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[--[65.84.65.76]--]
NIFTY
Nifty
24654.7 -236.15 (-0.95%)

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Historical option data for NIFTY

28 Sep 2025 10:07 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
NIFTY 30SEP2025 27100 CE
Delta: 0.00
Vega: 0.23
Theta: -0.92
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 0.00 0.7 -0.35 31.86 22,834 292 2,233
22 Sept 25202.35 0.8 -0.05 17.81 2,237 -2,743 1,434
21 Sept 0.00 0.8 -0.1 13.86 892 -5 1,389
18 Sept 25423.60 0.9 -0.5 12.85 1,775 914 1,297
14 Sept 0.00 2.05 0.05 13.36 178 55 176
17 Aug 0.00 426.9 0 5.30 0 0 0

For Nifty - strike price 27100 expiring on 30SEP2025

Delta for 27100 CE is 0.00

Historical price for 27100 CE is as follows

On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 31.86, the open interest changed by 292 which increased total open position to 2233


On 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 17.81, the open interest changed by -2743 which decreased total open position to 1434


On 21 Sept NIFTY was trading at 0.00. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 13.86, the open interest changed by -5 which decreased total open position to 1389


On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 0.9, which was -0.5 lower than the previous day. The implied volatity was 12.85, the open interest changed by 914 which increased total open position to 1297


On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 13.36, the open interest changed by 55 which increased total open position to 176


On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 426.9, which was 0 lower than the previous day. The implied volatity was 5.30, the open interest changed by 0 which decreased total open position to 0


NIFTY 30SEP2025 27100 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
28 Sept 0.00 2050 0 0.00 0 0 0
22 Sept 25202.35 1715 0 0.00 0 0 0
21 Sept 0.00 1715 0 0.00 0 0 0
18 Sept 25423.60 1715 0 0.00 0 -1 0
14 Sept 0.00 1869.05 -356.3 16.77 4 1 7
17 Aug 0.00 2376.5 0 0.00 0 0 0

For Nifty - strike price 27100 expiring on 30SEP2025

Delta for 27100 PE is 0.00

Historical price for 27100 PE is as follows

On 28 Sept NIFTY was trading at 0.00. The strike last trading price was 2050, 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 22 Sept NIFTY was trading at 25202.35. The strike last trading price was 1715, 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 21 Sept NIFTY was trading at 0.00. The strike last trading price was 1715, 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 1715, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 14 Sept NIFTY was trading at 0.00. The strike last trading price was 1869.05, which was -356.3 lower than the previous day. The implied volatity was 16.77, the open interest changed by 1 which increased total open position to 7


On 17 Aug NIFTY was trading at 0.00. The strike last trading price was 2376.5, 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