NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 24000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.93
Vega: 7.36
Theta: -8.11
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 805.9 | -393.15 | 10.00 | 9 | 7 | 7 | |||||||||
| 22 Sept | 25202.35 | 1137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1137.7 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 25423.60 | 1137.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24000 expiring on 14OCT2025
Delta for 24000 CE is 0.93
Historical price for 24000 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 805.9, which was -393.15 lower than the previous day. The implied volatity was 10.00, the open interest changed by 7 which increased total open position to 7
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1137.7, 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 1137.7, 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 1137.7, 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 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 11.01
Theta: -2.97
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 40.95 | 20.85 | 12.40 | 8,392 | 545 | 1,692 |
| 22 Sept | 25202.35 | 16.15 | -113.2 | 13.44 | 54 | 28 | 28 |
| 21 Sept | 0.00 | 129.35 | 0 | 5.38 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 129.35 | 0 | 5.52 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 129.35 | 0 | 4.21 | 0 | 0 | 0 |
For Nifty - strike price 24000 expiring on 14OCT2025
Delta for 24000 PE is -0.12
Historical price for 24000 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 40.95, which was 20.85 higher than the previous day. The implied volatity was 12.40, the open interest changed by 545 which increased total open position to 1692
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 16.15, which was -113.2 lower than the previous day. The implied volatity was 13.44, the open interest changed by 28 which increased total open position to 28
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 129.35, which was 0 lower than the previous day. The implied volatity was 5.38, 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 129.35, which was 0 lower than the previous day. The implied volatity was 5.52, 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 129.35, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
