NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 25900 CE | ||||||||||||||||
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Delta: 0.05
Vega: 5.26
Theta: -2.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 12 | -6.05 | 11.74 | 904 | 59 | 518 | |||||||||
| 22 Sept | 25202.35 | 55.15 | -23.3 | 9.33 | 117 | 29 | 117 | |||||||||
| 21 Sept | 0.00 | 81.1 | -26.65 | 8.18 | 136 | 22 | 88 | |||||||||
| 18 Sept | 25423.60 | 110.25 | 20.25 | 8.38 | 84 | 11 | 66 | |||||||||
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| 14 Sept | 0.00 | 170.35 | 0 | 1.88 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25900 expiring on 14OCT2025
Delta for 25900 CE is 0.05
Historical price for 25900 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 12, which was -6.05 lower than the previous day. The implied volatity was 11.74, the open interest changed by 59 which increased total open position to 518
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 55.15, which was -23.3 lower than the previous day. The implied volatity was 9.33, the open interest changed by 29 which increased total open position to 117
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 81.1, which was -26.65 lower than the previous day. The implied volatity was 8.18, the open interest changed by 22 which increased total open position to 88
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 110.25, which was 20.25 higher than the previous day. The implied volatity was 8.38, the open interest changed by 11 which increased total open position to 66
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 170.35, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
| NIFTY 14OCT2025 25900 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 614.75 | 0 | 0.00 | 0 | 2 | 0 |
| 22 Sept | 25202.35 | 614.75 | 120.5 | 10.31 | 6 | 2 | 3 |
| 21 Sept | 0.00 | 494.25 | -556.7 | 10.11 | 3 | 1 | 1 |
| 18 Sept | 25423.60 | 1050.95 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25900 expiring on 14OCT2025
Delta for 25900 PE is 0.00
Historical price for 25900 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 614.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 614.75, which was 120.5 higher than the previous day. The implied volatity was 10.31, the open interest changed by 2 which increased total open position to 3
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 494.25, which was -556.7 lower than the previous day. The implied volatity was 10.11, the open interest changed by 1 which increased total open position to 1
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1050.95, 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
