NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 25100 CE | ||||||||||||||||
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Delta: 0.19
Vega: 11.81
Theta: -6.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 43.4 | -75.5 | 9.45 | 1,04,274 | 3,447 | 22,452 | |||||||||
| 22 Sept | 25202.35 | 328.05 | -91.65 | 10.40 | 839 | 195 | 837 | |||||||||
| 21 Sept | 0.00 | 435 | -69.65 | 8.54 | 303 | 149 | 642 | |||||||||
| 18 Sept | 25423.60 | 504.5 | 56.55 | 8.91 | 369 | 24 | 493 | |||||||||
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| 14 Sept | 0.00 | 318 | 51.95 | 8.30 | 636 | -10 | 168 | |||||||||
For Nifty - strike price 25100 expiring on 07OCT2025
Delta for 25100 CE is 0.19
Historical price for 25100 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 43.4, which was -75.5 lower than the previous day. The implied volatity was 9.45, the open interest changed by 3447 which increased total open position to 22452
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 328.05, which was -91.65 lower than the previous day. The implied volatity was 10.40, the open interest changed by 195 which increased total open position to 837
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 435, which was -69.65 lower than the previous day. The implied volatity was 8.54, the open interest changed by 149 which increased total open position to 642
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 504.5, which was 56.55 higher than the previous day. The implied volatity was 8.91, the open interest changed by 24 which increased total open position to 493
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 318, which was 51.95 higher than the previous day. The implied volatity was 8.30, the open interest changed by -10 which decreased total open position to 168
| NIFTY 07OCT2025 25100 PE | |||||||
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Delta: -0.79
Vega: 12.31
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 404.05 | 194.05 | 10.02 | 28,858 | -2,585 | 11,100 |
| 22 Sept | 25202.35 | 108 | 30.8 | 9.50 | 6,565 | 389 | 1,472 |
| 21 Sept | 0.00 | 76.3 | 13.25 | 9.59 | 2,463 | 121 | 1,083 |
| 18 Sept | 25423.60 | 63 | -28.45 | 9.52 | 2,762 | 321 | 962 |
| 14 Sept | 0.00 | 175 | -50.2 | 9.75 | 365 | 61 | 184 |
For Nifty - strike price 25100 expiring on 07OCT2025
Delta for 25100 PE is -0.79
Historical price for 25100 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 404.05, which was 194.05 higher than the previous day. The implied volatity was 10.02, the open interest changed by -2585 which decreased total open position to 11100
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 108, which was 30.8 higher than the previous day. The implied volatity was 9.50, the open interest changed by 389 which increased total open position to 1472
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 76.3, which was 13.25 higher than the previous day. The implied volatity was 9.59, the open interest changed by 121 which increased total open position to 1083
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 63, which was -28.45 lower than the previous day. The implied volatity was 9.52, the open interest changed by 321 which increased total open position to 962
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 175, which was -50.2 lower than the previous day. The implied volatity was 9.75, the open interest changed by 61 which increased total open position to 184
