NIFTY
Nifty
Historical option data for NIFTY
27 Oct 2025 08:25 PM IST
| NIFTY 04-NOV-2025 24650 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Oct | 25966.05 | 1406 | 222.2 | - | 3 | 0 | 5 | |||||||||
| 26 Oct | 0.00 | 1183.8 | -126.8 | - | 1 | 5 | 5 | |||||||||
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| 25 Oct | 0.00 | 1183.8 | -126.8 | - | 1 | 5 | 5 | |||||||||
| 18 Oct | 0.00 | 1152.55 | 513.5 | - | 1 | 5 | 5 | |||||||||
| 15 Oct | 25145.50 | 639.05 | -84.75 | - | 0 | 6 | 0 | |||||||||
| 28 Sept | 0.00 | 470.85 | -463.4 | 9.67 | 7 | 4 | 4 | |||||||||
For Nifty - strike price 24650 expiring on 04NOV2025
Delta for 24650 CE is -
Historical price for 24650 CE is as follows
On 27 Oct NIFTY was trading at 25966.05. The strike last trading price was 1406, which was 222.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 26 Oct NIFTY was trading at 0.00. The strike last trading price was 1183.8, which was -126.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 25 Oct NIFTY was trading at 0.00. The strike last trading price was 1183.8, which was -126.8 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 18 Oct NIFTY was trading at 0.00. The strike last trading price was 1152.55, which was 513.5 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 5
On 15 Oct NIFTY was trading at 25145.50. The strike last trading price was 639.05, which was -84.75 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 470.85, which was -463.4 lower than the previous day. The implied volatity was 9.67, the open interest changed by 4 which increased total open position to 4
| NIFTY 04NOV2025 24650 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Oct | 25966.05 | 8.3 | -0.2 | - | 1,805 | 85 | 459 |
| 26 Oct | 0.00 | 6.9 | -1.9 | - | 1,075 | 199 | 374 |
| 25 Oct | 0.00 | 6.9 | -1.9 | - | 1,075 | 199 | 374 |
| 18 Oct | 0.00 | 28.65 | -0.1 | - | 102 | -6 | 95 |
| 15 Oct | 25145.50 | 82.15 | 20.75 | - | 118 | 13 | 57 |
| 28 Sept | 0.00 | 242.05 | 0 | 0.89 | 0 | 0 | 0 |
For Nifty - strike price 24650 expiring on 04NOV2025
Delta for 24650 PE is -
Historical price for 24650 PE is as follows
On 27 Oct NIFTY was trading at 25966.05. The strike last trading price was 8.3, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 85 which increased total open position to 459
On 26 Oct NIFTY was trading at 0.00. The strike last trading price was 6.9, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 199 which increased total open position to 374
On 25 Oct NIFTY was trading at 0.00. The strike last trading price was 6.9, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 199 which increased total open position to 374
On 18 Oct NIFTY was trading at 0.00. The strike last trading price was 28.65, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 95
On 15 Oct NIFTY was trading at 25145.50. The strike last trading price was 82.15, which was 20.75 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 57
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 242.05, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0

































































































































































































































