NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 26350 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 | -3.7 | - | 16,27,005 | -48,508 | 61,970 | |||||||||
| 8 Dec | 25960.55 | 3.45 | -20.35 | 16.77 | 25,72,172 | 39,653 | 1,10,478 | |||||||||
| 5 Dec | 26186.45 | 22.7 | 3.1 | 6.58 | 27,62,825 | 20,712 | 70,825 | |||||||||
| 4 Dec | 26033.75 | 18.5 | -6.4 | 8.81 | 7,70,979 | -2,617 | 50,113 | |||||||||
| 3 Dec | 25986.00 | 25.55 | -23.9 | 9.44 | 5,88,538 | 22,813 | 52,730 | |||||||||
| 2 Dec | 26032.20 | 52 | -50.15 | 9.76 | 1,28,981 | 17,787 | 29,917 | |||||||||
| 1 Dec | 26175.75 | 100.05 | -32.95 | 9.53 | 73,746 | 8,870 | 12,130 | |||||||||
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| 28 Nov | 26202.95 | 137.95 | -11.75 | 9.30 | 17,115 | 435 | 3,260 | |||||||||
| 27 Nov | 26215.55 | 150.9 | -9.5 | 9.05 | 17,397 | 1,455 | 2,825 | |||||||||
| 26 Nov | 26205.30 | 166.85 | 99.25 | 9.73 | 10,068 | 591 | 1,370 | |||||||||
| 25 Nov | 25884.80 | 68 | -53.35 | 10.16 | 3,333 | 258 | 779 | |||||||||
| 24 Nov | 25959.50 | 112 | -59.6 | 10.96 | 1,239 | 223 | 521 | |||||||||
| 21 Nov | 26068.15 | 169 | -66.05 | 10.36 | 1,019 | 133 | 298 | |||||||||
| 20 Nov | 26192.15 | 241.65 | 64.5 | 10.54 | 801 | -40 | 165 | |||||||||
| 19 Nov | 26052.65 | 180.75 | 37.95 | 10.24 | 292 | 95 | 205 | |||||||||
| 18 Nov | 25910.05 | 138 | -48.8 | 10.53 | 97 | -29 | 110 | |||||||||
| 17 Nov | 26013.45 | 184.45 | 26.75 | 10.34 | 143 | 21 | 139 | |||||||||
| 14 Nov | 25910.05 | 170 | 2 | 10.27 | 482 | -266 | 118 | |||||||||
| 13 Nov | 25879.15 | 168 | 0.85 | 10.31 | 27 | 1 | 384 | |||||||||
| 12 Nov | 25875.80 | 165 | 31.75 | 10.08 | 436 | 326 | 383 | |||||||||
| 11 Nov | 25694.95 | 135 | 34.2 | 10.72 | 35 | 4 | 57 | |||||||||
| 10 Nov | 25574.35 | 102 | -123.2 | 10.49 | 61 | 53 | 53 | |||||||||
| 7 Nov | 25492.30 | 225.2 | 0 | 1.89 | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 225.2 | 0 | 1.81 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26350 expiring on 09DEC2025
Delta for 26350 CE is -
Historical price for 26350 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by -48508 which decreased total open position to 61970
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 3.45, which was -20.35 lower than the previous day. The implied volatity was 16.77, the open interest changed by 39653 which increased total open position to 110478
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 22.7, which was 3.1 higher than the previous day. The implied volatity was 6.58, the open interest changed by 20712 which increased total open position to 70825
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 18.5, which was -6.4 lower than the previous day. The implied volatity was 8.81, the open interest changed by -2617 which decreased total open position to 50113
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 25.55, which was -23.9 lower than the previous day. The implied volatity was 9.44, the open interest changed by 22813 which increased total open position to 52730
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 52, which was -50.15 lower than the previous day. The implied volatity was 9.76, the open interest changed by 17787 which increased total open position to 29917
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 100.05, which was -32.95 lower than the previous day. The implied volatity was 9.53, the open interest changed by 8870 which increased total open position to 12130
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 137.95, which was -11.75 lower than the previous day. The implied volatity was 9.30, the open interest changed by 435 which increased total open position to 3260
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 150.9, which was -9.5 lower than the previous day. The implied volatity was 9.05, the open interest changed by 1455 which increased total open position to 2825
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 166.85, which was 99.25 higher than the previous day. The implied volatity was 9.73, the open interest changed by 591 which increased total open position to 1370
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 68, which was -53.35 lower than the previous day. The implied volatity was 10.16, the open interest changed by 258 which increased total open position to 779
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 112, which was -59.6 lower than the previous day. The implied volatity was 10.96, the open interest changed by 223 which increased total open position to 521
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 169, which was -66.05 lower than the previous day. The implied volatity was 10.36, the open interest changed by 133 which increased total open position to 298
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 241.65, which was 64.5 higher than the previous day. The implied volatity was 10.54, the open interest changed by -40 which decreased total open position to 165
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 180.75, which was 37.95 higher than the previous day. The implied volatity was 10.24, the open interest changed by 95 which increased total open position to 205
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 138, which was -48.8 lower than the previous day. The implied volatity was 10.53, the open interest changed by -29 which decreased total open position to 110
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 184.45, which was 26.75 higher than the previous day. The implied volatity was 10.34, the open interest changed by 21 which increased total open position to 139
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 170, which was 2 higher than the previous day. The implied volatity was 10.27, the open interest changed by -266 which decreased total open position to 118
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 168, which was 0.85 higher than the previous day. The implied volatity was 10.31, the open interest changed by 1 which increased total open position to 384
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 165, which was 31.75 higher than the previous day. The implied volatity was 10.08, the open interest changed by 326 which increased total open position to 383
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 135, which was 34.2 higher than the previous day. The implied volatity was 10.72, the open interest changed by 4 which increased total open position to 57
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 102, which was -123.2 lower than the previous day. The implied volatity was 10.49, the open interest changed by 53 which increased total open position to 53
