NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 24200 CE | ||||||||||||||||
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Delta: 0.87
Vega: 9.21
Theta: -10.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 577.3 | -242.7 | 11.65 | 751 | 570 | 583 | |||||||||
| 22 Sept | 25202.35 | 780.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 21 Sept | 0.00 | 780.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 780.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 780.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24200 expiring on 07OCT2025
Delta for 24200 CE is 0.87
Historical price for 24200 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 577.3, which was -242.7 lower than the previous day. The implied volatity was 11.65, the open interest changed by 570 which increased total open position to 583
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 780.3, 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 780.3, 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 780.3, 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 780.3, 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 24200 PE | |||||||
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Delta: -0.14
Vega: 9.32
Theta: -3.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 33.85 | 19.6 | 11.43 | 44,224 | 3,854 | 7,874 |
| 22 Sept | 25202.35 | 14.6 | -245.4 | 13.51 | 461 | 424 | 424 |
| 21 Sept | 0.00 | 260 | 0 | 0.00 | 0 | 1 | 0 |
| 18 Sept | 25423.60 | 260 | 0 | 0.00 | 0 | 1 | 0 |
| 14 Sept | 0.00 | 260 | 0 | 0.00 | 0 | 1 | 0 |
For Nifty - strike price 24200 expiring on 07OCT2025
Delta for 24200 PE is -0.14
Historical price for 24200 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 33.85, which was 19.6 higher than the previous day. The implied volatity was 11.43, the open interest changed by 3854 which increased total open position to 7874
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 14.6, which was -245.4 lower than the previous day. The implied volatity was 13.51, the open interest changed by 424 which increased total open position to 424
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 260, 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 260, 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 260, 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
