NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 24100 CE | ||||||||||||||||
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Delta: 0.93
Vega: 5.73
Theta: -8.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 657 | -265 | 10.36 | 176 | 121 | 134 | |||||||||
| 22 Sept | 25202.35 | 741 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 741 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 741 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 741 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24100 expiring on 07OCT2025
Delta for 24100 CE is 0.93
Historical price for 24100 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 657, which was -265 lower than the previous day. The implied volatity was 10.36, the open interest changed by 121 which increased total open position to 134
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 741, 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 741, 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 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 741, 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 14 Sept NIFTY was trading at 0.00. The strike last trading price was 741, 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
| NIFTY 07OCT2025 24100 PE | |||||||
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Delta: -0.10
Vega: 7.68
Theta: -3.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 25.1 | 13.8 | 11.84 | 26,083 | 1,951 | 4,097 |
| 22 Sept | 25202.35 | 227.7 | 0 | 5.77 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 227.7 | 0 | 5.69 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 227.7 | 0 | 5.83 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 227.7 | 0 | 4.22 | 0 | 0 | 0 |
For Nifty - strike price 24100 expiring on 07OCT2025
Delta for 24100 PE is -0.10
Historical price for 24100 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 25.1, which was 13.8 higher than the previous day. The implied volatity was 11.84, the open interest changed by 1951 which increased total open position to 4097
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 227.7, which was 0 lower than the previous day. The implied volatity was 5.77, 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 227.7, which was 0 lower than the previous day. The implied volatity was 5.69, 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 227.7, which was 0 lower than the previous day. The implied volatity was 5.83, 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 227.7, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
