NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 26000 CE | ||||||||||||||||
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Delta: 0.04
Vega: 4.49
Theta: -1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 9.9 | -4 | 12.11 | 5,358 | 23 | 2,969 | |||||||||
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| 22 Sept | 25202.35 | 39.6 | -21.8 | 9.28 | 1,417 | 493 | 1,140 | |||||||||
| 21 Sept | 0.00 | 63.7 | -20.9 | 8.41 | 1,107 | 325 | 647 | |||||||||
| 18 Sept | 25423.60 | 86.4 | 13.35 | 8.52 | 569 | 193 | 322 | |||||||||
| 14 Sept | 0.00 | 148.8 | 0 | 2.08 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26000 expiring on 14OCT2025
Delta for 26000 CE is 0.04
Historical price for 26000 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 9.9, which was -4 lower than the previous day. The implied volatity was 12.11, the open interest changed by 23 which increased total open position to 2969
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 39.6, which was -21.8 lower than the previous day. The implied volatity was 9.28, the open interest changed by 493 which increased total open position to 1140
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 63.7, which was -20.9 lower than the previous day. The implied volatity was 8.41, the open interest changed by 325 which increased total open position to 647
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 86.4, which was 13.35 higher than the previous day. The implied volatity was 8.52, the open interest changed by 193 which increased total open position to 322
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 148.8, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
| NIFTY 14OCT2025 26000 PE | |||||||
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Delta: -0.91
Vega: 8.95
Theta: 2.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1237.4 | 261.6 | 15.82 | 368 | 321 | 393 |
| 22 Sept | 25202.35 | 697.5 | 88.4 | 10.37 | 20 | 6 | 51 |
| 21 Sept | 0.00 | 609.1 | 63.6 | 12.02 | 1 | 0 | 45 |
| 18 Sept | 25423.60 | 545.5 | -52.5 | 11.33 | 15 | 4 | 45 |
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26000 expiring on 14OCT2025
Delta for 26000 PE is -0.91
Historical price for 26000 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1237.4, which was 261.6 higher than the previous day. The implied volatity was 15.82, the open interest changed by 321 which increased total open position to 393
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 697.5, which was 88.4 higher than the previous day. The implied volatity was 10.37, the open interest changed by 6 which increased total open position to 51
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 609.1, which was 63.6 higher than the previous day. The implied volatity was 12.02, the open interest changed by 0 which decreased total open position to 45
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 545.5, which was -52.5 lower than the previous day. The implied volatity was 11.33, the open interest changed by 4 which increased total open position to 45
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
