NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 25750 CE | ||||||||||||||||
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Delta: 0.04
Vega: 3.47
Theta: -2.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 8.15 | -2.95 | 12.97 | 7,306 | 354 | 1,610 | |||||||||
| 22 Sept | 25202.35 | 49.4 | -29.25 | 9.55 | 1,519 | 481 | 709 | |||||||||
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| 21 Sept | 0.00 | 80.9 | -27.65 | 8.22 | 513 | 105 | 228 | |||||||||
| 18 Sept | 25423.60 | 111.4 | 16.35 | 8.33 | 348 | 18 | 123 | |||||||||
| 14 Sept | 0.00 | 140.35 | 0 | 1.76 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25750 expiring on 07OCT2025
Delta for 25750 CE is 0.04
Historical price for 25750 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 8.15, which was -2.95 lower than the previous day. The implied volatity was 12.97, the open interest changed by 354 which increased total open position to 1610
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 49.4, which was -29.25 lower than the previous day. The implied volatity was 9.55, the open interest changed by 481 which increased total open position to 709
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 80.9, which was -27.65 lower than the previous day. The implied volatity was 8.22, the open interest changed by 105 which increased total open position to 228
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 111.4, which was 16.35 higher than the previous day. The implied volatity was 8.33, the open interest changed by 18 which increased total open position to 123
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 140.35, which was 0 lower than the previous day. The implied volatity was 1.76, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07OCT2025 25750 PE | |||||||
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Delta: -0.92
Vega: 6.10
Theta: 2.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1022.55 | 529.35 | 15.79 | 2 | 8 | 8 |
| 22 Sept | 25202.35 | 1161.05 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 1161.05 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1161.05 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1161.05 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25750 expiring on 07OCT2025
Delta for 25750 PE is -0.92
Historical price for 25750 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1022.55, which was 529.35 higher than the previous day. The implied volatity was 15.79, the open interest changed by 8 which increased total open position to 8
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1161.05, 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 1161.05, 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 1161.05, 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 1161.05, 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
