NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 24700 CE | ||||||||||||||||
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Delta: 0.55
Vega: 16.95
Theta: -10.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 177.65 | -189.4 | 9.03 | 64,796 | 9,588 | 10,416 | |||||||||
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| 22 Sept | 25202.35 | 658.35 | -126.25 | 12.37 | 35 | -3 | 36 | |||||||||
| 21 Sept | 0.00 | 784.6 | -31.8 | 8.62 | 2 | 0 | 39 | |||||||||
| 18 Sept | 25423.60 | 816.4 | 27.45 | - | 7 | 1 | 39 | |||||||||
| 14 Sept | 0.00 | 614.95 | 76.6 | 8.25 | 45 | -8 | 43 | |||||||||
For Nifty - strike price 24700 expiring on 07OCT2025
Delta for 24700 CE is 0.55
Historical price for 24700 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 177.65, which was -189.4 lower than the previous day. The implied volatity was 9.03, the open interest changed by 9588 which increased total open position to 10416
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 658.35, which was -126.25 lower than the previous day. The implied volatity was 12.37, the open interest changed by -3 which decreased total open position to 36
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 784.6, which was -31.8 lower than the previous day. The implied volatity was 8.62, the open interest changed by 0 which decreased total open position to 39
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 816.4, which was 27.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 39
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 614.95, which was 76.6 higher than the previous day. The implied volatity was 8.25, the open interest changed by -8 which decreased total open position to 43
| NIFTY 07OCT2025 24700 PE | |||||||
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Delta: -0.47
Vega: 17.02
Theta: -3.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 142.6 | 81.45 | 9.18 | 1,60,037 | 4,774 | 14,535 |
| 22 Sept | 25202.35 | 38 | 8.4 | 10.89 | 3,069 | 772 | 1,713 |
| 21 Sept | 0.00 | 27.3 | 0.45 | 10.77 | 2,683 | 258 | 941 |
| 18 Sept | 25423.60 | 25.05 | -13.25 | 10.95 | 998 | 186 | 683 |
| 14 Sept | 0.00 | 73.6 | -28.8 | 10.39 | 322 | 46 | 191 |
For Nifty - strike price 24700 expiring on 07OCT2025
Delta for 24700 PE is -0.47
Historical price for 24700 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 142.6, which was 81.45 higher than the previous day. The implied volatity was 9.18, the open interest changed by 4774 which increased total open position to 14535
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 38, which was 8.4 higher than the previous day. The implied volatity was 10.89, the open interest changed by 772 which increased total open position to 1713
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 27.3, which was 0.45 higher than the previous day. The implied volatity was 10.77, the open interest changed by 258 which increased total open position to 941
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 25.05, which was -13.25 lower than the previous day. The implied volatity was 10.95, the open interest changed by 186 which increased total open position to 683
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 73.6, which was -28.8 lower than the previous day. The implied volatity was 10.39, the open interest changed by 46 which increased total open position to 191
