[--[65.84.65.76]--]

NIFTY

Nifty
26174.65 +140.90 (0.54%)
L: 25985.35 H: 26202.6

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Historical option data for NIFTY

05 Dec 2025 02:12 PM IST
NIFTY 09-DEC-2025 26150 CE
Delta: 0.60
Vega: 10.66
Theta: -14.17
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 26173.55 111 41.75 7.53 39,64,301 45,001 1,02,551
4 Dec 26033.75 67 -3.25 8.40 13,32,739 9,988 57,550
3 Dec 25986.00 71.3 -49.05 9.21 9,20,585 23,419 47,562
2 Dec 26032.20 124.6 -78.4 10.05 1,56,450 17,847 24,143
1 Dec 26175.75 200.55 -45.15 9.73 41,740 3,786 6,296
28 Nov 26202.95 248.05 -13.35 9.58 13,613 291 2,510
27 Nov 26215.55 262.75 -7.65 9.20 10,369 46 2,219
26 Nov 26205.30 277.9 149.8 9.97 13,366 396 2,173
25 Nov 25884.80 122.9 -82.05 10.04 2,750 408 1,777
24 Nov 25959.50 193.7 -76.9 11.35 2,849 689 1,369
21 Nov 26068.15 266 -86.3 10.58 2,959 356 680
20 Nov 26192.15 359.65 87.65 10.95 1,218 22 324
19 Nov 26052.65 268.8 50.75 10.11 415 31 302
18 Nov 25910.05 211 -66.3 10.53 154 30 271
17 Nov 26013.45 278.1 28.05 10.52 263 8 241
14 Nov 25910.05 248.7 2.85 10.19 307 2 233
13 Nov 25879.15 251.55 -4.45 10.49 283 222 231
12 Nov 25875.80 256 96 10.55 12 4 9
11 Nov 25694.95 160 -0.5 9.27 1 -1 5
10 Nov 25574.35 160.5 15.5 10.71 7 2 6
7 Nov 25492.30 145 -10.6 10.15 13 2 4
6 Nov 25509.70 155.6 -134.2 10.20 3 2 2


For Nifty - strike price 26150 expiring on 09DEC2025

Delta for 26150 CE is 0.60

Historical price for 26150 CE is as follows

On 5 Dec NIFTY was trading at 26173.55. The strike last trading price was 111, which was 41.75 higher than the previous day. The implied volatity was 7.53, the open interest changed by 45001 which increased total open position to 102551


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 67, which was -3.25 lower than the previous day. The implied volatity was 8.40, the open interest changed by 9988 which increased total open position to 57550


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 71.3, which was -49.05 lower than the previous day. The implied volatity was 9.21, the open interest changed by 23419 which increased total open position to 47562


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 124.6, which was -78.4 lower than the previous day. The implied volatity was 10.05, the open interest changed by 17847 which increased total open position to 24143


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 200.55, which was -45.15 lower than the previous day. The implied volatity was 9.73, the open interest changed by 3786 which increased total open position to 6296


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 248.05, which was -13.35 lower than the previous day. The implied volatity was 9.58, the open interest changed by 291 which increased total open position to 2510


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 262.75, which was -7.65 lower than the previous day. The implied volatity was 9.20, the open interest changed by 46 which increased total open position to 2219


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 277.9, which was 149.8 higher than the previous day. The implied volatity was 9.97, the open interest changed by 396 which increased total open position to 2173


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 122.9, which was -82.05 lower than the previous day. The implied volatity was 10.04, the open interest changed by 408 which increased total open position to 1777


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 193.7, which was -76.9 lower than the previous day. The implied volatity was 11.35, the open interest changed by 689 which increased total open position to 1369


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 266, which was -86.3 lower than the previous day. The implied volatity was 10.58, the open interest changed by 356 which increased total open position to 680


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 359.65, which was 87.65 higher than the previous day. The implied volatity was 10.95, the open interest changed by 22 which increased total open position to 324


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 268.8, which was 50.75 higher than the previous day. The implied volatity was 10.11, the open interest changed by 31 which increased total open position to 302


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 211, which was -66.3 lower than the previous day. The implied volatity was 10.53, the open interest changed by 30 which increased total open position to 271


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 278.1, which was 28.05 higher than the previous day. The implied volatity was 10.52, the open interest changed by 8 which increased total open position to 241


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 248.7, which was 2.85 higher than the previous day. The implied volatity was 10.19, the open interest changed by 2 which increased total open position to 233


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 251.55, which was -4.45 lower than the previous day. The implied volatity was 10.49, the open interest changed by 222 which increased total open position to 231


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 256, which was 96 higher than the previous day. The implied volatity was 10.55, the open interest changed by 4 which increased total open position to 9


On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 160, which was -0.5 lower than the previous day. The implied volatity was 9.27, the open interest changed by -1 which decreased total open position to 5


