NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 25400 CE | ||||||||||||||||
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Delta: 0.08
Vega: 6.46
Theta: -3.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 17.35 | -20.75 | 10.99 | 66,806 | -392 | 10,978 | |||||||||
| 22 Sept | 25202.35 | 150.65 | -68.95 | 9.51 | 9,021 | 1,232 | 2,701 | |||||||||
| 21 Sept | 0.00 | 224.95 | -54.65 | 8.18 | 4,186 | 572 | 1,469 | |||||||||
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| 18 Sept | 25423.60 | 280.3 | 36.95 | 8.43 | 3,132 | 332 | 897 | |||||||||
| 14 Sept | 0.00 | 158.8 | 26.85 | 8.11 | 416 | 25 | 267 | |||||||||
For Nifty - strike price 25400 expiring on 07OCT2025
Delta for 25400 CE is 0.08
Historical price for 25400 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 17.35, which was -20.75 lower than the previous day. The implied volatity was 10.99, the open interest changed by -392 which decreased total open position to 10978
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 150.65, which was -68.95 lower than the previous day. The implied volatity was 9.51, the open interest changed by 1232 which increased total open position to 2701
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 224.95, which was -54.65 lower than the previous day. The implied volatity was 8.18, the open interest changed by 572 which increased total open position to 1469
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 280.3, which was 36.95 higher than the previous day. The implied volatity was 8.43, the open interest changed by 332 which increased total open position to 897
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 158.8, which was 26.85 higher than the previous day. The implied volatity was 8.11, the open interest changed by 25 which increased total open position to 267
| NIFTY 07OCT2025 25400 PE | |||||||
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Delta: -0.90
Vega: 7.47
Theta: 2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 676 | 246.85 | 11.61 | 3,139 | -925 | 2,226 |
| 22 Sept | 25202.35 | 231.25 | 63.3 | 8.84 | 7,810 | 376 | 1,853 |
| 21 Sept | 0.00 | 160 | 23.9 | 8.76 | 4,334 | 378 | 1,477 |
| 18 Sept | 25423.60 | 135.1 | -48.9 | 8.77 | 3,923 | 669 | 1,099 |
| 14 Sept | 0.00 | 895.6 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25400 expiring on 07OCT2025
Delta for 25400 PE is -0.90
Historical price for 25400 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 676, which was 246.85 higher than the previous day. The implied volatity was 11.61, the open interest changed by -925 which decreased total open position to 2226
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 231.25, which was 63.3 higher than the previous day. The implied volatity was 8.84, the open interest changed by 376 which increased total open position to 1853
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 160, which was 23.9 higher than the previous day. The implied volatity was 8.76, the open interest changed by 378 which increased total open position to 1477
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 135.1, which was -48.9 lower than the previous day. The implied volatity was 8.77, the open interest changed by 669 which increased total open position to 1099
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 895.6, 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
