NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 26450 CE | ||||||||||||||||
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Delta: 0.01
Vega: 1.25
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 2.7 | -45.5 | 16.68 | 55 | 6 | 6 | |||||||||
| 22 Sept | 25202.35 | 48.2 | 0 | 5.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 48.2 | 0 | 3.91 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 25423.60 | 48.2 | 0 | 3.52 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 48.2 | 0 | 4.00 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26450 expiring on 07OCT2025
Delta for 26450 CE is 0.01
Historical price for 26450 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 2.7, which was -45.5 lower than the previous day. The implied volatity was 16.68, the open interest changed by 6 which increased total open position to 6
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 48.2, which was 0 lower than the previous day. The implied volatity was 5.00, 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 48.2, which was 0 lower than the previous day. The implied volatity was 3.91, 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 48.2, which was 0 lower than the previous day. The implied volatity was 3.52, 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 48.2, which was 0 lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07OCT2025 26450 PE | |||||||
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Delta: -0.94
Vega: 4.79
Theta: 1.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1723.3 | -41.55 | 23.76 | 6 | 0 | 0 |
| 22 Sept | 25202.35 | 1764.85 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 1764.85 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1764.85 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1764.85 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26450 expiring on 07OCT2025
Delta for 26450 PE is -0.94
Historical price for 26450 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1723.3, which was -41.55 lower than the previous day. The implied volatity was 23.76, 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 1764.85, 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 1764.85, 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 1764.85, 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 1764.85, 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
