NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 26450 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 | -2.9 | - | 13,66,014 | -39,150 | 35,934 | |||||||||
| 8 Dec | 25960.55 | 2.75 | -6.2 | 18.46 | 17,44,961 | 8,510 | 75,084 | |||||||||
| 5 Dec | 26186.45 | 8.2 | -2.05 | 6.66 | 19,59,823 | 25,015 | 66,574 | |||||||||
| 4 Dec | 26033.75 | 9.45 | -4.9 | 9.03 | 6,29,013 | 8,549 | 41,559 | |||||||||
| 3 Dec | 25986.00 | 15 | -14.35 | 9.69 | 4,09,948 | 10,001 | 33,010 | |||||||||
| 2 Dec | 26032.20 | 30.5 | -37 | 9.64 | 1,33,929 | 16,411 | 23,009 | |||||||||
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| 1 Dec | 26175.75 | 67.95 | -24.05 | 9.62 | 46,613 | 3,657 | 6,598 | |||||||||
| 28 Nov | 26202.95 | 96.45 | -10.55 | 9.13 | 19,776 | 830 | 2,941 | |||||||||
| 27 Nov | 26215.55 | 107.5 | -12.25 | 8.92 | 16,052 | 624 | 2,111 | |||||||||
| 26 Nov | 26205.30 | 120.85 | 73.85 | 9.47 | 16,921 | 313 | 1,487 | |||||||||
| 25 Nov | 25884.80 | 43.55 | -47 | 9.78 | 3,846 | 803 | 1,174 | |||||||||
| 24 Nov | 25959.50 | 79.9 | -53.75 | 10.60 | 1,116 | 168 | 371 | |||||||||
| 21 Nov | 26068.15 | 131.9 | -58.05 | 10.30 | 546 | 48 | 203 | |||||||||
| 20 Nov | 26192.15 | 189.65 | 50 | 10.24 | 512 | 84 | 155 | |||||||||
| 19 Nov | 26052.65 | 141.3 | 31.75 | 10.14 | 240 | 6 | 71 | |||||||||
| 18 Nov | 25910.05 | 106.8 | -45 | 10.46 | 49 | 20 | 65 | |||||||||
| 17 Nov | 26013.45 | 151.8 | 31.7 | 10.47 | 39 | 28 | 45 | |||||||||
| 14 Nov | 25910.05 | 131.25 | -66.05 | 10.01 | 23 | 17 | 17 | |||||||||
| 13 Nov | 25879.15 | 197.3 | 0 | 1.36 | 0 | 0 | 0 | |||||||||
| 12 Nov | 25875.80 | 197.3 | 0 | 1.35 | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 197.3 | 0 | 1.88 | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 197.3 | 0 | 2.15 | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 197.3 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 197.3 | 0 | 2.10 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26450 expiring on 09DEC2025
Delta for 26450 CE is -
Historical price for 26450 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -2.9 lower than the previous day. The implied volatity was -, the open interest changed by -39150 which decreased total open position to 35934
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 2.75, which was -6.2 lower than the previous day. The implied volatity was 18.46, the open interest changed by 8510 which increased total open position to 75084
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 8.2, which was -2.05 lower than the previous day. The implied volatity was 6.66, the open interest changed by 25015 which increased total open position to 66574
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 9.45, which was -4.9 lower than the previous day. The implied volatity was 9.03, the open interest changed by 8549 which increased total open position to 41559
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 15, which was -14.35 lower than the previous day. The implied volatity was 9.69, the open interest changed by 10001 which increased total open position to 33010
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 30.5, which was -37 lower than the previous day. The implied volatity was 9.64, the open interest changed by 16411 which increased total open position to 23009
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 67.95, which was -24.05 lower than the previous day. The implied volatity was 9.62, the open interest changed by 3657 which increased total open position to 6598
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 96.45, which was -10.55 lower than the previous day. The implied volatity was 9.13, the open interest changed by 830 which increased total open position to 2941
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 107.5, which was -12.25 lower than the previous day. The implied volatity was 8.92, the open interest changed by 624 which increased total open position to 2111
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 120.85, which was 73.85 higher than the previous day. The implied volatity was 9.47, the open interest changed by 313 which increased total open position to 1487
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 43.55, which was -47 lower than the previous day. The implied volatity was 9.78, the open interest changed by 803 which increased total open position to 1174
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 79.9, which was -53.75 lower than the previous day. The implied volatity was 10.60, the open interest changed by 168 which increased total open position to 371
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 131.9, which was -58.05 lower than the previous day. The implied volatity was 10.30, the open interest changed by 48 which increased total open position to 203
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 189.65, which was 50 higher than the previous day. The implied volatity was 10.24, the open interest changed by 84 which increased total open position to 155
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 141.3, which was 31.75 higher than the previous day. The implied volatity was 10.14, the open interest changed by 6 which increased total open position to 71
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 106.8, which was -45 lower than the previous day. The implied volatity was 10.46, the open interest changed by 20 which increased total open position to 65
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 151.8, which was 31.7 higher than the previous day. The implied volatity was 10.47, the open interest changed by 28 which increased total open position to 45
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 131.25, which was -66.05 lower than the previous day. The implied volatity was 10.01, the open interest changed by 17 which increased total open position to 17
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 197.3, which was 0 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 197.3, which was 0 lower than the previous day. The implied volatity was 1.35, 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 197.3, which was 0 lower than the previous day. The implied volatity was 1.88, 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 197.3, which was 0 lower than the previous day. The implied volatity was 2.15, 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 197.3, which was 0 lower than the previous day. The implied volatity was 2.18, 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 197.3, which was 0 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09DEC2025 26450 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 | 609.8 | 114.3 | - | 694 | -222 | 787 |
