NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 25650 CE | ||||||||||||||||
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Delta: 0.04
Vega: 3.95
Theta: -2.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 9.25 | -6.05 | 12.23 | 12,662 | 1,104 | 3,195 | |||||||||
| 22 Sept | 25202.35 | 67.7 | -39.4 | 9.41 | 1,738 | 289 | 439 | |||||||||
| 21 Sept | 0.00 | 106.85 | -53.2 | 7.96 | 491 | 150 | 150 | |||||||||
| 18 Sept | 25423.60 | 147.5 | -13.45 | 8.27 | 2 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 160.95 | 0 | 1.39 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25650 expiring on 07OCT2025
Delta for 25650 CE is 0.04
Historical price for 25650 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 9.25, which was -6.05 lower than the previous day. The implied volatity was 12.23, the open interest changed by 1104 which increased total open position to 3195
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 67.7, which was -39.4 lower than the previous day. The implied volatity was 9.41, the open interest changed by 289 which increased total open position to 439
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 106.85, which was -53.2 lower than the previous day. The implied volatity was 7.96, the open interest changed by 150 which increased total open position to 150
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 147.5, which was -13.45 lower than the previous day. The implied volatity was 8.27, 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 160.95, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07OCT2025 25650 PE | |||||||
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Delta: -0.92
Vega: 6.15
Theta: 2.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 923 | 265.45 | 14.34 | 20 | -3 | 34 |
| 22 Sept | 25202.35 | 393.8 | 90.3 | 8.27 | 49 | -6 | 18 |
| 21 Sept | 0.00 | 303.5 | 53.65 | 9.18 | 75 | 2 | 24 |
| 18 Sept | 25423.60 | 248.5 | -69.1 | 8.49 | 52 | 20 | 22 |
| 14 Sept | 0.00 | 1082.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25650 expiring on 07OCT2025
Delta for 25650 PE is -0.92
Historical price for 25650 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 923, which was 265.45 higher than the previous day. The implied volatity was 14.34, the open interest changed by -3 which decreased total open position to 34
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 393.8, which was 90.3 higher than the previous day. The implied volatity was 8.27, the open interest changed by -6 which decreased total open position to 18
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 303.5, which was 53.65 higher than the previous day. The implied volatity was 9.18, the open interest changed by 2 which increased total open position to 24
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 248.5, which was -69.1 lower than the previous day. The implied volatity was 8.49, the open interest changed by 20 which increased total open position to 22
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1082.25, 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
