NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25500 CE | ||||||||||||||||
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Delta: 0.11
Vega: 10.37
Theta: -3.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 29.95 | -31.3 | 10.28 | 16,188 | 1,948 | 5,315 | |||||||||
| 22 Sept | 25202.35 | 168 | -63.25 | 9.43 | 1,776 | 525 | 1,365 | |||||||||
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| 21 Sept | 0.00 | 233.05 | -50.1 | 8.29 | 1,203 | 246 | 840 | |||||||||
| 18 Sept | 25423.60 | 286.1 | 36.7 | 8.57 | 775 | 241 | 594 | |||||||||
| 14 Sept | 0.00 | 176.65 | -105.3 | 8.48 | 135 | 96 | 96 | |||||||||
For Nifty - strike price 25500 expiring on 14OCT2025
Delta for 25500 CE is 0.11
Historical price for 25500 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 29.95, which was -31.3 lower than the previous day. The implied volatity was 10.28, the open interest changed by 1948 which increased total open position to 5315
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 168, which was -63.25 lower than the previous day. The implied volatity was 9.43, the open interest changed by 525 which increased total open position to 1365
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 233.05, which was -50.1 lower than the previous day. The implied volatity was 8.29, the open interest changed by 246 which increased total open position to 840
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 286.1, which was 36.7 higher than the previous day. The implied volatity was 8.57, the open interest changed by 241 which increased total open position to 594
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 176.65, which was -105.3 lower than the previous day. The implied volatity was 8.48, the open interest changed by 96 which increased total open position to 96
| NIFTY 14OCT2025 25500 PE | |||||||
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Delta: -0.84
Vega: 13.27
Theta: 1.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 760.4 | 240.85 | 12.51 | 233 | -84 | 339 |
| 22 Sept | 25202.35 | 308.9 | 66.5 | 9.25 | 451 | 52 | 292 |
| 21 Sept | 0.00 | 235.4 | 32.6 | 9.40 | 285 | 52 | 240 |
| 18 Sept | 25423.60 | 201.9 | -55.85 | 9.24 | 367 | 78 | 188 |
| 14 Sept | 0.00 | 393.5 | -74.95 | 10.12 | 48 | 7 | 45 |
For Nifty - strike price 25500 expiring on 14OCT2025
Delta for 25500 PE is -0.84
Historical price for 25500 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 760.4, which was 240.85 higher than the previous day. The implied volatity was 12.51, the open interest changed by -84 which decreased total open position to 339
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 308.9, which was 66.5 higher than the previous day. The implied volatity was 9.25, the open interest changed by 52 which increased total open position to 292
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 235.4, which was 32.6 higher than the previous day. The implied volatity was 9.40, the open interest changed by 52 which increased total open position to 240
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 201.9, which was -55.85 lower than the previous day. The implied volatity was 9.24, the open interest changed by 78 which increased total open position to 188
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 393.5, which was -74.95 lower than the previous day. The implied volatity was 10.12, the open interest changed by 7 which increased total open position to 45
