NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 24350 CE | ||||||||||||||||
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Delta: 0.82
Vega: 11.06
Theta: -10.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 435 | -250.4 | 10.04 | 86 | 45 | 45 | |||||||||
| 22 Sept | 25202.35 | 685.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 685.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 685.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 685.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24350 expiring on 07OCT2025
Delta for 24350 CE is 0.82
Historical price for 24350 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 435, which was -250.4 lower than the previous day. The implied volatity was 10.04, the open interest changed by 45 which increased total open position to 45
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 685.4, 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 685.4, 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 685.4, 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 685.4, 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 24350 PE | |||||||
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Delta: -0.20
Vega: 11.90
Theta: -4.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 50.25 | 29.4 | 10.58 | 16,740 | 1,601 | 2,493 |
| 22 Sept | 25202.35 | 17.5 | 3.1 | 12.49 | 82 | 27 | 40 |
| 21 Sept | 0.00 | 14.4 | -0.25 | 12.42 | 26 | 12 | 13 |
| 18 Sept | 25423.60 | 14.65 | -299.6 | 12.76 | 4 | 1 | 1 |
| 14 Sept | 0.00 | 314.25 | 0 | 3.34 | 0 | 0 | 0 |
For Nifty - strike price 24350 expiring on 07OCT2025
Delta for 24350 PE is -0.20
Historical price for 24350 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 50.25, which was 29.4 higher than the previous day. The implied volatity was 10.58, the open interest changed by 1601 which increased total open position to 2493
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 17.5, which was 3.1 higher than the previous day. The implied volatity was 12.49, the open interest changed by 27 which increased total open position to 40
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 14.4, which was -0.25 lower than the previous day. The implied volatity was 12.42, the open interest changed by 12 which increased total open position to 13
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 14.65, which was -299.6 lower than the previous day. The implied volatity was 12.76, the open interest changed by 1 which increased total open position to 1
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 314.25, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
