NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 26200 CE | ||||||||||||||||
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Delta: 0.02
Vega: 1.76
Theta: -1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 3.9 | -0.35 | 15.52 | 9,892 | -400 | 3,396 | |||||||||
| 22 Sept | 25202.35 | 11.6 | -5.4 | 10.47 | 4,924 | 293 | 2,540 | |||||||||
| 21 Sept | 0.00 | 16.65 | -6.85 | 8.72 | 5,214 | 851 | 2,247 | |||||||||
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| 18 Sept | 25423.60 | 24.25 | 1.2 | 8.59 | 2,913 | 799 | 1,396 | |||||||||
| 14 Sept | 0.00 | 72.2 | 0 | 3.19 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26200 expiring on 07OCT2025
Delta for 26200 CE is 0.02
Historical price for 26200 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 15.52, the open interest changed by -400 which decreased total open position to 3396
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 11.6, which was -5.4 lower than the previous day. The implied volatity was 10.47, the open interest changed by 293 which increased total open position to 2540
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 16.65, which was -6.85 lower than the previous day. The implied volatity was 8.72, the open interest changed by 851 which increased total open position to 2247
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 24.25, which was 1.2 higher than the previous day. The implied volatity was 8.59, the open interest changed by 799 which increased total open position to 1396
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 72.2, which was 0 lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07OCT2025 26200 PE | |||||||
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Delta: -0.94
Vega: 5.25
Theta: 1.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1474.6 | 280.05 | 21.17 | 10 | 2 | 15 |
| 22 Sept | 25202.35 | 767.55 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 767.55 | -772.7 | 11.80 | 1 | 0 | 0 |
| 18 Sept | 25423.60 | 1540.25 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1540.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26200 expiring on 07OCT2025
Delta for 26200 PE is -0.94
Historical price for 26200 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1474.6, which was 280.05 higher than the previous day. The implied volatity was 21.17, the open interest changed by 2 which increased total open position to 15
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 767.55, 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 21 Sept NIFTY was trading at 0.00. The strike last trading price was 767.55, which was -772.7 lower than the previous day. The implied volatity was 11.80, 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 1540.25, 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
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1540.25, 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
