NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25600 CE | ||||||||||||||||
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Delta: 0.08
Vega: 8.51
Theta: -3.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 22.45 | -21.5 | 10.63 | 2,810 | 100 | 1,010 | |||||||||
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| 22 Sept | 25202.35 | 128.8 | -55.6 | 9.30 | 327 | 78 | 326 | |||||||||
| 21 Sept | 0.00 | 185 | -41.25 | 8.27 | 109 | 49 | 248 | |||||||||
| 18 Sept | 25423.60 | 229.1 | 26.15 | 8.41 | 422 | 198 | 199 | |||||||||
| 14 Sept | 0.00 | 249.9 | 0 | 0.91 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25600 expiring on 14OCT2025
Delta for 25600 CE is 0.08
Historical price for 25600 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 22.45, which was -21.5 lower than the previous day. The implied volatity was 10.63, the open interest changed by 100 which increased total open position to 1010
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 128.8, which was -55.6 lower than the previous day. The implied volatity was 9.30, the open interest changed by 78 which increased total open position to 326
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 185, which was -41.25 lower than the previous day. The implied volatity was 8.27, the open interest changed by 49 which increased total open position to 248
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 229.1, which was 26.15 higher than the previous day. The implied volatity was 8.41, the open interest changed by 198 which increased total open position to 199
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 249.9, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
| NIFTY 14OCT2025 25600 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 781.4 | 221.4 | - | 1 | 1 | 8 |
| 22 Sept | 25202.35 | 832.25 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 832.25 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 832.25 | 0 | 0.01 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25600 expiring on 14OCT2025
Delta for 25600 PE is -
Historical price for 25600 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 781.4, which was 221.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 832.25, 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
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 832.25, 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
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 832.25, which was 0 lower than the previous day. The implied volatity was 0.01, 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 0, 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
