NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 26250 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 | -5.45 | - | 19,61,057 | -1,40,030 | 54,224 | |||||||||
| 8 Dec | 25960.55 | 4.6 | -52.35 | 14.19 | 43,45,467 | 1,29,995 | 1,94,254 | |||||||||
| 5 Dec | 26186.45 | 54.85 | 16.8 | 6.70 | 36,49,603 | 18,267 | 64,259 | |||||||||
| 4 Dec | 26033.75 | 36.4 | -5.7 | 8.80 | 9,86,212 | -4,070 | 45,992 | |||||||||
| 3 Dec | 25986.00 | 42.95 | -36.65 | 9.25 | 6,49,815 | 22,523 | 50,062 | |||||||||
| 2 Dec | 26032.20 | 82.3 | -65.7 | 9.85 | 1,35,697 | 13,228 | 27,539 | |||||||||
| 1 Dec | 26175.75 | 144.05 | -39.7 | 9.57 | 86,712 | 7,450 | 14,311 | |||||||||
| 28 Nov | 26202.95 | 190 | -11.55 | 9.51 | 37,873 | 2,324 | 6,861 | |||||||||
| 27 Nov | 26215.55 | 203.5 | -8.5 | 9.19 | 29,976 | 2,627 | 4,537 | |||||||||
| 26 Nov | 26205.30 | 217.95 | 123.65 | 9.83 | 13,483 | 1,006 | 1,910 | |||||||||
| 25 Nov | 25884.80 | 90.75 | -69.6 | 10.01 | 2,468 | 343 | 904 | |||||||||
| 24 Nov | 25959.50 | 147.8 | -69.55 | 11.04 | 1,802 | 211 | 561 | |||||||||
| 21 Nov | 26068.15 | 208.35 | -83.75 | 10.23 | 771 | 118 | 350 | |||||||||
| 20 Nov | 26192.15 | 300 | 77.95 | 10.75 | 1,540 | 21 | 232 | |||||||||
| 19 Nov | 26052.65 | 223.5 | 48.4 | 10.26 | 426 | 78 | 211 | |||||||||
| 18 Nov | 25910.05 | 174.5 | -50 | 10.67 | 133 | 82 | 133 | |||||||||
| 17 Nov | 26013.45 | 226.3 | 18.6 | 10.35 | 39 | 12 | 51 | |||||||||
| 14 Nov | 25910.05 | 207.4 | 7.1 | 10.26 | 132 | 23 | 39 | |||||||||
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| 13 Nov | 25879.15 | 202 | -54 | 10.21 | 21 | 16 | 16 | |||||||||
| 12 Nov | 25875.80 | 256 | 0 | 0.66 | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 256 | 0 | 1.20 | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 256 | 0 | 1.61 | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 256 | 0 | 1.68 | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 256 | 0 | 1.60 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26250 expiring on 09DEC2025
Delta for 26250 CE is -
Historical price for 26250 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by -140030 which decreased total open position to 54224
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 4.6, which was -52.35 lower than the previous day. The implied volatity was 14.19, the open interest changed by 129995 which increased total open position to 194254
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 54.85, which was 16.8 higher than the previous day. The implied volatity was 6.70, the open interest changed by 18267 which increased total open position to 64259
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 36.4, which was -5.7 lower than the previous day. The implied volatity was 8.80, the open interest changed by -4070 which decreased total open position to 45992
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 42.95, which was -36.65 lower than the previous day. The implied volatity was 9.25, the open interest changed by 22523 which increased total open position to 50062
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 82.3, which was -65.7 lower than the previous day. The implied volatity was 9.85, the open interest changed by 13228 which increased total open position to 27539
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 144.05, which was -39.7 lower than the previous day. The implied volatity was 9.57, the open interest changed by 7450 which increased total open position to 14311
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 190, which was -11.55 lower than the previous day. The implied volatity was 9.51, the open interest changed by 2324 which increased total open position to 6861
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 203.5, which was -8.5 lower than the previous day. The implied volatity was 9.19, the open interest changed by 2627 which increased total open position to 4537
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 217.95, which was 123.65 higher than the previous day. The implied volatity was 9.83, the open interest changed by 1006 which increased total open position to 1910
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 90.75, which was -69.6 lower than the previous day. The implied volatity was 10.01, the open interest changed by 343 which increased total open position to 904
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 147.8, which was -69.55 lower than the previous day. The implied volatity was 11.04, the open interest changed by 211 which increased total open position to 561
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 208.35, which was -83.75 lower than the previous day. The implied volatity was 10.23, the open interest changed by 118 which increased total open position to 350
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 300, which was 77.95 higher than the previous day. The implied volatity was 10.75, the open interest changed by 21 which increased total open position to 232
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 223.5, which was 48.4 higher than the previous day. The implied volatity was 10.26, the open interest changed by 78 which increased total open position to 211
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 174.5, which was -50 lower than the previous day. The implied volatity was 10.67, the open interest changed by 82 which increased total open position to 133
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 226.3, which was 18.6 higher than the previous day. The implied volatity was 10.35, the open interest changed by 12 which increased total open position to 51
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 207.4, which was 7.1 higher than the previous day. The implied volatity was 10.26, the open interest changed by 23 which increased total open position to 39
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 202, which was -54 lower than the previous day. The implied volatity was 10.21, the open interest changed by 16 which increased total open position to 16
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 256, which was 0 lower than the previous day. The implied volatity was 0.66, 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 256, which was 0 lower than the previous day. The implied volatity was 1.20, 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 256, which was 0 lower than the previous day. The implied volatity was 1.61, 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 256, which was 0 lower than the previous day. The implied volatity was 1.68, 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 256, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09DEC2025 26250 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 | 410.95 | 116.9 | - | 13,200 | -2,566 | 2,085 |
