NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25150 CE | ||||||||||||||||
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Delta: 0.25
Vega: 17.40
Theta: -6.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 75.8 | -89.1 | 9.39 | 1,137 | 102 | 380 | |||||||||
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| 22 Sept | 25202.35 | 353.2 | -69.45 | 9.69 | 9 | 0 | 4 | |||||||||
| 21 Sept | 0.00 | 422.65 | -98.35 | 6.67 | 7 | 2 | 4 | |||||||||
| 18 Sept | 25423.60 | 521 | 51 | 8.56 | 1 | -1 | 2 | |||||||||
| 14 Sept | 0.00 | 341.55 | -76.35 | 8.21 | 5 | 3 | 3 | |||||||||
For Nifty - strike price 25150 expiring on 14OCT2025
Delta for 25150 CE is 0.25
Historical price for 25150 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 75.8, which was -89.1 lower than the previous day. The implied volatity was 9.39, the open interest changed by 102 which increased total open position to 380
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 353.2, which was -69.45 lower than the previous day. The implied volatity was 9.69, the open interest changed by 0 which decreased total open position to 4
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 422.65, which was -98.35 lower than the previous day. The implied volatity was 6.67, the open interest changed by 2 which increased total open position to 4
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 521, which was 51 higher than the previous day. The implied volatity was 8.56, the open interest changed by -1 which decreased total open position to 2
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 341.55, which was -76.35 lower than the previous day. The implied volatity was 8.21, the open interest changed by 3 which increased total open position to 3
| NIFTY 14OCT2025 25150 PE | |||||||
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Delta: -0.72
Vega: 18.41
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 456.15 | 186.65 | 10.77 | 387 | -101 | 160 |
| 22 Sept | 25202.35 | 153 | -399.85 | 9.80 | 7 | 1 | 1 |
| 21 Sept | 0.00 | 552.85 | 0 | 1.43 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 552.85 | 0 | 1.67 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 552.85 | 0 | 0.60 | 0 | 0 | 0 |
For Nifty - strike price 25150 expiring on 14OCT2025
Delta for 25150 PE is -0.72
Historical price for 25150 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 456.15, which was 186.65 higher than the previous day. The implied volatity was 10.77, the open interest changed by -101 which decreased total open position to 160
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 153, which was -399.85 lower than the previous day. The implied volatity was 9.80, the open interest changed by 1 which increased total open position to 1
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 552.85, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 552.85, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 552.85, which was 0 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
