NIFTY
Nifty
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































































































































































































































