NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 24150 CE | ||||||||||||||||
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Delta: 0.89
Vega: 10.45
Theta: -8.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 669.05 | -352.65 | 9.82 | 5 | 0 | 0 | |||||||||
| 22 Sept | 25202.35 | 1021.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1021.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Sept | 25423.60 | 1021.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24150 expiring on 14OCT2025
Delta for 24150 CE is 0.89
Historical price for 24150 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 669.05, which was -352.65 lower than the previous day. The implied volatity was 9.82, the open interest changed by 0 which decreased total open position to 0
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1021.7, 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 1021.7, 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 1021.7, 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 24150 PE | |||||||
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Delta: -0.00
Vega: 0.01
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 162.5 | 0 | 2.93 | 0 | 0 | 0 |
| 22 Sept | 25202.35 | 162.5 | 0 | 4.56 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 162.5 | 0 | 4.86 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 162.5 | 0 | 5.01 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 162.5 | 0 | 3.74 | 0 | 0 | 0 |
For Nifty - strike price 24150 expiring on 14OCT2025
Delta for 24150 PE is -0.00
Historical price for 24150 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 162.5, which was 0 lower than the previous day. The implied volatity was 2.93, the open interest changed by 0 which decreased total open position to 0
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 162.5, which was 0 lower than the previous day. The implied volatity was 4.56, 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 162.5, which was 0 lower than the previous day. The implied volatity was 4.86, 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 162.5, which was 0 lower than the previous day. The implied volatity was 5.01, 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 162.5, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
