NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 26500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 25839.65 | 0.05 | -2.65 | - | 22,94,445 | -63,874 | 1,08,193 | |||||||||
| 8 Dec | 25960.55 | 2.7 | -3.05 | 20.77 | 25,73,104 | 19,210 | 1,72,067 | |||||||||
| 5 Dec | 26186.45 | 5.5 | -1.8 | 6.97 | 27,85,076 | -3,086 | 1,52,857 | |||||||||
| 4 Dec | 26033.75 | 6.75 | -4.45 | 9.17 | 10,90,269 | 29,208 | 1,55,943 | |||||||||
| 3 Dec | 25986.00 | 11.6 | -11.1 | 9.87 | 7,90,078 | 49,466 | 1,26,735 | |||||||||
| 2 Dec | 26032.20 | 23.65 | -30.6 | 9.69 | 3,43,278 | 39,542 | 77,269 | |||||||||
| 1 Dec | 26175.75 | 53.5 | -21.3 | 9.52 | 2,03,160 | 12,768 | 37,727 | |||||||||
|
|
||||||||||||||||
| 28 Nov | 26202.95 | 76.95 | -12.6 | 8.92 | 93,436 | 6,514 | 24,959 | |||||||||
| 27 Nov | 26215.55 | 90 | -10.95 | 8.90 | 87,184 | 7,409 | 18,445 | |||||||||
| 26 Nov | 26205.30 | 105 | 66.05 | 9.55 | 68,322 | 2,865 | 11,036 | |||||||||
| 25 Nov | 25884.80 | 35.7 | -43.25 | 9.75 | 29,887 | 3,573 | 8,171 | |||||||||
| 24 Nov | 25959.50 | 71.85 | -45.9 | 10.80 | 17,142 | 1,725 | 4,598 | |||||||||
| 21 Nov | 26068.15 | 114.95 | -52.6 | 10.21 | 9,934 | 318 | 2,873 | |||||||||
| 20 Nov | 26192.15 | 172.75 | 48.95 | 10.37 | 8,848 | -62 | 2,555 | |||||||||
| 19 Nov | 26052.65 | 125.05 | 26.9 | 10.11 | 5,026 | 440 | 2,617 | |||||||||
| 18 Nov | 25910.05 | 92.15 | -38.65 | 10.32 | 3,401 | 566 | 2,177 | |||||||||
| 17 Nov | 26013.45 | 129.4 | 11.65 | 10.19 | 2,221 | 703 | 1,611 | |||||||||
| 14 Nov | 25910.05 | 122.4 | 3.4 | 10.24 | 2,318 | 223 | 908 | |||||||||
| 13 Nov | 25879.15 | 118 | -5.65 | 10.13 | 1,312 | 83 | 685 | |||||||||
| 12 Nov | 25875.80 | 121.95 | 32.4 | 10.15 | 1,043 | 440 | 602 | |||||||||
| 11 Nov | 25694.95 | 98.45 | -87 | 10.84 | 445 | 162 | 162 | |||||||||
| 10 Nov | 25574.35 | 185.45 | 0 | 2.30 | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 185.45 | 0 | 2.33 | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 185.45 | 0 | 2.25 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26500 expiring on 09DEC2025
Delta for 26500 CE is -
Historical price for 26500 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -2.65 lower than the previous day. The implied volatity was -, the open interest changed by -63874 which decreased total open position to 108193
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 2.7, which was -3.05 lower than the previous day. The implied volatity was 20.77, the open interest changed by 19210 which increased total open position to 172067
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 5.5, which was -1.8 lower than the previous day. The implied volatity was 6.97, the open interest changed by -3086 which decreased total open position to 152857
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 6.75, which was -4.45 lower than the previous day. The implied volatity was 9.17, the open interest changed by 29208 which increased total open position to 155943
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 11.6, which was -11.1 lower than the previous day. The implied volatity was 9.87, the open interest changed by 49466 which increased total open position to 126735
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 23.65, which was -30.6 lower than the previous day. The implied volatity was 9.69, the open interest changed by 39542 which increased total open position to 77269
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 53.5, which was -21.3 lower than the previous day. The implied volatity was 9.52, the open interest changed by 12768 which increased total open position to 37727
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 76.95, which was -12.6 lower than the previous day. The implied volatity was 8.92, the open interest changed by 6514 which increased total open position to 24959
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 90, which was -10.95 lower than the previous day. The implied volatity was 8.90, the open interest changed by 7409 which increased total open position to 18445
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 105, which was 66.05 higher than the previous day. The implied volatity was 9.55, the open interest changed by 2865 which increased total open position to 11036
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 35.7, which was -43.25 lower than the previous day. The implied volatity was 9.75, the open interest changed by 3573 which increased total open position to 8171
