NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 26050 CE | ||||||||||||||||
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Delta: 0.02
Vega: 2.10
Theta: -1.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 4.55 | -86.35 | 14.37 | 417 | 198 | 198 | |||||||||
| 22 Sept | 25202.35 | 90.9 | 0 | 3.51 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 90.9 | 0 | 2.48 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 25423.60 | 90.9 | 0 | 2.10 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 90.9 | 0 | 2.69 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26050 expiring on 07OCT2025
Delta for 26050 CE is 0.02
Historical price for 26050 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 4.55, which was -86.35 lower than the previous day. The implied volatity was 14.37, the open interest changed by 198 which increased total open position to 198
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 90.9, which was 0 lower than the previous day. The implied volatity was 3.51, 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 90.9, which was 0 lower than the previous day. The implied volatity was 2.48, 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 90.9, which was 0 lower than the previous day. The implied volatity was 2.10, 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 90.9, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07OCT2025 26050 PE | |||||||
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Delta: -0.95
Vega: 4.52
Theta: 3.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1317.35 | 327.35 | 17.98 | 8 | 1 | 2 |
| 22 Sept | 25202.35 | 650 | -175 | - | 1 | 1 | 1 |
| 21 Sept | 0.00 | 825 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 825 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 825 | -584.85 | 11.27 | 1 | 0 | 0 |
For Nifty - strike price 26050 expiring on 07OCT2025
Delta for 26050 PE is -0.95
Historical price for 26050 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1317.35, which was 327.35 higher than the previous day. The implied volatity was 17.98, the open interest changed by 1 which increased total open position to 2
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 650, which was -175 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 825, 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 825, 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 14 Sept NIFTY was trading at 0.00. The strike last trading price was 825, which was -584.85 lower than the previous day. The implied volatity was 11.27, the open interest changed by 0 which decreased total open position to 0