On 7 Nov NIFTY was trading at 25492.30. The strike last trading price was 225.2, which was 0 lower than the previous day. The implied volatity was 1.89, 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 225.2, which was 0 lower than the previous day. The implied volatity was 1.81, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09DEC2025 26350 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 | 510.95 | 122.85 | - | 3,607 | -1,104 | 1,063 |
| 8 Dec | 25960.55 | 410.85 | 242.4 | 15.92 | 1,37,572 | -5,055 | 2,167 |
| 5 Dec | 26186.45 | 167.95 | -126.9 | 7.18 | 1,86,158 | 5,012 | 7,222 |
| 4 Dec | 26033.75 | 298.4 | -52.05 | 5.02 | 19,475 | -196 | 2,210 |
| 3 Dec | 25986.00 | 343.4 | 59.7 | 8.95 | 13,014 | -379 | 2,406 |
| 2 Dec | 26032.20 | 277.4 | 61.5 | 8.26 | 14,966 | -255 | 2,785 |
| 1 Dec | 26175.75 | 214.95 | 18.9 | 10.01 | 33,242 | 1,630 | 3,040 |
| 28 Nov | 26202.95 | 185.9 | -20.35 | 8.28 | 8,102 | 517 | 1,410 |
| 27 Nov | 26215.55 | 204 | -34.75 | 9.55 | 8,430 | 386 | 893 |
| 26 Nov | 26205.30 | 231.4 | -208.5 | 10.33 | 1,902 | 397 | 507 |
| 25 Nov | 25884.80 | 446.05 | 59.2 | 9.47 | 145 | -9 | 110 |
| 24 Nov | 25959.50 | 387.95 | 43.85 | 9.86 | 245 | 58 | 119 |
| 21 Nov | 26068.15 | 348.65 | 83.4 | 11.27 | 259 | 7 | 61 |
| 20 Nov | 26192.15 | 257.7 | -105.7 | 10.47 | 204 | 48 | 54 |
| 19 Nov | 26052.65 | 364.95 | -18.5 | 11.54 | 22 | 6 | 6 |
| 18 Nov | 25910.05 | 381.7 | -87.7 | - | 0 | 4 | 0 |
| 17 Nov | 26013.45 | 381.7 | -87.7 | 11.09 | 12 | 4 | 7 |
| 14 Nov | 25910.05 | 472.6 | 7.25 | 12.12 | 16 | 2 | 3 |
| 13 Nov | 25879.15 | 466.4 | -361.85 | 11.08 | 17 | 1 | 1 |
| 12 Nov | 25875.80 | 828.25 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 828.25 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 828.25 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 828.25 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 828.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26350 expiring on 09DEC2025
Delta for 26350 PE is -
Historical price for 26350 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 510.95, which was 122.85 higher than the previous day. The implied volatity was -, the open interest changed by -1104 which decreased total open position to 1063
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 410.85, which was 242.4 higher than the previous day. The implied volatity was 15.92, the open interest changed by -5055 which decreased total open position to 2167
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 167.95, which was -126.9 lower than the previous day. The implied volatity was 7.18, the open interest changed by 5012 which increased total open position to 7222
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 298.4, which was -52.05 lower than the previous day. The implied volatity was 5.02, the open interest changed by -196 which decreased total open position to 2210
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 343.4, which was 59.7 higher than the previous day. The implied volatity was 8.95, the open interest changed by -379 which decreased total open position to 2406
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 277.4, which was 61.5 higher than the previous day. The implied volatity was 8.26, the open interest changed by -255 which decreased total open position to 2785
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 214.95, which was 18.9 higher than the previous day. The implied volatity was 10.01, the open interest changed by 1630 which increased total open position to 3040
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 185.9, which was -20.35 lower than the previous day. The implied volatity was 8.28, the open interest changed by 517 which increased total open position to 1410
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 204, which was -34.75 lower than the previous day. The implied volatity was 9.55, the open interest changed by 386 which increased total open position to 893
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 231.4, which was -208.5 lower than the previous day. The implied volatity was 10.33, the open interest changed by 397 which increased total open position to 507
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 446.05, which was 59.2 higher than the previous day. The implied volatity was 9.47, the open interest changed by -9 which decreased total open position to 110
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 387.95, which was 43.85 higher than the previous day. The implied volatity was 9.86, the open interest changed by 58 which increased total open position to 119
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 348.65, which was 83.4 higher than the previous day. The implied volatity was 11.27, the open interest changed by 7 which increased total open position to 61
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 257.7, which was -105.7 lower than the previous day. The implied volatity was 10.47, the open interest changed by 48 which increased total open position to 54
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 364.95, which was -18.5 lower than the previous day. The implied volatity was 11.54, the open interest changed by 6 which increased total open position to 6
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 381.7, which was -87.7 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 381.7, which was -87.7 lower than the previous day. The implied volatity was 11.09, the open interest changed by 4 which increased total open position to 7
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 472.6, which was 7.25 higher than the previous day. The implied volatity was 12.12, the open interest changed by 2 which increased total open position to 3
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 466.4, which was -361.85 lower than the previous day. The implied volatity was 11.08, the open interest changed by 1 which increased total open position to 1
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 828.25, 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 828.25, 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 828.25, 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 828.25, 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 828.25, 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































































































































































































































