NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 24150 CE | ||||||||||||||||
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Delta: 0.91
Vega: 6.81
Theta: -9.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 611.5 | -201.95 | 10.41 | 21 | 15 | 15 | |||||||||
| 22 Sept | 25202.35 | 813.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 813.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Sept | 25423.60 | 813.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 813.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24150 expiring on 07OCT2025
Delta for 24150 CE is 0.91
Historical price for 24150 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 611.5, which was -201.95 lower than the previous day. The implied volatity was 10.41, the open interest changed by 15 which increased total open position to 15
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 813.45, 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 813.45, 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 813.45, 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 813.45, 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 24150 PE | |||||||
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Delta: -0.12
Vega: 8.44
Theta: -3.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 28.85 | 16.1 | 11.60 | 12,189 | 1,339 | 1,608 |
| 22 Sept | 25202.35 | 243.45 | 0 | 5.54 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 243.45 | 0 | 5.49 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 243.45 | 0 | 5.63 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 243.45 | 0 | 4.05 | 0 | 0 | 0 |
For Nifty - strike price 24150 expiring on 07OCT2025
Delta for 24150 PE is -0.12
Historical price for 24150 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 28.85, which was 16.1 higher than the previous day. The implied volatity was 11.60, the open interest changed by 1339 which increased total open position to 1608
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 243.45, which was 0 lower than the previous day. The implied volatity was 5.54, 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 243.45, which was 0 lower than the previous day. The implied volatity was 5.49, 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 243.45, which was 0 lower than the previous day. The implied volatity was 5.63, 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 243.45, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
