NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 24300 CE | ||||||||||||||||
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Delta: 0.84
Vega: 10.41
Theta: -10.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 482.3 | -245 | 10.60 | 765 | 435 | 456 | |||||||||
| 22 Sept | 25202.35 | 1049.5 | 333.25 | 16.94 | 2 | 1 | 1 | |||||||||
| 21 Sept | 0.00 | 716.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 716.25 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 716.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24300 expiring on 07OCT2025
Delta for 24300 CE is 0.84
Historical price for 24300 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 482.3, which was -245 lower than the previous day. The implied volatity was 10.60, the open interest changed by 435 which increased total open position to 456
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1049.5, which was 333.25 higher than the previous day. The implied volatity was 16.94, the open interest changed by 1 which increased total open position to 1
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 716.25, 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 716.25, 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 716.25, 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 24300 PE | |||||||
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Delta: -0.17
Vega: 10.99
Theta: -4.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 43.8 | 25.6 | 10.85 | 54,649 | 3,695 | 9,891 |
| 22 Sept | 25202.35 | 16.9 | 2.85 | 12.91 | 3,245 | 718 | 1,558 |
| 21 Sept | 0.00 | 12.95 | -1.35 | 12.61 | 1,800 | 818 | 840 |
| 18 Sept | 25423.60 | 13.5 | -281.9 | 12.99 | 47 | 22 | 22 |
| 14 Sept | 0.00 | 295.4 | 0 | 3.52 | 0 | 0 | 0 |
For Nifty - strike price 24300 expiring on 07OCT2025
Delta for 24300 PE is -0.17
Historical price for 24300 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 43.8, which was 25.6 higher than the previous day. The implied volatity was 10.85, the open interest changed by 3695 which increased total open position to 9891
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 16.9, which was 2.85 higher than the previous day. The implied volatity was 12.91, the open interest changed by 718 which increased total open position to 1558
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 12.95, which was -1.35 lower than the previous day. The implied volatity was 12.61, the open interest changed by 818 which increased total open position to 840
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 13.5, which was -281.9 lower than the previous day. The implied volatity was 12.99, the open interest changed by 22 which increased total open position to 22
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 295.4, which was 0 lower than the previous day. The implied volatity was 3.52, the open interest changed by 0 which decreased total open position to 0
