NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 14-OCT-2025 24900 CE | ||||||||||||||||
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Delta: 0.42
Vega: 21.44
Theta: -8.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 0.00 | 152.95 | -144.75 | 9.17 | 6,705 | 1,151 | 1,543 | |||||||||
| 22 Sept | 25202.35 | 570.15 | 0 | 0.00 | 0 | 2 | 0 | |||||||||
| 21 Sept | 0.00 | 570.15 | 0 | 0.00 | 0 | 2 | 0 | |||||||||
| 18 Sept | 25423.60 | 570.15 | 0 | 0.00 | 0 | 2 | 0 | |||||||||
| 14 Sept | 0.00 | 480.55 | -58.45 | 6.80 | 2 | 1 | 1 | |||||||||
For Nifty - strike price 24900 expiring on 14OCT2025
Delta for 24900 CE is 0.42
Historical price for 24900 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 152.95, which was -144.75 lower than the previous day. The implied volatity was 9.17, the open interest changed by 1151 which increased total open position to 1543
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 570.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 570.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 570.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 480.55, which was -58.45 lower than the previous day. The implied volatity was 6.80, the open interest changed by 1 which increased total open position to 1
| NIFTY 14OCT2025 24900 PE | |||||||
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Delta: -0.56
Vega: 21.57
Theta: -2.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 293.6 | 137.05 | 10.85 | 6,895 | 420 | 1,214 |
| 22 Sept | 25202.35 | 425.4 | 0 | 1.83 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 425.4 | 0 | 2.24 | 0 | 0 | 0 |
| 18 Sept | 25423.60 | 425.4 | 0 | 2.45 | 0 | 0 | 0 |
| 14 Sept | 0.00 | 425.4 | 0 | 1.45 | 0 | 0 | 0 |
For Nifty - strike price 24900 expiring on 14OCT2025
Delta for 24900 PE is -0.56
Historical price for 24900 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 293.6, which was 137.05 higher than the previous day. The implied volatity was 10.85, the open interest changed by 420 which increased total open position to 1214
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 425.4, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 425.4, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 425.4, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 425.4, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
