NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25650 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 234.95 | 0 | 3.63 | 0 | 0 | 0 | |||||||||
| 22 Sept | 25202.35 | 234.95 | 0 | 1.19 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 0.00 | 234.95 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 234.95 | 0 | 0.20 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 234.95 | 0 | 1.07 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25650 expiring on 14OCT2025
Delta for 25650 CE is 0.00
Historical price for 25650 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 234.95, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 234.95, which was 0 lower than the previous day. The implied volatity was 1.19, 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 234.95, which was 0 lower than the previous day. The implied volatity was 0.49, 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 234.95, which was 0 lower than the previous day. The implied volatity was 0.20, 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 234.95, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
| NIFTY 14OCT2025 25650 PE | |||||||
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Delta: -0.87
Vega: 11.53
Theta: 1.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 899.75 | 32.75 | 13.36 | 3 | 0 | 0 |
| 22 Sept | 25202.35 | 867 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 867 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 867 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25650 expiring on 14OCT2025
Delta for 25650 PE is -0.87
Historical price for 25650 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 899.75, which was 32.75 higher than the previous day. The implied volatity was 13.36, the open interest changed by 0 which decreased total open position to 0
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 867, 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 867, 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 867, 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 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
