NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 24350 CE | ||||||||||||||||
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Delta: 0.80
Vega: 15.23
Theta: -9.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 499.35 | -376.85 | 9.67 | 9 | 8 | 8 | |||||||||
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| 22 Sept | 25202.35 | 876.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 876.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 876.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24350 expiring on 14OCT2025
Delta for 24350 CE is 0.80
Historical price for 24350 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 499.35, which was -376.85 lower than the previous day. The implied volatity was 9.67, the open interest changed by 8 which increased total open position to 8
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 876.2, 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 876.2, 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 876.2, 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 24350 PE | |||||||
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Delta: -0.24
Vega: 16.95
Theta: -3.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 86.8 | 46.1 | 11.18 | 994 | 141 | 324 |
| 22 Sept | 25202.35 | 25.5 | -3.95 | 11.68 | 13 | 10 | 15 |
| 21 Sept | 0.00 | 29.45 | 1.75 | 12.76 | 7 | 4 | 5 |
| 18 Sept | 25423.60 | 27.7 | -188.15 | 12.92 | 3 | 1 | 1 |
| 14 Sept | 0.00 | 215.85 | 0 | 3.11 | 0 | 0 | 0 |
For Nifty - strike price 24350 expiring on 14OCT2025
Delta for 24350 PE is -0.24
Historical price for 24350 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 86.8, which was 46.1 higher than the previous day. The implied volatity was 11.18, the open interest changed by 141 which increased total open position to 324
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 25.5, which was -3.95 lower than the previous day. The implied volatity was 11.68, the open interest changed by 10 which increased total open position to 15
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 29.45, which was 1.75 higher than the previous day. The implied volatity was 12.76, the open interest changed by 4 which increased total open position to 5
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 27.7, which was -188.15 lower than the previous day. The implied volatity was 12.92, 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 215.85, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
