NIFTY
Nifty
Historical option data for NIFTY
05 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 26000 CE | ||||||||||||||||
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Delta: 0.87
Vega: 5.93
Theta: -11.31
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.16
Vega: 6.70
Theta: -5.36
Gamma: 0.00
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| 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































































































































































































































