NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25300 CE | ||||||||||||||||
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Delta: 0.18
Vega: 14.29
Theta: -5.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 51.2 | -57.65 | 9.78 | 7,008 | 673 | 3,252 | |||||||||
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| 22 Sept | 25202.35 | 271.9 | -73.35 | 9.90 | 666 | 176 | 358 | |||||||||
| 21 Sept | 0.00 | 350.8 | -61.8 | 8.34 | 289 | 87 | 182 | |||||||||
| 18 Sept | 25423.60 | 408.25 | 41.3 | 8.44 | 189 | -14 | 95 | |||||||||
| 14 Sept | 0.00 | 354.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25300 expiring on 14OCT2025
Delta for 25300 CE is 0.18
Historical price for 25300 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 51.2, which was -57.65 lower than the previous day. The implied volatity was 9.78, the open interest changed by 673 which increased total open position to 3252
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 271.9, which was -73.35 lower than the previous day. The implied volatity was 9.90, the open interest changed by 176 which increased total open position to 358
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 350.8, which was -61.8 lower than the previous day. The implied volatity was 8.34, the open interest changed by 87 which increased total open position to 182
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 408.25, which was 41.3 higher than the previous day. The implied volatity was 8.44, the open interest changed by -14 which decreased total open position to 95
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 354.95, 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 25300 PE | |||||||
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Delta: -0.78
Vega: 16.42
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 587.95 | 222.4 | 11.85 | 1,056 | -52 | 1,580 |
| 22 Sept | 25202.35 | 208.15 | 45.65 | 9.46 | 559 | 20 | 284 |
| 21 Sept | 0.00 | 159.25 | 22.4 | 9.73 | 549 | 15 | 264 |
| 18 Sept | 25423.60 | 131.9 | -44.25 | 9.46 | 399 | 139 | 249 |
| 14 Sept | 0.00 | 639.05 | 0 | 0.11 | 0 | 0 | 0 |
For Nifty - strike price 25300 expiring on 14OCT2025
Delta for 25300 PE is -0.78
Historical price for 25300 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 587.95, which was 222.4 higher than the previous day. The implied volatity was 11.85, the open interest changed by -52 which decreased total open position to 1580
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 208.15, which was 45.65 higher than the previous day. The implied volatity was 9.46, the open interest changed by 20 which increased total open position to 284
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 159.25, which was 22.4 higher than the previous day. The implied volatity was 9.73, the open interest changed by 15 which increased total open position to 264
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 131.9, which was -44.25 lower than the previous day. The implied volatity was 9.46, the open interest changed by 139 which increased total open position to 249
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 639.05, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
