NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 24450 CE | ||||||||||||||||
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Delta: 0.76
Vega: 13.32
Theta: -11.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 354.8 | -216.6 | 9.91 | 358 | 135 | 135 | |||||||||
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| 22 Sept | 25202.35 | 626.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 626.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 626.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 0.00 | 626.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24450 expiring on 07OCT2025
Delta for 24450 CE is 0.76
Historical price for 24450 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 354.8, which was -216.6 lower than the previous day. The implied volatity was 9.91, the open interest changed by 135 which increased total open position to 135
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 626.1, 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 626.1, 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 626.1, 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 626.1, 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 24450 PE | |||||||
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Delta: -0.27
Vega: 14.10
Theta: -5.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 75.95 | 47.8 | 10.74 | 21,631 | 913 | 2,700 |
| 22 Sept | 25202.35 | 20.6 | 2.75 | 11.88 | 448 | 179 | 260 |
| 21 Sept | 0.00 | 16.95 | -173.05 | 11.92 | 1,028 | 81 | 81 |
| 18 Sept | 25423.60 | 190 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 190 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty - strike price 24450 expiring on 07OCT2025
Delta for 24450 PE is -0.27
Historical price for 24450 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 75.95, which was 47.8 higher than the previous day. The implied volatity was 10.74, the open interest changed by 913 which increased total open position to 2700
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 20.6, which was 2.75 higher than the previous day. The implied volatity was 11.88, the open interest changed by 179 which increased total open position to 260
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 16.95, which was -173.05 lower than the previous day. The implied volatity was 11.92, the open interest changed by 81 which increased total open position to 81
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 190, which was 0 lower than the previous day. The implied volatity was 0.00, 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 190, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