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 71.85, which was -45.9 lower than the previous day. The implied volatity was 10.80, the open interest changed by 1725 which increased total open position to 4598
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 114.95, which was -52.6 lower than the previous day. The implied volatity was 10.21, the open interest changed by 318 which increased total open position to 2873
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 172.75, which was 48.95 higher than the previous day. The implied volatity was 10.37, the open interest changed by -62 which decreased total open position to 2555
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 125.05, which was 26.9 higher than the previous day. The implied volatity was 10.11, the open interest changed by 440 which increased total open position to 2617
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 92.15, which was -38.65 lower than the previous day. The implied volatity was 10.32, the open interest changed by 566 which increased total open position to 2177
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 129.4, which was 11.65 higher than the previous day. The implied volatity was 10.19, the open interest changed by 703 which increased total open position to 1611
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 122.4, which was 3.4 higher than the previous day. The implied volatity was 10.24, the open interest changed by 223 which increased total open position to 908
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 118, which was -5.65 lower than the previous day. The implied volatity was 10.13, the open interest changed by 83 which increased total open position to 685
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 121.95, which was 32.4 higher than the previous day. The implied volatity was 10.15, the open interest changed by 440 which increased total open position to 602
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 98.45, which was -87 lower than the previous day. The implied volatity was 10.84, the open interest changed by 162 which increased total open position to 162
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 185.45, which was 0 lower than the previous day. The implied volatity was 2.30, 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 185.45, which was 0 lower than the previous day. The implied volatity was 2.33, 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 185.45, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09DEC2025 26500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 661.8 | 117.05 | - | 6,810 | -1,709 | 3,644 |
| 8 Dec | 25960.55 | 561.15 | 260.7 | 18.48 | 38,401 | -2,094 | 5,353 |
| 5 Dec | 26186.45 | 301 | -131.85 | 8.26 | 80,098 | 8 | 7,447 |
| 4 Dec | 26033.75 | 435.2 | -49.9 | - | 22,577 | -260 | 7,439 |
| 3 Dec | 25986.00 | 481.3 | 71.9 | 9.51 | 19,307 | -980 | 7,699 |
| 2 Dec | 26032.20 | 401.35 | 84.85 | 7.49 | 19,996 | -921 | 8,679 |
| 1 Dec | 26175.75 | 313.85 | 27.95 | 9.76 | 44,966 | 3,312 | 9,600 |
| 28 Nov | 26202.95 | 277.85 | -17.95 | 7.97 | 16,171 | 2,689 | 6,288 |
| 27 Nov | 26215.55 | 293.45 | -32.85 | 9.49 | 13,279 | 1,372 | 3,599 |
| 26 Nov | 26205.30 | 319.2 | -246.4 | 10.20 | 5,121 | 670 | 2,227 |
| 25 Nov | 25884.80 | 567.15 | 80 | 9.17 | 1,707 | 649 | 1,557 |
| 24 Nov | 25959.50 | 508.15 | 73.5 | 10.27 | 1,977 | 326 | 908 |
| 21 Nov | 26068.15 | 441.3 | 96.65 | 11.21 | 1,731 | 139 | 582 |
| 20 Nov | 26192.15 | 335.15 | -122.8 | 10.09 | 1,411 | 223 | 443 |
| 19 Nov | 26052.65 | 453.9 | -104.4 | 11.28 | 494 | 100 | 220 |
| 18 Nov | 25910.05 | 554 | 77.2 | 10.75 | 262 | -1 | 120 |
| 17 Nov | 26013.45 | 477 | -91.85 | 11.05 | 186 | 54 | 121 |
| 14 Nov | 25910.05 | 555 | -30.2 | 11.46 | 53 | 9 | 67 |
| 13 Nov | 25879.15 | 585.2 | 49.05 | 11.82 | 73 | 41 | 58 |
| 12 Nov | 25875.80 | 536.15 | -442.5 | 9.39 | 26 | 17 | 17 |
| 11 Nov | 25694.95 | 978.65 | 41 | - | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 978.65 | 41 | - | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 978.65 | 41 | 16.78 | 8 | 0 | 0 |
| 6 Nov | 25509.70 | 937.65 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26500 expiring on 09DEC2025
Delta for 26500 PE is -
Historical price for 26500 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 661.8, which was 117.05 higher than the previous day. The implied volatity was -, the open interest changed by -1709 which decreased total open position to 3644
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 561.15, which was 260.7 higher than the previous day. The implied volatity was 18.48, the open interest changed by -2094 which decreased total open position to 5353
