NIFTY
Nifty
Historical option data for NIFTY
09 Dec 2025 04:10 PM IST
| NIFTY 09-DEC-2025 26550 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 | -2.5 | - | 7,90,238 | -31,843 | 24,261 | |||||||||
| 8 Dec | 25960.55 | 2.55 | -1.25 | 22.10 | 12,07,790 | 1,930 | 56,104 | |||||||||
| 5 Dec | 26186.45 | 3.5 | -1.85 | 7.19 | 13,85,318 | 19,721 | 54,174 | |||||||||
| 4 Dec | 26033.75 | 4.95 | -3.75 | 9.36 | 3,32,509 | 8,077 | 34,453 | |||||||||
| 3 Dec | 25986.00 | 9.2 | -8.1 | 10.10 | 3,06,871 | 9,364 | 26,376 | |||||||||
| 2 Dec | 26032.20 | 17.7 | -25 | 9.68 | 93,102 | 9,640 | 17,012 | |||||||||
| 1 Dec | 26175.75 | 41 | -19.8 | 9.39 | 48,647 | 4,247 | 7,372 | |||||||||
| 28 Nov | 26202.95 | 62.35 | -11.65 | 8.85 | 16,052 | 398 | 3,125 | |||||||||
| 27 Nov | 26215.55 | 73.9 | -11.65 | 8.83 | 18,776 | 599 | 2,727 | |||||||||
| 26 Nov | 26205.30 | 90.35 | 57.9 | 9.61 | 12,213 | 561 | 2,128 | |||||||||
| 25 Nov | 25884.80 | 29.3 | -35.6 | 9.74 | 4,886 | 1,252 | 1,567 | |||||||||
| 24 Nov | 25959.50 | 59.9 | -42.9 | 10.60 | 1,237 | 191 | 315 | |||||||||
| 21 Nov | 26068.15 | 100.35 | -47.9 | 10.21 | 342 | 27 | 124 | |||||||||
| 20 Nov | 26192.15 | 151 | 43.75 | 10.23 | 559 | 33 | 97 | |||||||||
| 19 Nov | 26052.65 | 112.25 | 26.95 | 10.22 | 217 | 35 | 64 | |||||||||
| 18 Nov | 25910.05 | 83.35 | -90 | 10.48 | 45 | 29 | 29 | |||||||||
| 17 Nov | 26013.45 | 173.35 | 0 | 1.47 | 0 | 0 | 0 | |||||||||
| 14 Nov | 25910.05 | 173.35 | 0 | 1.66 | 0 | 0 | 0 | |||||||||
| 13 Nov | 25879.15 | 173.35 | 0 | 1.71 | 0 | 0 | 0 | |||||||||
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| 12 Nov | 25875.80 | 173.35 | 0 | 1.70 | 0 | 0 | 0 | |||||||||
| 11 Nov | 25694.95 | 173.35 | 0 | 2.10 | 0 | 0 | 0 | |||||||||
| 10 Nov | 25574.35 | 173.35 | 0 | 2.46 | 0 | 0 | 0 | |||||||||
| 7 Nov | 25492.30 | 173.35 | 0 | 2.48 | 0 | 0 | 0 | |||||||||
| 6 Nov | 25509.70 | 173.35 | 0 | 2.39 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26550 expiring on 09DEC2025
Delta for 26550 CE is -
Historical price for 26550 CE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 0.05, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by -31843 which decreased total open position to 24261
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 2.55, which was -1.25 lower than the previous day. The implied volatity was 22.10, the open interest changed by 1930 which increased total open position to 56104
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 3.5, which was -1.85 lower than the previous day. The implied volatity was 7.19, the open interest changed by 19721 which increased total open position to 54174
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 4.95, which was -3.75 lower than the previous day. The implied volatity was 9.36, the open interest changed by 8077 which increased total open position to 34453
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 9.2, which was -8.1 lower than the previous day. The implied volatity was 10.10, the open interest changed by 9364 which increased total open position to 26376
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 17.7, which was -25 lower than the previous day. The implied volatity was 9.68, the open interest changed by 9640 which increased total open position to 17012
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 41, which was -19.8 lower than the previous day. The implied volatity was 9.39, the open interest changed by 4247 which increased total open position to 7372
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 62.35, which was -11.65 lower than the previous day. The implied volatity was 8.85, the open interest changed by 398 which increased total open position to 3125
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 73.9, which was -11.65 lower than the previous day. The implied volatity was 8.83, the open interest changed by 599 which increased total open position to 2727
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 90.35, which was 57.9 higher than the previous day. The implied volatity was 9.61, the open interest changed by 561 which increased total open position to 2128
