NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25750 CE | ||||||||||||||||
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Delta: 0.06
Vega: 6.60
Theta: -2.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 15.85 | -11.6 | 11.12 | 250 | 48 | 96 | |||||||||
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| 22 Sept | 25202.35 | 207.1 | 0 | 1.58 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 207.1 | 0 | 0.84 | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 207.1 | 0 | 0.58 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 207.1 | 0 | 1.40 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25750 expiring on 14OCT2025
Delta for 25750 CE is 0.06
Historical price for 25750 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 15.85, which was -11.6 lower than the previous day. The implied volatity was 11.12, the open interest changed by 48 which increased total open position to 96
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 207.1, which was 0 lower than the previous day. The implied volatity was 1.58, 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 207.1, which was 0 lower than the previous day. The implied volatity was 0.84, 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 207.1, which was 0 lower than the previous day. The implied volatity was 0.58, 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 207.1, which was 0 lower than the previous day. The implied volatity was 1.40, the open interest changed by 0 which decreased total open position to 0
| NIFTY 14OCT2025 25750 PE | |||||||
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Delta: -0.89
Vega: 10.59
Theta: 2.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 994.7 | 352.35 | 13.99 | 1 | 0 | 1 |
| 22 Sept | 25202.35 | 938.55 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 938.55 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 938.55 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25750 expiring on 14OCT2025
Delta for 25750 PE is -0.89
Historical price for 25750 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 994.7, which was 352.35 higher than the previous day. The implied volatity was 13.99, the open interest changed by 0 which decreased total open position to 1
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 938.55, 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 938.55, 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 938.55, 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
