Related Pages for NIFTY
[--[65.84.65.76]--]
NIFTY
Nifty
24654.7 -236.15 (-0.95%)

Back to Option Chain

Historical option data for NIFTY

28 Sep 2025 10:07 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NIFTY 30SEP2025 26400 CE
Delta: 0.01
Vega: 0.43
Theta: -1.38
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 0.00 1.2 -0.25 25.10 1,76,766 -672 37,925
22 Sept 25202.35 1.25 -1.05 12.41 1,01,200 -13,152 25,225
21 Sept 0.00 2.25 -1.6 9.87 15,256 -16,444 7,071
18 Sept 25423.60 4.2 -0.2 9.67 15,268 -1,021 5,292
14 Sept 0.00 5.05 0.2 10.23 2,089 4,559 2,741
17 Aug 0.00 25.3 -1.6 10.35 362 -110 730

For Nifty - strike price 26400 expiring on 30SEP2025

Delta for 26400 CE is 0.01

Historical price for 26400 CE is as follows

On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 25.10, the open interest changed by -672 which decreased total open position to 37925


On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was 12.41, the open interest changed by -13152 which decreased total open position to 25225


On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 2.25, which was -1.6 lower than the previous day. The implied volatity was 9.87, the open interest changed by -16444 which decreased total open position to 7071


On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 4.2, which was -0.2 lower than the previous day. The implied volatity was 9.67, the open interest changed by -1021 which decreased total open position to 5292


On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 5.05, which was 0.2 higher than the previous day. The implied volatity was 10.23, the open interest changed by 4559 which increased total open position to 2741


On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 25.3, which was -1.6 lower than the previous day. The implied volatity was 10.35, the open interest changed by -110 which decreased total open position to 730


NIFTY 30SEP2025 26400 PE
Delta: -0.97
Vega: 1.73
Theta: -0.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 0.00 1708 328 33.37 7 -5 60
22 Sept 25202.35 1057.1 65.45 - 53 34 74
21 Sept 0.00 993 100.45 15.43 25 0 70
18 Sept 25423.60 886 -89.35 - 18 0 68
14 Sept 0.00 1200 -121.6 15.37 2 0 48
17 Aug 0.00 1684.2 0 0.00 0 0 0

For Nifty - strike price 26400 expiring on 30SEP2025

Delta for 26400 PE is -0.97

Historical price for 26400 PE is as follows

On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1708, which was 328 higher than the previous day. The implied volatity was 33.37, the open interest changed by -5 which decreased total open position to 60


On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1057.1, which was 65.45 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 74


On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 993, which was 100.45 higher than the previous day. The implied volatity was 15.43, the open interest changed by 0 which decreased total open position to 70


On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 886, which was -89.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 68


On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1200, which was -121.6 lower than the previous day. The implied volatity was 15.37, the open interest changed by 0 which decreased total open position to 48


On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 1684.2, 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