NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 25550 CE | ||||||||||||||||
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Delta: 0.05
Vega: 4.60
Theta: -2.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 10.9 | -10.7 | 11.55 | 16,411 | 1,665 | 4,511 | |||||||||
| 22 Sept | 25202.35 | 95 | -52.75 | 9.42 | 1,171 | 200 | 308 | |||||||||
| 21 Sept | 0.00 | 149.3 | -43.3 | 8.12 | 404 | 60 | 108 | |||||||||
| 18 Sept | 25423.60 | 195.2 | 10.35 | 8.36 | 155 | 48 | 48 | |||||||||
| 14 Sept | 0.00 | 184.85 | 0 | 1.02 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25550 expiring on 07OCT2025
Delta for 25550 CE is 0.05
Historical price for 25550 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 10.9, which was -10.7 lower than the previous day. The implied volatity was 11.55, the open interest changed by 1665 which increased total open position to 4511
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 95, which was -52.75 lower than the previous day. The implied volatity was 9.42, the open interest changed by 200 which increased total open position to 308
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 149.3, which was -43.3 lower than the previous day. The implied volatity was 8.12, the open interest changed by 60 which increased total open position to 108
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 195.2, which was 10.35 higher than the previous day. The implied volatity was 8.36, the open interest changed by 48 which increased total open position to 48
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 184.85, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07OCT2025 25550 PE | |||||||
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Delta: -0.92
Vega: 6.60
Theta: 2.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 824 | 261.15 | 13.26 | 20 | -7 | 89 |
| 22 Sept | 25202.35 | 321.6 | 75.2 | 8.40 | 104 | 0 | 21 |
| 21 Sept | 0.00 | 240 | -766.75 | 9.00 | 76 | 21 | 21 |
| 18 Sept | 25423.60 | 1006.75 | 0 | 0.02 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1006.75 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25550 expiring on 07OCT2025
Delta for 25550 PE is -0.92
Historical price for 25550 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 824, which was 261.15 higher than the previous day. The implied volatity was 13.26, the open interest changed by -7 which decreased total open position to 89
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 321.6, which was 75.2 higher than the previous day. The implied volatity was 8.40, the open interest changed by 0 which decreased total open position to 21
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 240, which was -766.75 lower than the previous day. The implied volatity was 9.00, the open interest changed by 21 which increased total open position to 21
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1006.75, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1006.75, 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
