NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 25300 CE | ||||||||||||||||
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Delta: 0.11
Vega: 7.98
Theta: -4.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 22.75 | -34.15 | 10.23 | 91,928 | 5,278 | 21,420 | |||||||||
| 22 Sept | 25202.35 | 200 | -81.15 | 9.68 | 11,997 | 1,995 | 3,034 | |||||||||
| 21 Sept | 0.00 | 285 | -63.5 | 8.16 | 4,431 | 512 | 1,039 | |||||||||
| 18 Sept | 25423.60 | 346.75 | 41.85 | 8.48 | 1,624 | -105 | 527 | |||||||||
| 14 Sept | 0.00 | 252.3 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25300 expiring on 07OCT2025
Delta for 25300 CE is 0.11
Historical price for 25300 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 22.75, which was -34.15 lower than the previous day. The implied volatity was 10.23, the open interest changed by 5278 which increased total open position to 21420
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 200, which was -81.15 lower than the previous day. The implied volatity was 9.68, the open interest changed by 1995 which increased total open position to 3034
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 285, which was -63.5 lower than the previous day. The implied volatity was 8.16, the open interest changed by 512 which increased total open position to 1039
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 346.75, which was 41.85 higher than the previous day. The implied volatity was 8.48, the open interest changed by -105 which decreased total open position to 527
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 252.3, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07OCT2025 25300 PE | |||||||
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Delta: -0.88
Vega: 8.60
Theta: 1.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 580.5 | 232.2 | 10.82 | 7,172 | -918 | 6,121 |
| 22 Sept | 25202.35 | 178 | 47.55 | 8.86 | 14,026 | 1,163 | 2,751 |
| 21 Sept | 0.00 | 125 | 20.25 | 8.99 | 5,609 | 466 | 1,588 |
| 18 Sept | 25423.60 | 105.85 | -40.8 | 9.04 | 3,397 | 476 | 1,122 |
| 14 Sept | 0.00 | 825.65 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25300 expiring on 07OCT2025
Delta for 25300 PE is -0.88
Historical price for 25300 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 580.5, which was 232.2 higher than the previous day. The implied volatity was 10.82, the open interest changed by -918 which decreased total open position to 6121
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 178, which was 47.55 higher than the previous day. The implied volatity was 8.86, the open interest changed by 1163 which increased total open position to 2751
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 125, which was 20.25 higher than the previous day. The implied volatity was 8.99, the open interest changed by 466 which increased total open position to 1588
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 105.85, which was -40.8 lower than the previous day. The implied volatity was 9.04, the open interest changed by 476 which increased total open position to 1122
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 825.65, 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