| 8 Dec | 25960.55 | 310.65 | 209.3 | 12.45 | 8,80,500 | -13,620 | 4,651 |
| 5 Dec | 26186.45 | 100 | -113.15 | 7.14 | 10,35,072 | 11,592 | 18,271 |
| 4 Dec | 26033.75 | 215 | -51.3 | 6.66 | 96,437 | -303 | 6,679 |
| 3 Dec | 25986.00 | 262.25 | 44.1 | 9.00 | 45,268 | 251 | 6,982 |
| 2 Dec | 26032.20 | 208.8 | 47.2 | 8.67 | 49,310 | -21 | 6,731 |
| 1 Dec | 26175.75 | 158.5 | 11.65 | 9.99 | 96,211 | 2,236 | 6,752 |
| 28 Nov | 26202.95 | 139 | -20 | 8.56 | 36,948 | 2,390 | 4,516 |
| 27 Nov | 26215.55 | 156.6 | -31.7 | 9.67 | 31,234 | 552 | 2,126 |
| 26 Nov | 26205.30 | 182.85 | -188.25 | 10.42 | 5,340 | 1,227 | 1,574 |
| 25 Nov | 25884.80 | 369.15 | 50.9 | 9.40 | 479 | 56 | 347 |
| 24 Nov | 25959.50 | 338 | 48.2 | 10.66 | 916 | 135 | 291 |
| 21 Nov | 26068.15 | 291.2 | 72.4 | 11.32 | 732 | 45 | 156 |
| 20 Nov | 26192.15 | 212.35 | -94.85 | 10.58 | 647 | 99 | 111 |
| 19 Nov | 26052.65 | 306.15 | -71.1 | 11.41 | 65 | 3 | 12 |
| 18 Nov | 25910.05 | 377.25 | 49.95 | 10.47 | 54 | -8 | 9 |
| 17 Nov | 26013.45 | 327.3 | -79 | 11.20 | 4 | 0 | 17 |
| 14 Nov | 25910.05 | 391.65 | -7 | 11.33 | 17 | 12 | 17 |
| 13 Nov | 25879.15 | 420.65 | 28.55 | 11.70 | 20 | 5 | 5 |
| 12 Nov | 25875.80 | 392.1 | -367.5 | 10.32 | 2 | 0 | 0 |
| 11 Nov | 25694.95 | 759.6 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 759.6 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 759.6 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 759.6 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26250 expiring on 09DEC2025
Delta for 26250 PE is -
Historical price for 26250 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 410.95, which was 116.9 higher than the previous day. The implied volatity was -, the open interest changed by -2566 which decreased total open position to 2085
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 310.65, which was 209.3 higher than the previous day. The implied volatity was 12.45, the open interest changed by -13620 which decreased total open position to 4651
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 100, which was -113.15 lower than the previous day. The implied volatity was 7.14, the open interest changed by 11592 which increased total open position to 18271
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 215, which was -51.3 lower than the previous day. The implied volatity was 6.66, the open interest changed by -303 which decreased total open position to 6679
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 262.25, which was 44.1 higher than the previous day. The implied volatity was 9.00, the open interest changed by 251 which increased total open position to 6982
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 208.8, which was 47.2 higher than the previous day. The implied volatity was 8.67, the open interest changed by -21 which decreased total open position to 6731
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 158.5, which was 11.65 higher than the previous day. The implied volatity was 9.99, the open interest changed by 2236 which increased total open position to 6752
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 139, which was -20 lower than the previous day. The implied volatity was 8.56, the open interest changed by 2390 which increased total open position to 4516
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 156.6, which was -31.7 lower than the previous day. The implied volatity was 9.67, the open interest changed by 552 which increased total open position to 2126
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 182.85, which was -188.25 lower than the previous day. The implied volatity was 10.42, the open interest changed by 1227 which increased total open position to 1574
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 369.15, which was 50.9 higher than the previous day. The implied volatity was 9.40, the open interest changed by 56 which increased total open position to 347
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 338, which was 48.2 higher than the previous day. The implied volatity was 10.66, the open interest changed by 135 which increased total open position to 291
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 291.2, which was 72.4 higher than the previous day. The implied volatity was 11.32, the open interest changed by 45 which increased total open position to 156
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 212.35, which was -94.85 lower than the previous day. The implied volatity was 10.58, the open interest changed by 99 which increased total open position to 111
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 306.15, which was -71.1 lower than the previous day. The implied volatity was 11.41, the open interest changed by 3 which increased total open position to 12
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 377.25, which was 49.95 higher than the previous day. The implied volatity was 10.47, the open interest changed by -8 which decreased total open position to 9
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 327.3, which was -79 lower than the previous day. The implied volatity was 11.20, the open interest changed by 0 which decreased total open position to 17
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 391.65, which was -7 lower than the previous day. The implied volatity was 11.33, the open interest changed by 12 which increased total open position to 17
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 420.65, which was 28.55 higher than the previous day. The implied volatity was 11.70, the open interest changed by 5 which increased total open position to 5
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 392.1, which was -367.5 lower than the previous day. The implied volatity was 10.32, 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 759.6, 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 759.6, 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 759.6, 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 759.6, 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































































































































































































































