NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 26450 CE | ||||||||||||||||
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Delta: 0.03
Vega: 3.21
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 7.65 | 1.55 | 14.90 | 89 | 24 | 337 | |||||||||
| 22 Sept | 25202.35 | 12.35 | -5.45 | 10.25 | 131 | 30 | 235 | |||||||||
| 21 Sept | 0.00 | 18.4 | -3.9 | 9.10 | 146 | 24 | 205 | |||||||||
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| 18 Sept | 25423.60 | 23 | 1.05 | 8.81 | 163 | 23 | 181 | |||||||||
| 14 Sept | 0.00 | 16.5 | 1.6 | 9.18 | 87 | 33 | 81 | |||||||||
For Nifty - strike price 26450 expiring on 14OCT2025
Delta for 26450 CE is 0.03
Historical price for 26450 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 7.65, which was 1.55 higher than the previous day. The implied volatity was 14.90, the open interest changed by 24 which increased total open position to 337
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 12.35, which was -5.45 lower than the previous day. The implied volatity was 10.25, the open interest changed by 30 which increased total open position to 235
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 18.4, which was -3.9 lower than the previous day. The implied volatity was 9.10, the open interest changed by 24 which increased total open position to 205
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 23, which was 1.05 higher than the previous day. The implied volatity was 8.81, the open interest changed by 23 which increased total open position to 181
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 16.5, which was 1.6 higher than the previous day. The implied volatity was 9.18, the open interest changed by 33 which increased total open position to 81
| NIFTY 14OCT2025 26450 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1504.5 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 25202.35 | 1504.5 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 1504.5 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1504.5 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26450 expiring on 14OCT2025
Delta for 26450 PE is -
Historical price for 26450 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1504.5, 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 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1504.5, 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 1504.5, 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 1504.5, 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 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
