NIFTY
Nifty
Historical option data for NIFTY
28 Sep 2025 10:07 PM IST
| NIFTY 07OCT2025 24950 CE | ||||||||||||||||
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Delta: 0.30
Vega: 14.86
Theta: -8.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 0.00 | 77 | -116.65 | 9.57 | 27,476 | 2,331 | 4,436 | |||||||||
| 22 Sept | 25202.35 | 443.85 | -192.5 | 11.06 | 23 | 19 | 19 | |||||||||
| 21 Sept | 0.00 | 636.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 25423.60 | 636.35 | 68.45 | 9.39 | 1 | 0 | 17 | |||||||||
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| 14 Sept | 0.00 | 417.15 | 60.6 | 8.23 | 52 | -5 | 15 | |||||||||
For Nifty - strike price 24950 expiring on 07OCT2025
Delta for 24950 CE is 0.30
Historical price for 24950 CE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 77, which was -116.65 lower than the previous day. The implied volatity was 9.57, the open interest changed by 2331 which increased total open position to 4436
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 443.85, which was -192.5 lower than the previous day. The implied volatity was 11.06, the open interest changed by 19 which increased total open position to 19
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 636.35, which was 0 lower than the previous day. The implied volatity was 0.00, 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 636.35, which was 68.45 higher than the previous day. The implied volatity was 9.39, the open interest changed by 0 which decreased total open position to 17
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 417.15, which was 60.6 higher than the previous day. The implied volatity was 8.23, the open interest changed by -5 which decreased total open position to 15
| NIFTY 07OCT2025 24950 PE | |||||||
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Delta: -0.69
Vega: 15.08
Theta: -1.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 0.00 | 282.8 | 146.95 | 9.35 | 12,314 | -738 | 1,348 |
| 22 Sept | 25202.35 | 75.2 | 22.3 | 10.15 | 1,152 | 141 | 499 |
| 21 Sept | 0.00 | 48.05 | 4 | 9.75 | 424 | 144 | 358 |
| 18 Sept | 25423.60 | 45.1 | -20.05 | 10.12 | 183 | 40 | 214 |
| 14 Sept | 0.00 | 130 | -36.95 | 10.06 | 28 | -10 | 95 |
For Nifty - strike price 24950 expiring on 07OCT2025
Delta for 24950 PE is -0.69
Historical price for 24950 PE is as follows
On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 282.8, which was 146.95 higher than the previous day. The implied volatity was 9.35, the open interest changed by -738 which decreased total open position to 1348
On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 75.2, which was 22.3 higher than the previous day. The implied volatity was 10.15, the open interest changed by 141 which increased total open position to 499
On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 48.05, which was 4 higher than the previous day. The implied volatity was 9.75, the open interest changed by 144 which increased total open position to 358
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 45.1, which was -20.05 lower than the previous day. The implied volatity was 10.12, the open interest changed by 40 which increased total open position to 214
On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 130, which was -36.95 lower than the previous day. The implied volatity was 10.06, the open interest changed by -10 which decreased total open position to 95
