NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 30SEP2025 24800 CE | ||||||||||||||||
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Delta: 0.32
Vega: 9.25
Theta: -11.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 45.1 | -160.5 | 8.40 | 54,58,921 | 1,43,259 | 1,84,040 | |||||||||
| 22 Sept | 25202.35 | 502.55 | -125.95 | 13.27 | 3,413 | 11,091 | 12,880 | |||||||||
| 21 Sept | 0.00 | 638.8 | -87.7 | 9.43 | 2,623 | -732 | 12,665 | |||||||||
| 18 Sept | 25423.60 | 721.15 | 70.45 | 11.09 | 2,205 | -578 | 13,298 | |||||||||
| 14 Sept | 0.00 | 479 | 72.6 | 8.72 | 8,149 | -4,742 | 16,937 | |||||||||
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| 17 Aug | 0.00 | 399.85 | -20.15 | 9.35 | 1,481 | 85 | 2,513 | |||||||||
For Nifty - strike price 24800 expiring on 30SEP2025
Delta for 24800 CE is 0.32
Historical price for 24800 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 45.1, which was -160.5 lower than the previous day. The implied volatity was 8.40, the open interest changed by 143259 which increased total open position to 184040
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 502.55, which was -125.95 lower than the previous day. The implied volatity was 13.27, the open interest changed by 11091 which increased total open position to 12880
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 638.8, which was -87.7 lower than the previous day. The implied volatity was 9.43, the open interest changed by -732 which decreased total open position to 12665
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 721.15, which was 70.45 higher than the previous day. The implied volatity was 11.09, the open interest changed by -578 which decreased total open position to 13298
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 479, which was 72.6 higher than the previous day. The implied volatity was 8.72, the open interest changed by -4742 which decreased total open position to 16937
On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 399.85, which was -20.15 lower than the previous day. The implied volatity was 9.35, the open interest changed by 85 which increased total open position to 2513
| NIFTY 30SEP2025 24800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 8.30
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 145.45 | 107.45 | 6.91 | 75,62,946 | -34,245 | 73,161 |
| 22 Sept | 25202.35 | 24.45 | 6.4 | 10.68 | 78,477 | -574 | 35,650 |
| 21 Sept | 0.00 | 16.9 | -0.15 | 10.38 | 55,626 | 837 | 36,408 |
| 18 Sept | 25423.60 | 16.1 | -13.15 | 10.69 | 54,287 | 3,778 | 35,380 |
| 14 Sept | 0.00 | 67.1 | -31.15 | 9.88 | 46,158 | 8,809 | 36,510 |
| 17 Aug | 0.00 | 377.7 | 13.55 | 12.55 | 1,114 | 62 | 3,131 |
For Nifty - strike price 24800 expiring on 30SEP2025
Delta for 24800 PE is -0.74
Historical price for 24800 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 145.45, which was 107.45 higher than the previous day. The implied volatity was 6.91, the open interest changed by -34245 which decreased total open position to 73161
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 24.45, which was 6.4 higher than the previous day. The implied volatity was 10.68, the open interest changed by -574 which decreased total open position to 35650
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 16.9, which was -0.15 lower than the previous day. The implied volatity was 10.38, the open interest changed by 837 which increased total open position to 36408
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 16.1, which was -13.15 lower than the previous day. The implied volatity was 10.69, the open interest changed by 3778 which increased total open position to 35380
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 67.1, which was -31.15 lower than the previous day. The implied volatity was 9.88, the open interest changed by 8809 which increased total open position to 36510
On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 377.7, which was 13.55 higher than the previous day. The implied volatity was 12.55, the open interest changed by 62 which increased total open position to 3131
