NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 26100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 25839.65 | 0.05 | -19.35 | - | 66,49,023 | -1,83,160 | 1,37,031 | |||||||||
| 8 Dec | 25960.55 | 14.15 | -130.85 | 11.92 | 86,36,467 | 2,55,128 | 3,20,191 | |||||||||
| 5 Dec | 26186.45 | 141.65 | 51.15 | 6.82 | 57,41,833 | -64,919 | 65,063 | |||||||||
| 4 Dec | 26033.75 | 87.9 | -0.8 | 8.42 | 31,41,867 | 18,287 | 1,29,982 | |||||||||
|
|
||||||||||||||||
| 3 Dec | 25986.00 | 89.6 | -54.8 | 9.19 | 20,86,406 | 48,543 | 1,11,695 | |||||||||
| 2 Dec | 26032.20 | 149.3 | -85.1 | 10.10 | 4,25,453 | 50,693 | 63,152 | |||||||||
| 1 Dec | 26175.75 | 231.7 | -47.75 | 9.75 | 55,103 | 3,943 | 12,459 | |||||||||
| 28 Nov | 26202.95 | 284.7 | -8.9 | 9.87 | 16,692 | 328 | 8,516 | |||||||||
| 27 Nov | 26215.55 | 296 | -6.6 | 9.23 | 20,689 | 1,521 | 8,188 | |||||||||
| 26 Nov | 26205.30 | 308.2 | 158.8 | 9.90 | 40,053 | 215 | 6,667 | |||||||||
| 25 Nov | 25884.80 | 143.1 | -89.55 | 10.13 | 18,303 | 2,796 | 6,452 | |||||||||
| 24 Nov | 25959.50 | 219.15 | -80 | 11.50 | 12,126 | 2,124 | 3,656 | |||||||||
| 21 Nov | 26068.15 | 292.95 | -93.65 | 10.63 | 5,928 | 652 | 1,532 | |||||||||
| 20 Nov | 26192.15 | 390.25 | 89.5 | 10.83 | 3,768 | 124 | 880 | |||||||||
| 19 Nov | 26052.65 | 305.7 | 60.35 | 10.53 | 2,111 | 286 | 756 | |||||||||
| 18 Nov | 25910.05 | 236.65 | -66.05 | 10.62 | 659 | 104 | 470 | |||||||||
| 17 Nov | 26013.45 | 303 | 30.15 | 10.47 | 484 | 23 | 366 | |||||||||
| 14 Nov | 25910.05 | 275.5 | 11.4 | 10.30 | 490 | 174 | 343 | |||||||||
| 13 Nov | 25879.15 | 267.85 | -10.65 | 10.25 | 408 | -12 | 169 | |||||||||
| 12 Nov | 25875.80 | 278.15 | 59.4 | 10.52 | 138 | 30 | 181 | |||||||||
| 11 Nov | 25694.95 | 225.6 | 51.4 | 11.00 | 79 | -5 | 151 | |||||||||
| 10 Nov | 25574.35 | 174.7 | 21.5 | 10.64 | 61 | 9 | 156 | |||||||||
| 7 Nov | 25492.30 | 153.1 | -15.4 | 9.89 | 385 | 127 | 147 | |||||||||
| 6 Nov | 25509.70 | 168.5 | -139.4 | 10.10 | 33 | 20 | 20 | |||||||||
For Nifty - strike price 26100 expiring on 09DEC2025
Delta for 26100 CE is -
Historical price for 26100 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -19.35 lower than the previous day. The implied volatity was -, the open interest changed by -183160 which decreased total open position to 137031
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 14.15, which was -130.85 lower than the previous day. The implied volatity was 11.92, the open interest changed by 255128 which increased total open position to 320191
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 141.65, which was 51.15 higher than the previous day. The implied volatity was 6.82, the open interest changed by -64919 which decreased total open position to 65063
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 87.9, which was -0.8 lower than the previous day. The implied volatity was 8.42, the open interest changed by 18287 which increased total open position to 129982
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 89.6, which was -54.8 lower than the previous day. The implied volatity was 9.19, the open interest changed by 48543 which increased total open position to 111695
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 149.3, which was -85.1 lower than the previous day. The implied volatity was 10.10, the open interest changed by 50693 which increased total open position to 63152
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 231.7, which was -47.75 lower than the previous day. The implied volatity was 9.75, the open interest changed by 3943 which increased total open position to 12459
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 284.7, which was -8.9 lower than the previous day. The implied volatity was 9.87, the open interest changed by 328 which increased total open position to 8516
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 296, which was -6.6 lower than the previous day. The implied volatity was 9.23, the open interest changed by 1521 which increased total open position to 8188
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 308.2, which was 158.8 higher than the previous day. The implied volatity was 9.90, the open interest changed by 215 which increased total open position to 6667
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 143.1, which was -89.55 lower than the previous day. The implied volatity was 10.13, the open interest changed by 2796 which increased total open position to 6452
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 219.15, which was -80 lower than the previous day. The implied volatity was 11.50, the open interest changed by 2124 which increased total open position to 3656
