NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 26800 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.71
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1.45 | -0.45 | 18.12 | 2,434 | -126 | 1,147 | |||||||||
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| 22 Sept | 25202.35 | 3.3 | -0.95 | 12.86 | 469 | 184 | 355 | |||||||||
| 21 Sept | 0.00 | 4.3 | -0.4 | 10.94 | 136 | 61 | 171 | |||||||||
| 18 Sept | 25423.60 | 4.35 | -1.4 | 10.13 | 73 | 21 | 110 | |||||||||
For Nifty - strike price 26800 expiring on 07OCT2025
Delta for 26800 CE is 0.01
Historical price for 26800 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1.45, which was -0.45 lower than the previous day. The implied volatity was 18.12, the open interest changed by -126 which decreased total open position to 1147
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 3.3, which was -0.95 lower than the previous day. The implied volatity was 12.86, the open interest changed by 184 which increased total open position to 355
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 4.3, which was -0.4 lower than the previous day. The implied volatity was 10.94, the open interest changed by 61 which increased total open position to 171
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 4.35, which was -1.4 lower than the previous day. The implied volatity was 10.13, the open interest changed by 21 which increased total open position to 110
| NIFTY 07OCT2025 26800 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 | 2090.9 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 25202.35 | 2090.9 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 2090.9 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 2090.9 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26800 expiring on 07OCT2025
Delta for 26800 PE is -
Historical price for 26800 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 2090.9, 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 2090.9, 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 2090.9, 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 2090.9, 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
