NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 25150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 10.82
Theta: -5.90
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 37.3 | -62.35 | 9.69 | 33,346 | 913 | 4,123 | |||||||||
|
|
||||||||||||||||
| 22 Sept | 25202.35 | 291.2 | -95.2 | 10.07 | 366 | 31 | 93 | |||||||||
| 21 Sept | 0.00 | 393.15 | -71.2 | 8.33 | 70 | 18 | 62 | |||||||||
| 18 Sept | 25423.60 | 465.3 | 54.75 | 8.93 | 47 | -17 | 44 | |||||||||
| 14 Sept | 0.00 | 285 | 47.6 | 8.19 | 142 | 64 | 68 | |||||||||
For Nifty - strike price 25150 expiring on 07OCT2025
Delta for 25150 CE is 0.17
Historical price for 25150 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 37.3, which was -62.35 lower than the previous day. The implied volatity was 9.69, the open interest changed by 913 which increased total open position to 4123
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 291.2, which was -95.2 lower than the previous day. The implied volatity was 10.07, the open interest changed by 31 which increased total open position to 93
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 393.15, which was -71.2 lower than the previous day. The implied volatity was 8.33, the open interest changed by 18 which increased total open position to 62
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 465.3, which was 54.75 higher than the previous day. The implied volatity was 8.93, the open interest changed by -17 which decreased total open position to 44
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 285, which was 47.6 higher than the previous day. The implied volatity was 8.19, the open interest changed by 64 which increased total open position to 68
| NIFTY 07OCT2025 25150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 11.82
Theta: -0.19
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 450.75 | 210.55 | 10.71 | 1,740 | -222 | 1,191 |
| 22 Sept | 25202.35 | 123.1 | 35.9 | 9.38 | 2,411 | 486 | 685 |
| 21 Sept | 0.00 | 86.4 | 15.1 | 9.44 | 408 | 114 | 199 |
| 18 Sept | 25423.60 | 70.3 | -36.6 | 9.31 | 223 | 83 | 85 |
| 14 Sept | 0.00 | 644.05 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty - strike price 25150 expiring on 07OCT2025
Delta for 25150 PE is -0.80
Historical price for 25150 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 450.75, which was 210.55 higher than the previous day. The implied volatity was 10.71, the open interest changed by -222 which decreased total open position to 1191
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 123.1, which was 35.9 higher than the previous day. The implied volatity was 9.38, the open interest changed by 486 which increased total open position to 685
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 86.4, which was 15.1 higher than the previous day. The implied volatity was 9.44, the open interest changed by 114 which increased total open position to 199
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 70.3, which was -36.6 lower than the previous day. The implied volatity was 9.31, the open interest changed by 83 which increased total open position to 85
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 644.05, 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