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 292.95, which was -93.65 lower than the previous day. The implied volatity was 10.63, the open interest changed by 652 which increased total open position to 1532
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 390.25, which was 89.5 higher than the previous day. The implied volatity was 10.83, the open interest changed by 124 which increased total open position to 880
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 305.7, which was 60.35 higher than the previous day. The implied volatity was 10.53, the open interest changed by 286 which increased total open position to 756
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 236.65, which was -66.05 lower than the previous day. The implied volatity was 10.62, the open interest changed by 104 which increased total open position to 470
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 303, which was 30.15 higher than the previous day. The implied volatity was 10.47, the open interest changed by 23 which increased total open position to 366
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 275.5, which was 11.4 higher than the previous day. The implied volatity was 10.30, the open interest changed by 174 which increased total open position to 343
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 267.85, which was -10.65 lower than the previous day. The implied volatity was 10.25, the open interest changed by -12 which decreased total open position to 169
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 278.15, which was 59.4 higher than the previous day. The implied volatity was 10.52, the open interest changed by 30 which increased total open position to 181
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 225.6, which was 51.4 higher than the previous day. The implied volatity was 11.00, the open interest changed by -5 which decreased total open position to 151
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 174.7, which was 21.5 higher than the previous day. The implied volatity was 10.64, the open interest changed by 9 which increased total open position to 156
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 153.1, which was -15.4 lower than the previous day. The implied volatity was 9.89, the open interest changed by 127 which increased total open position to 147
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 168.5, which was -139.4 lower than the previous day. The implied volatity was 10.10, the open interest changed by 20 which increased total open position to 20
| NIFTY 09DEC2025 26100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 260.2 | 101.05 | - | 3,75,104 | -27,974 | 18,419 |
| 8 Dec | 25960.55 | 170.9 | 131.25 | 11.43 | 77,19,779 | -97,788 | 46,393 |
| 5 Dec | 26186.45 | 37.85 | -77.65 | 7.43 | 55,91,852 | 85,603 | 1,44,181 |
| 4 Dec | 26033.75 | 116.35 | -47.2 | 8.25 | 17,51,243 | 10,490 | 58,578 |
| 3 Dec | 25986.00 | 158.5 | 25.1 | 8.94 | 8,56,535 | 2,609 | 48,088 |
| 2 Dec | 26032.20 | 125.45 | 25.9 | 8.98 | 4,54,984 | 23,718 | 45,479 |
| 1 Dec | 26175.75 | 97 | 5.2 | 10.23 | 1,50,400 | 6,189 | 21,761 |
| 28 Nov | 26202.95 | 86 | -18.1 | 8.92 | 46,331 | 2,094 | 15,572 |
| 27 Nov | 26215.55 | 101 | -29 | 9.84 | 48,187 | 3,262 | 13,478 |
| 26 Nov | 26205.30 | 125.65 | -153.5 | 10.65 | 46,215 | 6,305 | 10,216 |
| 25 Nov | 25884.80 | 278.25 | 36.95 | 9.90 | 14,198 | 1,339 | 3,911 |
| 24 Nov | 25959.50 | 250.9 | 31.75 | 10.81 | 12,853 | 1,531 | 2,572 |
| 21 Nov | 26068.15 | 222 | 57.1 | 11.49 | 6,873 | 91 | 1,041 |
| 20 Nov | 26192.15 | 158.65 | -77.35 | 10.83 | 3,029 | 555 | 950 |
| 19 Nov | 26052.65 | 232.4 | -67.55 | 11.41 | 977 | 135 | 395 |
| 18 Nov | 25910.05 | 305 | 51.15 | 11.14 | 285 | 15 | 260 |
| 17 Nov | 26013.45 | 250.25 | -74.9 | 11.15 | 269 | 120 | 245 |
| 14 Nov | 25910.05 | 310.25 | -16.7 | 11.34 | 308 | -23 | 125 |
| 13 Nov | 25879.15 | 324.6 | 12.45 | 11.22 | 167 | 52 | 148 |
| 12 Nov | 25875.80 | 311.55 | -350.8 | 10.48 | 115 | 96 | 96 |
| 11 Nov | 25694.95 | 662.35 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 662.35 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 662.35 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 662.35 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26100 expiring on 09DEC2025
Delta for 26100 PE is -
Historical price for 26100 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 260.2, which was 101.05 higher than the previous day. The implied volatity was -, the open interest changed by -27974 which decreased total open position to 18419
