NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 23000 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 | 1729.85 | -271.5 | - | 38 | 35 | 224 | |||||||||
| 22 Sept | 25202.35 | 1749.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1749.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1749.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1749.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23000 expiring on 07OCT2025
Delta for 23000 CE is -
Historical price for 23000 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1729.85, which was -271.5 lower than the previous day. The implied volatity was -, the open interest changed by 35 which increased total open position to 224
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1749.6, 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 1749.6, 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 1749.6, 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 1749.6, 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 23000 PE | |||||||
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Delta: -0.01
Vega: 1.48
Theta: -1.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 3.9 | 0.65 | 19.03 | 19,157 | 3,290 | 5,741 |
| 22 Sept | 25202.35 | 4.4 | 0.8 | 21.00 | 1,294 | 475 | 1,350 |
| 21 Sept | 0.00 | 3.95 | -0.65 | 20.05 | 357 | 188 | 875 |
| 18 Sept | 25423.60 | 4.7 | -0.4 | 20.44 | 356 | -21 | 687 |
| 14 Sept | 0.00 | 7.75 | -1.05 | 17.47 | 290 | 164 | 607 |
For Nifty - strike price 23000 expiring on 07OCT2025
Delta for 23000 PE is -0.01
Historical price for 23000 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 3.9, which was 0.65 higher than the previous day. The implied volatity was 19.03, the open interest changed by 3290 which increased total open position to 5741
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 4.4, which was 0.8 higher than the previous day. The implied volatity was 21.00, the open interest changed by 475 which increased total open position to 1350
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 3.95, which was -0.65 lower than the previous day. The implied volatity was 20.05, the open interest changed by 188 which increased total open position to 875
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 4.7, which was -0.4 lower than the previous day. The implied volatity was 20.44, the open interest changed by -21 which decreased total open position to 687
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 7.75, which was -1.05 lower than the previous day. The implied volatity was 17.47, the open interest changed by 164 which increased total open position to 607
