[--[65.84.65.76]--]

NIFTY

Nifty
25839.65 -120.90 (-0.47%)
L: 25728 H: 25923.65

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Historical option data for NIFTY

09 Dec 2025 04:10 PM IST
NIFTY 09-DEC-2025 26400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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