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[--[65.84.65.76]--]
NIFTY
Nifty
24654.7 -236.15 (-0.95%)

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Historical option data for NIFTY

28 Sep 2025 10:07 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NIFTY 30SEP2025 24150 CE
Delta: 0.98
Vega: 1.50
Theta: -8.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 0.00 549.8 -272.1 10.94 291 7 243
22 Sept 25202.35 1250 0 0.00 0 3 0
21 Sept 0.00 1250 -48.25 - 8 3 237
18 Sept 25423.60 1298.25 521.4 - 5 219 239
14 Sept 0.00 784.85 8 0.00 0 0 0
17 Aug 0.00 873.85 0 0.00 0 0 0

For Nifty - strike price 24150 expiring on 30SEP2025

Delta for 24150 CE is 0.98

Historical price for 24150 CE is as follows

On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 549.8, which was -272.1 lower than the previous day. The implied volatity was 10.94, the open interest changed by 7 which increased total open position to 243


On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1250, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 1250, which was -48.25 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 237


On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1298.25, which was 521.4 higher than the previous day. The implied volatity was -, the open interest changed by 219 which increased total open position to 239


On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 784.85, which was 8 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 873.85, 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 30SEP2025 24150 PE
Delta: -0.04
Vega: 2.34
Theta: -3.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 0.00 5.45 2 12.13 3,48,766 12,201 17,896
22 Sept 25202.35 4.5 -0.5 15.04 5,134 -2,440 1,949
21 Sept 0.00 5 -1.3 14.68 2,350 -978 1,517
18 Sept 25423.60 5.9 -3.5 15.12 2,529 -191 1,485
14 Sept 0.00 17.25 -5 12.59 1,814 6,107 2,287
17 Aug 0.00 162.75 3.6 12.91 21 0 653

For Nifty - strike price 24150 expiring on 30SEP2025

Delta for 24150 PE is -0.04

Historical price for 24150 PE is as follows

On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 5.45, which was 2 higher than the previous day. The implied volatity was 12.13, the open interest changed by 12201 which increased total open position to 17896


On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 4.5, which was -0.5 lower than the previous day. The implied volatity was 15.04, the open interest changed by -2440 which decreased total open position to 1949


On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 5, which was -1.3 lower than the previous day. The implied volatity was 14.68, the open interest changed by -978 which decreased total open position to 1517


On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 5.9, which was -3.5 lower than the previous day. The implied volatity was 15.12, the open interest changed by -191 which decreased total open position to 1485


On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 17.25, which was -5 lower than the previous day. The implied volatity was 12.59, the open interest changed by 6107 which increased total open position to 2287


On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 162.75, which was 3.6 higher than the previous day. The implied volatity was 12.91, the open interest changed by 0 which decreased total open position to 653