NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 26600 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.79
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 1.5 | -0.7 | 16.68 | 10,485 | 3,648 | 6,991 | |||||||||
| 22 Sept | 25202.35 | 4.5 | -1.45 | 11.94 | 620 | 193 | 494 | |||||||||
| 21 Sept | 0.00 | 6.05 | -1.4 | 10.09 | 440 | 153 | 301 | |||||||||
| 18 Sept | 25423.60 | 7.35 | -1.45 | 9.57 | 298 | 60 | 148 | |||||||||
| 14 Sept | 0.00 | 5.15 | -32.25 | 9.60 | 20 | 9 | 9 | |||||||||
For Nifty - strike price 26600 expiring on 07OCT2025
Delta for 26600 CE is 0.01
Historical price for 26600 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1.5, which was -0.7 lower than the previous day. The implied volatity was 16.68, the open interest changed by 3648 which increased total open position to 6991
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 4.5, which was -1.45 lower than the previous day. The implied volatity was 11.94, the open interest changed by 193 which increased total open position to 494
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 6.05, which was -1.4 lower than the previous day. The implied volatity was 10.09, the open interest changed by 153 which increased total open position to 301
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 7.35, which was -1.45 lower than the previous day. The implied volatity was 9.57, the open interest changed by 60 which increased total open position to 148
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 5.15, which was -32.25 lower than the previous day. The implied volatity was 9.60, the open interest changed by 9 which increased total open position to 9
| NIFTY 07OCT2025 26600 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 | 1903.15 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 25202.35 | 1903.15 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 1903.15 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1903.15 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 0.00 | 1903.15 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26600 expiring on 07OCT2025
Delta for 26600 PE is -
Historical price for 26600 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1903.15, 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 1903.15, 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 1903.15, 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 1903.15, 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 1903.15, 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
