NIFTY
Nifty
Historical option data for NIFTY
19 Sep 2025 10:01 AM IST
| NIFTY 23SEP2025 23000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 25304.65 | 2325.75 | -147.9 | - | 7 | -2 | 268 | |||||||||
| 18 Sept | 25423.60 | 2468.8 | 88.25 | 46.68 | 40 | -23 | 270 | |||||||||
| 17 Sept | 25330.25 | 2381 | 92.05 | 40.01 | 67 | 27 | 293 | |||||||||
| 16 Sept | 25239.10 | 2301.75 | 171.6 | 28.27 | 80 | 74 | 266 | |||||||||
| 15 Sept | 25069.20 | 2140.55 | 82.55 | 34.40 | 150 | 192 | 192 | |||||||||
| 12 Sept | 25114.00 | 2058 | 0 | 0.00 | 0 | 5 | 0 | |||||||||
| 11 Sept | 25005.50 | 2058 | 0 | 0.00 | 0 | 5 | 0 | |||||||||
| 10 Sept | 24973.10 | 2058 | 138.6 | - | 4 | 5 | 43 | |||||||||
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| 9 Sept | 24868.60 | 1923 | 62.95 | - | 39 | 34 | 38 | |||||||||
| 8 Sept | 24773.15 | 1870 | 63.75 | - | 5 | 4 | 4 | |||||||||
| 5 Sept | 24741.00 | 1806.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 4 Sept | 24734.30 | 1806.25 | -415.75 | - | 1 | 0 | 0 | |||||||||
| 3 Sept | 24715.05 | 2222 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Sept | 24579.60 | 2222 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Sept | 24625.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Aug | 24426.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Aug | 24500.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23000 expiring on 23SEP2025
Delta for 23000 CE is -
Historical price for 23000 CE is as follows
On 19 Sept NIFTY was trading at 25304.65. The strike last trading price was 2325.75, which was -147.9 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 268
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 2468.8, which was 88.25 higher than the previous day. The implied volatity was 46.68, the open interest changed by -23 which decreased total open position to 270
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 2381, which was 92.05 higher than the previous day. The implied volatity was 40.01, the open interest changed by 27 which increased total open position to 293
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 2301.75, which was 171.6 higher than the previous day. The implied volatity was 28.27, the open interest changed by 74 which increased total open position to 266
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 2140.55, which was 82.55 higher than the previous day. The implied volatity was 34.40, the open interest changed by 192 which increased total open position to 192
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 2058, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 11 Sept NIFTY was trading at 25005.50. The strike last trading price was 2058, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 10 Sept NIFTY was trading at 24973.10. The strike last trading price was 2058, which was 138.6 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 43
On 9 Sept NIFTY was trading at 24868.60. The strike last trading price was 1923, which was 62.95 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 38
On 8 Sept NIFTY was trading at 24773.15. The strike last trading price was 1870, which was 63.75 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 5 Sept NIFTY was trading at 24741.00. The strike last trading price was 1806.25, 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 4 Sept NIFTY was trading at 24734.30. The strike last trading price was 1806.25, which was -415.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Sept NIFTY was trading at 24715.05. The strike last trading price was 2222, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Sept NIFTY was trading at 24579.60. The strike last trading price was 2222, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Sept NIFTY was trading at 24625.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Aug NIFTY was trading at 24426.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Aug NIFTY was trading at 24500.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23SEP2025 23000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.27
Theta: -1.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 25304.65 | 0.9 | -0.4 | 33.21 | 38,770 | -1,620 | 31,653 |
| 18 Sept | 25423.60 | 1.2 | -0.6 | 32.85 | 1,16,293 | -725 | 33,273 |
| 17 Sept | 25330.25 | 1.75 | -0.2 | 30.35 | 1,03,520 | 9,065 | 33,998 |
| 16 Sept | 25239.10 | 1.9 | -0.8 | 27.67 | 53,132 | 8,936 | 24,933 |
| 15 Sept | 25069.20 | 2.75 | -0.2 | 25.29 | 30,522 | 13,808 | 15,997 |
| 12 Sept | 25114.00 | 2.9 | -0.2 | 22.21 | 4,051 | 837 | 2,189 |
| 11 Sept | 25005.50 | 3.1 | -0.5 | 20.68 | 2,825 | 169 | 1,352 |
