NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 24550 CE | ||||||||||||||||
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Delta: 0.69
Vega: 15.16
Theta: -11.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 277.2 | -219.5 | 9.50 | 2,138 | 527 | 531 | |||||||||
| 22 Sept | 25202.35 | 519.55 | 0 | 0.00 | 0 | 3 | 0 | |||||||||
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| 21 Sept | 0.00 | 519.55 | 0 | 0.00 | 0 | 3 | 0 | |||||||||
| 18 Sept | 25423.60 | 519.55 | 0 | 0.00 | 0 | 3 | 0 | |||||||||
| 14 Sept | 0.00 | 519.55 | 0 | 0.00 | 0 | 3 | 0 | |||||||||
For Nifty - strike price 24550 expiring on 07OCT2025
Delta for 24550 CE is 0.69
Historical price for 24550 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 277.2, which was -219.5 lower than the previous day. The implied volatity was 9.50, the open interest changed by 527 which increased total open position to 531
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 519.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 519.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 519.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 519.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
| NIFTY 07OCT2025 24550 PE | |||||||
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Delta: -0.33
Vega: 15.54
Theta: -4.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 93.25 | 55.35 | 9.85 | 25,849 | 1,985 | 3,038 |
| 22 Sept | 25202.35 | 27.2 | 5.6 | 11.60 | 261 | 19 | 119 |
| 21 Sept | 0.00 | 20.95 | -0.1 | 11.53 | 110 | -6 | 100 |
| 18 Sept | 25423.60 | 21.9 | -7.85 | 12.02 | 54 | 7 | 106 |
| 14 Sept | 0.00 | 55.55 | -24.5 | 10.88 | 9 | -6 | 7 |
For Nifty - strike price 24550 expiring on 07OCT2025
Delta for 24550 PE is -0.33
Historical price for 24550 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 93.25, which was 55.35 higher than the previous day. The implied volatity was 9.85, the open interest changed by 1985 which increased total open position to 3038
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 27.2, which was 5.6 higher than the previous day. The implied volatity was 11.60, the open interest changed by 19 which increased total open position to 119
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 20.95, which was -0.1 lower than the previous day. The implied volatity was 11.53, the open interest changed by -6 which decreased total open position to 100
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 21.9, which was -7.85 lower than the previous day. The implied volatity was 12.02, the open interest changed by 7 which increased total open position to 106
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 55.55, which was -24.5 lower than the previous day. The implied volatity was 10.88, the open interest changed by -6 which decreased total open position to 7
