NIFTY
Nifty
Historical option data for NIFTY
26 Oct 2025 02:26 AM IST
| NIFTY 28-OCT-2025 24500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 Oct | 0.00 | 1321.25 | -160.9 | - | 2,042 | -682 | 12,227 | |||||||||
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| 25 Oct | 0.00 | 1321.25 | -160.9 | - | 2,042 | -682 | 12,227 | |||||||||
| 18 Oct | 0.00 | 1266 | 89.75 | - | 3,031 | 32 | 14,938 | |||||||||
| 15 Oct | 25145.50 | 727.2 | -112.95 | - | 9,188 | 13,769 | 15,392 | |||||||||
| 28 Sept | 0.00 | 505.7 | -193.75 | 9.38 | 10,032 | 3,215 | 6,831 | |||||||||
| 22 Sept | 25202.35 | 970.2 | -115.9 | 8.96 | 447 | 3,481 | 3,481 | |||||||||
| 21 Sept | 0.00 | 1093 | -83.25 | - | 559 | 0 | 3,433 | |||||||||
| 18 Sept | 25423.60 | 1171.15 | 67.9 | - | 663 | 3,349 | 3,349 | |||||||||
| 14 Sept | 0.00 | 918.25 | 76.95 | 5.19 | 1,368 | -46 | 3,709 | |||||||||
| 17 Aug | 0.00 | 756 | -26.35 | 8.43 | 190 | -16 | 1,472 | |||||||||
For Nifty - strike price 24500 expiring on 28OCT2025
Delta for 24500 CE is -
Historical price for 24500 CE is as follows
On 26 Oct NIFTY was trading at 0.00. The strike last trading price was 1321.25, which was -160.9 lower than the previous day. The implied volatity was -, the open interest changed by -682 which decreased total open position to 12227
On 25 Oct NIFTY was trading at 0.00. The strike last trading price was 1321.25, which was -160.9 lower than the previous day. The implied volatity was -, the open interest changed by -682 which decreased total open position to 12227
On 18 Oct NIFTY was trading at 0.00. The strike last trading price was 1266, which was 89.75 higher than the previous day. The implied volatity was -, the open interest changed by 32 which increased total open position to 14938
On 15 Oct NIFTY was trading at 25145.50. The strike last trading price was 727.2, which was -112.95 lower than the previous day. The implied volatity was -, the open interest changed by 13769 which increased total open position to 15392
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 505.7, which was -193.75 lower than the previous day. The implied volatity was 9.38, the open interest changed by 3215 which increased total open position to 6831
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 970.2, which was -115.9 lower than the previous day. The implied volatity was 8.96, the open interest changed by 3481 which increased total open position to 3481
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 1093, which was -83.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3433
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1171.15, which was 67.9 higher than the previous day. The implied volatity was -, the open interest changed by 3349 which increased total open position to 3349
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 918.25, which was 76.95 higher than the previous day. The implied volatity was 5.19, the open interest changed by -46 which decreased total open position to 3709
On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 756, which was -26.35 lower than the previous day. The implied volatity was 8.43, the open interest changed by -16 which decreased total open position to 1472
| NIFTY 28OCT2025 24500 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 Oct | 0.00 | 1.75 | -1.25 | - | 5,89,203 | 8,624 | 1,20,476 |
| 25 Oct | 0.00 | 1.75 | -1.25 | - | 5,89,203 | 8,624 | 1,20,476 |
| 18 Oct | 0.00 | 11.85 | -1 | - | 1,06,148 | 9,710 | 56,447 |
| 15 Oct | 25145.50 | 40.45 | 9.8 | - | 65,483 | 2,353 | 46,264 |
| 28 Sept | 0.00 | 184 | 75.9 | 11.85 | 40,713 | 60 | 25,575 |
| 22 Sept | 25202.35 | 69.3 | 12.8 | 11.63 | 14,499 | 2,249 | 22,438 |
| 21 Sept | 0.00 | 54.8 | 2.85 | 11.62 | 12,916 | -647 | 20,740 |
| 18 Sept | 25423.60 | 51.45 | -14.9 | 11.79 | 11,826 | 22,032 | 22,330 |
| 14 Sept | 0.00 | 100.05 | -25.1 | 11.53 | 11,345 | 2,056 | 15,955 |
| 17 Aug | 0.00 | 330.95 | 13.9 | 13.38 | 676 | -33 | 1,759 |
For Nifty - strike price 24500 expiring on 28OCT2025
Delta for 24500 PE is -
Historical price for 24500 PE is as follows
On 26 Oct NIFTY was trading at 0.00. The strike last trading price was 1.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 8624 which increased total open position to 120476
On 25 Oct NIFTY was trading at 0.00. The strike last trading price was 1.75, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by 8624 which increased total open position to 120476
On 18 Oct NIFTY was trading at 0.00. The strike last trading price was 11.85, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 9710 which increased total open position to 56447
On 15 Oct NIFTY was trading at 25145.50. The strike last trading price was 40.45, which was 9.8 higher than the previous day. The implied volatity was -, the open interest changed by 2353 which increased total open position to 46264
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 184, which was 75.9 higher than the previous day. The implied volatity was 11.85, the open interest changed by 60 which increased total open position to 25575
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 69.3, which was 12.8 higher than the previous day. The implied volatity was 11.63, the open interest changed by 2249 which increased total open position to 22438
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 54.8, which was 2.85 higher than the previous day. The implied volatity was 11.62, the open interest changed by -647 which decreased total open position to 20740
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 51.45, which was -14.9 lower than the previous day. The implied volatity was 11.79, the open interest changed by 22032 which increased total open position to 22330
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 100.05, which was -25.1 lower than the previous day. The implied volatity was 11.53, the open interest changed by 2056 which increased total open position to 15955
On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 330.95, which was 13.9 higher than the previous day. The implied volatity was 13.38, the open interest changed by -33 which decreased total open position to 1759
