatity was 11.58, the open interest changed by 53 which increased total open position to 239
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 237, which was 15.3 higher than the previous day. The implied volatity was 11.44, the open interest changed by 32 which increased total open position to 186
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 224.1, which was -82.3 lower than the previous day. The implied volatity was 10.67, the open interest changed by 64 which increased total open position to 154
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 299.45, which was -62.8 lower than the previous day. The implied volatity was 10.60, the open interest changed by 68 which increased total open position to 90
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 362.2, which was -181.7 lower than the previous day. The implied volatity was 10.36, the open interest changed by 22 which increased total open position to 22
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 543.9, 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 543.9, 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































































































































































































































