NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 26500 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.94
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1.85 | -0.85 | 16.45 | 32,400 | 7,851 | 19,194 | |||||||||
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| 22 Sept | 25202.35 | 6 | -1.45 | 11.70 | 5,719 | 1,711 | 2,967 | |||||||||
| 21 Sept | 0.00 | 7.6 | -1.7 | 9.73 | 1,726 | 323 | 1,256 | |||||||||
| 18 Sept | 25423.60 | 9 | -1.65 | 9.17 | 1,508 | 297 | 933 | |||||||||
| 14 Sept | 0.00 | 7.5 | -0.95 | 9.58 | 395 | 90 | 333 | |||||||||
For Nifty - strike price 26500 expiring on 07OCT2025
Delta for 26500 CE is 0.01
Historical price for 26500 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1.85, which was -0.85 lower than the previous day. The implied volatity was 16.45, the open interest changed by 7851 which increased total open position to 19194
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 6, which was -1.45 lower than the previous day. The implied volatity was 11.70, the open interest changed by 1711 which increased total open position to 2967
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 7.6, which was -1.7 lower than the previous day. The implied volatity was 9.73, the open interest changed by 323 which increased total open position to 1256
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 9, which was -1.65 lower than the previous day. The implied volatity was 9.17, the open interest changed by 297 which increased total open position to 933
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 7.5, which was -0.95 lower than the previous day. The implied volatity was 9.58, the open interest changed by 90 which increased total open position to 333
| NIFTY 07OCT2025 26500 PE | |||||||
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Delta: -0.95
Vega: 4.67
Theta: 1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1770.2 | 288.4 | 24.15 | 10 | 9 | 39 |
| 22 Sept | 25202.35 | 1199.55 | -611.15 | 12.40 | 1 | 0 | 0 |
| 21 Sept | 0.00 | 1810.7 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1810.7 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1810.7 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26500 expiring on 07OCT2025
Delta for 26500 PE is -0.95
Historical price for 26500 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1770.2, which was 288.4 higher than the previous day. The implied volatity was 24.15, the open interest changed by 9 which increased total open position to 39
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1199.55, which was -611.15 lower than the previous day. The implied volatity was 12.40, 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 1810.7, 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 1810.7, 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 1810.7, 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
