NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 25800 CE | ||||||||||||||||
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Delta: 0.03
Vega: 3.03
Theta: -2.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 6.8 | -2.8 | 13.05 | 31,134 | 74 | 8,334 | |||||||||
| 22 Sept | 25202.35 | 40.5 | -26.1 | 9.51 | 8,885 | 1,018 | 3,320 | |||||||||
| 21 Sept | 0.00 | 66.05 | -26.65 | 8.11 | 4,767 | 887 | 2,302 | |||||||||
| 18 Sept | 25423.60 | 93 | 11.35 | 8.22 | 3,427 | 614 | 1,415 | |||||||||
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| 14 Sept | 0.00 | 54.65 | 9.95 | 8.47 | 228 | 25 | 233 | |||||||||
For Nifty - strike price 25800 expiring on 07OCT2025
Delta for 25800 CE is 0.03
Historical price for 25800 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 6.8, which was -2.8 lower than the previous day. The implied volatity was 13.05, the open interest changed by 74 which increased total open position to 8334
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 40.5, which was -26.1 lower than the previous day. The implied volatity was 9.51, the open interest changed by 1018 which increased total open position to 3320
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 66.05, which was -26.65 lower than the previous day. The implied volatity was 8.11, the open interest changed by 887 which increased total open position to 2302
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 93, which was 11.35 higher than the previous day. The implied volatity was 8.22, the open interest changed by 614 which increased total open position to 1415
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 54.65, which was 9.95 higher than the previous day. The implied volatity was 8.47, the open interest changed by 25 which increased total open position to 233
| NIFTY 07OCT2025 25800 PE | |||||||
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Delta: -0.91
Vega: 6.83
Theta: 1.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1081.8 | 282.85 | 17.56 | 180 | -21 | 101 |
| 22 Sept | 25202.35 | 510.8 | 96.9 | 7.45 | 470 | -11 | 449 |
| 21 Sept | 0.00 | 399.55 | 57 | 8.85 | 178 | -38 | 460 |
| 18 Sept | 25423.60 | 343.6 | -75.05 | 8.49 | 533 | 249 | 498 |
| 14 Sept | 0.00 | 1201.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25800 expiring on 07OCT2025
Delta for 25800 PE is -0.91
Historical price for 25800 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1081.8, which was 282.85 higher than the previous day. The implied volatity was 17.56, the open interest changed by -21 which decreased total open position to 101
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 510.8, which was 96.9 higher than the previous day. The implied volatity was 7.45, the open interest changed by -11 which decreased total open position to 449
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 399.55, which was 57 higher than the previous day. The implied volatity was 8.85, the open interest changed by -38 which decreased total open position to 460
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 343.6, which was -75.05 lower than the previous day. The implied volatity was 8.49, the open interest changed by 249 which increased total open position to 498
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1201.25, 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
