NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 25000 CE | ||||||||||||||||
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Delta: 0.26
Vega: 13.81
Theta: -7.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 62.7 | -103.1 | 9.52 | 1,93,041 | 22,745 | 40,960 | |||||||||
| 22 Sept | 25202.35 | 403.5 | -101.2 | 10.85 | 4,399 | 783 | 1,831 | |||||||||
| 21 Sept | 0.00 | 517.8 | -75.9 | 8.69 | 1,274 | 606 | 1,048 | |||||||||
| 18 Sept | 25423.60 | 598.95 | 69.8 | 9.78 | 302 | -55 | 442 | |||||||||
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| 14 Sept | 0.00 | 384.95 | 59.4 | 8.36 | 722 | -79 | 615 | |||||||||
For Nifty - strike price 25000 expiring on 07OCT2025
Delta for 25000 CE is 0.26
Historical price for 25000 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 62.7, which was -103.1 lower than the previous day. The implied volatity was 9.52, the open interest changed by 22745 which increased total open position to 40960
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 403.5, which was -101.2 lower than the previous day. The implied volatity was 10.85, the open interest changed by 783 which increased total open position to 1831
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 517.8, which was -75.9 lower than the previous day. The implied volatity was 8.69, the open interest changed by 606 which increased total open position to 1048
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 598.95, which was 69.8 higher than the previous day. The implied volatity was 9.78, the open interest changed by -55 which decreased total open position to 442
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 384.95, which was 59.4 higher than the previous day. The implied volatity was 8.36, the open interest changed by -79 which decreased total open position to 615
| NIFTY 07OCT2025 25000 PE | |||||||
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Delta: -0.73
Vega: 14.29
Theta: -1.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 324.05 | 166.65 | 9.74 | 72,413 | 1,685 | 16,941 |
| 22 Sept | 25202.35 | 84.9 | 25.1 | 9.92 | 15,345 | 1,578 | 4,903 |
| 21 Sept | 0.00 | 54.75 | 4.75 | 9.59 | 6,722 | 957 | 3,325 |
| 18 Sept | 25423.60 | 49 | -23.85 | 9.82 | 4,720 | 892 | 2,368 |
| 14 Sept | 0.00 | 141.3 | -45.35 | 9.85 | 1,157 | 25 | 791 |
For Nifty - strike price 25000 expiring on 07OCT2025
Delta for 25000 PE is -0.73
Historical price for 25000 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 324.05, which was 166.65 higher than the previous day. The implied volatity was 9.74, the open interest changed by 1685 which increased total open position to 16941
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 84.9, which was 25.1 higher than the previous day. The implied volatity was 9.92, the open interest changed by 1578 which increased total open position to 4903
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 54.75, which was 4.75 higher than the previous day. The implied volatity was 9.59, the open interest changed by 957 which increased total open position to 3325
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 49, which was -23.85 lower than the previous day. The implied volatity was 9.82, the open interest changed by 892 which increased total open position to 2368
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 141.3, which was -45.35 lower than the previous day. The implied volatity was 9.85, the open interest changed by 25 which increased total open position to 791
