NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 25950 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 | -69.05 | - | 2,10,93,180 | -16,635 | 83,180 | |||||||||
| 8 Dec | 25960.55 | 56.95 | -211.75 | 11.27 | 28,30,251 | 89,477 | 99,815 | |||||||||
| 5 Dec | 26186.45 | 266.55 | 88.6 | 6.90 | 5,13,076 | -12,057 | 10,338 | |||||||||
| 4 Dec | 26033.75 | 173.85 | 10 | 9.51 | 10,12,379 | -11,234 | 22,395 | |||||||||
| 3 Dec | 25986.00 | 165.15 | -69.9 | 9.22 | 16,32,134 | 29,934 | 33,629 | |||||||||
| 2 Dec | 26032.20 | 241.35 | -99.2 | 10.43 | 19,539 | 2,850 | 3,695 | |||||||||
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| 1 Dec | 26175.75 | 336 | -54.6 | 10.10 | 1,094 | -23 | 845 | |||||||||
| 28 Nov | 26202.95 | 395.5 | -11.45 | 10.14 | 538 | 29 | 868 | |||||||||
| 27 Nov | 26215.55 | 407.2 | -0.7 | 9.31 | 881 | -103 | 839 | |||||||||
| 26 Nov | 26205.30 | 417.2 | 195 | 10.12 | 4,999 | -82 | 942 | |||||||||
| 25 Nov | 25884.80 | 216.35 | -95.75 | 10.46 | 5,211 | 750 | 1,024 | |||||||||
| 24 Nov | 25959.50 | 298.85 | -91.65 | 11.64 | 499 | 112 | 274 | |||||||||
| 21 Nov | 26068.15 | 383.55 | -102.9 | 10.67 | 333 | -58 | 162 | |||||||||
| 20 Nov | 26192.15 | 494.95 | 103.8 | 10.96 | 337 | -47 | 220 | |||||||||
| 19 Nov | 26052.65 | 390.95 | 66.15 | 10.35 | 996 | 97 | 267 | |||||||||
| 18 Nov | 25910.05 | 316.35 | -77.2 | 10.85 | 304 | 41 | 170 | |||||||||
| 17 Nov | 26013.45 | 392.75 | 44.55 | 10.62 | 270 | 48 | 129 | |||||||||
| 14 Nov | 25910.05 | 357.75 | 13.45 | 10.41 | 182 | 46 | 81 | |||||||||
| 13 Nov | 25879.15 | 347.45 | -9.95 | 10.33 | 70 | 4 | 35 | |||||||||
| 12 Nov | 25875.80 | 356.05 | 62.75 | 10.56 | 37 | 7 | 31 | |||||||||
| 11 Nov | 25694.95 | 293.3 | 57.15 | 11.11 | 2 | 1 | 24 | |||||||||
| 10 Nov | 25574.35 | 237.25 | -129.7 | 10.91 | 28 | 23 | 23 | |||||||||
| 7 Nov | 25492.30 | 366.95 | 0 | 0.71 | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 366.95 | 0 | 0.65 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25950 expiring on 09DEC2025
Delta for 25950 CE is -
Historical price for 25950 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -69.05 lower than the previous day. The implied volatity was -, the open interest changed by -16635 which decreased total open position to 83180
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 56.95, which was -211.75 lower than the previous day. The implied volatity was 11.27, the open interest changed by 89477 which increased total open position to 99815
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 266.55, which was 88.6 higher than the previous day. The implied volatity was 6.90, the open interest changed by -12057 which decreased total open position to 10338
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 173.85, which was 10 higher than the previous day. The implied volatity was 9.51, the open interest changed by -11234 which decreased total open position to 22395
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 165.15, which was -69.9 lower than the previous day. The implied volatity was 9.22, the open interest changed by 29934 which increased total open position to 33629
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 241.35, which was -99.2 lower than the previous day. The implied volatity was 10.43, the open interest changed by 2850 which increased total open position to 3695
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 336, which was -54.6 lower than the previous day. The implied volatity was 10.10, the open interest changed by -23 which decreased total open position to 845
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 395.5, which was -11.45 lower than the previous day. The implied volatity was 10.14, the open interest changed by 29 which increased total open position to 868
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 407.2, which was -0.7 lower than the previous day. The implied volatity was 9.31, the open interest changed by -103 which decreased total open position to 839
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 417.2, which was 195 higher than the previous day. The implied volatity was 10.12, the open interest changed by -82 which decreased total open position to 942
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 216.35, which was -95.75 lower than the previous day. The implied volatity was 10.46, the open interest changed by 750 which increased total open position to 1024
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 298.85, which was -91.65 lower than the previous day. The implied volatity was 11.64, the open interest changed by 112 which increased total open position to 274
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 383.55, which was -102.9 lower than the previous day. The implied volatity was 10.67, the open interest changed by -58 which decreased total open position to 162
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 494.95, which was 103.8 higher than the previous day. The implied volatity was 10.96, the open interest changed by -47 which decreased total open position to 220
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 390.95, which was 66.15 higher than the previous day. The implied volatity was 10.35, the open interest changed by 97 which increased total open position to 267
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 316.35, which was -77.2 lower than the previous day. The implied volatity was 10.85, the open interest changed by 41 which increased total open position to 170
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 392.75, which was 44.55 higher than the previous day. The implied volatity was 10.62, the open interest changed by 48 which increased total open position to 129
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 357.75, which was 13.45 higher than the previous day. The implied volatity was 10.41, the open interest changed by 46 which increased total open position to 81
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 347.45, which was -9.95 lower than the previous day. The implied volatity was 10.33, the open interest changed by 4 which increased total open position to 35
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 356.05, which was 62.75 higher than the previous day. The implied volatity was 10.56, the open interest changed by 7 which increased total open position to 31
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 293.3, which was 57.15 higher than the previous day. The implied volatity was 11.11, the open interest changed by 1 which increased total open position to 24
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 237.25, which was -129.7 lower than the previous day. The implied volatity was 10.91, the open interest changed by 23 which increased total open position to 23
