NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 24750 CE | ||||||||||||||||
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Delta: 0.50
Vega: 17.09
Theta: -10.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 155.45 | -173.75 | 9.17 | 28,177 | 3,879 | 4,037 | |||||||||
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| 22 Sept | 25202.35 | 679.95 | -63.2 | 16.51 | 2 | 0 | 6 | |||||||||
| 21 Sept | 0.00 | 743.15 | -7.3 | 9.26 | 2 | 6 | 6 | |||||||||
| 18 Sept | 25423.60 | 750.45 | 0 | 0.00 | 0 | 6 | 0 | |||||||||
| 14 Sept | 0.00 | 566.05 | 63 | 7.80 | 10 | -3 | 6 | |||||||||
For Nifty - strike price 24750 expiring on 07OCT2025
Delta for 24750 CE is 0.50
Historical price for 24750 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 155.45, which was -173.75 lower than the previous day. The implied volatity was 9.17, the open interest changed by 3879 which increased total open position to 4037
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 679.95, which was -63.2 lower than the previous day. The implied volatity was 16.51, the open interest changed by 0 which decreased total open position to 6
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 743.15, which was -7.3 lower than the previous day. The implied volatity was 9.26, the open interest changed by 6 which increased total open position to 6
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 750.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 566.05, which was 63 higher than the previous day. The implied volatity was 7.80, the open interest changed by -3 which decreased total open position to 6
| NIFTY 07OCT2025 24750 PE | |||||||
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Delta: -0.52
Vega: 17.06
Theta: -3.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 164.65 | 93 | 9.02 | 67,376 | 1,271 | 3,485 |
| 22 Sept | 25202.35 | 44.25 | 11.3 | 10.80 | 525 | 72 | 382 |
| 21 Sept | 0.00 | 30.95 | 2.05 | 10.61 | 702 | 128 | 310 |
| 18 Sept | 25423.60 | 26.95 | -15.8 | 10.67 | 221 | 11 | 182 |
| 14 Sept | 0.00 | 83.45 | -26.6 | 10.35 | 15 | 2 | 14 |
For Nifty - strike price 24750 expiring on 07OCT2025
Delta for 24750 PE is -0.52
Historical price for 24750 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 164.65, which was 93 higher than the previous day. The implied volatity was 9.02, the open interest changed by 1271 which increased total open position to 3485
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 44.25, which was 11.3 higher than the previous day. The implied volatity was 10.80, the open interest changed by 72 which increased total open position to 382
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 30.95, which was 2.05 higher than the previous day. The implied volatity was 10.61, the open interest changed by 128 which increased total open position to 310
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 26.95, which was -15.8 lower than the previous day. The implied volatity was 10.67, the open interest changed by 11 which increased total open position to 182
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 83.45, which was -26.6 lower than the previous day. The implied volatity was 10.35, the open interest changed by 2 which increased total open position to 14
