NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25700 CE | ||||||||||||||||
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Delta: 0.07
Vega: 7.20
Theta: -2.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 17.85 | -14.6 | 10.97 | 3,642 | 378 | 1,285 | |||||||||
| 22 Sept | 25202.35 | 98.65 | -44.05 | 9.30 | 610 | 146 | 311 | |||||||||
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| 21 Sept | 0.00 | 142.3 | -37.4 | 8.19 | 168 | 56 | 165 | |||||||||
| 18 Sept | 25423.60 | 179.75 | 19.75 | 8.29 | 155 | 30 | 109 | |||||||||
| 14 Sept | 0.00 | 107.5 | 17.25 | 8.35 | 64 | 29 | 48 | |||||||||
For Nifty - strike price 25700 expiring on 14OCT2025
Delta for 25700 CE is 0.07
Historical price for 25700 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 17.85, which was -14.6 lower than the previous day. The implied volatity was 10.97, the open interest changed by 378 which increased total open position to 1285
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 98.65, which was -44.05 lower than the previous day. The implied volatity was 9.30, the open interest changed by 146 which increased total open position to 311
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 142.3, which was -37.4 lower than the previous day. The implied volatity was 8.19, the open interest changed by 56 which increased total open position to 165
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 179.75, which was 19.75 higher than the previous day. The implied volatity was 8.29, the open interest changed by 30 which increased total open position to 109
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 107.5, which was 17.25 higher than the previous day. The implied volatity was 8.35, the open interest changed by 29 which increased total open position to 48
| NIFTY 14OCT2025 25700 PE | |||||||
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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 | 549.2 | 0 | 0.00 | 0 | 5 | 0 |
| 22 Sept | 25202.35 | 351.75 | 0 | 0.00 | 0 | 6 | 0 |
| 21 Sept | 0.00 | 351.75 | -550.7 | 9.67 | 35 | 6 | 6 |
| 18 Sept | 25423.60 | 902.45 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25700 expiring on 14OCT2025
Delta for 25700 PE is 0.00
Historical price for 25700 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 549.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 351.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 351.75, which was -550.7 lower than the previous day. The implied volatity was 9.67, the open interest changed by 6 which increased total open position to 6
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 902.45, 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
