NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 23300 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1433.35 | -46.25 | - | 6 | 3 | 3 | |||||||||
| 22 Sept | 25202.35 | 1479.6 | 0 | - | 0 | 0 | 0 | |||||||||
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| 21 Sept | 0.00 | 1479.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1479.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1479.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23300 expiring on 07OCT2025
Delta for 23300 CE is -
Historical price for 23300 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1433.35, which was -46.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1479.6, 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 1479.6, 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 1479.6, 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 1479.6, 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 23300 PE | |||||||
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Delta: -0.02
Vega: 1.96
Theta: -1.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 4.9 | 1.15 | 16.60 | 1,937 | 404 | 751 |
| 22 Sept | 25202.35 | 5 | -1.6 | 18.82 | 178 | 10 | 109 |
| 21 Sept | 0.00 | 6.6 | 0.95 | 19.13 | 4 | 0 | 99 |
| 18 Sept | 25423.60 | 5.6 | -0.9 | 18.70 | 30 | -2 | 99 |
| 14 Sept | 0.00 | 10.3 | -2.05 | 16.12 | 148 | 82 | 135 |
For Nifty - strike price 23300 expiring on 07OCT2025
Delta for 23300 PE is -0.02
Historical price for 23300 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 4.9, which was 1.15 higher than the previous day. The implied volatity was 16.60, the open interest changed by 404 which increased total open position to 751
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 5, which was -1.6 lower than the previous day. The implied volatity was 18.82, the open interest changed by 10 which increased total open position to 109
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 6.6, which was 0.95 higher than the previous day. The implied volatity was 19.13, the open interest changed by 0 which decreased total open position to 99
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 5.6, which was -0.9 lower than the previous day. The implied volatity was 18.70, the open interest changed by -2 which decreased total open position to 99
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 10.3, which was -2.05 lower than the previous day. The implied volatity was 16.12, the open interest changed by 82 which increased total open position to 135
