NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 23150 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 1985.25 | 0 | 0.00 | 0 | 2 | 0 | |||||||||
| 22 Sept | 25202.35 | 1612.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1612.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1612.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1612.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23150 expiring on 07OCT2025
Delta for 23150 CE is 0.00
Historical price for 23150 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1985.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1612.95, 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 1612.95, 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 1612.95, 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 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1612.95, 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
| NIFTY 07OCT2025 23150 PE | |||||||
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Delta: -0.02
Vega: 1.79
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 4.75 | 1.35 | 18.20 | 275 | 124 | 145 |
| 22 Sept | 25202.35 | 7.5 | 0 | 0.00 | 0 | 3 | 0 |
| 21 Sept | 0.00 | 7.5 | 0 | 0.00 | 0 | 3 | 0 |
| 18 Sept | 25423.60 | 7.5 | 0 | 0.00 | 0 | 3 | 0 |
| 14 Sept | 0.00 | 9 | -7 | 16.83 | 5 | 3 | 3 |
For Nifty - strike price 23150 expiring on 07OCT2025
Delta for 23150 PE is -0.02
Historical price for 23150 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 4.75, which was 1.35 higher than the previous day. The implied volatity was 18.20, the open interest changed by 124 which increased total open position to 145
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 7.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 7.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 7.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 9, which was -7 lower than the previous day. The implied volatity was 16.83, the open interest changed by 3 which increased total open position to 3
