NIFTY
Nifty
Historical option data for NIFTY
19 Sep 2025 11:02 AM IST
| NIFTY 23SEP2025 23200 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 25309.70 | 1950 | 0 | 0.00 | 0 | 4 | 0 | |||||||||
| 18 Sept | 25423.60 | 1950 | 0 | 0.00 | 0 | 4 | 0 | |||||||||
| 17 Sept | 25330.25 | 1950 | 0 | 0.00 | 0 | 4 | 0 | |||||||||
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| 16 Sept | 25239.10 | 1950 | 0 | 0.00 | 0 | 4 | 0 | |||||||||
| 15 Sept | 25069.20 | 1950 | 311.8 | 34.23 | 5 | 4 | 4 | |||||||||
| 12 Sept | 25114.00 | 1638.2 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 11 Sept | 25005.50 | 1638.2 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 10 Sept | 24973.10 | 1638.2 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 9 Sept | 24868.60 | 1638.2 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 8 Sept | 24773.15 | 1638.2 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 5 Sept | 24741.00 | 1638.2 | 36.9 | - | 1 | 1 | 1 | |||||||||
| 4 Sept | 24734.30 | 1601.3 | -428.75 | - | 1 | 0 | 0 | |||||||||
| 3 Sept | 24715.05 | 2030.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Sept | 24579.60 | 2030.05 | 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 | |||||||||
| 26 Aug | 24712.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Aug | 24967.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23200 expiring on 23SEP2025
Delta for 23200 CE is 0.00
Historical price for 23200 CE is as follows
On 19 Sept NIFTY was trading at 25309.70. The strike last trading price was 1950, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1950, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 1950, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 1950, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 1950, which was 311.8 higher than the previous day. The implied volatity was 34.23, the open interest changed by 4 which increased total open position to 4
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 1638.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Sept NIFTY was trading at 25005.50. The strike last trading price was 1638.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 10 Sept NIFTY was trading at 24973.10. The strike last trading price was 1638.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Sept NIFTY was trading at 24868.60. The strike last trading price was 1638.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 8 Sept NIFTY was trading at 24773.15. The strike last trading price was 1638.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Sept NIFTY was trading at 24741.00. The strike last trading price was 1638.2, which was 36.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 4 Sept NIFTY was trading at 24734.30. The strike last trading price was 1601.3, which was -428.75 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 2030.05, 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 2030.05, 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
On 26 Aug NIFTY was trading at 24712.05. 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 25 Aug NIFTY was trading at 24967.75. 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 23200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.30
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 25309.70 | 0.95 | -0.45 | 30.89 | 22,096 | 719 | 5,802 |
| 18 Sept | 25423.60 | 1.25 | -0.7 | 30.45 | 46,608 | 1,434 | 5,083 |
| 17 Sept | 25330.25 | 1.85 | -0.25 | 28.13 | 35,707 | 1,210 | 3,649 |
| 16 Sept | 25239.10 | 2 | -1.05 | 25.57 | 6,494 | 722 | 2,439 |
| 15 Sept | 25069.20 | 3.55 | 0.15 | 23.86 | 4,537 | 806 | 1,717 |
| 12 Sept | 25114.00 | 4.5 | 1.1 | 21.55 | 1,563 | -74 | 911 |
| 11 Sept | 25005.50 | 4.65 | 0.4 | 19.93 | 2,830 | 694 | 985 |
| 10 Sept | 24973.10 | 4.3 | -0.8 | 18.71 | 1,576 | 81 | 291 |
| 9 Sept | 24868.60 | 5.2 | -0.9 | 17.74 | 46 | 4 | 210 |
| 8 Sept | 24773.15 | 5.25 | -1.8 | 16.58 | 175 | 39 | 206 |
| 5 Sept | 24741.00 | 6.15 | -1.75 | 15.29 | 109 | 99 | 167 |
| 4 Sept | 24734.30 | 7.9 | -1.3 | 15.50 | 16 | 10 | 68 |
| 3 Sept | 24715.05 | 9.2 | -4.7 | 15.37 | 37 | 7 | 58 |
| 2 Sept | 24579.60 | 13.9 | 0.9 | 15.08 | 18 | 15 | 51 |
| 1 Sept | 24625.05 | 13 | -8.1 | 14.98 | 17 | 8 | 36 |
| 29 Aug | 24426.85 | 21.75 | -2.25 | 14.24 | 38 | 17 | 28 |
| 28 Aug | 24500.90 | 24 | 4.5 | 15.12 | 11 | 11 | 11 |
| 26 Aug | 24712.05 | 19.5 | 0.75 | 15.24 | 4 | 0 | 0 |
| 25 Aug | 24967.75 | 18.75 | 0 | 6.53 | 0 | 0 | 0 |