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 366.95, which was 0 lower than the previous day. The implied volatity was 0.71, 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 366.95, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09DEC2025 25950 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 | 110.1 | 51.9 | - | 43,37,415 | -60,274 | 23,293 |
| 8 Dec | 25960.55 | 64.65 | 50.7 | 11.14 | 66,83,573 | -19,139 | 83,567 |
| 5 Dec | 26186.45 | 12.9 | -40.25 | 8.07 | 26,23,060 | 42,681 | 1,02,706 |
| 4 Dec | 26033.75 | 53.1 | -37.5 | 7.90 | 18,15,526 | 13,539 | 60,025 |
| 3 Dec | 25986.00 | 84.6 | 9.95 | 9.00 | 25,33,793 | 30,554 | 46,486 |
| 2 Dec | 26032.20 | 69.9 | 13.65 | 9.33 | 1,30,001 | 4,680 | 15,932 |
| 1 Dec | 26175.75 | 54.1 | -0.5 | 10.35 | 43,771 | 1,952 | 11,252 |
| 28 Nov | 26202.95 | 50.55 | -13.25 | 9.25 | 15,476 | -647 | 9,300 |
| 27 Nov | 26215.55 | 62 | -24.7 | 10.02 | 17,866 | 1,145 | 9,947 |
| 26 Nov | 26205.30 | 84.05 | -115.75 | 10.90 | 22,704 | 7,368 | 8,802 |
| 25 Nov | 25884.80 | 200 | 20.95 | 10.15 | 7,913 | 885 | 1,434 |
| 24 Nov | 25959.50 | 190.5 | 26.9 | 11.39 | 1,738 | 292 | 549 |
| 21 Nov | 26068.15 | 162.8 | 41.8 | 11.56 | 779 | -25 | 257 |
| 20 Nov | 26192.15 | 115.9 | -63.5 | 11.11 | 413 | 51 | 282 |
| 19 Nov | 26052.65 | 176.55 | -53.85 | 11.63 | 780 | 128 | 231 |
| 18 Nov | 25910.05 | 236 | 43.85 | 11.29 | 435 | -46 | 103 |
| 17 Nov | 26013.45 | 191.6 | -59.05 | 11.35 | 354 | 100 | 149 |
| 14 Nov | 25910.05 | 247.9 | -4.05 | 11.63 | 64 | 32 | 49 |
| 13 Nov | 25879.15 | 250 | -322.3 | 11.12 | 30 | 17 | 17 |
| 12 Nov | 25875.80 | 572.3 | 0 | 0.43 | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 572.3 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 572.3 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 572.3 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 572.3 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25950 expiring on 09DEC2025
Delta for 25950 PE is -
Historical price for 25950 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 110.1, which was 51.9 higher than the previous day. The implied volatity was -, the open interest changed by -60274 which decreased total open position to 23293
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 64.65, which was 50.7 higher than the previous day. The implied volatity was 11.14, the open interest changed by -19139 which decreased total open position to 83567
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 12.9, which was -40.25 lower than the previous day. The implied volatity was 8.07, the open interest changed by 42681 which increased total open position to 102706
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 53.1, which was -37.5 lower than the previous day. The implied volatity was 7.90, the open interest changed by 13539 which increased total open position to 60025
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 84.6, which was 9.95 higher than the previous day. The implied volatity was 9.00, the open interest changed by 30554 which increased total open position to 46486
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 69.9, which was 13.65 higher than the previous day. The implied volatity was 9.33, the open interest changed by 4680 which increased total open position to 15932
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 54.1, which was -0.5 lower than the previous day. The implied volatity was 10.35, the open interest changed by 1952 which increased total open position to 11252
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 50.55, which was -13.25 lower than the previous day. The implied volatity was 9.25, the open interest changed by -647 which decreased total open position to 9300
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 62, which was -24.7 lower than the previous day. The implied volatity was 10.02, the open interest changed by 1145 which increased total open position to 9947
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 84.05, which was -115.75 lower than the previous day. The implied volatity was 10.90, the open interest changed by 7368 which increased total open position to 8802
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 200, which was 20.95 higher than the previous day. The implied volatity was 10.15, the open interest changed by 885 which increased total open position to 1434
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 190.5, which was 26.9 higher than the previous day. The implied volatity was 11.39, the open interest changed by 292 which increased total open position to 549
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 162.8, which was 41.8 higher than the previous day. The implied volatity was 11.56, the open interest changed by -25 which decreased total open position to 257
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 115.9, which was -63.5 lower than the previous day. The implied volatity was 11.11, the open interest changed by 51 which increased total open position to 282
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 176.55, which was -53.85 lower than the previous day. The implied volatity was 11.63, the open interest changed by 128 which increased total open position to 231
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 236, which was 43.85 higher than the previous day. The implied volatity was 11.29, the open interest changed by -46 which decreased total open position to 103
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 191.6, which was -59.05 lower than the previous day. The implied volatity was 11.35, the open interest changed by 100 which increased total open position to 149
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 247.9, which was -4.05 lower than the previous day. The implied volatity was 11.63, the open interest changed by 32 which increased total open position to 49
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 250, which was -322.3 lower than the previous day. The implied volatity was 11.12, the open interest changed by 17 which increased total open position to 17
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 572.3, which was 0 lower than the previous day. The implied volatity was 0.43, 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 572.3, 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 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 572.3, 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 572.3, 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 572.3, 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































































































































































































































