NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 25500 CE | ||||||||||||||||
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Delta: 0.06
Vega: 5.32
Theta: -3.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 13.45 | -12.8 | 11.50 | 70,161 | 4,634 | 20,429 | |||||||||
| 22 Sept | 25202.35 | 111.9 | -56.35 | 9.46 | 14,380 | 1,302 | 4,416 | |||||||||
| 21 Sept | 0.00 | 172 | -48.15 | 8.14 | 8,743 | 1,283 | 3,114 | |||||||||
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| 18 Sept | 25423.60 | 221 | 30.2 | 8.36 | 4,962 | 700 | 1,831 | |||||||||
| 14 Sept | 0.00 | 125 | -71.1 | 8.24 | 392 | 165 | 165 | |||||||||
For Nifty - strike price 25500 expiring on 07OCT2025
Delta for 25500 CE is 0.06
Historical price for 25500 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 13.45, which was -12.8 lower than the previous day. The implied volatity was 11.50, the open interest changed by 4634 which increased total open position to 20429
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 111.9, which was -56.35 lower than the previous day. The implied volatity was 9.46, the open interest changed by 1302 which increased total open position to 4416
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 172, which was -48.15 lower than the previous day. The implied volatity was 8.14, the open interest changed by 1283 which increased total open position to 3114
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 221, which was 30.2 higher than the previous day. The implied volatity was 8.36, the open interest changed by 700 which increased total open position to 1831
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 125, which was -71.1 lower than the previous day. The implied volatity was 8.24, the open interest changed by 165 which increased total open position to 165
| NIFTY 07OCT2025 25500 PE | |||||||
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Delta: -0.92
Vega: 6.62
Theta: 2.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 773 | 254.8 | 12.47 | 2,125 | -206 | 1,900 |
| 22 Sept | 25202.35 | 292.35 | 77.65 | 8.75 | 5,806 | -14 | 1,219 |
| 21 Sept | 0.00 | 204.2 | 28.35 | 8.60 | 3,749 | 126 | 1,233 |
| 18 Sept | 25423.60 | 169.4 | -61.8 | 8.43 | 3,342 | 684 | 1,107 |
| 14 Sept | 0.00 | 374.5 | -84.3 | 9.51 | 287 | 13 | 154 |
For Nifty - strike price 25500 expiring on 07OCT2025
Delta for 25500 PE is -0.92
Historical price for 25500 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 773, which was 254.8 higher than the previous day. The implied volatity was 12.47, the open interest changed by -206 which decreased total open position to 1900
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 292.35, which was 77.65 higher than the previous day. The implied volatity was 8.75, the open interest changed by -14 which decreased total open position to 1219
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 204.2, which was 28.35 higher than the previous day. The implied volatity was 8.60, the open interest changed by 126 which increased total open position to 1233
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 169.4, which was -61.8 lower than the previous day. The implied volatity was 8.43, the open interest changed by 684 which increased total open position to 1107
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 374.5, which was -84.3 lower than the previous day. The implied volatity was 9.51, the open interest changed by 13 which increased total open position to 154