On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 160.5, which was 15.5 higher than the previous day. The implied volatity was 10.71, the open interest changed by 2 which increased total open position to 6


On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 145, which was -10.6 lower than the previous day. The implied volatity was 10.15, the open interest changed by 2 which increased total open position to 4


On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 155.6, which was -134.2 lower than the previous day. The implied volatity was 10.20, the open interest changed by 2 which increased total open position to 2


NIFTY 09DEC2025 26150 PE
Delta: -0.40
Vega: 10.67
Theta: -7.15
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 26173.55 60.7 -83.6 7.63 28,15,847 1,50,588 1,62,461
4 Dec 26033.75 145.5 -50.25 7.28 4,09,528 4,433 11,873
3 Dec 25986.00 189.3 29.9 8.89 1,76,833 -4,776 7,440
2 Dec 26032.20 150.05 31.75 8.85 1,44,027 5,149 12,216
1 Dec 26175.75 114.75 6.6 10.13 92,661 2,566 7,067
28 Nov 26202.95 102 -18.5 8.84 22,537 875 4,501
27 Nov 26215.55 117.25 -29.6 9.77 22,006 936 3,626
26 Nov 26205.30 142.05 -164.85 10.52 11,821 2,198 2,690
25 Nov 25884.80 302.3 36.4 9.53 722 86 492
24 Nov 25959.50 291.45 50.4 11.44 2,337 89 406
21 Nov 26068.15 244.55 63.4 11.46 2,507 -8 317
20 Nov 26192.15 177.3 -81.35 10.82 839 253 325
19 Nov 26052.65 256 -70.1 11.43 201 26 72
18 Nov 25910.05 328.25 54.55 10.91 141 12 46
17 Nov 26013.45 273.55 -132.7 11.13 62 26 34
14 Nov 25910.05 406.25 75 13.97 8 1 8
13 Nov 25879.15 331.25 -362.75 10.50 12 7 7
12 Nov 25875.80 694 0 - 0 0 0
11 Nov 25694.95 694 0 - 0 0 0
10 Nov 25574.35 694 0 - 0 0 0
7 Nov 25492.30 694 0 - 0 0 0
6 Nov 25509.70 694 0 - 0 0 0


For Nifty - strike price 26150 expiring on 09DEC2025

Delta for 26150 PE is -0.40

Historical price for 26150 PE is as follows

On 5 Dec NIFTY was trading at 26173.55. The strike last trading price was 60.7, which was -83.6 lower than the previous day. The implied volatity was 7.63, the open interest changed by 150588 which increased total open position to 162461


On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 145.5, which was -50.25 lower than the previous day. The implied volatity was 7.28, the open interest changed by 4433 which increased total open position to 11873


On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 189.3, which was 29.9 higher than the previous day. The implied volatity was 8.89, the open interest changed by -4776 which decreased total open position to 7440


On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 150.05, which was 31.75 higher than the previous day. The implied volatity was 8.85, the open interest changed by 5149 which increased total open position to 12216


On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 114.75, which was 6.6 higher than the previous day. The implied volatity was 10.13, the open interest changed by 2566 which increased total open position to 7067


On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 102, which was -18.5 lower than the previous day. The implied volatity was 8.84, the open interest changed by 875 which increased total open position to 4501


On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 117.25, which was -29.6 lower than the previous day. The implied volatity was 9.77, the open interest changed by 936 which increased total open position to 3626


On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 142.05, which was -164.85 lower than the previous day. The implied volatity was 10.52, the open interest changed by 2198 which increased total open position to 2690


On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 302.3, which was 36.4 higher than the previous day. The implied volatity was 9.53, the open interest changed by 86 which increased total open position to 492


On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 291.45, which was 50.4 higher than the previous day. The implied volatity was 11.44, the open interest changed by 89 which increased total open position to 406


On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 244.55, which was 63.4 higher than the previous day. The implied volatity was 11.46, the open interest changed by -8 which decreased total open position to 317


On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 177.3, which was -81.35 lower than the previous day. The implied volatity was 10.82, the open interest changed by 253 which increased total open position to 325


On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 256, which was -70.1 lower than the previous day. The implied volatity was 11.43, the open interest changed by 26 which increased total open position to 72


On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 328.25, which was 54.55 higher than the previous day. The implied volatity was 10.91, the open interest changed by 12 which increased total open position to 46


On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 273.55, which was -132.7 lower than the previous day. The implied volatity was 11.13, the open interest changed by 26 which increased total open position to 34


On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 406.25, which was 75 higher than the previous day. The implied volatity was 13.97, the open interest changed by 1 which increased total open position to 8


On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 331.25, which was -362.75 lower than the previous day. The implied volatity was 10.50, the open interest changed by 7 which increased total open position to 7


On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 694, 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 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 694, 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 694, 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 694, 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 694, 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