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 29.3, which was -35.6 lower than the previous day. The implied volatity was 9.74, the open interest changed by 1252 which increased total open position to 1567
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 59.9, which was -42.9 lower than the previous day. The implied volatity was 10.60, the open interest changed by 191 which increased total open position to 315
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 100.35, which was -47.9 lower than the previous day. The implied volatity was 10.21, the open interest changed by 27 which increased total open position to 124
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 151, which was 43.75 higher than the previous day. The implied volatity was 10.23, the open interest changed by 33 which increased total open position to 97
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 112.25, which was 26.95 higher than the previous day. The implied volatity was 10.22, the open interest changed by 35 which increased total open position to 64
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 83.35, which was -90 lower than the previous day. The implied volatity was 10.48, the open interest changed by 29 which increased total open position to 29
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 173.35, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 173.35, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 173.35, 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 12 Nov NIFTY was trading at 25875.80. The strike last trading price was 173.35, which was 0 lower than the previous day. The implied volatity was 1.70, 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 173.35, 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
On 10 Nov NIFTY was trading at 25574.35. The strike last trading price was 173.35, which was 0 lower than the previous day. The implied volatity was 2.46, 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 173.35, which was 0 lower than the previous day. The implied volatity was 2.48, 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 173.35, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
| NIFTY 09DEC2025 26550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 25839.65 | 709.45 | 112.25 | - | 206 | -85 | 459 |
| 8 Dec | 25960.55 | 611.4 | 262.75 | 22.89 | 3,030 | 51 | 544 |
| 5 Dec | 26186.45 | 348.75 | -131.7 | 8.76 | 4,652 | 175 | 493 |
| 4 Dec | 26033.75 | 484 | -46.45 | - | 1,585 | 19 | 318 |
| 3 Dec | 25986.00 | 526.1 | 69.6 | 8.85 | 1,088 | -36 | 299 |
| 2 Dec | 26032.20 | 442.55 | 86.85 | 5.58 | 757 | -103 | 335 |
| 1 Dec | 26175.75 | 356.3 | 29.6 | 10.10 | 1,446 | 79 | 438 |
| 28 Nov | 26202.95 | 318.3 | -16.9 | 8.21 | 616 | 160 | 359 |
| 27 Nov | 26215.55 | 328.4 | -32.2 | 9.53 | 715 | 11 | 199 |
| 26 Nov | 26205.30 | 353.5 | -167.1 | 10.23 | 382 | 171 | 188 |
| 25 Nov | 25884.80 | 520.6 | 0.6 | - | 72 | 2 | 17 |
| 24 Nov | 25959.50 | 520 | 108.3 | 8.01 | 1 | 0 | 15 |
| 21 Nov | 26068.15 | 411.7 | 34.85 | 7.71 | 16 | 1 | 15 |
| 20 Nov | 26192.15 | 374.7 | -110.2 | 10.46 | 40 | 12 | 14 |
| 19 Nov | 26052.65 | 484.9 | -26.5 | 11.17 | 3 | 2 | 2 |
| 18 Nov | 25910.05 | 508 | -106.25 | - | 0 | 1 | 0 |
| 17 Nov | 26013.45 | 508 | -106.25 | 10.90 | 12 | 1 | 4 |
| 14 Nov | 25910.05 | 614.25 | -3 | 12.52 | 6 | 3 | 3 |
| 13 Nov | 25879.15 | 612.7 | -362.55 | 11.48 | 10 | 0 | 0 |
| 12 Nov | 25875.80 | 975.25 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 25694.95 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 25574.35 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 25492.30 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 25509.70 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26550 expiring on 09DEC2025
Delta for 26550 PE is -
Historical price for 26550 PE is as follows
On 9 Dec NIFTY was trading at 25839.65. The strike last trading price was 709.45, which was 112.25 higher than the previous day. The implied volatity was -, the open interest changed by -85 which decreased total open position to 459
On 8 Dec NIFTY was trading at 25960.55. The strike last trading price was 611.4, which was 262.75 higher than the previous day. The implied volatity was 22.89, the open interest changed by 51 which increased total open position to 544