| 8 Dec | 25960.55 | 508.7 | 255.8 | 14.99 | 19,272 | -1,737 | 1,009 |
| 5 Dec | 26186.45 | 254.25 | -130.65 | 7.78 | 33,690 | 1,769 | 2,746 |
| 4 Dec | 26033.75 | 389.2 | -50.25 | - | 3,561 | 12 | 977 |
| 3 Dec | 25986.00 | 432.5 | 67.95 | 8.96 | 3,086 | -3 | 965 |
| 2 Dec | 26032.20 | 358.45 | 76.9 | 7.87 | 3,892 | 208 | 968 |
| 1 Dec | 26175.75 | 278.25 | 25 | 9.36 | 7,608 | 238 | 760 |
| 28 Nov | 26202.95 | 244.5 | -22.85 | 8.08 | 2,120 | 166 | 522 |
| 27 Nov | 26215.55 | 260.7 | -33.75 | 9.47 | 2,166 | 138 | 356 |
| 26 Nov | 26205.30 | 289.2 | -183.6 | 10.30 | 754 | 199 | 218 |
| 25 Nov | 25884.80 | 472.8 | 13.5 | - | 20 | -13 | 19 |
| 24 Nov | 25959.50 | 474.5 | 71.65 | 10.60 | 41 | -1 | 32 |
| 21 Nov | 26068.15 | 405.2 | 88.1 | 11.09 | 64 | 3 | 33 |
| 20 Nov | 26192.15 | 311.95 | -106.8 | 10.49 | 74 | 25 | 30 |
| 19 Nov | 26052.65 | 418.75 | -25.1 | 11.18 | 10 | 5 | 5 |
| 18 Nov | 25910.05 | 443.5 | -112.3 | - | 0 | -2 | 0 |
| 17 Nov | 26013.45 | 443.5 | -112.3 | 11.05 | 8 | -2 | 3 |
| 14 Nov | 25910.05 | 555.8 | 19.05 | 12.87 | 10 | 3 | 5 |
| 13 Nov | 25879.15 | 534.3 | -403.05 | 11.16 | 2 | 2 | 2 |
| 12 Nov | 25875.80 | 937.35 | 37.6 | - | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 937.35 | 37.6 | - | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 937.35 | 37.6 | - | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 937.35 | 37.6 | 16.55 | 2 | 0 | 0 |
| 6 Nov | 25509.70 | 899.75 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26450 expiring on 09DEC2025
Delta for 26450 PE is -
Historical price for 26450 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 609.8, which was 114.3 higher than the previous day. The implied volatity was -, the open interest changed by -222 which decreased total open position to 787
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 508.7, which was 255.8 higher than the previous day. The implied volatity was 14.99, the open interest changed by -1737 which decreased total open position to 1009
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 254.25, which was -130.65 lower than the previous day. The implied volatity was 7.78, the open interest changed by 1769 which increased total open position to 2746
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 389.2, which was -50.25 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 977
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 432.5, which was 67.95 higher than the previous day. The implied volatity was 8.96, the open interest changed by -3 which decreased total open position to 965
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 358.45, which was 76.9 higher than the previous day. The implied volatity was 7.87, the open interest changed by 208 which increased total open position to 968
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 278.25, which was 25 higher than the previous day. The implied volatity was 9.36, the open interest changed by 238 which increased total open position to 760
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 244.5, which was -22.85 lower than the previous day. The implied volatity was 8.08, the open interest changed by 166 which increased total open position to 522
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 260.7, which was -33.75 lower than the previous day. The implied volatity was 9.47, the open interest changed by 138 which increased total open position to 356
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 289.2, which was -183.6 lower than the previous day. The implied volatity was 10.30, the open interest changed by 199 which increased total open position to 218
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 472.8, which was 13.5 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 19
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 474.5, which was 71.65 higher than the previous day. The implied volatity was 10.60, the open interest changed by -1 which decreased total open position to 32
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 405.2, which was 88.1 higher than the previous day. The implied volatity was 11.09, the open interest changed by 3 which increased total open position to 33
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 311.95, which was -106.8 lower than the previous day. The implied volatity was 10.49, the open interest changed by 25 which increased total open position to 30
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 418.75, which was -25.1 lower than the previous day. The implied volatity was 11.18, the open interest changed by 5 which increased total open position to 5
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 443.5, which was -112.3 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 443.5, which was -112.3 lower than the previous day. The implied volatity was 11.05, the open interest changed by -2 which decreased total open position to 3
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 555.8, which was 19.05 higher than the previous day. The implied volatity was 12.87, the open interest changed by 3 which increased total open position to 5
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 534.3, which was -403.05 lower than the previous day. The implied volatity was 11.16, the open interest changed by 2 which increased total open position to 2
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 937.35, which was 37.6 higher 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 937.35, which was 37.6 higher 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 937.35, which was 37.6 higher 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 937.35, which was 37.6 higher than the previous day. The implied volatity was 16.55, 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 899.75, 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































































































































































































































