NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25800 CE | ||||||||||||||||
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Delta: 0.06
Vega: 6.19
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 14.75 | -9.15 | 11.39 | 3,921 | 207 | 1,769 | |||||||||
| 22 Sept | 25202.35 | 77.4 | -32.9 | 9.46 | 582 | 27 | 243 | |||||||||
| 21 Sept | 0.00 | 110.95 | -31.3 | 8.28 | 547 | 196 | 216 | |||||||||
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| 18 Sept | 25423.60 | 145 | -49.15 | 8.46 | 37 | 20 | 20 | |||||||||
| 14 Sept | 0.00 | 194.15 | 0 | 1.56 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25800 expiring on 14OCT2025
Delta for 25800 CE is 0.06
Historical price for 25800 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 14.75, which was -9.15 lower than the previous day. The implied volatity was 11.39, the open interest changed by 207 which increased total open position to 1769
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 77.4, which was -32.9 lower than the previous day. The implied volatity was 9.46, the open interest changed by 27 which increased total open position to 243
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 110.95, which was -31.3 lower than the previous day. The implied volatity was 8.28, the open interest changed by 196 which increased total open position to 216
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 145, which was -49.15 lower than the previous day. The implied volatity was 8.46, the open interest changed by 20 which increased total open position to 20
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 194.15, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
| NIFTY 14OCT2025 25800 PE | |||||||
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Delta: -0.89
Vega: 9.99
Theta: 2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1040.95 | 253.95 | 14.15 | 11 | 2 | 42 |
| 22 Sept | 25202.35 | 529.95 | 101.1 | 9.94 | 47 | 7 | 38 |
| 21 Sept | 0.00 | 428.85 | 63.3 | 10.23 | 95 | 24 | 31 |
| 18 Sept | 25423.60 | 365.55 | -72.35 | 9.41 | 16 | 7 | 7 |
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25800 expiring on 14OCT2025
Delta for 25800 PE is -0.89
Historical price for 25800 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1040.95, which was 253.95 higher than the previous day. The implied volatity was 14.15, the open interest changed by 2 which increased total open position to 42
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 529.95, which was 101.1 higher than the previous day. The implied volatity was 9.94, the open interest changed by 7 which increased total open position to 38
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 428.85, which was 63.3 higher than the previous day. The implied volatity was 10.23, the open interest changed by 24 which increased total open position to 31
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 365.55, which was -72.35 lower than the previous day. The implied volatity was 9.41, the open interest changed by 7 which increased total open position to 7
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