For Nifty - strike price 23200 expiring on 23SEP2025
Delta for 23200 PE is -0.00
Historical price for 23200 PE is as follows
On 19 Sept NIFTY was trading at 25309.70. The strike last trading price was 0.95, which was -0.45 lower than the previous day. The implied volatity was 30.89, the open interest changed by 719 which increased total open position to 5802
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1.25, which was -0.7 lower than the previous day. The implied volatity was 30.45, the open interest changed by 1434 which increased total open position to 5083
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 1.85, which was -0.25 lower than the previous day. The implied volatity was 28.13, the open interest changed by 1210 which increased total open position to 3649
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 2, which was -1.05 lower than the previous day. The implied volatity was 25.57, the open interest changed by 722 which increased total open position to 2439
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 3.55, which was 0.15 higher than the previous day. The implied volatity was 23.86, the open interest changed by 806 which increased total open position to 1717
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 4.5, which was 1.1 higher than the previous day. The implied volatity was 21.55, the open interest changed by -74 which decreased total open position to 911
On 11 Sept NIFTY was trading at 25005.50. The strike last trading price was 4.65, which was 0.4 higher than the previous day. The implied volatity was 19.93, the open interest changed by 694 which increased total open position to 985
On 10 Sept NIFTY was trading at 24973.10. The strike last trading price was 4.3, which was -0.8 lower than the previous day. The implied volatity was 18.71, the open interest changed by 81 which increased total open position to 291
On 9 Sept NIFTY was trading at 24868.60. The strike last trading price was 5.2, which was -0.9 lower than the previous day. The implied volatity was 17.74, the open interest changed by 4 which increased total open position to 210
On 8 Sept NIFTY was trading at 24773.15. The strike last trading price was 5.25, which was -1.8 lower than the previous day. The implied volatity was 16.58, the open interest changed by 39 which increased total open position to 206
On 5 Sept NIFTY was trading at 24741.00. The strike last trading price was 6.15, which was -1.75 lower than the previous day. The implied volatity was 15.29, the open interest changed by 99 which increased total open position to 167
On 4 Sept NIFTY was trading at 24734.30. The strike last trading price was 7.9, which was -1.3 lower than the previous day. The implied volatity was 15.50, the open interest changed by 10 which increased total open position to 68
On 3 Sept NIFTY was trading at 24715.05. The strike last trading price was 9.2, which was -4.7 lower than the previous day. The implied volatity was 15.37, the open interest changed by 7 which increased total open position to 58
On 2 Sept NIFTY was trading at 24579.60. The strike last trading price was 13.9, which was 0.9 higher than the previous day. The implied volatity was 15.08, the open interest changed by 15 which increased total open position to 51
On 1 Sept NIFTY was trading at 24625.05. The strike last trading price was 13, which was -8.1 lower than the previous day. The implied volatity was 14.98, the open interest changed by 8 which increased total open position to 36
On 29 Aug NIFTY was trading at 24426.85. The strike last trading price was 21.75, which was -2.25 lower than the previous day. The implied volatity was 14.24, the open interest changed by 17 which increased total open position to 28
On 28 Aug NIFTY was trading at 24500.90. The strike last trading price was 24, which was 4.5 higher than the previous day. The implied volatity was 15.12, the open interest changed by 11 which increased total open position to 11
On 26 Aug NIFTY was trading at 24712.05. The strike last trading price was 19.5, which was 0.75 higher than the previous day. The implied volatity was 15.24, the open interest changed by 0 which decreased total open position to 0
On 25 Aug NIFTY was trading at 24967.75. The strike last trading price was 18.75, which was 0 lower than the previous day. The implied volatity was 6.53, the open interest changed by 0 which decreased total open position to 0