| 10 Sept | 24973.10 | 4.05 | 0.2 | 20.35 | 4,974 | 110 | 1,183 |
| 9 Sept | 24868.60 | 3.45 | -2.4 | 18.52 | 1,580 | 228 | 1,073 |
| 8 Sept | 24773.15 | 5.8 | 0.25 | 18.59 | 823 | 250 | 845 |
| 5 Sept | 24741.00 | 5.75 | -0.3 | 16.74 | 351 | 60 | 595 |
| 4 Sept | 24734.30 | 5.65 | -1.25 | 16.27 | 437 | 70 | 535 |
| 3 Sept | 24715.05 | 6.75 | -2.35 | 16.15 | 354 | 166 | 465 |
| 2 Sept | 24579.60 | 9 | 0 | 15.54 | 297 | 121 | 299 |
| 1 Sept | 24625.05 | 9.6 | -5.7 | 15.75 | 366 | 93 | 178 |
| 29 Aug | 24426.85 | 14.2 | -2.9 | 14.60 | 153 | 72 | 85 |
| 28 Aug | 24500.90 | 16.5 | 4.75 | 15.55 | 21 | 13 | 13 |
For Nifty - strike price 23000 expiring on 23SEP2025
Delta for 23000 PE is -0.00
Historical price for 23000 PE is as follows
On 19 Sept NIFTY was trading at 25304.65. The strike last trading price was 0.9, which was -0.4 lower than the previous day. The implied volatity was 33.21, the open interest changed by -1620 which decreased total open position to 31653
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1.2, which was -0.6 lower than the previous day. The implied volatity was 32.85, the open interest changed by -725 which decreased total open position to 33273
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 1.75, which was -0.2 lower than the previous day. The implied volatity was 30.35, the open interest changed by 9065 which increased total open position to 33998
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 1.9, which was -0.8 lower than the previous day. The implied volatity was 27.67, the open interest changed by 8936 which increased total open position to 24933
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 2.75, which was -0.2 lower than the previous day. The implied volatity was 25.29, the open interest changed by 13808 which increased total open position to 15997
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 2.9, which was -0.2 lower than the previous day. The implied volatity was 22.21, the open interest changed by 837 which increased total open position to 2189
On 11 Sept NIFTY was trading at 25005.50. The strike last trading price was 3.1, which was -0.5 lower than the previous day. The implied volatity was 20.68, the open interest changed by 169 which increased total open position to 1352
On 10 Sept NIFTY was trading at 24973.10. The strike last trading price was 4.05, which was 0.2 higher than the previous day. The implied volatity was 20.35, the open interest changed by 110 which increased total open position to 1183
On 9 Sept NIFTY was trading at 24868.60. The strike last trading price was 3.45, which was -2.4 lower than the previous day. The implied volatity was 18.52, the open interest changed by 228 which increased total open position to 1073
On 8 Sept NIFTY was trading at 24773.15. The strike last trading price was 5.8, which was 0.25 higher than the previous day. The implied volatity was 18.59, the open interest changed by 250 which increased total open position to 845
On 5 Sept NIFTY was trading at 24741.00. The strike last trading price was 5.75, which was -0.3 lower than the previous day. The implied volatity was 16.74, the open interest changed by 60 which increased total open position to 595
On 4 Sept NIFTY was trading at 24734.30. The strike last trading price was 5.65, which was -1.25 lower than the previous day. The implied volatity was 16.27, the open interest changed by 70 which increased total open position to 535
On 3 Sept NIFTY was trading at 24715.05. The strike last trading price was 6.75, which was -2.35 lower than the previous day. The implied volatity was 16.15, the open interest changed by 166 which increased total open position to 465
On 2 Sept NIFTY was trading at 24579.60. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 15.54, the open interest changed by 121 which increased total open position to 299
On 1 Sept NIFTY was trading at 24625.05. The strike last trading price was 9.6, which was -5.7 lower than the previous day. The implied volatity was 15.75, the open interest changed by 93 which increased total open position to 178
On 29 Aug NIFTY was trading at 24426.85. The strike last trading price was 14.2, which was -2.9 lower than the previous day. The implied volatity was 14.60, the open interest changed by 72 which increased total open position to 85
On 28 Aug NIFTY was trading at 24500.90. The strike last trading price was 16.5, which was 4.75 higher than the previous day. The implied volatity was 15.55, the open interest changed by 13 which increased total open position to 13
