NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 22950 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 1795.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Sept | 25202.35 | 1795.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1795.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1795.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1795.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 22950 expiring on 07OCT2025
Delta for 22950 CE is -
Historical price for 22950 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1795.8, 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 1795.8, 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 1795.8, 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 1795.8, 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 1795.8, 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 22950 PE | |||||||
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Delta: -0.01
Vega: 1.40
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 3.7 | 0.3 | 19.38 | 446 | 65 | 329 |
| 22 Sept | 25202.35 | 4.75 | -0.25 | 0.00 | 0 | 5 | 0 |
| 21 Sept | 0.00 | 4.75 | -1.5 | 20.93 | 6 | 5 | 17 |
| 18 Sept | 25423.60 | 6.25 | 0 | 21.66 | 2 | 12 | 12 |
| 14 Sept | 0.00 | 7.65 | -25.15 | 17.78 | 16 | 8 | 8 |
For Nifty - strike price 22950 expiring on 07OCT2025
Delta for 22950 PE is -0.01
Historical price for 22950 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 3.7, which was 0.3 higher than the previous day. The implied volatity was 19.38, the open interest changed by 65 which increased total open position to 329
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 4.75, which was -0.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 4.75, which was -1.5 lower than the previous day. The implied volatity was 20.93, the open interest changed by 5 which increased total open position to 17
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 21.66, the open interest changed by 12 which increased total open position to 12
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 7.65, which was -25.15 lower than the previous day. The implied volatity was 17.78, the open interest changed by 8 which increased total open position to 8
