NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 23500 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 | 1235.2 | -484.8 | - | 194 | 15 | 15 | |||||||||
| 22 Sept | 25202.35 | 1307.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1307.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1307.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 1307.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23500 expiring on 07OCT2025
Delta for 23500 CE is -
Historical price for 23500 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1235.2, which was -484.8 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1307.95, 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 1307.95, 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 1307.95, 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 1307.95, 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 23500 PE | |||||||
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Delta: -0.03
Vega: 2.78
Theta: -1.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 7.3 | 2.7 | 15.52 | 22,746 | 3,093 | 5,794 |
| 22 Sept | 25202.35 | 6.4 | 0.6 | 17.77 | 1,938 | 714 | 1,592 |
| 21 Sept | 0.00 | 5.85 | -0.25 | 17.24 | 1,016 | 262 | 878 |
| 18 Sept | 25423.60 | 5.45 | -2.35 | 17.13 | 573 | 340 | 616 |
| 14 Sept | 0.00 | 11.1 | -80.65 | 14.88 | 1 | 0 | 0 |
For Nifty - strike price 23500 expiring on 07OCT2025
Delta for 23500 PE is -0.03
Historical price for 23500 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 7.3, which was 2.7 higher than the previous day. The implied volatity was 15.52, the open interest changed by 3093 which increased total open position to 5794
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 6.4, which was 0.6 higher than the previous day. The implied volatity was 17.77, the open interest changed by 714 which increased total open position to 1592
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 5.85, which was -0.25 lower than the previous day. The implied volatity was 17.24, the open interest changed by 262 which increased total open position to 878
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 5.45, which was -2.35 lower than the previous day. The implied volatity was 17.13, the open interest changed by 340 which increased total open position to 616
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 11.1, which was -80.65 lower than the previous day. The implied volatity was 14.88, the open interest changed by 0 which decreased total open position to 0
