NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 24600 CE | ||||||||||||||||
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Delta: 0.65
Vega: 15.90
Theta: -11.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 242 | -210.45 | 9.25 | 20,873 | 3,003 | 3,733 | |||||||||
| 22 Sept | 25202.35 | 807 | -171 | 17.36 | 26 | 27 | 27 | |||||||||
| 21 Sept | 0.00 | 978 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 25423.60 | 978 | 90 | 12.41 | 3 | 0 | 11 | |||||||||
| 14 Sept | 0.00 | 683 | 98.25 | 6.13 | 8 | 1 | 12 | |||||||||
For Nifty - strike price 24600 expiring on 07OCT2025
Delta for 24600 CE is 0.65
Historical price for 24600 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 242, which was -210.45 lower than the previous day. The implied volatity was 9.25, the open interest changed by 3003 which increased total open position to 3733
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 807, which was -171 lower than the previous day. The implied volatity was 17.36, the open interest changed by 27 which increased total open position to 27
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 978, 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 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 978, which was 90 higher than the previous day. The implied volatity was 12.41, the open interest changed by 0 which decreased total open position to 11
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 683, which was 98.25 higher than the previous day. The implied volatity was 6.13, the open interest changed by 1 which increased total open position to 12
| NIFTY 07OCT2025 24600 PE | |||||||
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Delta: -0.37
Vega: 16.23
Theta: -4.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 109 | 64.4 | 9.72 | 1,03,247 | 5,495 | 12,309 |
| 22 Sept | 25202.35 | 29 | 5.3 | 11.22 | 3,861 | 927 | 1,550 |
| 21 Sept | 0.00 | 23 | 0.2 | 11.30 | 737 | 209 | 623 |
| 18 Sept | 25423.60 | 23.15 | -9.6 | 11.71 | 660 | 54 | 414 |
| 14 Sept | 0.00 | 61.5 | -19.45 | 10.75 | 213 | 49 | 164 |
For Nifty - strike price 24600 expiring on 07OCT2025
Delta for 24600 PE is -0.37
Historical price for 24600 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 109, which was 64.4 higher than the previous day. The implied volatity was 9.72, the open interest changed by 5495 which increased total open position to 12309
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 29, which was 5.3 higher than the previous day. The implied volatity was 11.22, the open interest changed by 927 which increased total open position to 1550
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 23, which was 0.2 higher than the previous day. The implied volatity was 11.30, the open interest changed by 209 which increased total open position to 623
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 23.15, which was -9.6 lower than the previous day. The implied volatity was 11.71, the open interest changed by 54 which increased total open position to 414
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 61.5, which was -19.45 lower than the previous day. The implied volatity was 10.75, the open interest changed by 49 which increased total open position to 164
