NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 23600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 1139 | -274 | - | 8 | 0 | 11 | |||||||||
| 22 Sept | 25202.35 | 1225.1 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 0.00 | 1225.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1225.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1225.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23600 expiring on 07OCT2025
Delta for 23600 CE is -
Historical price for 23600 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1139, which was -274 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1225.1, 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 1225.1, 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 1225.1, 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 1225.1, 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 23600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 3.33
Theta: -2.03
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 9.05 | 3.95 | 14.99 | 8,917 | 2,171 | 3,012 |
| 22 Sept | 25202.35 | 6.1 | 0.55 | 16.77 | 190 | -58 | 339 |
| 21 Sept | 0.00 | 5.5 | -1.2 | 16.31 | 56 | 20 | 397 |
| 18 Sept | 25423.60 | 6.2 | -1.75 | 16.69 | 120 | 32 | 377 |
| 14 Sept | 0.00 | 12.85 | -2.05 | 14.52 | 86 | -3 | 111 |
For Nifty - strike price 23600 expiring on 07OCT2025
Delta for 23600 PE is -0.04
Historical price for 23600 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 9.05, which was 3.95 higher than the previous day. The implied volatity was 14.99, the open interest changed by 2171 which increased total open position to 3012
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 6.1, which was 0.55 higher than the previous day. The implied volatity was 16.77, the open interest changed by -58 which decreased total open position to 339
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 5.5, which was -1.2 lower than the previous day. The implied volatity was 16.31, the open interest changed by 20 which increased total open position to 397
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 6.2, which was -1.75 lower than the previous day. The implied volatity was 16.69, the open interest changed by 32 which increased total open position to 377
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 12.85, which was -2.05 lower than the previous day. The implied volatity was 14.52, the open interest changed by -3 which decreased total open position to 111
