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[--[65.84.65.76]--]
NIFTY
Nifty
24654.7 -236.15 (-0.95%)

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Historical option data for NIFTY

28 Sep 2025 10:07 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NIFTY 30SEP2025 23600 CE
Delta: 0.98
Vega: 1.08
Theta: -9.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 0.00 1099.8 -328.8 20.57 33 -23 69
22 Sept 25202.35 1747.25 -27.75 40.65 19 109 133
21 Sept 0.00 1775 -136 - 3 4 126
18 Sept 25423.60 1911 87.05 23.10 5 -3 128
14 Sept 0.00 1496.45 0 0.00 0 0 0
17 Aug 0.00 1330 0 0.00 0 0 0

For Nifty - strike price 23600 expiring on 30SEP2025

Delta for 23600 CE is 0.98

Historical price for 23600 CE is as follows

On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1099.8, which was -328.8 lower than the previous day. The implied volatity was 20.57, the open interest changed by -23 which decreased total open position to 69


On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1747.25, which was -27.75 lower than the previous day. The implied volatity was 40.65, the open interest changed by 109 which increased total open position to 133


On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 1775, which was -136 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 126


On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1911, which was 87.05 higher than the previous day. The implied volatity was 23.10, the open interest changed by -3 which decreased total open position to 128


On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1496.45, 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 17 Aug NIFTY was trading at 0.00. The strike last trading price was 1330, 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


NIFTY 30SEP2025 23600 PE
Delta: -0.01
Vega: 0.81
Theta: -1.88
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 0.00 2.1 0.35 19.35 3,74,441 6,663 20,968
22 Sept 25202.35 3 -0.05 20.27 8,020 -7 4,482
21 Sept 0.00 2.85 -1.05 18.66 3,379 -181 4,504
18 Sept 25423.60 4 -1.25 19.39 8,578 -1,613 4,708
14 Sept 0.00 9.85 -0.85 15.96 6,080 -788 5,746
17 Aug 0.00 79.75 2.8 13.80 945 -37 6,286

For Nifty - strike price 23600 expiring on 30SEP2025

Delta for 23600 PE is -0.01

Historical price for 23600 PE is as follows

On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 19.35, the open interest changed by 6663 which increased total open position to 20968


On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 20.27, the open interest changed by -7 which decreased total open position to 4482


On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 2.85, which was -1.05 lower than the previous day. The implied volatity was 18.66, the open interest changed by -181 which decreased total open position to 4504


On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 19.39, the open interest changed by -1613 which decreased total open position to 4708


On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 9.85, which was -0.85 lower than the previous day. The implied volatity was 15.96, the open interest changed by -788 which decreased total open position to 5746


On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 79.75, which was 2.8 higher than the previous day. The implied volatity was 13.80, the open interest changed by -37 which decreased total open position to 6286