NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 26250 CE | ||||||||||||||||
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Delta: 0.01
Vega: 1.38
Theta: -1.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 2.8 | -1.1 | 15.24 | 2,321 | -148 | 424 | |||||||||
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| 22 Sept | 25202.35 | 10.95 | -34.2 | 10.80 | 200 | 94 | 94 | |||||||||
| 21 Sept | 0.00 | 45.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 45.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 45.15 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26250 expiring on 07OCT2025
Delta for 26250 CE is 0.01
Historical price for 26250 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 2.8, which was -1.1 lower than the previous day. The implied volatity was 15.24, the open interest changed by -148 which decreased total open position to 424
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 10.95, which was -34.2 lower than the previous day. The implied volatity was 10.80, the open interest changed by 94 which increased total open position to 94
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 45.15, 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 45.15, 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 45.15, 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 26250 PE | |||||||
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Delta: -0.96
Vega: 3.75
Theta: 3.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1513.85 | -70.65 | 19.35 | 8 | 0 | 0 |
| 22 Sept | 25202.35 | 1584.5 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 1584.5 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1584.5 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1584.5 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26250 expiring on 07OCT2025
Delta for 26250 PE is -0.96
Historical price for 26250 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1513.85, which was -70.65 lower than the previous day. The implied volatity was 19.35, 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 1584.5, 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 1584.5, 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 1584.5, 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 1584.5, 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