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 170.9, which was 131.25 higher than the previous day. The implied volatity was 11.43, the open interest changed by -97788 which decreased total open position to 46393
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 37.85, which was -77.65 lower than the previous day. The implied volatity was 7.43, the open interest changed by 85603 which increased total open position to 144181
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 116.35, which was -47.2 lower than the previous day. The implied volatity was 8.25, the open interest changed by 10490 which increased total open position to 58578
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 158.5, which was 25.1 higher than the previous day. The implied volatity was 8.94, the open interest changed by 2609 which increased total open position to 48088
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 125.45, which was 25.9 higher than the previous day. The implied volatity was 8.98, the open interest changed by 23718 which increased total open position to 45479
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 97, which was 5.2 higher than the previous day. The implied volatity was 10.23, the open interest changed by 6189 which increased total open position to 21761
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 86, which was -18.1 lower than the previous day. The implied volatity was 8.92, the open interest changed by 2094 which increased total open position to 15572
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 101, which was -29 lower than the previous day. The implied volatity was 9.84, the open interest changed by 3262 which increased total open position to 13478
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 125.65, which was -153.5 lower than the previous day. The implied volatity was 10.65, the open interest changed by 6305 which increased total open position to 10216
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 278.25, which was 36.95 higher than the previous day. The implied volatity was 9.90, the open interest changed by 1339 which increased total open position to 3911
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 250.9, which was 31.75 higher than the previous day. The implied volatity was 10.81, the open interest changed by 1531 which increased total open position to 2572
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 222, which was 57.1 higher than the previous day. The implied volatity was 11.49, the open interest changed by 91 which increased total open position to 1041
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 158.65, which was -77.35 lower than the previous day. The implied volatity was 10.83, the open interest changed by 555 which increased total open position to 950
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 232.4, which was -67.55 lower than the previous day. The implied volatity was 11.41, the open interest changed by 135 which increased total open position to 395
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 305, which was 51.15 higher than the previous day. The implied volatity was 11.14, the open interest changed by 15 which increased total open position to 260
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 250.25, which was -74.9 lower than the previous day. The implied volatity was 11.15, the open interest changed by 120 which increased total open position to 245
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 310.25, which was -16.7 lower than the previous day. The implied volatity was 11.34, the open interest changed by -23 which decreased total open position to 125
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 324.6, which was 12.45 higher than the previous day. The implied volatity was 11.22, the open interest changed by 52 which increased total open position to 148
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 311.55, which was -350.8 lower than the previous day. The implied volatity was 10.48, the open interest changed by 96 which increased total open position to 96
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 662.35, 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 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 662.35, 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 662.35, 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 662.35, 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































































































































































































































