NIFTY
Nifty
Historical option data for NIFTY
01 Nov 2025 08:11 PM IST
| NIFTY 04-NOV-2025 25450 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 1 Nov | 25722.10 | 375 | -115.3 | - | 4,753 | 70 | 577 | |||||||||
| 27 Oct | 25966.05 | 663.3 | 199.25 | - | 219 | 52 | 346 | |||||||||
| 26 Oct | 0.00 | 476 | -137.2 | - | 324 | 66 | 294 | |||||||||
| 25 Oct | 0.00 | 476 | -137.2 | - | 324 | 66 | 294 | |||||||||
| 18 Oct | 0.00 | 455.4 | 79.7 | - | 284 | 44 | 267 | |||||||||
| 15 Oct | 25145.50 | 150.6 | -43.8 | - | 176 | 2 | 114 | |||||||||
| 28 Sept | 0.00 | 474.65 | 0 | 1.56 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25450 expiring on 04NOV2025
Delta for 25450 CE is -
Historical price for 25450 CE is as follows
On 1 Nov NIFTY was trading at 25722.10. The strike last trading price was 375, which was -115.3 lower than the previous day. The implied volatity was -, the open interest changed by 70 which increased total open position to 577
On 27 Oct NIFTY was trading at 25966.05. The strike last trading price was 663.3, which was 199.25 higher than the previous day. The implied volatity was -, the open interest changed by 52 which increased total open position to 346
On 26 Oct NIFTY was trading at 0.00. The strike last trading price was 476, which was -137.2 lower than the previous day. The implied volatity was -, the open interest changed by 66 which increased total open position to 294
On 25 Oct NIFTY was trading at 0.00. The strike last trading price was 476, which was -137.2 lower than the previous day. The implied volatity was -, the open interest changed by 66 which increased total open position to 294
On 18 Oct NIFTY was trading at 0.00. The strike last trading price was 455.4, which was 79.7 higher than the previous day. The implied volatity was -, the open interest changed by 44 which increased total open position to 267
On 15 Oct NIFTY was trading at 25145.50. The strike last trading price was 150.6, which was -43.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 114
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 474.65, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
| NIFTY 04NOV2025 25450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Nov | 25722.10 | 11 | 0.2 | - | 9,68,995 | 11,213 | 41,809 |
| 27 Oct | 25966.05 | 25.6 | -30.85 | - | 28,342 | 6,439 | 8,497 |
| 26 Oct | 0.00 | 53 | 9.7 | - | 24,888 | -276 | 2,058 |
| 25 Oct | 0.00 | 53 | 9.7 | - | 24,888 | -276 | 2,058 |
| 18 Oct | 0.00 | 117 | -17.3 | - | 1,511 | 4 | 568 |
| 15 Oct | 25145.50 | 387 | 102.9 | - | 125 | 20 | 36 |
| 28 Sept | 0.00 | 576.85 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25450 expiring on 04NOV2025
Delta for 25450 PE is -
Historical price for 25450 PE is as follows
On 1 Nov NIFTY was trading at 25722.10. The strike last trading price was 11, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 11213 which increased total open position to 41809
On 27 Oct NIFTY was trading at 25966.05. The strike last trading price was 25.6, which was -30.85 lower than the previous day. The implied volatity was -, the open interest changed by 6439 which increased total open position to 8497
On 26 Oct NIFTY was trading at 0.00. The strike last trading price was 53, which was 9.7 higher than the previous day. The implied volatity was -, the open interest changed by -276 which decreased total open position to 2058
On 25 Oct NIFTY was trading at 0.00. The strike last trading price was 53, which was 9.7 higher than the previous day. The implied volatity was -, the open interest changed by -276 which decreased total open position to 2058
On 18 Oct NIFTY was trading at 0.00. The strike last trading price was 117, which was -17.3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 568
On 15 Oct NIFTY was trading at 25145.50. The strike last trading price was 387, which was 102.9 higher than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 36
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 576.85, 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

































































































































































































