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 301, which was -131.85 lower than the previous day. The implied volatity was 8.26, the open interest changed by 8 which increased total open position to 7447
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 435.2, which was -49.9 lower than the previous day. The implied volatity was -, the open interest changed by -260 which decreased total open position to 7439
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 481.3, which was 71.9 higher than the previous day. The implied volatity was 9.51, the open interest changed by -980 which decreased total open position to 7699
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 401.35, which was 84.85 higher than the previous day. The implied volatity was 7.49, the open interest changed by -921 which decreased total open position to 8679
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 313.85, which was 27.95 higher than the previous day. The implied volatity was 9.76, the open interest changed by 3312 which increased total open position to 9600
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 277.85, which was -17.95 lower than the previous day. The implied volatity was 7.97, the open interest changed by 2689 which increased total open position to 6288
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 293.45, which was -32.85 lower than the previous day. The implied volatity was 9.49, the open interest changed by 1372 which increased total open position to 3599
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 319.2, which was -246.4 lower than the previous day. The implied volatity was 10.20, the open interest changed by 670 which increased total open position to 2227
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 567.15, which was 80 higher than the previous day. The implied volatity was 9.17, the open interest changed by 649 which increased total open position to 1557
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 508.15, which was 73.5 higher than the previous day. The implied volatity was 10.27, the open interest changed by 326 which increased total open position to 908
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 441.3, which was 96.65 higher than the previous day. The implied volatity was 11.21, the open interest changed by 139 which increased total open position to 582
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 335.15, which was -122.8 lower than the previous day. The implied volatity was 10.09, the open interest changed by 223 which increased total open position to 443
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 453.9, which was -104.4 lower than the previous day. The implied volatity was 11.28, the open interest changed by 100 which increased total open position to 220
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 554, which was 77.2 higher than the previous day. The implied volatity was 10.75, the open interest changed by -1 which decreased total open position to 120
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 477, which was -91.85 lower than the previous day. The implied volatity was 11.05, the open interest changed by 54 which increased total open position to 121
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 555, which was -30.2 lower than the previous day. The implied volatity was 11.46, the open interest changed by 9 which increased total open position to 67
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 585.2, which was 49.05 higher than the previous day. The implied volatity was 11.82, the open interest changed by 41 which increased total open position to 58
On 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 536.15, which was -442.5 lower than the previous day. The implied volatity was 9.39, the open interest changed by 17 which increased total open position to 17
On 11 Nov NIFTY was trading at 25694.95. The strike last trading price was 978.65, which was 41 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 978.65, which was 41 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 978.65, which was 41 higher than the previous day. The implied volatity was 16.78, 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 937.65, 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































































































































































































































