NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 25900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 2.62
Theta: -1.81
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 28 Sept | 0.00 | 5.85 | -1.75 | 13.68 | 22,536 | 1,795 | 7,121 | |||||||||
| 22 Sept | 25202.35 | 29.5 | -18.15 | 9.74 | 4,962 | 756 | 1,600 | |||||||||
| 21 Sept | 0.00 | 48.5 | -17.85 | 8.32 | 2,704 | 396 | 844 | |||||||||
| 18 Sept | 25423.60 | 67.65 | 7.35 | 8.28 | 1,139 | 300 | 448 | |||||||||
| 14 Sept | 0.00 | 113.4 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25900 expiring on 07OCT2025
Delta for 25900 CE is 0.03
Historical price for 25900 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 5.85, which was -1.75 lower than the previous day. The implied volatity was 13.68, the open interest changed by 1795 which increased total open position to 7121
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 29.5, which was -18.15 lower than the previous day. The implied volatity was 9.74, the open interest changed by 756 which increased total open position to 1600
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 48.5, which was -17.85 lower than the previous day. The implied volatity was 8.32, the open interest changed by 396 which increased total open position to 844
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 67.65, which was 7.35 higher than the previous day. The implied volatity was 8.28, the open interest changed by 300 which increased total open position to 448
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 113.4, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07OCT2025 25900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 4.78
Theta: 3.17
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1167.55 | 268.35 | 16.31 | 6 | -9 | 27 |
| 22 Sept | 25202.35 | 602 | 161.95 | 7.36 | 17 | 10 | 10 |
| 21 Sept | 0.00 | 440.05 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 440.05 | -843.2 | 9.76 | 1 | 0 | 0 |
| 14 Sept | 0.00 | 1283.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25900 expiring on 07OCT2025
Delta for 25900 PE is -0.94
Historical price for 25900 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1167.55, which was 268.35 higher than the previous day. The implied volatity was 16.31, the open interest changed by -9 which decreased total open position to 27
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 602, which was 161.95 higher than the previous day. The implied volatity was 7.36, 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 440.05, which was 0 lower than the previous day. The implied volatity was 0.00, 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 440.05, which was -843.2 lower than the previous day. The implied volatity was 9.76, 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 1283.25, 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
