NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 23750 CE | ||||||||||||||||
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Delta: 0.98
Vega: 1.99
Theta: -7.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 995.6 | -109.5 | 11.46 | 13 | 3 | 3 | |||||||||
| 22 Sept | 25202.35 | 1105.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1105.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1105.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1105.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23750 expiring on 07OCT2025
Delta for 23750 CE is 0.98
Historical price for 23750 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 995.6, which was -109.5 lower than the previous day. The implied volatity was 11.46, the open interest changed by 3 which increased total open position to 3
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1105.1, 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 1105.1, 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 1105.1, 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 1105.1, 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 23750 PE | |||||||
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Delta: -0.04
Vega: 3.99
Theta: -2.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 10.7 | 4.3 | 13.74 | 1,837 | 325 | 481 |
| 22 Sept | 25202.35 | 8.55 | -2.4 | 0.00 | 0 | 57 | 0 |
| 21 Sept | 0.00 | 8.55 | -2.4 | 0.00 | 0 | 57 | 0 |
| 18 Sept | 25423.60 | 8.55 | -128.85 | 16.34 | 102 | 57 | 57 |
| 14 Sept | 0.00 | 137.4 | 0 | 5.44 | 0 | 0 | 0 |
For Nifty - strike price 23750 expiring on 07OCT2025
Delta for 23750 PE is -0.04
Historical price for 23750 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 10.7, which was 4.3 higher than the previous day. The implied volatity was 13.74, the open interest changed by 325 which increased total open position to 481
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 8.55, which was -2.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 57 which increased total open position to 0
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 8.55, which was -2.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 57 which increased total open position to 0
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 8.55, which was -128.85 lower than the previous day. The implied volatity was 16.34, the open interest changed by 57 which increased total open position to 57
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 137.4, which was 0 lower than the previous day. The implied volatity was 5.44, the open interest changed by 0 which decreased total open position to 0
