NIFTY
Nifty
Historical option data for NIFTY
02 Nov 2025 04:11 PM IST
| NIFTY 11-NOV-2025 25900 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Nov | 25722.10 | 153 | -79.5 | - | 92,135 | 9,708 | 18,456 | |||||||||
| 1 Nov | 25722.10 | 153 | -79.5 | - | 92,135 | 9,708 | 18,456 | |||||||||
| 27 Oct | 25966.05 | 367.9 | 131 | - | 9,347 | -835 | 1,672 | |||||||||
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| 26 Oct | 0.00 | 236.4 | -96.2 | - | 8,134 | 1,618 | 2,507 | |||||||||
| 25 Oct | 0.00 | 236.4 | -96.2 | - | 8,134 | 1,618 | 2,507 | |||||||||
| 18 Oct | 0.00 | 236.4 | 61.9 | - | 1,286 | -21 | 359 | |||||||||
| 15 Oct | 25145.50 | 69.1 | -18.7 | - | 134 | -12 | 144 | |||||||||
For Nifty - strike price 25900 expiring on 11NOV2025
Delta for 25900 CE is -
Historical price for 25900 CE is as follows
On 2 Nov NIFTY was trading at 25722.10. The strike last trading price was 153, which was -79.5 lower than the previous day. The implied volatity was -, the open interest changed by 9708 which increased total open position to 18456
On 1 Nov NIFTY was trading at 25722.10. The strike last trading price was 153, which was -79.5 lower than the previous day. The implied volatity was -, the open interest changed by 9708 which increased total open position to 18456
On 27 Oct NIFTY was trading at 25966.05. The strike last trading price was 367.9, which was 131 higher than the previous day. The implied volatity was -, the open interest changed by -835 which decreased total open position to 1672
On 26 Oct NIFTY was trading at 0.00. The strike last trading price was 236.4, which was -96.2 lower than the previous day. The implied volatity was -, the open interest changed by 1618 which increased total open position to 2507
On 25 Oct NIFTY was trading at 0.00. The strike last trading price was 236.4, which was -96.2 lower than the previous day. The implied volatity was -, the open interest changed by 1618 which increased total open position to 2507
On 18 Oct NIFTY was trading at 0.00. The strike last trading price was 236.4, which was 61.9 higher than the previous day. The implied volatity was -, the open interest changed by -21 which decreased total open position to 359
On 15 Oct NIFTY was trading at 25145.50. The strike last trading price was 69.1, which was -18.7 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 144
| NIFTY 11NOV2025 25900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Nov | 25722.10 | 203.9 | 42.9 | - | 86,761 | 6,427 | 12,854 |
| 1 Nov | 25722.10 | 203.9 | 42.9 | - | 86,761 | 6,427 | 12,854 |
| 27 Oct | 25966.05 | 141.05 | -97.6 | - | 10,883 | 1,330 | 2,569 |
| 26 Oct | 0.00 | 236.05 | 55.25 | - | 8,051 | -368 | 1,239 |
| 25 Oct | 0.00 | 236.05 | 55.25 | - | 8,051 | -368 | 1,239 |
| 18 Oct | 0.00 | 317.05 | -547.2 | - | 80 | 51 | 51 |
| 15 Oct | 25145.50 | 864.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25900 expiring on 11NOV2025
Delta for 25900 PE is -
Historical price for 25900 PE is as follows
On 2 Nov NIFTY was trading at 25722.10. The strike last trading price was 203.9, which was 42.9 higher than the previous day. The implied volatity was -, the open interest changed by 6427 which increased total open position to 12854
On 1 Nov NIFTY was trading at 25722.10. The strike last trading price was 203.9, which was 42.9 higher than the previous day. The implied volatity was -, the open interest changed by 6427 which increased total open position to 12854
On 27 Oct NIFTY was trading at 25966.05. The strike last trading price was 141.05, which was -97.6 lower than the previous day. The implied volatity was -, the open interest changed by 1330 which increased total open position to 2569
On 26 Oct NIFTY was trading at 0.00. The strike last trading price was 236.05, which was 55.25 higher than the previous day. The implied volatity was -, the open interest changed by -368 which decreased total open position to 1239
On 25 Oct NIFTY was trading at 0.00. The strike last trading price was 236.05, which was 55.25 higher than the previous day. The implied volatity was -, the open interest changed by -368 which decreased total open position to 1239
On 18 Oct NIFTY was trading at 0.00. The strike last trading price was 317.05, which was -547.2 lower than the previous day. The implied volatity was -, the open interest changed by 51 which increased total open position to 51
On 15 Oct NIFTY was trading at 25145.50. The strike last trading price was 864.25, 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
































































































































































































































