NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 26000 CE | ||||||||||||||||
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Delta: 0.02
Vega: 2.26
Theta: -1.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 5 | -1.25 | 14.27 | 45,884 | 3,623 | 20,162 | |||||||||
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| 22 Sept | 25202.35 | 22.15 | -12.6 | 10.04 | 23,547 | 2,433 | 12,532 | |||||||||
| 21 Sept | 0.00 | 35.2 | -13.45 | 8.52 | 20,317 | 4,873 | 10,099 | |||||||||
| 18 Sept | 25423.60 | 48.1 | 3.35 | 8.34 | 11,707 | 1,600 | 5,226 | |||||||||
| 14 Sept | 0.00 | 30 | 2.7 | 8.67 | 3,824 | -590 | 1,093 | |||||||||
For Nifty - strike price 26000 expiring on 07OCT2025
Delta for 26000 CE is 0.02
Historical price for 26000 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 5, which was -1.25 lower than the previous day. The implied volatity was 14.27, the open interest changed by 3623 which increased total open position to 20162
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 22.15, which was -12.6 lower than the previous day. The implied volatity was 10.04, the open interest changed by 2433 which increased total open position to 12532
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 35.2, which was -13.45 lower than the previous day. The implied volatity was 8.52, the open interest changed by 4873 which increased total open position to 10099
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 48.1, which was 3.35 higher than the previous day. The implied volatity was 8.34, the open interest changed by 1600 which increased total open position to 5226
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 30, which was 2.7 higher than the previous day. The implied volatity was 8.67, the open interest changed by -590 which decreased total open position to 1093
| NIFTY 07OCT2025 26000 PE | |||||||
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Delta: -0.96
Vega: 3.63
Theta: 4.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1261.8 | 275.2 | 16.06 | 712 | 376 | 612 |
| 22 Sept | 25202.35 | 706 | 115.65 | 9.00 | 149 | 34 | 272 |
| 21 Sept | 0.00 | 595 | 96.8 | 11.28 | 109 | 46 | 238 |
| 18 Sept | 25423.60 | 500 | -102 | 8.84 | 339 | 175 | 192 |
| 14 Sept | 0.00 | 1367.2 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26000 expiring on 07OCT2025
Delta for 26000 PE is -0.96
Historical price for 26000 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1261.8, which was 275.2 higher than the previous day. The implied volatity was 16.06, the open interest changed by 376 which increased total open position to 612
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 706, which was 115.65 higher than the previous day. The implied volatity was 9.00, the open interest changed by 34 which increased total open position to 272
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 595, which was 96.8 higher than the previous day. The implied volatity was 11.28, the open interest changed by 46 which increased total open position to 238
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 500, which was -102 lower than the previous day. The implied volatity was 8.84, the open interest changed by 175 which increased total open position to 192
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1367.2, 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
