NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 23800 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 | 1300.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 22 Sept | 25202.35 | 1300.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1300.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1300.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23800 expiring on 14OCT2025
Delta for 23800 CE is -
Historical price for 23800 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 1300.7, 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 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1300.7, 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 1300.7, 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 1300.7, 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 0, 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 14OCT2025 23800 PE | |||||||
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Delta: -0.08
Vega: 8.39
Theta: -2.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 27.9 | 14.7 | 13.23 | 1,495 | 604 | 964 |
| 22 Sept | 25202.35 | 14.95 | 3.1 | 14.85 | 56 | 52 | 84 |
| 21 Sept | 0.00 | 11.5 | -2.65 | 14.44 | 42 | 7 | 32 |
| 18 Sept | 25423.60 | 10.55 | -3.75 | 14.43 | 24 | 22 | 25 |
| 14 Sept | 0.00 | 60.55 | 13.95 | 16.76 | 1 | 1 | 1 |
For Nifty - strike price 23800 expiring on 14OCT2025
Delta for 23800 PE is -0.08
Historical price for 23800 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 27.9, which was 14.7 higher than the previous day. The implied volatity was 13.23, the open interest changed by 604 which increased total open position to 964
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 14.95, which was 3.1 higher than the previous day. The implied volatity was 14.85, the open interest changed by 52 which increased total open position to 84
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 11.5, which was -2.65 lower than the previous day. The implied volatity was 14.44, the open interest changed by 7 which increased total open position to 32
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 10.55, which was -3.75 lower than the previous day. The implied volatity was 14.43, the open interest changed by 22 which increased total open position to 25
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 60.55, which was 13.95 higher than the previous day. The implied volatity was 16.76, the open interest changed by 1 which increased total open position to 1
