NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 25250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 8.77
Theta: -4.81
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 26.1 | -43.2 | 9.99 | 29,932 | 1,191 | 5,216 | |||||||||
|
|
||||||||||||||||
| 22 Sept | 25202.35 | 234 | -80.55 | 10.12 | 1,987 | 298 | 450 | |||||||||
| 21 Sept | 0.00 | 325 | -61.3 | 8.51 | 352 | 56 | 152 | |||||||||
| 18 Sept | 25423.60 | 386.3 | 47.85 | 8.70 | 181 | -24 | 96 | |||||||||
| 14 Sept | 0.00 | 230.6 | 40.6 | 8.21 | 87 | 19 | 73 | |||||||||
For Nifty - strike price 25250 expiring on 07OCT2025
Delta for 25250 CE is 0.12
Historical price for 25250 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 26.1, which was -43.2 lower than the previous day. The implied volatity was 9.99, the open interest changed by 1191 which increased total open position to 5216
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 234, which was -80.55 lower than the previous day. The implied volatity was 10.12, the open interest changed by 298 which increased total open position to 450
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 325, which was -61.3 lower than the previous day. The implied volatity was 8.51, the open interest changed by 56 which increased total open position to 152
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 386.3, which was 47.85 higher than the previous day. The implied volatity was 8.70, the open interest changed by -24 which decreased total open position to 96
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 230.6, which was 40.6 higher than the previous day. The implied volatity was 8.21, the open interest changed by 19 which increased total open position to 73
| NIFTY 07OCT2025 25250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 9.37
Theta: 1.50
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 534.25 | 225.05 | 10.53 | 825 | -169 | 568 |
| 22 Sept | 25202.35 | 158.05 | 45.95 | 9.05 | 2,715 | 84 | 338 |
| 21 Sept | 0.00 | 109.95 | 18.5 | 9.11 | 846 | 40 | 254 |
| 18 Sept | 25423.60 | 94.2 | -35.95 | 9.21 | 401 | 78 | 214 |
| 14 Sept | 0.00 | 791.7 | 0 | 0.13 | 0 | 0 | 0 |
For Nifty - strike price 25250 expiring on 07OCT2025
Delta for 25250 PE is -0.86
Historical price for 25250 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 534.25, which was 225.05 higher than the previous day. The implied volatity was 10.53, the open interest changed by -169 which decreased total open position to 568
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 158.05, which was 45.95 higher than the previous day. The implied volatity was 9.05, the open interest changed by 84 which increased total open position to 338
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 109.95, which was 18.5 higher than the previous day. The implied volatity was 9.11, the open interest changed by 40 which increased total open position to 254
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 94.2, which was -35.95 lower than the previous day. The implied volatity was 9.21, the open interest changed by 78 which increased total open position to 214
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 791.7, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
