NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 26200 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 25839.65 | 0.05 | -8.1 | - | 35,63,712 | -2,19,447 | 1,18,815 | |||||||||
| 8 Dec | 25960.55 | 6.55 | -75.05 | 13.42 | 76,78,064 | 1,98,259 | 3,38,262 | |||||||||
| 5 Dec | 26186.45 | 78.25 | 26.5 | 6.71 | 71,21,360 | 21,181 | 1,40,003 | |||||||||
| 4 Dec | 26033.75 | 49.95 | -4.8 | 8.39 | 20,00,739 | -3,831 | 1,18,822 | |||||||||
| 3 Dec | 25986.00 | 55.15 | -43.1 | 9.15 | 15,42,592 | 35,886 | 1,22,653 | |||||||||
| 2 Dec | 26032.20 | 101.95 | -71.9 | 9.94 | 4,30,219 | 47,530 | 86,767 | |||||||||
| 1 Dec | 26175.75 | 171.8 | -41.65 | 9.70 | 2,15,682 | 18,265 | 39,237 | |||||||||
| 28 Nov | 26202.95 | 219.35 | -10.2 | 9.62 | 94,632 | 7,626 | 20,972 | |||||||||
| 27 Nov | 26215.55 | 229.7 | -10.4 | 9.07 | 73,011 | 4,389 | 13,346 | |||||||||
| 26 Nov | 26205.30 | 246.45 | 134.9 | 9.87 | 48,923 | 2,609 | 8,957 | |||||||||
| 25 Nov | 25884.80 | 107.3 | -75.65 | 10.10 | 21,445 | 2,513 | 6,348 | |||||||||
| 24 Nov | 25959.50 | 168 | -75.95 | 11.10 | 13,068 | 1,381 | 3,835 | |||||||||
| 21 Nov | 26068.15 | 240.35 | -82.25 | 10.60 | 8,880 | 1,244 | 2,454 | |||||||||
| 20 Nov | 26192.15 | 330 | 84.4 | 10.94 | 5,682 | 377 | 1,210 | |||||||||
| 19 Nov | 26052.65 | 250.3 | 51.3 | 10.39 | 2,062 | -56 | 833 | |||||||||
| 18 Nov | 25910.05 | 193.85 | -57.35 | 10.67 | 857 | 139 | 889 | |||||||||
| 17 Nov | 26013.45 | 252 | 31.15 | 10.46 | 932 | 245 | 750 | |||||||||
| 14 Nov | 25910.05 | 227 | 6.2 | 10.21 | 815 | 189 | 505 | |||||||||
| 13 Nov | 25879.15 | 221.8 | -9.4 | 10.19 | 401 | -35 | 316 | |||||||||
| 12 Nov | 25875.80 | 230.2 | 55.35 | 10.37 | 1,018 | 240 | 351 | |||||||||
| 11 Nov | 25694.95 | 174.3 | 33.9 | 10.45 | 317 | 5 | 111 | |||||||||
| 10 Nov | 25574.35 | 140.4 | 14.9 | 10.51 | 159 | 40 | 106 | |||||||||
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| 7 Nov | 25492.30 | 125.9 | -9.25 | 9.94 | 183 | 64 | 66 | |||||||||
| 6 Nov | 25509.70 | 133.45 | -139.05 | 9.90 | 24 | 2 | 2 | |||||||||
For Nifty - strike price 26200 expiring on 09DEC2025
Delta for 26200 CE is -
Historical price for 26200 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -8.1 lower than the previous day. The implied volatity was -, the open interest changed by -219447 which decreased total open position to 118815
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 6.55, which was -75.05 lower than the previous day. The implied volatity was 13.42, the open interest changed by 198259 which increased total open position to 338262
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 78.25, which was 26.5 higher than the previous day. The implied volatity was 6.71, the open interest changed by 21181 which increased total open position to 140003
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 49.95, which was -4.8 lower than the previous day. The implied volatity was 8.39, the open interest changed by -3831 which decreased total open position to 118822
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 55.15, which was -43.1 lower than the previous day. The implied volatity was 9.15, the open interest changed by 35886 which increased total open position to 122653
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 101.95, which was -71.9 lower than the previous day. The implied volatity was 9.94, the open interest changed by 47530 which increased total open position to 86767
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 171.8, which was -41.65 lower than the previous day. The implied volatity was 9.70, the open interest changed by 18265 which increased total open position to 39237
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 219.35, which was -10.2 lower than the previous day. The implied volatity was 9.62, the open interest changed by 7626 which increased total open position to 20972
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 229.7, which was -10.4 lower than the previous day. The implied volatity was 9.07, the open interest changed by 4389 which increased total open position to 13346
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 246.45, which was 134.9 higher than the previous day. The implied volatity was 9.87, the open interest changed by 2609 which increased total open position to 8957
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 107.3, which was -75.65 lower than the previous day. The implied volatity was 10.10, the open interest changed by 2513 which increased total open position to 6348
