[--[65.84.65.76]--]

NIFTY

Nifty
26186.45 +152.70 (0.59%)
L: 25985.35 H: 26202.6

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Historical option data for NIFTY

05 Dec 2025 04:10 PM IST
NIFTY 09-DEC-2025 26000 CE
Delta: 0.87
Vega: 5.93
Theta: -11.31
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 26186.45 222.35 77.65 6.96 29,48,330 -67,792 54,914
4 Dec 26033.75 140.2 4.35 9.22 37,05,073 -5,236 1,22,706
3 Dec 25986.00 136.2 -65.5 9.17 31,00,558 71,429 1,27,942
2 Dec 26032.20 208.9 -94.05 10.37 2,96,572 41,708 56,513
1 Dec 26175.75 300.05 -52.15 9.69 37,105 4,324 14,805
28 Nov 26202.95 360 -5.25 10.25 12,429 417 10,481
27 Nov 26215.55 365.55 -6.15 9.09 19,419 495 10,064
26 Nov 26205.30 378 182.35 9.97 42,835 -1,232 9,569
25 Nov 25884.80 193 -92.1 10.50 31,963 4,745 10,801
24 Nov 25959.50 268 -91.45 11.46 10,226 2,299 6,056
21 Nov 26068.15 352.1 -103.2 10.67 6,134 630 3,757
20 Nov 26192.15 462.05 101.35 11.11 6,243 752 3,127
19 Nov 26052.65 364.8 67.5 10.58 6,240 548 2,375
18 Nov 25910.05 290.75 -71.35 10.89 2,968 619 1,827
17 Nov 26013.45 363 44.3 10.62 2,094 371 1,208
14 Nov 25910.05 328.6 6.8 10.36 1,277 132 837
13 Nov 25879.15 321.05 -16.35 10.35 844 73 705
12 Nov 25875.80 332.25 76.4 10.64 1,119 379 632
11 Nov 25694.95 268.6 57.8 11.21 693 42 253
10 Nov 25574.35 211 27 10.69 442 43 211
7 Nov 25492.30 189.2 -13.3 10.00 416 131 168
6 Nov 25509.70 202.85 -143.6 10.09 139 37 37


For Nifty - strike price 26000 expiring on 09DEC2025

Delta for 26000 CE is 0.87

Historical price for 26000 CE is as follows

On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 222.35, which was 77.65 higher than the previous day. The implied volatity was 6.96, the open interest changed by -67792 which decreased total open position to 54914


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 140.2, which was 4.35 higher than the previous day. The implied volatity was 9.22, the open interest changed by -5236 which decreased total open position to 122706


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 136.2, which was -65.5 lower than the previous day. The implied volatity was 9.17, the open interest changed by 71429 which increased total open position to 127942


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 208.9, which was -94.05 lower than the previous day. The implied volatity was 10.37, the open interest changed by 41708 which increased total open position to 56513


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 300.05, which was -52.15 lower than the previous day. The implied volatity was 9.69, the open interest changed by 4324 which increased total open position to 14805


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 360, which was -5.25 lower than the previous day. The implied volatity was 10.25, the open interest changed by 417 which increased total open position to 10481


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 365.55, which was -6.15 lower than the previous day. The implied volatity was 9.09, the open interest changed by 495 which increased total open position to 10064


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 378, which was 182.35 higher than the previous day. The implied volatity was 9.97, the open interest changed by -1232 which decreased total open position to 9569


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 193, which was -92.1 lower than the previous day. The implied volatity was 10.50, the open interest changed by 4745 which increased total open position to 10801


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 268, which was -91.45 lower than the previous day. The implied volatity was 11.46, the open interest changed by 2299 which increased total open position to 6056


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 352.1, which was -103.2 lower than the previous day. The implied volatity was 10.67, the open interest changed by 630 which increased total open position to 3757


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 462.05, which was 101.35 higher than the previous day. The implied volatity was 11.11, the open interest changed by 752 which increased total open position to 3127


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 364.8, which was 67.5 higher than the previous day. The implied volatity was 10.58, the open interest changed by 548 which increased total open position to 2375


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 290.75, which was -71.35 lower than the previous day. The implied volatity was 10.89, the open interest changed by 619 which increased total open position to 1827


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 363, which was 44.3 higher than the previous day. The implied volatity was 10.62, the open interest changed by 371 which increased total open position to 1208


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 328.6, which was 6.8 higher than the previous day. The implied volatity was 10.36, the open interest changed by 132 which increased total open position to 837


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 321.05, which was -16.35 lower than the previous day. The implied volatity was 10.35, the open interest changed by 73 which increased total open position to 705


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 332.25, which was 76.4 higher than the previous day. The implied volatity was 10.64, the open interest changed by 379 which increased total open position to 632


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 268.6, which was 57.8 higher than the previous day. The implied volatity was 11.21, the open interest changed by 42 which increased total open position to 253


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 211, which was 27 higher than the previous day. The implied volatity was 10.69, the open interest changed by 43 which increased total open position to 211


