NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 23250 CE | ||||||||||||||||
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Delta: 0.99
Vega: 1.00
Theta: -6.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1492.55 | -409.35 | 15.16 | 1 | -2 | 0 | |||||||||
| 22 Sept | 25202.35 | 1523.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1523.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1523.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 1523.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23250 expiring on 07OCT2025
Delta for 23250 CE is 0.99
Historical price for 23250 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1492.55, which was -409.35 lower than the previous day. The implied volatity was 15.16, the open interest changed by -2 which decreased total open position to 0
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1523.65, 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 1523.65, 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 1523.65, 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 1523.65, 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 23250 PE | |||||||
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Delta: -0.02
Vega: 1.87
Theta: -1.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 4.7 | 0.75 | 17.00 | 402 | 50 | 80 |
| 22 Sept | 25202.35 | 58.9 | 0 | 9.50 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 58.9 | 0 | 9.39 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 58.9 | 0 | 9.43 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 58.9 | 0 | 7.50 | 0 | 0 | 0 |
For Nifty - strike price 23250 expiring on 07OCT2025
Delta for 23250 PE is -0.02
Historical price for 23250 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 4.7, which was 0.75 higher than the previous day. The implied volatity was 17.00, the open interest changed by 50 which increased total open position to 80
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 58.9, which was 0 lower than the previous day. The implied volatity was 9.50, 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 58.9, which was 0 lower than the previous day. The implied volatity was 9.39, 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 58.9, which was 0 lower than the previous day. The implied volatity was 9.43, 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 58.9, which was 0 lower than the previous day. The implied volatity was 7.50, the open interest changed by 0 which decreased total open position to 0
