NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 25950 CE | ||||||||||||||||
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Delta: 0.03
Vega: 2.53
Theta: -1.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 5.75 | -0.85 | 14.12 | 3,328 | 317 | 1,118 | |||||||||
| 22 Sept | 25202.35 | 25 | -16 | 9.82 | 1,340 | 266 | 650 | |||||||||
| 21 Sept | 0.00 | 41 | -15.75 | 8.40 | 821 | 187 | 384 | |||||||||
| 18 Sept | 25423.60 | 56.3 | 4.45 | 8.26 | 365 | 63 | 197 | |||||||||
| 14 Sept | 0.00 | 74.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25950 expiring on 07OCT2025
Delta for 25950 CE is 0.03
Historical price for 25950 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 5.75, which was -0.85 lower than the previous day. The implied volatity was 14.12, the open interest changed by 317 which increased total open position to 1118
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 25, which was -16 lower than the previous day. The implied volatity was 9.82, the open interest changed by 266 which increased total open position to 650
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 41, which was -15.75 lower than the previous day. The implied volatity was 8.40, the open interest changed by 187 which increased total open position to 384
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 56.3, which was 4.45 higher than the previous day. The implied volatity was 8.26, the open interest changed by 63 which increased total open position to 197
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 74.5, 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
| NIFTY 07OCT2025 25950 PE | |||||||
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Delta: -0.95
Vega: 4.65
Theta: 3.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1215.3 | -109.7 | 16.80 | 8 | 0 | 0 |
| 22 Sept | 25202.35 | 1325 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 1325 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1325 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1325 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25950 expiring on 07OCT2025
Delta for 25950 PE is -0.95
Historical price for 25950 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1215.3, which was -109.7 lower than the previous day. The implied volatity was 16.80, 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 1325, 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 1325, 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 1325, 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 1325, 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
