NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 25600 CE | ||||||||||||||||
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Delta: 0.05
Vega: 4.21
Theta: -2.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 9.8 | -8.2 | 11.84 | 38,439 | 2,797 | 9,686 | |||||||||
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| 22 Sept | 25202.35 | 79.8 | -45.5 | 9.36 | 7,669 | 1,629 | 3,093 | |||||||||
| 21 Sept | 0.00 | 131.9 | -36.3 | 8.27 | 4,002 | 461 | 1,464 | |||||||||
| 18 Sept | 25423.60 | 168 | 22.2 | 8.21 | 4,297 | 379 | 1,003 | |||||||||
| 14 Sept | 0.00 | 172.15 | 0 | 1.21 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25600 expiring on 07OCT2025
Delta for 25600 CE is 0.05
Historical price for 25600 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 9.8, which was -8.2 lower than the previous day. The implied volatity was 11.84, the open interest changed by 2797 which increased total open position to 9686
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 79.8, which was -45.5 lower than the previous day. The implied volatity was 9.36, the open interest changed by 1629 which increased total open position to 3093
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 131.9, which was -36.3 lower than the previous day. The implied volatity was 8.27, the open interest changed by 461 which increased total open position to 1464
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 168, which was 22.2 higher than the previous day. The implied volatity was 8.21, the open interest changed by 379 which increased total open position to 1003
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 172.15, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07OCT2025 25600 PE | |||||||
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Delta: -0.93
Vega: 5.83
Theta: 3.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 870.05 | 257.8 | 13.24 | 249 | -10 | 686 |
| 22 Sept | 25202.35 | 358.25 | 79.85 | 8.40 | 996 | 250 | 863 |
| 21 Sept | 0.00 | 267.5 | 42.7 | 8.94 | 2,279 | 164 | 613 |
| 18 Sept | 25423.60 | 224 | -61.45 | 8.64 | 774 | 220 | 449 |
| 14 Sept | 0.00 | 1043.7 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25600 expiring on 07OCT2025
Delta for 25600 PE is -0.93
Historical price for 25600 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 870.05, which was 257.8 higher than the previous day. The implied volatity was 13.24, the open interest changed by -10 which decreased total open position to 686
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 358.25, which was 79.85 higher than the previous day. The implied volatity was 8.40, the open interest changed by 250 which increased total open position to 863
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 267.5, which was 42.7 higher than the previous day. The implied volatity was 8.94, the open interest changed by 164 which increased total open position to 613
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 224, which was -61.45 lower than the previous day. The implied volatity was 8.64, the open interest changed by 220 which increased total open position to 449
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1043.7, 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
