NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 23900 CE | ||||||||||||||||
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Delta: 0.95
Vega: 4.24
Theta: -8.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 855 | -275 | 12.10 | 33 | 13 | 21 | |||||||||
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| 22 Sept | 25202.35 | 990.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 990.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 990.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 990.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23900 expiring on 07OCT2025
Delta for 23900 CE is 0.95
Historical price for 23900 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 855, which was -275 lower than the previous day. The implied volatity was 12.10, the open interest changed by 13 which increased total open position to 21
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 990.65, 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 990.65, 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 990.65, 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 990.65, 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 23900 PE | |||||||
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Delta: -0.07
Vega: 5.50
Theta: -2.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 16.45 | 8.5 | 13.15 | 17,263 | 3,264 | 4,197 |
| 22 Sept | 25202.35 | 7.55 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 7.55 | -1.85 | 14.69 | 2 | 0 | 19 |
| 18 Sept | 25423.60 | 9.4 | -1.65 | 15.39 | 4 | -9 | 19 |
| 14 Sept | 0.00 | 172.1 | 0 | 4.92 | 0 | 0 | 0 |
For Nifty - strike price 23900 expiring on 07OCT2025
Delta for 23900 PE is -0.07
Historical price for 23900 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 16.45, which was 8.5 higher than the previous day. The implied volatity was 13.15, the open interest changed by 3264 which increased total open position to 4197
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 7.55, 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 21 Sept NIFTY was trading at 0.00. The strike last trading price was 7.55, which was -1.85 lower than the previous day. The implied volatity was 14.69, the open interest changed by 0 which decreased total open position to 19
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 9.4, which was -1.65 lower than the previous day. The implied volatity was 15.39, the open interest changed by -9 which decreased total open position to 19
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 172.1, which was 0 lower than the previous day. The implied volatity was 4.92, the open interest changed by 0 which decreased total open position to 0
