NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 24000 CE | ||||||||||||||||
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Delta: 0.94
Vega: 4.97
Theta: -8.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 755 | -255.2 | 11.28 | 941 | 517 | 806 | |||||||||
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| 22 Sept | 25202.35 | 1322.7 | -113.3 | 16.99 | 20 | 21 | 21 | |||||||||
| 21 Sept | 0.00 | 1436 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 18 Sept | 25423.60 | 1436 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 14 Sept | 0.00 | 1248.15 | 241.45 | - | 3 | 10 | 10 | |||||||||
For Nifty - strike price 24000 expiring on 07OCT2025
Delta for 24000 CE is 0.94
Historical price for 24000 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 755, which was -255.2 lower than the previous day. The implied volatity was 11.28, the open interest changed by 517 which increased total open position to 806
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1322.7, which was -113.3 lower than the previous day. The implied volatity was 16.99, the open interest changed by 21 which increased total open position to 21
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 1436, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1436, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1248.15, which was 241.45 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
| NIFTY 07OCT2025 24000 PE | |||||||
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Delta: -0.08
Vega: 6.57
Theta: -3.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 20.7 | 11.3 | 12.57 | 60,188 | 7,513 | 15,411 |
| 22 Sept | 25202.35 | 10.55 | 0.65 | 14.58 | 4,776 | 1,237 | 3,077 |
| 21 Sept | 0.00 | 9.7 | -1.25 | 14.47 | 2,193 | 655 | 1,840 |
| 18 Sept | 25423.60 | 10.5 | -2.55 | 14.86 | 1,313 | 627 | 1,185 |
| 14 Sept | 0.00 | 75.6 | -122.75 | 17.79 | 7 | 0 | 0 |
For Nifty - strike price 24000 expiring on 07OCT2025
Delta for 24000 PE is -0.08
Historical price for 24000 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 20.7, which was 11.3 higher than the previous day. The implied volatity was 12.57, the open interest changed by 7513 which increased total open position to 15411
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 10.55, which was 0.65 higher than the previous day. The implied volatity was 14.58, the open interest changed by 1237 which increased total open position to 3077
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 9.7, which was -1.25 lower than the previous day. The implied volatity was 14.47, the open interest changed by 655 which increased total open position to 1840
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 10.5, which was -2.55 lower than the previous day. The implied volatity was 14.86, the open interest changed by 627 which increased total open position to 1185
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 75.6, which was -122.75 lower than the previous day. The implied volatity was 17.79, the open interest changed by 0 which decreased total open position to 0
