NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 25850 CE | ||||||||||||||||
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Delta: 0.03
Vega: 2.53
Theta: -1.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 5.3 | -3.25 | 13.00 | 5,624 | 462 | 1,697 | |||||||||
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| 22 Sept | 25202.35 | 34.5 | -22.05 | 9.61 | 1,204 | -5 | 387 | |||||||||
| 21 Sept | 0.00 | 57.95 | -20.45 | 8.30 | 819 | 209 | 392 | |||||||||
| 18 Sept | 25423.60 | 78.4 | 8.5 | 8.19 | 394 | 95 | 183 | |||||||||
| 14 Sept | 0.00 | 121.9 | 0 | 2.12 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25850 expiring on 07OCT2025
Delta for 25850 CE is 0.03
Historical price for 25850 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 5.3, which was -3.25 lower than the previous day. The implied volatity was 13.00, the open interest changed by 462 which increased total open position to 1697
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 34.5, which was -22.05 lower than the previous day. The implied volatity was 9.61, the open interest changed by -5 which decreased total open position to 387
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 57.95, which was -20.45 lower than the previous day. The implied volatity was 8.30, the open interest changed by 209 which increased total open position to 392
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 78.4, which was 8.5 higher than the previous day. The implied volatity was 8.19, the open interest changed by 95 which increased total open position to 183
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 121.9, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07OCT2025 25850 PE | |||||||
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Delta: -0.96
Vega: 4.04
Theta: 4.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1112.95 | 534.25 | 14.70 | 6 | 8 | 8 |
| 22 Sept | 25202.35 | 1242 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 1242 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1242 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1242 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25850 expiring on 07OCT2025
Delta for 25850 PE is -0.96
Historical price for 25850 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1112.95, which was 534.25 higher than the previous day. The implied volatity was 14.70, 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 1242, 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 1242, 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 1242, 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 1242, 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