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 168, which was -75.95 lower than the previous day. The implied volatity was 11.10, the open interest changed by 1381 which increased total open position to 3835
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 240.35, which was -82.25 lower than the previous day. The implied volatity was 10.60, the open interest changed by 1244 which increased total open position to 2454
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 330, which was 84.4 higher than the previous day. The implied volatity was 10.94, the open interest changed by 377 which increased total open position to 1210
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 250.3, which was 51.3 higher than the previous day. The implied volatity was 10.39, the open interest changed by -56 which decreased total open position to 833
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 193.85, which was -57.35 lower than the previous day. The implied volatity was 10.67, the open interest changed by 139 which increased total open position to 889
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 252, which was 31.15 higher than the previous day. The implied volatity was 10.46, the open interest changed by 245 which increased total open position to 750
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 227, which was 6.2 higher than the previous day. The implied volatity was 10.21, the open interest changed by 189 which increased total open position to 505
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 221.8, which was -9.4 lower than the previous day. The implied volatity was 10.19, the open interest changed by -35 which decreased total open position to 316
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 230.2, which was 55.35 higher than the previous day. The implied volatity was 10.37, the open interest changed by 240 which increased total open position to 351
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 174.3, which was 33.9 higher than the previous day. The implied volatity was 10.45, the open interest changed by 5 which increased total open position to 111
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 140.4, which was 14.9 higher than the previous day. The implied volatity was 10.51, the open interest changed by 40 which increased total open position to 106
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 125.9, which was -9.25 lower than the previous day. The implied volatity was 9.94, the open interest changed by 64 which increased total open position to 66
On 6 Nov NIFTY was trading at 25509.70. The strike last trading price was 133.45, which was -139.05 lower than the previous day. The implied volatity was 9.90, the open interest changed by 2 which increased total open position to 2
| NIFTY 09DEC2025 26200 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 361 | 112.85 | - | 1,09,233 | -11,582 | 19,054 |
| 8 Dec | 25960.55 | 263.45 | 187.85 | 12.67 | 32,15,360 | -66,920 | 30,636 |
| 5 Dec | 26186.45 | 74.45 | -102.6 | 7.24 | 41,50,217 | 66,608 | 97,556 |
| 4 Dec | 26033.75 | 178 | -51.85 | 6.98 | 5,24,225 | 816 | 30,948 |
| 3 Dec | 25986.00 | 224 | 37.85 | 8.91 | 2,83,792 | -11,981 | 30,132 |
| 2 Dec | 26032.20 | 177.55 | 39.45 | 8.75 | 2,55,471 | 6,160 | 42,113 |
| 1 Dec | 26175.75 | 135.4 | 9.5 | 10.06 | 2,51,882 | 14,234 | 35,953 |
| 28 Nov | 26202.95 | 119.45 | -19.95 | 8.71 | 1,05,620 | 8,646 | 21,719 |
| 27 Nov | 26215.55 | 135.95 | -30.9 | 9.72 | 76,908 | 4,751 | 13,073 |
| 26 Nov | 26205.30 | 162.05 | -178.35 | 10.50 | 35,022 | 4,836 | 8,322 |
| 25 Nov | 25884.80 | 345.35 | 52.45 | 10.05 | 10,466 | 1,418 | 3,486 |
| 24 Nov | 25959.50 | 306.35 | 42.75 | 10.74 | 9,983 | 500 | 2,068 |
| 21 Nov | 26068.15 | 268.35 | 69 | 11.39 | 8,457 | 434 | 1,568 |
| 20 Nov | 26192.15 | 193 | -89.55 | 10.62 | 4,510 | 873 | 1,134 |
| 19 Nov | 26052.65 | 278.9 | -73.7 | 11.36 | 659 | 108 | 261 |
| 18 Nov | 25910.05 | 354.5 | 55.95 | 10.80 | 209 | -3 | 153 |
| 17 Nov | 26013.45 | 298 | -80.55 | 11.10 | 165 | 100 | 156 |
| 14 Nov | 25910.05 | 363.8 | -2.15 | 11.36 | 121 | 41 | 56 |
| 13 Nov | 25879.15 | 365.95 | -360.45 | 10.75 | 25 | 15 | 15 |
| 12 Nov | 25875.80 | 726.4 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 726.4 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 726.4 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 726.4 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 726.4 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26200 expiring on 09DEC2025
Delta for 26200 PE is -
