NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 25050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.23
Vega: 12.88
Theta: -6.95
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 51.55 | -89.2 | 9.28 | 35,051 | 1,529 | 5,026 | |||||||||
|
|
||||||||||||||||
| 22 Sept | 25202.35 | 368.3 | -104.95 | 10.75 | 99 | 40 | 61 | |||||||||
| 21 Sept | 0.00 | 473.25 | -17.6 | 8.47 | 11 | 21 | 21 | |||||||||
| 18 Sept | 25423.60 | 496.7 | 5.85 | 0.00 | 0 | -14 | 0 | |||||||||
| 14 Sept | 0.00 | 346.85 | 50.2 | 8.17 | 141 | -27 | 56 | |||||||||
For Nifty - strike price 25050 expiring on 07OCT2025
Delta for 25050 CE is 0.23
Historical price for 25050 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 51.55, which was -89.2 lower than the previous day. The implied volatity was 9.28, the open interest changed by 1529 which increased total open position to 5026
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 368.3, which was -104.95 lower than the previous day. The implied volatity was 10.75, the open interest changed by 40 which increased total open position to 61
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 473.25, which was -17.6 lower than the previous day. The implied volatity was 8.47, the open interest changed by 21 which increased total open position to 21
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 496.7, which was 5.85 higher than the previous day. The implied volatity was 0.00, the open interest changed by -14 which decreased total open position to 0
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 346.85, which was 50.2 higher than the previous day. The implied volatity was 8.17, the open interest changed by -27 which decreased total open position to 56
| NIFTY 07OCT2025 25050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 13.44
Theta: -0.93
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 365.6 | 182.45 | 10.05 | 5,440 | -712 | 1,192 |
| 22 Sept | 25202.35 | 94.7 | 28.7 | 9.67 | 938 | 72 | 265 |
| 21 Sept | 0.00 | 64.6 | 8.65 | 9.58 | 258 | 66 | 193 |
| 18 Sept | 25423.60 | 54.8 | -27.15 | 9.62 | 141 | 41 | 127 |
| 14 Sept | 0.00 | 160 | -246.2 | 9.90 | 28 | 14 | 14 |
For Nifty - strike price 25050 expiring on 07OCT2025
Delta for 25050 PE is -0.76
Historical price for 25050 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 365.6, which was 182.45 higher than the previous day. The implied volatity was 10.05, the open interest changed by -712 which decreased total open position to 1192
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 94.7, which was 28.7 higher than the previous day. The implied volatity was 9.67, the open interest changed by 72 which increased total open position to 265
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 64.6, which was 8.65 higher than the previous day. The implied volatity was 9.58, the open interest changed by 66 which increased total open position to 193
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 54.8, which was -27.15 lower than the previous day. The implied volatity was 9.62, the open interest changed by 41 which increased total open position to 127
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 160, which was -246.2 lower than the previous day. The implied volatity was 9.90, the open interest changed by 14 which increased total open position to 14
