NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25000 CE | ||||||||||||||||
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Delta: 0.34
Vega: 20.11
Theta: -7.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 119.55 | -119.7 | 9.68 | 15,604 | 2,436 | 4,040 | |||||||||
| 22 Sept | 25202.35 | 470.75 | -96.6 | 10.51 | 1,555 | 177 | 440 | |||||||||
| 21 Sept | 0.00 | 570 | -83.5 | 8.14 | 108 | -35 | 263 | |||||||||
| 18 Sept | 25423.60 | 659.35 | 93.3 | 9.58 | 63 | -9 | 298 | |||||||||
| 14 Sept | 0.00 | 441 | 60.8 | 8.28 | 189 | 79 | 256 | |||||||||
For Nifty - strike price 25000 expiring on 14OCT2025
Delta for 25000 CE is 0.34
Historical price for 25000 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 119.55, which was -119.7 lower than the previous day. The implied volatity was 9.68, the open interest changed by 2436 which increased total open position to 4040
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 470.75, which was -96.6 lower than the previous day. The implied volatity was 10.51, the open interest changed by 177 which increased total open position to 440
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 570, which was -83.5 lower than the previous day. The implied volatity was 8.14, the open interest changed by -35 which decreased total open position to 263
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 659.35, which was 93.3 higher than the previous day. The implied volatity was 9.58, the open interest changed by -9 which decreased total open position to 298
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 441, which was 60.8 higher than the previous day. The implied volatity was 8.28, the open interest changed by 79 which increased total open position to 256
| NIFTY 14OCT2025 25000 PE | |||||||
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Delta: -0.63
Vega: 20.67
Theta: -1.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 350.7 | 154.2 | 10.70 | 9,220 | 523 | 2,275 |
| 22 Sept | 25202.35 | 113.85 | 29.2 | 10.26 | 1,827 | 85 | 1,046 |
| 21 Sept | 0.00 | 82 | 10.65 | 10.14 | 866 | 201 | 961 |
| 18 Sept | 25423.60 | 73.15 | -23.8 | 10.27 | 995 | 153 | 760 |
| 14 Sept | 0.00 | 168.6 | -43.5 | 10.32 | 423 | 144 | 469 |
For Nifty - strike price 25000 expiring on 14OCT2025
Delta for 25000 PE is -0.63
Historical price for 25000 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 350.7, which was 154.2 higher than the previous day. The implied volatity was 10.70, the open interest changed by 523 which increased total open position to 2275
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 113.85, which was 29.2 higher than the previous day. The implied volatity was 10.26, the open interest changed by 85 which increased total open position to 1046
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 82, which was 10.65 higher than the previous day. The implied volatity was 10.14, the open interest changed by 201 which increased total open position to 961
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 73.15, which was -23.8 lower than the previous day. The implied volatity was 10.27, the open interest changed by 153 which increased total open position to 760
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 168.6, which was -43.5 lower than the previous day. The implied volatity was 10.32, the open interest changed by 144 which increased total open position to 469