Historical price for 26200 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 361, which was 112.85 higher than the previous day. The implied volatity was -, the open interest changed by -11582 which decreased total open position to 19054
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 263.45, which was 187.85 higher than the previous day. The implied volatity was 12.67, the open interest changed by -66920 which decreased total open position to 30636
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 74.45, which was -102.6 lower than the previous day. The implied volatity was 7.24, the open interest changed by 66608 which increased total open position to 97556
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 178, which was -51.85 lower than the previous day. The implied volatity was 6.98, the open interest changed by 816 which increased total open position to 30948
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 224, which was 37.85 higher than the previous day. The implied volatity was 8.91, the open interest changed by -11981 which decreased total open position to 30132
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 177.55, which was 39.45 higher than the previous day. The implied volatity was 8.75, the open interest changed by 6160 which increased total open position to 42113
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 135.4, which was 9.5 higher than the previous day. The implied volatity was 10.06, the open interest changed by 14234 which increased total open position to 35953
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 119.45, which was -19.95 lower than the previous day. The implied volatity was 8.71, the open interest changed by 8646 which increased total open position to 21719
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 135.95, which was -30.9 lower than the previous day. The implied volatity was 9.72, the open interest changed by 4751 which increased total open position to 13073
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 162.05, which was -178.35 lower than the previous day. The implied volatity was 10.50, the open interest changed by 4836 which increased total open position to 8322
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 345.35, which was 52.45 higher than the previous day. The implied volatity was 10.05, the open interest changed by 1418 which increased total open position to 3486
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 306.35, which was 42.75 higher than the previous day. The implied volatity was 10.74, the open interest changed by 500 which increased total open position to 2068
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 268.35, which was 69 higher than the previous day. The implied volatity was 11.39, the open interest changed by 434 which increased total open position to 1568
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 193, which was -89.55 lower than the previous day. The implied volatity was 10.62, the open interest changed by 873 which increased total open position to 1134
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 278.9, which was -73.7 lower than the previous day. The implied volatity was 11.36, the open interest changed by 108 which increased total open position to 261
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 354.5, which was 55.95 higher than the previous day. The implied volatity was 10.80, the open interest changed by -3 which decreased total open position to 153
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 298, which was -80.55 lower than the previous day. The implied volatity was 11.10, the open interest changed by 100 which increased total open position to 156
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 363.8, which was -2.15 lower than the previous day. The implied volatity was 11.36, the open interest changed by 41 which increased total open position to 56
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 365.95, which was -360.45 lower than the previous day. The implied volatity was 10.75, the open interest changed by 15 which increased total open position to 15
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 726.4, 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 726.4, 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 726.4, 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 726.4, 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 726.4, 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































































































































































































































