NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 22900 CE | ||||||||||||||||
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Delta: 0.99
Vega: 1.18
Theta: -7.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1842.6 | -265.2 | 19.46 | 1 | 0 | 2 | |||||||||
| 22 Sept | 25202.35 | 1842.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 21 Sept | 0.00 | 1842.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1842.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1842.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22900 expiring on 07OCT2025
Delta for 22900 CE is 0.99
Historical price for 22900 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1842.6, which was -265.2 lower than the previous day. The implied volatity was 19.46, the open interest changed by 0 which decreased total open position to 2
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1842.25, 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 1842.25, 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 1842.25, 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 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1842.25, 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
| NIFTY 07OCT2025 22900 PE | |||||||
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Delta: -0.01
Vega: 1.31
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 3.45 | 0.15 | 19.69 | 4,126 | 1,509 | 2,063 |
| 22 Sept | 25202.35 | 3.8 | -1.2 | 21.41 | 108 | 23 | 116 |
| 21 Sept | 0.00 | 5 | -0.75 | 21.46 | 2 | 93 | 93 |
| 18 Sept | 25423.60 | 5.75 | 0 | 0.00 | 0 | -9 | 0 |
| 14 Sept | 0.00 | 8.5 | -2.15 | 18.42 | 162 | 95 | 100 |
For Nifty - strike price 22900 expiring on 07OCT2025
Delta for 22900 PE is -0.01
Historical price for 22900 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 3.45, which was 0.15 higher than the previous day. The implied volatity was 19.69, the open interest changed by 1509 which increased total open position to 2063
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 3.8, which was -1.2 lower than the previous day. The implied volatity was 21.41, the open interest changed by 23 which increased total open position to 116
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 5, which was -0.75 lower than the previous day. The implied volatity was 21.46, the open interest changed by 93 which increased total open position to 93
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 5.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9 which decreased total open position to 0
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 8.5, which was -2.15 lower than the previous day. The implied volatity was 18.42, the open interest changed by 95 which increased total open position to 100
