NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07-OCT-2025 24850 CE | ||||||||||||||||
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Delta: 0.39
Vega: 16.40
Theta: -9.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 111.75 | -144.9 | 9.64 | 33,241 | 4,335 | 5,032 | |||||||||
| 22 Sept | 25202.35 | 587.25 | -12.75 | 15.30 | 2 | -1 | 8 | |||||||||
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| 21 Sept | 0.00 | 600 | -89 | - | 3 | 0 | 9 | |||||||||
| 18 Sept | 25423.60 | 689 | 174 | - | 2 | 9 | 9 | |||||||||
| 14 Sept | 0.00 | 490 | 63.35 | 8.11 | 3 | 0 | 11 | |||||||||
For Nifty - strike price 24850 expiring on 07OCT2025
Delta for 24850 CE is 0.39
Historical price for 24850 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 111.75, which was -144.9 lower than the previous day. The implied volatity was 9.64, the open interest changed by 4335 which increased total open position to 5032
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 587.25, which was -12.75 lower than the previous day. The implied volatity was 15.30, the open interest changed by -1 which decreased total open position to 8
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 600, which was -89 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 689, which was 174 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 490, which was 63.35 higher than the previous day. The implied volatity was 8.11, the open interest changed by 0 which decreased total open position to 11
| NIFTY 07OCT2025 24850 PE | |||||||
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Delta: -0.59
Vega: 16.64
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 226.2 | 127.2 | 9.93 | 32,213 | -802 | 1,598 |
| 22 Sept | 25202.35 | 54.1 | 13.6 | 10.21 | 1,128 | 272 | 465 |
| 21 Sept | 0.00 | 38.2 | 2.3 | 10.16 | 480 | 26 | 193 |
| 18 Sept | 25423.60 | 34.15 | -17.6 | 10.33 | 166 | 32 | 167 |
| 14 Sept | 0.00 | 105 | -37.85 | 10.23 | 26 | 5 | 27 |
For Nifty - strike price 24850 expiring on 07OCT2025
Delta for 24850 PE is -0.59
Historical price for 24850 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 226.2, which was 127.2 higher than the previous day. The implied volatity was 9.93, the open interest changed by -802 which decreased total open position to 1598
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 54.1, which was 13.6 higher than the previous day. The implied volatity was 10.21, the open interest changed by 272 which increased total open position to 465
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 38.2, which was 2.3 higher than the previous day. The implied volatity was 10.16, the open interest changed by 26 which increased total open position to 193
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 34.15, which was -17.6 lower than the previous day. The implied volatity was 10.33, the open interest changed by 32 which increased total open position to 167
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 105, which was -37.85 lower than the previous day. The implied volatity was 10.23, the open interest changed by 5 which increased total open position to 27
