NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 26900 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.72
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1.55 | -0.35 | 19.14 | 349 | -81 | 177 | |||||||||
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| 22 Sept | 25202.35 | 2.65 | -19.25 | 13.19 | 54 | 43 | 43 | |||||||||
| 21 Sept | 0.00 | 21.9 | 0 | 5.57 | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 21.9 | 0 | 5.15 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 26900 expiring on 07OCT2025
Delta for 26900 CE is 0.01
Historical price for 26900 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 19.14, the open interest changed by -81 which decreased total open position to 177
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 2.65, which was -19.25 lower than the previous day. The implied volatity was 13.19, the open interest changed by 43 which increased total open position to 43
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 21.9, which was 0 lower than the previous day. The implied volatity was 5.57, 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 21.9, which was 0 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
| NIFTY 07OCT2025 26900 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 | 2185.95 | 0 | - | 0 | 0 | 0 |
| 22 Sept | 25202.35 | 2185.95 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 0.00 | 2185.95 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 2185.95 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 26900 expiring on 07OCT2025
Delta for 26900 PE is -
Historical price for 26900 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 2185.95, 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 2185.95, 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 2185.95, 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 2185.95, 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
