NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 26500 CE | ||||||||||||||||
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Delta: 0.02
Vega: 2.56
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 5.5 | -0.4 | 14.51 | 714 | 174 | 745 | |||||||||
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| 22 Sept | 25202.35 | 71.35 | 0 | 4.16 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 71.35 | 0 | 3.33 | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 71.35 | 0 | 3.02 | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 71.35 | 0 | 3.55 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26500 expiring on 14OCT2025
Delta for 26500 CE is 0.02
Historical price for 26500 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 5.5, which was -0.4 lower than the previous day. The implied volatity was 14.51, the open interest changed by 174 which increased total open position to 745
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 71.35, which was 0 lower than the previous day. The implied volatity was 4.16, 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 71.35, which was 0 lower than the previous day. The implied volatity was 3.33, 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 71.35, which was 0 lower than the previous day. The implied volatity was 3.02, 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 71.35, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0
| NIFTY 14OCT2025 26500 PE | |||||||
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Delta: -0.93
Vega: 7.44
Theta: 2.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 1733.1 | 422.7 | 20.13 | 1 | 1 | 1 |
| 22 Sept | 25202.35 | 1548.45 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 1548.45 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1548.45 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26500 expiring on 14OCT2025
Delta for 26500 PE is -0.93
Historical price for 26500 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1733.1, which was 422.7 higher than the previous day. The implied volatity was 20.13, the open interest changed by 1 which increased total open position to 1
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1548.45, 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 1548.45, 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 1548.45, 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
