NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 23700 CE | ||||||||||||||||
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Delta: 0.99
Vega: 1.34
Theta: -7.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 1044 | -439 | 11.06 | 10 | 10 | 10 | |||||||||
| 22 Sept | 25202.35 | 1144.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1144.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1144.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1144.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23700 expiring on 07OCT2025
Delta for 23700 CE is 0.99
Historical price for 23700 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1044, which was -439 lower than the previous day. The implied volatity was 11.06, the open interest changed by 10 which increased total open position to 10
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1144.5, 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 1144.5, 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 1144.5, 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 1144.5, 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 23700 PE | |||||||
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Delta: -0.04
Vega: 3.82
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 10.45 | 4.6 | 14.25 | 13,708 | 2,472 | 3,486 |
| 22 Sept | 25202.35 | 6.5 | -0.5 | 16.06 | 167 | 88 | 139 |
| 21 Sept | 0.00 | 7 | -3.2 | 16.11 | 63 | 51 | 51 |
| 18 Sept | 25423.60 | 10.2 | -116.95 | 17.23 | 1 | 0 | 0 |
| 14 Sept | 0.00 | 127.15 | 0 | 5.61 | 0 | 0 | 0 |
For Nifty - strike price 23700 expiring on 07OCT2025
Delta for 23700 PE is -0.04
Historical price for 23700 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 10.45, which was 4.6 higher than the previous day. The implied volatity was 14.25, the open interest changed by 2472 which increased total open position to 3486
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 6.5, which was -0.5 lower than the previous day. The implied volatity was 16.06, the open interest changed by 88 which increased total open position to 139
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 7, which was -3.2 lower than the previous day. The implied volatity was 16.11, the open interest changed by 51 which increased total open position to 51
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 10.2, which was -116.95 lower than the previous day. The implied volatity was 17.23, 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 127.15, which was 0 lower than the previous day. The implied volatity was 5.61, the open interest changed by 0 which decreased total open position to 0
