NIFTY
Nifty
Historical option data for NIFTY
15 Oct 2025 01:01 AM IST
| NIFTY 20-OCT-2025 26400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 15 Oct | 25145.50 | 1.3 | -0.55 | - | 52,222 | 5,466 | 14,465 | |||||||||
| 28 Sept | 0.00 | 139.05 | 0 | 5.43 | 0 | 0 | 0 | |||||||||
| 22 Sept | 25202.35 | 139.05 | 0 | 3.27 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 0.00 | 139.05 | 0 | 2.58 | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 139.05 | 0 | 2.31 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26400 expiring on 20OCT2025
Delta for 26400 CE is -
Historical price for 26400 CE is as follows
On 15 Oct NIFTY was trading at 25145.50. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 5466 which increased total open position to 14465
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 139.05, which was 0 lower than the previous day. The implied volatity was 5.43, 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 139.05, which was 0 lower than the previous day. The implied volatity was 3.27, 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 139.05, which was 0 lower than the previous day. The implied volatity was 2.58, 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 139.05, which was 0 lower than the previous day. The implied volatity was 2.31, the open interest changed by 0 which decreased total open position to 0
| NIFTY 20OCT2025 26400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Oct | 25145.50 | 1190 | 76 | - | 9 | 1 | 21 |
| 28 Sept | 0.00 | 1150.6 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 25202.35 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26400 expiring on 20OCT2025
Delta for 26400 PE is -
Historical price for 26400 PE is as follows
On 15 Oct NIFTY was trading at 25145.50. The strike last trading price was 1190, which was 76 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1150.6, 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 22 Sept NIFTY was trading at 25202.35. 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
On 21 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
On 18 Sept NIFTY was trading at 25423.60. 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
