NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 26350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.29
Theta: -1.02
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 28 Sept | 0.00 | 2.7 | -0.85 | 16.00 | 337 | -76 | 254 | |||||||||
| 22 Sept | 25202.35 | 6.95 | -4.9 | 10.77 | 427 | 57 | 356 | |||||||||
| 21 Sept | 0.00 | 10.6 | -4.2 | 9.14 | 300 | -8 | 299 | |||||||||
| 18 Sept | 25423.60 | 14.05 | -1.15 | 8.78 | 280 | 79 | 307 | |||||||||
| 14 Sept | 0.00 | 12.3 | 0.9 | 9.45 | 235 | 68 | 218 | |||||||||
For Nifty - strike price 26350 expiring on 07OCT2025
Delta for 26350 CE is 0.01
Historical price for 26350 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 2.7, which was -0.85 lower than the previous day. The implied volatity was 16.00, the open interest changed by -76 which decreased total open position to 254
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 6.95, which was -4.9 lower than the previous day. The implied volatity was 10.77, the open interest changed by 57 which increased total open position to 356
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 10.6, which was -4.2 lower than the previous day. The implied volatity was 9.14, the open interest changed by -8 which decreased total open position to 299
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 14.05, which was -1.15 lower than the previous day. The implied volatity was 8.78, the open interest changed by 79 which increased total open position to 307
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 12.3, which was 0.9 higher than the previous day. The implied volatity was 9.45, the open interest changed by 68 which increased total open position to 218
| NIFTY 07OCT2025 26350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 5.17
Theta: 1.37
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1623.55 | -50.5 | 23.08 | 6 | 0 | 0 |
| 22 Sept | 25202.35 | 1674.05 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 1674.05 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1674.05 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1674.05 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26350 expiring on 07OCT2025
Delta for 26350 PE is -0.94
Historical price for 26350 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1623.55, which was -50.5 lower than the previous day. The implied volatity was 23.08, 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 1674.05, 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 1674.05, 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 1674.05, 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 1674.05, 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
