NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 26750 CE | ||||||||||||||||
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Delta: 0.03
Vega: 3.30
Theta: -1.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 9.25 | -38.35 | 17.42 | 1 | 0 | 0 | |||||||||
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| 22 Sept | 25202.35 | 47.6 | 0 | 5.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 47.6 | 0 | 4.13 | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 47.6 | 0 | 3.81 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26750 expiring on 14OCT2025
Delta for 26750 CE is 0.03
Historical price for 26750 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 9.25, which was -38.35 lower than the previous day. The implied volatity was 17.42, 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 47.6, 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 47.6, which was 0 lower than the previous day. The implied volatity was 4.13, 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 47.6, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
| NIFTY 14OCT2025 26750 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 | 1773.25 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 25202.35 | 1773.25 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 1773.25 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 1773.25 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26750 expiring on 14OCT2025
Delta for 26750 PE is -
Historical price for 26750 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1773.25, 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 1773.25, 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 1773.25, 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 1773.25, 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
