NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 25700 CE | ||||||||||||||||
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Delta: 0.04
Vega: 3.50
Theta: -2.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 7.9 | -4.9 | 12.39 | 38,005 | -856 | 7,647 | |||||||||
| 22 Sept | 25202.35 | 57 | -35 | 9.42 | 8,250 | 1,085 | 2,622 | |||||||||
| 21 Sept | 0.00 | 92.1 | -34 | 8.04 | 5,452 | 69 | 1,537 | |||||||||
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| 18 Sept | 25423.60 | 128.8 | 18.6 | 8.31 | 3,652 | 653 | 1,468 | |||||||||
| 14 Sept | 0.00 | 73.7 | 13.55 | 8.43 | 470 | 95 | 348 | |||||||||
For Nifty - strike price 25700 expiring on 07OCT2025
Delta for 25700 CE is 0.04
Historical price for 25700 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 7.9, which was -4.9 lower than the previous day. The implied volatity was 12.39, the open interest changed by -856 which decreased total open position to 7647
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 57, which was -35 lower than the previous day. The implied volatity was 9.42, the open interest changed by 1085 which increased total open position to 2622
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 92.1, which was -34 lower than the previous day. The implied volatity was 8.04, the open interest changed by 69 which increased total open position to 1537
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 128.8, which was 18.6 higher than the previous day. The implied volatity was 8.31, the open interest changed by 653 which increased total open position to 1468
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 73.7, which was 13.55 higher than the previous day. The implied volatity was 8.43, the open interest changed by 95 which increased total open position to 348
| NIFTY 07OCT2025 25700 PE | |||||||
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Delta: -0.93
Vega: 5.87
Theta: 2.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 972 | 263.1 | 14.79 | 389 | -160 | 548 |
| 22 Sept | 25202.35 | 435 | 98 | 8.34 | 1,828 | 383 | 935 |
| 21 Sept | 0.00 | 329.9 | 52.6 | 8.89 | 2,110 | 87 | 552 |
| 18 Sept | 25423.60 | 281.15 | -67.8 | 8.61 | 751 | 319 | 465 |
| 14 Sept | 0.00 | 1121.35 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25700 expiring on 07OCT2025
Delta for 25700 PE is -0.93
Historical price for 25700 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 972, which was 263.1 higher than the previous day. The implied volatity was 14.79, the open interest changed by -160 which decreased total open position to 548
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 435, which was 98 higher than the previous day. The implied volatity was 8.34, the open interest changed by 383 which increased total open position to 935
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 329.9, which was 52.6 higher than the previous day. The implied volatity was 8.89, the open interest changed by 87 which increased total open position to 552
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 281.15, which was -67.8 lower than the previous day. The implied volatity was 8.61, the open interest changed by 319 which increased total open position to 465
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1121.35, 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
