NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25250 CE | ||||||||||||||||
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Delta: 0.20
Vega: 15.44
Theta: -5.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 59.85 | -65.05 | 9.75 | 1,441 | 146 | 451 | |||||||||
| 22 Sept | 25202.35 | 297 | -86.2 | 9.82 | 149 | 44 | 63 | |||||||||
| 21 Sept | 0.00 | 383.8 | -48.35 | 8.32 | 7 | 4 | 19 | |||||||||
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| 18 Sept | 25423.60 | 432.15 | 33.6 | 7.91 | 5 | -3 | 15 | |||||||||
| 14 Sept | 0.00 | 375.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25250 expiring on 14OCT2025
Delta for 25250 CE is 0.20
Historical price for 25250 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 59.85, which was -65.05 lower than the previous day. The implied volatity was 9.75, the open interest changed by 146 which increased total open position to 451
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 297, which was -86.2 lower than the previous day. The implied volatity was 9.82, the open interest changed by 44 which increased total open position to 63
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 383.8, which was -48.35 lower than the previous day. The implied volatity was 8.32, the open interest changed by 4 which increased total open position to 19
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 432.15, which was 33.6 higher than the previous day. The implied volatity was 7.91, the open interest changed by -3 which decreased total open position to 15
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 375.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 14OCT2025 25250 PE | |||||||
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Delta: -0.76
Vega: 17.06
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 543.25 | 208.1 | 11.48 | 58 | -20 | 72 |
| 22 Sept | 25202.35 | 190.45 | -419.05 | 9.68 | 47 | 9 | 9 |
| 21 Sept | 0.00 | 609.5 | 0 | 1.05 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 609.5 | 0 | 1.30 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 609.5 | 0 | 0.27 | 0 | 0 | 0 |
For Nifty - strike price 25250 expiring on 14OCT2025
Delta for 25250 PE is -0.76
Historical price for 25250 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 543.25, which was 208.1 higher than the previous day. The implied volatity was 11.48, the open interest changed by -20 which decreased total open position to 72
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 190.45, which was -419.05 lower than the previous day. The implied volatity was 9.68, the open interest changed by 9 which increased total open position to 9
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 609.5, which was 0 lower than the previous day. The implied volatity was 1.05, 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 609.5, which was 0 lower than the previous day. The implied volatity was 1.30, 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 609.5, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
