NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 23450 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 | 1287.3 | -62.85 | - | 4 | 0 | 0 | |||||||||
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| 22 Sept | 25202.35 | 1350.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1350.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1350.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1350.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23450 expiring on 07OCT2025
Delta for 23450 CE is -
Historical price for 23450 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1287.3, which was -62.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1350.15, 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 1350.15, 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 1350.15, 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 1350.15, 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 23450 PE | |||||||
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Delta: -0.02
Vega: 2.37
Theta: -1.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 5.9 | 1.3 | 15.51 | 1,078 | 66 | 229 |
| 22 Sept | 25202.35 | 5.6 | 2 | 17.84 | 41 | 29 | 29 |
| 21 Sept | 0.00 | 3.6 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 3.6 | -4.35 | 16.54 | 2 | 0 | 26 |
| 14 Sept | 0.00 | 21.9 | -62.3 | 17.25 | 1 | 0 | 0 |
For Nifty - strike price 23450 expiring on 07OCT2025
Delta for 23450 PE is -0.02
Historical price for 23450 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 5.9, which was 1.3 higher than the previous day. The implied volatity was 15.51, the open interest changed by 66 which increased total open position to 229
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 5.6, which was 2 higher than the previous day. The implied volatity was 17.84, the open interest changed by 29 which increased total open position to 29
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 0.00, 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 3.6, which was -4.35 lower than the previous day. The implied volatity was 16.54, the open interest changed by 0 which decreased total open position to 26
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 21.9, which was -62.3 lower than the previous day. The implied volatity was 17.25, the open interest changed by 0 which decreased total open position to 0
