NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 24250 CE | ||||||||||||||||
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Delta: 0.87
Vega: 9.25
Theta: -10.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 524.55 | -223.3 | 10.59 | 28 | 19 | 19 | |||||||||
| 22 Sept | 25202.35 | 747.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 747.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 747.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 747.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24250 expiring on 07OCT2025
Delta for 24250 CE is 0.87
Historical price for 24250 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 524.55, which was -223.3 lower than the previous day. The implied volatity was 10.59, the open interest changed by 19 which increased total open position to 19
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 747.85, 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 747.85, 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 747.85, 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 747.85, 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 24250 PE | |||||||
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Delta: -0.15
Vega: 10.04
Theta: -4.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 37.5 | 21.4 | 11.04 | 12,698 | 307 | 1,739 |
| 22 Sept | 25202.35 | 13.4 | 0.65 | 12.77 | 421 | 192 | 448 |
| 21 Sept | 0.00 | 12 | -0.2 | 12.86 | 76 | 30 | 256 |
| 18 Sept | 25423.60 | 12 | -6.35 | 13.12 | 250 | 53 | 226 |
| 14 Sept | 0.00 | 64.65 | -212.65 | 14.51 | 1 | 0 | 0 |
For Nifty - strike price 24250 expiring on 07OCT2025
Delta for 24250 PE is -0.15
Historical price for 24250 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 37.5, which was 21.4 higher than the previous day. The implied volatity was 11.04, the open interest changed by 307 which increased total open position to 1739
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 13.4, which was 0.65 higher than the previous day. The implied volatity was 12.77, the open interest changed by 192 which increased total open position to 448
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 12, which was -0.2 lower than the previous day. The implied volatity was 12.86, the open interest changed by 30 which increased total open position to 256
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 12, which was -6.35 lower than the previous day. The implied volatity was 13.12, the open interest changed by 53 which increased total open position to 226
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 64.65, which was -212.65 lower than the previous day. The implied volatity was 14.51, the open interest changed by 0 which decreased total open position to 0
