NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 26550 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.89
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1.75 | -0.65 | 16.59 | 260 | 10 | 380 | |||||||||
| 22 Sept | 25202.35 | 6.2 | -0.5 | 12.16 | 59 | 29 | 60 | |||||||||
| 21 Sept | 0.00 | 6.6 | -2.4 | 9.87 | 17 | 9 | 31 | |||||||||
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| 18 Sept | 25423.60 | 9 | -1.15 | 9.55 | 11 | 2 | 22 | |||||||||
| 14 Sept | 0.00 | 40.75 | 0 | 4.32 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26550 expiring on 07OCT2025
Delta for 26550 CE is 0.01
Historical price for 26550 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1.75, which was -0.65 lower than the previous day. The implied volatity was 16.59, the open interest changed by 10 which increased total open position to 380
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 6.2, which was -0.5 lower than the previous day. The implied volatity was 12.16, the open interest changed by 29 which increased total open position to 60
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 6.6, which was -2.4 lower than the previous day. The implied volatity was 9.87, the open interest changed by 9 which increased total open position to 31
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 9, which was -1.15 lower than the previous day. The implied volatity was 9.55, the open interest changed by 2 which increased total open position to 22
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 40.75, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07OCT2025 26550 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 | 1856.8 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 25202.35 | 1856.8 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 1856.8 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1856.8 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1856.8 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26550 expiring on 07OCT2025
Delta for 26550 PE is -
Historical price for 26550 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1856.8, 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 1856.8, 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 1856.8, 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 1856.8, 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 1856.8, 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
