NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 23800 CE | ||||||||||||||||
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Delta: 1.00
Vega: 0.40
Theta: -6.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 945.05 | -264.95 | 8.24 | 62 | 12 | 21 | |||||||||
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| 22 Sept | 25202.35 | 1066.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1066.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 1066.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 1066.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23800 expiring on 07OCT2025
Delta for 23800 CE is 1.00
Historical price for 23800 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 945.05, which was -264.95 lower than the previous day. The implied volatity was 8.24, the open interest changed by 12 which increased total open position to 21
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1066.3, 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 1066.3, 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 1066.3, 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 1066.3, 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 23800 PE | |||||||
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Delta: -0.05
Vega: 4.31
Theta: -2.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 11.65 | 5.1 | 13.39 | 22,164 | 3,164 | 4,689 |
| 22 Sept | 25202.35 | 7 | -0.5 | 15.36 | 262 | 135 | 266 |
| 21 Sept | 0.00 | 7.5 | -0.2 | 15.48 | 51 | 23 | 131 |
| 18 Sept | 25423.60 | 7.7 | -2.4 | 15.68 | 86 | 4 | 108 |
| 14 Sept | 0.00 | 15.75 | -132.6 | 13.55 | 29 | 3 | 3 |
For Nifty - strike price 23800 expiring on 07OCT2025
Delta for 23800 PE is -0.05
Historical price for 23800 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 11.65, which was 5.1 higher than the previous day. The implied volatity was 13.39, the open interest changed by 3164 which increased total open position to 4689
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 7, which was -0.5 lower than the previous day. The implied volatity was 15.36, the open interest changed by 135 which increased total open position to 266
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 7.5, which was -0.2 lower than the previous day. The implied volatity was 15.48, the open interest changed by 23 which increased total open position to 131
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 7.7, which was -2.4 lower than the previous day. The implied volatity was 15.68, the open interest changed by 4 which increased total open position to 108
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 15.75, which was -132.6 lower than the previous day. The implied volatity was 13.55, the open interest changed by 3 which increased total open position to 3
