NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25850 CE | ||||||||||||||||
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Delta: 0.05
Vega: 5.63
Theta: -2.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 13 | -8 | 11.51 | 148 | 7 | 99 | |||||||||
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| 22 Sept | 25202.35 | 70.6 | -47.7 | 9.67 | 29 | 10 | 10 | |||||||||
| 21 Sept | 0.00 | 96 | -87.05 | 8.27 | 2 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 183.05 | 0 | 0.91 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 183.05 | 0 | 1.72 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25850 expiring on 14OCT2025
Delta for 25850 CE is 0.05
Historical price for 25850 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 13, which was -8 lower than the previous day. The implied volatity was 11.51, the open interest changed by 7 which increased total open position to 99
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 70.6, which was -47.7 lower than the previous day. The implied volatity was 9.67, the open interest changed by 10 which increased total open position to 10
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 96, which was -87.05 lower than the previous day. The implied volatity was 8.27, 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 183.05, which was 0 lower than the previous day. The implied volatity was 0.91, 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 183.05, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
| NIFTY 14OCT2025 25850 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1013.9 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 25202.35 | 1013.9 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 1013.9 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1013.9 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25850 expiring on 14OCT2025
Delta for 25850 PE is -
Historical price for 25850 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1013.9, 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 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1013.9, 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 1013.9, 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 1013.9, 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
