NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 24500 CE | ||||||||||||||||
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Delta: 0.72
Vega: 14.34
Theta: -11.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 317 | -219.95 | 9.83 | 13,590 | 3,187 | 4,345 | |||||||||
| 22 Sept | 25202.35 | 842.25 | -126.25 | 13.56 | 113 | 29 | 302 | |||||||||
| 21 Sept | 0.00 | 984.1 | -78.85 | 10.39 | 295 | 201 | 273 | |||||||||
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| 18 Sept | 25423.60 | 1074.75 | 95.3 | 13.08 | 32 | 9 | 72 | |||||||||
| 14 Sept | 0.00 | 763.5 | 52.5 | - | 86 | -43 | 76 | |||||||||
For Nifty - strike price 24500 expiring on 07OCT2025
Delta for 24500 CE is 0.72
Historical price for 24500 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 317, which was -219.95 lower than the previous day. The implied volatity was 9.83, the open interest changed by 3187 which increased total open position to 4345
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 842.25, which was -126.25 lower than the previous day. The implied volatity was 13.56, the open interest changed by 29 which increased total open position to 302
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 984.1, which was -78.85 lower than the previous day. The implied volatity was 10.39, the open interest changed by 201 which increased total open position to 273
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1074.75, which was 95.3 higher than the previous day. The implied volatity was 13.08, the open interest changed by 9 which increased total open position to 72
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 763.5, which was 52.5 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 76
| NIFTY 07OCT2025 24500 PE | |||||||
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Delta: -0.29
Vega: 14.73
Theta: -4.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 80 | 47.35 | 10.03 | 1,41,594 | 6,598 | 17,666 |
| 22 Sept | 25202.35 | 24.45 | 4.95 | 11.84 | 9,070 | 233 | 3,656 |
| 21 Sept | 0.00 | 18.15 | -1.9 | 11.63 | 6,075 | 427 | 3,423 |
| 18 Sept | 25423.60 | 18.5 | -9.3 | 12.03 | 6,552 | 244 | 2,996 |
| 14 Sept | 0.00 | 48.65 | -19.25 | 10.91 | 840 | 38 | 713 |
For Nifty - strike price 24500 expiring on 07OCT2025
Delta for 24500 PE is -0.29
Historical price for 24500 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 80, which was 47.35 higher than the previous day. The implied volatity was 10.03, the open interest changed by 6598 which increased total open position to 17666
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 24.45, which was 4.95 higher than the previous day. The implied volatity was 11.84, the open interest changed by 233 which increased total open position to 3656
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 18.15, which was -1.9 lower than the previous day. The implied volatity was 11.63, the open interest changed by 427 which increased total open position to 3423
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 18.5, which was -9.3 lower than the previous day. The implied volatity was 12.03, the open interest changed by 244 which increased total open position to 2996
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 48.65, which was -19.25 lower than the previous day. The implied volatity was 10.91, the open interest changed by 38 which increased total open position to 713
