NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 23400 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 | 1320 | -360.05 | - | 16 | 15 | 16 | |||||||||
| 22 Sept | 25202.35 | 1392.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1392.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1392.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1392.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23400 expiring on 07OCT2025
Delta for 23400 CE is -
Historical price for 23400 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1320, which was -360.05 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 16
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1392.85, 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 1392.85, 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 1392.85, 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 1392.85, 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 23400 PE | |||||||
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Delta: -0.03
Vega: 2.71
Theta: -1.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 7.6 | 3.4 | 16.71 | 2,045 | 396 | 551 |
| 22 Sept | 25202.35 | 77.2 | 0 | 8.87 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 77.2 | 0 | 8.81 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 77.2 | 0 | 8.86 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 77.2 | 0 | 6.64 | 0 | 0 | 0 |
For Nifty - strike price 23400 expiring on 07OCT2025
Delta for 23400 PE is -0.03
Historical price for 23400 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 7.6, which was 3.4 higher than the previous day. The implied volatity was 16.71, the open interest changed by 396 which increased total open position to 551
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 77.2, which was 0 lower than the previous day. The implied volatity was 8.87, 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 77.2, which was 0 lower than the previous day. The implied volatity was 8.81, 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 77.2, which was 0 lower than the previous day. The implied volatity was 8.86, 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 77.2, which was 0 lower than the previous day. The implied volatity was 6.64, the open interest changed by 0 which decreased total open position to 0
