NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 26400 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 | -3.3 | - | 24,63,199 | -82,791 | 96,054 | |||||||||
| 8 Dec | 25960.55 | 3.25 | -11.3 | 18.28 | 27,08,996 | 35,789 | 1,78,845 | |||||||||
| 5 Dec | 26186.45 | 13.5 | -0.55 | 6.55 | 35,22,374 | 48,315 | 1,43,056 | |||||||||
| 4 Dec | 26033.75 | 13.1 | -5.7 | 8.88 | 9,16,754 | 4,919 | 94,741 | |||||||||
| 3 Dec | 25986.00 | 19.55 | -18.9 | 9.55 | 8,14,305 | 15,951 | 89,822 | |||||||||
| 2 Dec | 26032.20 | 40.3 | -43.5 | 9.71 | 2,80,502 | 33,850 | 73,871 | |||||||||
| 1 Dec | 26175.75 | 81.75 | -29.3 | 9.50 | 2,24,419 | 18,440 | 40,021 | |||||||||
| 28 Nov | 26202.95 | 116 | -10.95 | 9.22 | 92,479 | 6,111 | 21,581 | |||||||||
| 27 Nov | 26215.55 | 128.05 | -9.7 | 8.99 | 86,315 | 3,460 | 15,470 | |||||||||
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| 26 Nov | 26205.30 | 142.9 | 87.1 | 9.60 | 47,647 | 6,698 | 12,010 | |||||||||
| 25 Nov | 25884.80 | 54.2 | -51.2 | 9.92 | 17,485 | 2,830 | 5,312 | |||||||||
| 24 Nov | 25959.50 | 97.15 | -55.45 | 10.87 | 6,987 | 997 | 2,482 | |||||||||
| 21 Nov | 26068.15 | 148.2 | -64.15 | 10.26 | 3,399 | 495 | 1,485 | |||||||||
| 20 Nov | 26192.15 | 216.65 | 59.5 | 10.39 | 2,894 | 483 | 990 | |||||||||
| 19 Nov | 26052.65 | 159.4 | 34.1 | 10.16 | 1,459 | 91 | 507 | |||||||||
| 18 Nov | 25910.05 | 123.7 | -41.95 | 10.61 | 734 | 115 | 416 | |||||||||
| 17 Nov | 26013.45 | 165 | 23.2 | 10.30 | 441 | 70 | 301 | |||||||||
| 14 Nov | 25910.05 | 152.5 | 5.65 | 10.24 | 354 | 134 | 231 | |||||||||
| 13 Nov | 25879.15 | 146.3 | -4.15 | 10.10 | 271 | 26 | 97 | |||||||||
| 12 Nov | 25875.80 | 150.15 | -60.75 | 10.14 | 159 | 71 | 71 | |||||||||
| 11 Nov | 25694.95 | 210.9 | 0 | 1.71 | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 210.9 | 0 | 1.99 | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 210.9 | 0 | 2.03 | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 210.9 | 0 | 1.95 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26400 expiring on 09DEC2025
Delta for 26400 CE is -
Historical price for 26400 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by -82791 which decreased total open position to 96054
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 3.25, which was -11.3 lower than the previous day. The implied volatity was 18.28, the open interest changed by 35789 which increased total open position to 178845
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 13.5, which was -0.55 lower than the previous day. The implied volatity was 6.55, the open interest changed by 48315 which increased total open position to 143056
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 13.1, which was -5.7 lower than the previous day. The implied volatity was 8.88, the open interest changed by 4919 which increased total open position to 94741
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 19.55, which was -18.9 lower than the previous day. The implied volatity was 9.55, the open interest changed by 15951 which increased total open position to 89822
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 40.3, which was -43.5 lower than the previous day. The implied volatity was 9.71, the open interest changed by 33850 which increased total open position to 73871
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 81.75, which was -29.3 lower than the previous day. The implied volatity was 9.50, the open interest changed by 18440 which increased total open position to 40021
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 116, which was -10.95 lower than the previous day. The implied volatity was 9.22, the open interest changed by 6111 which increased total open position to 21581
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 128.05, which was -9.7 lower than the previous day. The implied volatity was 8.99, the open interest changed by 3460 which increased total open position to 15470
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 142.9, which was 87.1 higher than the previous day. The implied volatity was 9.60, the open interest changed by 6698 which increased total open position to 12010
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 54.2, which was -51.2 lower than the previous day. The implied volatity was 9.92, the open interest changed by 2830 which increased total open position to 5312
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 97.15, which was -55.45 lower than the previous day. The implied volatity was 10.87, the open interest changed by 997 which increased total open position to 2482
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 148.2, which was -64.15 lower than the previous day. The implied volatity was 10.26, the open interest changed by 495 which increased total open position to 1485
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 216.65, which was 59.5 higher than the previous day. The implied volatity was 10.39, the open interest changed by 483 which increased total open position to 990
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 159.4, which was 34.1 higher than the previous day. The implied volatity was 10.16, the open interest changed by 91 which increased total open position to 507
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 123.7, which was -41.95 lower than the previous day. The implied volatity was 10.61, the open interest changed by 115 which increased total open position to 416
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 165, which was 23.2 higher than the previous day. The implied volatity was 10.30, the open interest changed by 70 which increased total open position to 301
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 152.5, which was 5.65 higher than the previous day. The implied volatity was 10.24, the open interest changed by 134 which increased total open position to 231
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 146.3, which was -4.15 lower than the previous day. The implied volatity was 10.10, the open interest changed by 26 which increased total open position to 97
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 150.15, which was -60.75 lower than the previous day. The implied volatity was 10.14, the open interest changed by 71 which increased total open position to 71
