NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 24800 CE | ||||||||||||||||
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Delta: 0.43
Vega: 16.84
Theta: -10.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 129.1 | -163.1 | 9.47 | 1,43,124 | 14,604 | 17,615 | |||||||||
| 22 Sept | 25202.35 | 569.8 | -93.55 | 11.81 | 102 | 15 | 117 | |||||||||
| 21 Sept | 0.00 | 663.35 | -113.25 | - | 22 | 1 | 102 | |||||||||
| 18 Sept | 25423.60 | 776.6 | 70.05 | 10.15 | 20 | -5 | 101 | |||||||||
| 14 Sept | 0.00 | 535 | 75 | 8.42 | 141 | -21 | 130 | |||||||||
For Nifty - strike price 24800 expiring on 07OCT2025
Delta for 24800 CE is 0.43
Historical price for 24800 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 129.1, which was -163.1 lower than the previous day. The implied volatity was 9.47, the open interest changed by 14604 which increased total open position to 17615
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 569.8, which was -93.55 lower than the previous day. The implied volatity was 11.81, the open interest changed by 15 which increased total open position to 117
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 663.35, which was -113.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 102
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 776.6, which was 70.05 higher than the previous day. The implied volatity was 10.15, the open interest changed by -5 which decreased total open position to 101
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 535, which was 75 higher than the previous day. The implied volatity was 8.42, the open interest changed by -21 which decreased total open position to 130
| NIFTY 07OCT2025 24800 PE | |||||||
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Delta: -0.55
Vega: 16.96
Theta: -3.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 194 | 109.7 | 9.66 | 1,77,111 | 3,647 | 15,678 |
| 22 Sept | 25202.35 | 48.85 | 12.9 | 10.50 | 4,813 | 1,120 | 2,430 |
| 21 Sept | 0.00 | 33.75 | 1.7 | 10.33 | 3,350 | 582 | 1,310 |
| 18 Sept | 25423.60 | 31.5 | -15.55 | 10.61 | 1,489 | 217 | 728 |
| 14 Sept | 0.00 | 91 | -33.5 | 10.15 | 801 | -77 | 252 |
For Nifty - strike price 24800 expiring on 07OCT2025
Delta for 24800 PE is -0.55
Historical price for 24800 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 194, which was 109.7 higher than the previous day. The implied volatity was 9.66, the open interest changed by 3647 which increased total open position to 15678
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 48.85, which was 12.9 higher than the previous day. The implied volatity was 10.50, the open interest changed by 1120 which increased total open position to 2430
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 33.75, which was 1.7 higher than the previous day. The implied volatity was 10.33, the open interest changed by 582 which increased total open position to 1310
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 31.5, which was -15.55 lower than the previous day. The implied volatity was 10.61, the open interest changed by 217 which increased total open position to 728
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 91, which was -33.5 lower than the previous day. The implied volatity was 10.15, the open interest changed by -77 which decreased total open position to 252
