NIFTY
Nifty
Historical option data for NIFTY
01 Nov 2025 08:11 PM IST
| NIFTY 04-NOV-2025 26450 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Nov | 25722.10 | 5.2 | -4.25 | - | 5,02,176 | 7,099 | 49,449 | |||||||||
| 27 Oct | 25966.05 | 53.4 | 24 | - | 41,140 | -49 | 4,721 | |||||||||
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| 26 Oct | 0.00 | 29.95 | -17.45 | - | 25,659 | 2,363 | 4,770 | |||||||||
| 25 Oct | 0.00 | 29.95 | -17.45 | - | 25,659 | 2,363 | 4,770 | |||||||||
| 18 Oct | 0.00 | 30.55 | 10 | - | 841 | -26 | 455 | |||||||||
| 15 Oct | 25145.50 | 11.85 | -1.15 | - | 49 | 13 | 21 | |||||||||
| 28 Sept | 0.00 | 156.4 | 0 | 4.17 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26450 expiring on 04NOV2025
Delta for 26450 CE is -
Historical price for 26450 CE is as follows
On 1 Nov NIFTY was trading at 25722.10. The strike last trading price was 5.2, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 7099 which increased total open position to 49449
On 27 Oct NIFTY was trading at 25966.05. The strike last trading price was 53.4, which was 24 higher than the previous day. The implied volatity was -, the open interest changed by -49 which decreased total open position to 4721
On 26 Oct NIFTY was trading at 0.00. The strike last trading price was 29.95, which was -17.45 lower than the previous day. The implied volatity was -, the open interest changed by 2363 which increased total open position to 4770
On 25 Oct NIFTY was trading at 0.00. The strike last trading price was 29.95, which was -17.45 lower than the previous day. The implied volatity was -, the open interest changed by 2363 which increased total open position to 4770
On 18 Oct NIFTY was trading at 0.00. The strike last trading price was 30.55, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 455
On 15 Oct NIFTY was trading at 25145.50. The strike last trading price was 11.85, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 21
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 156.4, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0
| NIFTY 04NOV2025 26450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Nov | 25722.10 | 640.5 | 113.75 | - | 1,136 | -127 | 409 |
| 27 Oct | 25966.05 | 414.1 | -203.25 | - | 395 | 85 | 140 |
| 26 Oct | 0.00 | 611.65 | 145.4 | - | 93 | -37 | 55 |
| 25 Oct | 0.00 | 611.65 | 145.4 | - | 93 | -37 | 55 |
| 18 Oct | 0.00 | 683.3 | -568.25 | - | 5 | 3 | 3 |
| 15 Oct | 25145.50 | 1251.55 | 0 | - | 0 | 0 | 0 |
| 28 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26450 expiring on 04NOV2025
Delta for 26450 PE is -
Historical price for 26450 PE is as follows
On 1 Nov NIFTY was trading at 25722.10. The strike last trading price was 640.5, which was 113.75 higher than the previous day. The implied volatity was -, the open interest changed by -127 which decreased total open position to 409
On 27 Oct NIFTY was trading at 25966.05. The strike last trading price was 414.1, which was -203.25 lower than the previous day. The implied volatity was -, the open interest changed by 85 which increased total open position to 140
On 26 Oct NIFTY was trading at 0.00. The strike last trading price was 611.65, which was 145.4 higher than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 55
On 25 Oct NIFTY was trading at 0.00. The strike last trading price was 611.65, which was 145.4 higher than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 55
On 18 Oct NIFTY was trading at 0.00. The strike last trading price was 683.3, which was -568.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 15 Oct NIFTY was trading at 25145.50. The strike last trading price was 1251.55, 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 28 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

































































































































































































