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 189.2, which was -13.3 lower than the previous day. The implied volatity was 10.00, the open interest changed by 131 which increased total open position to 168


On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 202.85, which was -143.6 lower than the previous day. The implied volatity was 10.09, the open interest changed by 37 which increased total open position to 37


NIFTY 09DEC2025 26000 PE
Delta: -0.16
Vega: 6.70
Theta: -5.36
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 26186.45 18.2 -51.95 7.78 62,12,187 97,205 2,31,099
4 Dec 26033.75 70.25 -41.3 7.77 41,08,769 40,839 1,33,894
3 Dec 25986.00 106 14.05 8.99 30,60,636 19,675 93,055
2 Dec 26032.20 85.35 16.5 9.20 5,53,087 37,959 73,380
1 Dec 26175.75 66.7 1.45 10.34 1,69,591 11,454 35,421
28 Nov 26202.95 61 -15.05 9.16 69,992 4,122 23,967
27 Nov 26215.55 73.4 -27.2 9.96 70,441 3,696 19,845
26 Nov 26205.30 95.5 -128.65 10.77 66,840 7,576 16,149
25 Nov 25884.80 223.6 25.1 10.03 33,960 3,240 8,573
24 Nov 25959.50 209.7 27.85 11.23 17,124 1,468 5,333
21 Nov 26068.15 183.05 48.6 11.62 13,036 27 3,865
20 Nov 26192.15 131 -65.25 11.11 9,038 1,603 3,838
19 Nov 26052.65 192.65 -60.15 11.51 6,823 1,402 2,235
18 Nov 25910.05 256 44.6 11.15 2,395 -168 833
17 Nov 26013.45 210.5 -61.25 11.32 1,871 463 1,001
14 Nov 25910.05 263.45 -15.5 11.39 971 106 538
13 Nov 25879.15 277.3 13.4 11.29 1,499 157 432
12 Nov 25875.80 264.05 -92.95 10.52 950 176 275
11 Nov 25694.95 346.8 -68.95 10.42 167 45 99
10 Nov 25574.35 412.2 -189.3 10.01 177 54 54
7 Nov 25492.30 601.5 0 - 0 0 0
6 Nov 25509.70 601.5 0 - 0 0 0


For Nifty - strike price 26000 expiring on 09DEC2025

Delta for 26000 PE is -0.16

Historical price for 26000 PE is as follows

On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 18.2, which was -51.95 lower than the previous day. The implied volatity was 7.78, the open interest changed by 97205 which increased total open position to 231099


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 70.25, which was -41.3 lower than the previous day. The implied volatity was 7.77, the open interest changed by 40839 which increased total open position to 133894


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 106, which was 14.05 higher than the previous day. The implied volatity was 8.99, the open interest changed by 19675 which increased total open position to 93055


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 85.35, which was 16.5 higher than the previous day. The implied volatity was 9.20, the open interest changed by 37959 which increased total open position to 73380


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 66.7, which was 1.45 higher than the previous day. The implied volatity was 10.34, the open interest changed by 11454 which increased total open position to 35421


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 61, which was -15.05 lower than the previous day. The implied volatity was 9.16, the open interest changed by 4122 which increased total open position to 23967


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 73.4, which was -27.2 lower than the previous day. The implied volatity was 9.96, the open interest changed by 3696 which increased total open position to 19845


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 95.5, which was -128.65 lower than the previous day. The implied volatity was 10.77, the open interest changed by 7576 which increased total open position to 16149


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 223.6, which was 25.1 higher than the previous day. The implied volatity was 10.03, the open interest changed by 3240 which increased total open position to 8573


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 209.7, which was 27.85 higher than the previous day. The implied volatity was 11.23, the open interest changed by 1468 which increased total open position to 5333


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 183.05, which was 48.6 higher than the previous day. The implied volatity was 11.62, the open interest changed by 27 which increased total open position to 3865


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 131, which was -65.25 lower than the previous day. The implied volatity was 11.11, the open interest changed by 1603 which increased total open position to 3838


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 192.65, which was -60.15 lower than the previous day. The implied volatity was 11.51, the open interest changed by 1402 which increased total open position to 2235


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 256, which was 44.6 higher than the previous day. The implied volatity was 11.15, the open interest changed by -168 which decreased total open position to 833


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 210.5, which was -61.25 lower than the previous day. The implied volatity was 11.32, the open interest changed by 463 which increased total open position to 1001


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 263.45, which was -15.5 lower than the previous day. The implied volatity was 11.39, the open interest changed by 106 which increased total open position to 538


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 277.3, which was 13.4 higher than the previous day. The implied volatity was 11.29, the open interest changed by 157 which increased total open position to 432


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 264.05, which was -92.95 lower than the previous day. The implied volatity was 10.52, the open interest changed by 176 which increased total open position to 275


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 346.8, which was -68.95 lower than the previous day. The implied volatity was 10.42, the open interest changed by 45 which increased total open position to 99


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 412.2, which was -189.3 lower than the previous day. The implied volatity was 10.01, the open interest changed by 54 which increased total open position to 54


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 601.5, 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 601.5, 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