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 210.9, which was 0 lower than the previous day. The implied volatity was 1.71, 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 210.9, which was 0 lower than the previous day. The implied volatity was 1.99, 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 210.9, which was 0 lower than the previous day. The implied volatity was 2.03, 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 210.9, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09DEC2025 26400 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 | 561.35 | 119.2 | - | 6,936 | -1,096 | 5,177 |
| 8 Dec | 25960.55 | 459.1 | 250.2 | - | 1,27,610 | -5,689 | 6,273 |
| 5 Dec | 26186.45 | 209.65 | -129.5 | 7.44 | 2,20,042 | 2,187 | 11,962 |
| 4 Dec | 26033.75 | 342.8 | -48.95 | - | 39,176 | -5,048 | 9,775 |
| 3 Dec | 25986.00 | 386.85 | 59.85 | 8.90 | 29,298 | -701 | 14,823 |
| 2 Dec | 26032.20 | 315.05 | 68.25 | 7.86 | 39,357 | 4,935 | 15,524 |
| 1 Dec | 26175.75 | 245.35 | 22 | 9.51 | 80,694 | 5,669 | 10,589 |
| 28 Nov | 26202.95 | 214.05 | -19.2 | 8.19 | 25,947 | 1,985 | 4,920 |
| 27 Nov | 26215.55 | 232.5 | -32.5 | 9.58 | 23,607 | 1,744 | 2,935 |
| 26 Nov | 26205.30 | 259.35 | -220.15 | 10.31 | 4,848 | 666 | 1,191 |
| 25 Nov | 25884.80 | 497.8 | 78.65 | 10.27 | 931 | 100 | 525 |
| 24 Nov | 25959.50 | 435.95 | 63.05 | 10.37 | 708 | 50 | 425 |
| 21 Nov | 26068.15 | 377.6 | 87.95 | 11.29 | 985 | 118 | 375 |
| 20 Nov | 26192.15 | 282 | -112.75 | 10.41 | 826 | 228 | 257 |
| 19 Nov | 26052.65 | 393 | -52 | 11.43 | 77 | 19 | 29 |
| 18 Nov | 25910.05 | 445 | 34.5 | 8.93 | 1 | 1 | 10 |
| 17 Nov | 26013.45 | 411.2 | -176.25 | 11.04 | 23 | 5 | 9 |
| 14 Nov | 25910.05 | 587.45 | 81.15 | 15.38 | 115 | -2 | 4 |
| 13 Nov | 25879.15 | 501 | -362.65 | 11.18 | 19 | 6 | 6 |
| 12 Nov | 25875.80 | 863.65 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 863.65 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 863.65 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 863.65 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 863.65 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26400 expiring on 09DEC2025
Delta for 26400 PE is -
Historical price for 26400 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 561.35, which was 119.2 higher than the previous day. The implied volatity was -, the open interest changed by -1096 which decreased total open position to 5177
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 459.1, which was 250.2 higher than the previous day. The implied volatity was -, the open interest changed by -5689 which decreased total open position to 6273
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 209.65, which was -129.5 lower than the previous day. The implied volatity was 7.44, the open interest changed by 2187 which increased total open position to 11962
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 342.8, which was -48.95 lower than the previous day. The implied volatity was -, the open interest changed by -5048 which decreased total open position to 9775
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 386.85, which was 59.85 higher than the previous day. The implied volatity was 8.90, the open interest changed by -701 which decreased total open position to 14823
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 315.05, which was 68.25 higher than the previous day. The implied volatity was 7.86, the open interest changed by 4935 which increased total open position to 15524
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 245.35, which was 22 higher than the previous day. The implied volatity was 9.51, the open interest changed by 5669 which increased total open position to 10589
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 214.05, which was -19.2 lower than the previous day. The implied volatity was 8.19, the open interest changed by 1985 which increased total open position to 4920
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 232.5, which was -32.5 lower than the previous day. The implied volatity was 9.58, the open interest changed by 1744 which increased total open position to 2935
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 259.35, which was -220.15 lower than the previous day. The implied volatity was 10.31, the open interest changed by 666 which increased total open position to 1191
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 497.8, which was 78.65 higher than the previous day. The implied volatity was 10.27, the open interest changed by 100 which increased total open position to 525
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 435.95, which was 63.05 higher than the previous day. The implied volatity was 10.37, the open interest changed by 50 which increased total open position to 425
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 377.6, which was 87.95 higher than the previous day. The implied volatity was 11.29, the open interest changed by 118 which increased total open position to 375
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 282, which was -112.75 lower than the previous day. The implied volatity was 10.41, the open interest changed by 228 which increased total open position to 257
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 393, which was -52 lower than the previous day. The implied volatity was 11.43, the open interest changed by 19 which increased total open position to 29
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 445, which was 34.5 higher than the previous day. The implied volatity was 8.93, the open interest changed by 1 which increased total open position to 10
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 411.2, which was -176.25 lower than the previous day. The implied volatity was 11.04, the open interest changed by 5 which increased total open position to 9
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 587.45, which was 81.15 higher than the previous day. The implied volatity was 15.38, the open interest changed by -2 which decreased total open position to 4
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 501, which was -362.65 lower than the previous day. The implied volatity was 11.18, the open interest changed by 6 which increased total open position to 6
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 863.65, 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 863.65, 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 863.65, 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 863.65, 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 863.65, 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































































































































































































































