NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25100 CE | ||||||||||||||||
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Delta: 0.28
Vega: 18.57
Theta: -6.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 91.5 | -95 | 9.55 | 6,497 | 979 | 2,738 | |||||||||
| 22 Sept | 25202.35 | 393.45 | -101.65 | 10.06 | 120 | 27 | 191 | |||||||||
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| 21 Sept | 0.00 | 506.8 | -60.85 | 9.01 | 120 | 17 | 164 | |||||||||
| 18 Sept | 25423.60 | 573 | 63.35 | 9.23 | 20 | 3 | 147 | |||||||||
| 14 Sept | 0.00 | 372.95 | -67.5 | 8.22 | 34 | 17 | 17 | |||||||||
For Nifty - strike price 25100 expiring on 14OCT2025
Delta for 25100 CE is 0.28
Historical price for 25100 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 91.5, which was -95 lower than the previous day. The implied volatity was 9.55, the open interest changed by 979 which increased total open position to 2738
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 393.45, which was -101.65 lower than the previous day. The implied volatity was 10.06, the open interest changed by 27 which increased total open position to 191
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 506.8, which was -60.85 lower than the previous day. The implied volatity was 9.01, the open interest changed by 17 which increased total open position to 164
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 573, which was 63.35 higher than the previous day. The implied volatity was 9.23, the open interest changed by 3 which increased total open position to 147
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 372.95, which was -67.5 lower than the previous day. The implied volatity was 8.22, the open interest changed by 17 which increased total open position to 17
| NIFTY 14OCT2025 25100 PE | |||||||
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Delta: -0.69
Vega: 19.22
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 419 | 171.55 | 10.69 | 1,634 | -212 | 1,202 |
| 22 Sept | 25202.35 | 137.35 | 33.75 | 9.89 | 427 | 108 | 323 |
| 21 Sept | 0.00 | 101.55 | 10.55 | 9.93 | 146 | -29 | 215 |
| 18 Sept | 25423.60 | 91.2 | -27.85 | 10.10 | 226 | 103 | 244 |
| 14 Sept | 0.00 | 466.1 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty - strike price 25100 expiring on 14OCT2025
Delta for 25100 PE is -0.69
Historical price for 25100 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 419, which was 171.55 higher than the previous day. The implied volatity was 10.69, the open interest changed by -212 which decreased total open position to 1202
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 137.35, which was 33.75 higher than the previous day. The implied volatity was 9.89, the open interest changed by 108 which increased total open position to 323
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 101.55, which was 10.55 higher than the previous day. The implied volatity was 9.93, the open interest changed by -29 which decreased total open position to 215
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 91.2, which was -27.85 lower than the previous day. The implied volatity was 10.10, the open interest changed by 103 which increased total open position to 244
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 466.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
