NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 24900 CE | ||||||||||||||||
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Delta: 0.35
Vega: 15.83
Theta: -8.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 89.4 | -134.35 | 9.01 | 1,16,366 | 15,380 | 20,113 | |||||||||
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| 22 Sept | 25202.35 | 483.9 | -113.75 | 11.24 | 397 | 283 | 596 | |||||||||
| 21 Sept | 0.00 | 599.6 | -89 | 8.35 | 387 | 244 | 313 | |||||||||
| 18 Sept | 25423.60 | 683.75 | 67.65 | 9.74 | 6 | -2 | 69 | |||||||||
| 14 Sept | 0.00 | 455.15 | 66.25 | 8.29 | 102 | -31 | 108 | |||||||||
For Nifty - strike price 24900 expiring on 07OCT2025
Delta for 24900 CE is 0.35
Historical price for 24900 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 89.4, which was -134.35 lower than the previous day. The implied volatity was 9.01, the open interest changed by 15380 which increased total open position to 20113
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 483.9, which was -113.75 lower than the previous day. The implied volatity was 11.24, the open interest changed by 283 which increased total open position to 596
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 599.6, which was -89 lower than the previous day. The implied volatity was 8.35, the open interest changed by 244 which increased total open position to 313
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 683.75, which was 67.65 higher than the previous day. The implied volatity was 9.74, the open interest changed by -2 which decreased total open position to 69
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 455.15, which was 66.25 higher than the previous day. The implied volatity was 8.29, the open interest changed by -31 which decreased total open position to 108
| NIFTY 07OCT2025 24900 PE | |||||||
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Delta: -0.64
Vega: 16.02
Theta: -2.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 255.7 | 139.7 | 9.76 | 94,401 | 5,797 | 15,498 |
| 22 Sept | 25202.35 | 62 | 17 | 10.05 | 4,015 | 653 | 2,099 |
| 21 Sept | 0.00 | 42.55 | 3.2 | 9.93 | 2,420 | 619 | 1,446 |
| 18 Sept | 25423.60 | 37.8 | -20.15 | 10.10 | 1,722 | 337 | 827 |
| 14 Sept | 0.00 | 116 | -36 | 10.10 | 496 | -24 | 143 |
For Nifty - strike price 24900 expiring on 07OCT2025
Delta for 24900 PE is -0.64
Historical price for 24900 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 255.7, which was 139.7 higher than the previous day. The implied volatity was 9.76, the open interest changed by 5797 which increased total open position to 15498
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 62, which was 17 higher than the previous day. The implied volatity was 10.05, the open interest changed by 653 which increased total open position to 2099
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 42.55, which was 3.2 higher than the previous day. The implied volatity was 9.93, the open interest changed by 619 which increased total open position to 1446
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 37.8, which was -20.15 lower than the previous day. The implied volatity was 10.10, the open interest changed by 337 which increased total open position to 827
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 116, which was -36 lower than the previous day. The implied volatity was 10.10, the open interest changed by -24 which decreased total open position to 143