On 5 Dec NIFTY was trading at 26186.45. The strike last trading price was 348.75, which was -131.7 lower than the previous day. The implied volatity was 8.76, the open interest changed by 175 which increased total open position to 493
On 4 Dec NIFTY was trading at 26033.75. The strike last trading price was 484, which was -46.45 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 318
On 3 Dec NIFTY was trading at 25986.00. The strike last trading price was 526.1, which was 69.6 higher than the previous day. The implied volatity was 8.85, the open interest changed by -36 which decreased total open position to 299
On 2 Dec NIFTY was trading at 26032.20. The strike last trading price was 442.55, which was 86.85 higher than the previous day. The implied volatity was 5.58, the open interest changed by -103 which decreased total open position to 335
On 1 Dec NIFTY was trading at 26175.75. The strike last trading price was 356.3, which was 29.6 higher than the previous day. The implied volatity was 10.10, the open interest changed by 79 which increased total open position to 438
On 28 Nov NIFTY was trading at 26202.95. The strike last trading price was 318.3, which was -16.9 lower than the previous day. The implied volatity was 8.21, the open interest changed by 160 which increased total open position to 359
On 27 Nov NIFTY was trading at 26215.55. The strike last trading price was 328.4, which was -32.2 lower than the previous day. The implied volatity was 9.53, the open interest changed by 11 which increased total open position to 199
On 26 Nov NIFTY was trading at 26205.30. The strike last trading price was 353.5, which was -167.1 lower than the previous day. The implied volatity was 10.23, the open interest changed by 171 which increased total open position to 188
On 25 Nov NIFTY was trading at 25884.80. The strike last trading price was 520.6, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 17
On 24 Nov NIFTY was trading at 25959.50. The strike last trading price was 520, which was 108.3 higher than the previous day. The implied volatity was 8.01, the open interest changed by 0 which decreased total open position to 15
On 21 Nov NIFTY was trading at 26068.15. The strike last trading price was 411.7, which was 34.85 higher than the previous day. The implied volatity was 7.71, the open interest changed by 1 which increased total open position to 15
On 20 Nov NIFTY was trading at 26192.15. The strike last trading price was 374.7, which was -110.2 lower than the previous day. The implied volatity was 10.46, the open interest changed by 12 which increased total open position to 14
On 19 Nov NIFTY was trading at 26052.65. The strike last trading price was 484.9, which was -26.5 lower than the previous day. The implied volatity was 11.17, the open interest changed by 2 which increased total open position to 2
On 18 Nov NIFTY was trading at 25910.05. The strike last trading price was 508, which was -106.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 17 Nov NIFTY was trading at 26013.45. The strike last trading price was 508, which was -106.25 lower than the previous day. The implied volatity was 10.90, the open interest changed by 1 which increased total open position to 4
On 14 Nov NIFTY was trading at 25910.05. The strike last trading price was 614.25, which was -3 lower than the previous day. The implied volatity was 12.52, the open interest changed by 3 which increased total open position to 3
On 13 Nov NIFTY was trading at 25879.15. The strike last trading price was 612.7, which was -362.55 lower than the previous day. The implied volatity was 11.48, 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 975.25, 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 0, 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 0, 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 0, 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 0, 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































































































































































































































