NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 24400 CE | ||||||||||||||||
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Delta: 0.78
Vega: 16.27
Theta: -9.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 460.25 | -381.4 | 9.54 | 146 | 78 | 78 | |||||||||
| 22 Sept | 25202.35 | 841.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 841.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 841.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 14 Sept | 0.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24400 expiring on 14OCT2025
Delta for 24400 CE is 0.78
Historical price for 24400 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 460.25, which was -381.4 lower than the previous day. The implied volatity was 9.54, the open interest changed by 78 which increased total open position to 78
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 841.65, 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 841.65, 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 841.65, 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 24400 PE | |||||||
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Delta: -0.26
Vega: 17.71
Theta: -3.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 97.6 | -133.4 | 11.30 | 1,287 | 379 | 379 |
| 22 Sept | 25202.35 | 231 | 0 | 3.63 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 231 | 0 | 4.00 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 231 | 0 | 4.17 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 231 | 0 | 2.95 | 0 | 0 | 0 |
For Nifty - strike price 24400 expiring on 14OCT2025
Delta for 24400 PE is -0.26
Historical price for 24400 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 97.6, which was -133.4 lower than the previous day. The implied volatity was 11.30, the open interest changed by 379 which increased total open position to 379
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 231, which was 0 lower than the previous day. The implied volatity was 3.63, 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 231, which was 0 lower than the previous day. The implied volatity was 4.00, 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 231, which was 0 lower than the previous day. The implied volatity was 4.17, 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 231, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0
