NIFTY
Nifty
Historical option data for NIFTY
19 Sep 2025 10:01 AM IST
| NIFTY 23SEP2025 23300 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 | 25304.65 | 1995 | 0 | 0.00 | 0 | 10 | 0 | |||||||||
| 18 Sept | 25423.60 | 1995 | 0 | 0.00 | 0 | 10 | 0 | |||||||||
| 17 Sept | 25330.25 | 1995 | 0 | 0.00 | 0 | 10 | 0 | |||||||||
| 16 Sept | 25239.10 | 1995 | 162.5 | - | 4 | 10 | 15 | |||||||||
| 15 Sept | 25069.20 | 1835 | 247.3 | 28.51 | 12 | 5 | 5 | |||||||||
| 12 Sept | 25114.00 | 1587.7 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 11 Sept | 25005.50 | 1587.7 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 10 Sept | 24973.10 | 1587.7 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 9 Sept | 24868.60 | 1587.7 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
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| 8 Sept | 24773.15 | 1587.7 | 51.5 | 19.36 | 1 | 1 | 2 | |||||||||
| 5 Sept | 24741.00 | 1536.2 | 40.25 | - | 1 | 1 | 1 | |||||||||
| 4 Sept | 24734.30 | 1495.95 | -439.3 | - | 1 | 0 | 0 | |||||||||
| 3 Sept | 24715.05 | 1935.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Sept | 24579.60 | 1935.25 | 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 23300 expiring on 23SEP2025
Delta for 23300 CE is 0.00
Historical price for 23300 CE is as follows
On 19 Sept NIFTY was trading at 25304.65. The strike last trading price was 1995, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1995, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 1995, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 1995, which was 162.5 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 15
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 1835, which was 247.3 higher than the previous day. The implied volatity was 28.51, the open interest changed by 5 which increased total open position to 5
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 1587.7, 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 1587.7, 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 1587.7, 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 1587.7, 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 1587.7, which was 51.5 higher than the previous day. The implied volatity was 19.36, the open interest changed by 1 which increased total open position to 2
On 5 Sept NIFTY was trading at 24741.00. The strike last trading price was 1536.2, which was 40.25 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 1495.95, which was -439.3 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 1935.25, 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 1935.25, 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 23300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.00
Vega: 0.33
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 25304.65 | 1.05 | -0.45 | 29.64 | 17,060 | 16 | 6,004 |
| 18 Sept | 25423.60 | 1.4 | -0.65 | 29.54 | 57,176 | 165 | 5,988 |
| 17 Sept | 25330.25 | 1.7 | -0.55 | 26.66 | 44,859 | 2,338 | 5,823 |
| 16 Sept | 25239.10 | 2.05 | -1.15 | 24.53 | 13,689 | 1,539 | 3,485 |
| 15 Sept | 25069.20 | 3.25 | -0.25 | 22.46 | 7,306 | 745 | 1,946 |
| 12 Sept | 25114.00 | 2.8 | -0.7 | 19.31 | 3,009 | -4 | 1,201 |
| 11 Sept | 25005.50 | 3.4 | -1.1 | 18.18 | 3,443 | 861 | 1,205 |
| 10 Sept | 24973.10 | 4.6 | -0.6 | 17.97 | 2,141 | 146 | 344 |
| 9 Sept | 24868.60 | 4.75 | -2.6 | 16.68 | 374 | 34 | 198 |
| 8 Sept | 24773.15 | 7.85 | 0.6 | 16.73 | 208 | 57 | 164 |
| 5 Sept | 24741.00 | 7.25 | -0.7 | 14.86 | 74 | 19 | 107 |
| 4 Sept | 24734.30 | 7.85 | -1.05 | 14.67 | 177 | 11 | 88 |
| 3 Sept | 24715.05 | 8.65 | -4.35 | 14.41 | 45 | 20 | 77 |
| 2 Sept | 24579.60 | 13 | -1.95 | 14.06 | 130 | -30 | 57 |
| 1 Sept | 24625.05 | 14.95 | -9.65 | 14.54 | 56 | 35 | 87 |
| 29 Aug | 24426.85 | 25.1 | -0.45 | 13.84 | 75 | 28 | 52 |
| 28 Aug | 24500.90 | 25.55 | 3.6 | 14.51 | 23 | 24 | 24 |
| 26 Aug | 24712.05 | 21.95 | -1.4 | 14.82 | 6 | 0 | 0 |
| 25 Aug | 24967.75 | 23.35 | 0 | 6.22 | 0 | 0 | 0 |
For Nifty - strike price 23300 expiring on 23SEP2025
Delta for 23300 PE is -0.00
Historical price for 23300 PE is as follows
On 19 Sept NIFTY was trading at 25304.65. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 29.64, the open interest changed by 16 which increased total open position to 6004
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1.4, which was -0.65 lower than the previous day. The implied volatity was 29.54, the open interest changed by 165 which increased total open position to 5988
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 1.7, which was -0.55 lower than the previous day. The implied volatity was 26.66, the open interest changed by 2338 which increased total open position to 5823
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 2.05, which was -1.15 lower than the previous day. The implied volatity was 24.53, the open interest changed by 1539 which increased total open position to 3485
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 22.46, the open interest changed by 745 which increased total open position to 1946
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 2.8, which was -0.7 lower than the previous day. The implied volatity was 19.31, the open interest changed by -4 which decreased total open position to 1201
On 11 Sept NIFTY was trading at 25005.50. The strike last trading price was 3.4, which was -1.1 lower than the previous day. The implied volatity was 18.18, the open interest changed by 861 which increased total open position to 1205
On 10 Sept NIFTY was trading at 24973.10. The strike last trading price was 4.6, which was -0.6 lower than the previous day. The implied volatity was 17.97, the open interest changed by 146 which increased total open position to 344
On 9 Sept NIFTY was trading at 24868.60. The strike last trading price was 4.75, which was -2.6 lower than the previous day. The implied volatity was 16.68, the open interest changed by 34 which increased total open position to 198
On 8 Sept NIFTY was trading at 24773.15. The strike last trading price was 7.85, which was 0.6 higher than the previous day. The implied volatity was 16.73, the open interest changed by 57 which increased total open position to 164
On 5 Sept NIFTY was trading at 24741.00. The strike last trading price was 7.25, which was -0.7 lower than the previous day. The implied volatity was 14.86, the open interest changed by 19 which increased total open position to 107
On 4 Sept NIFTY was trading at 24734.30. The strike last trading price was 7.85, which was -1.05 lower than the previous day. The implied volatity was 14.67, the open interest changed by 11 which increased total open position to 88
On 3 Sept NIFTY was trading at 24715.05. The strike last trading price was 8.65, which was -4.35 lower than the previous day. The implied volatity was 14.41, the open interest changed by 20 which increased total open position to 77
On 2 Sept NIFTY was trading at 24579.60. The strike last trading price was 13, which was -1.95 lower than the previous day. The implied volatity was 14.06, the open interest changed by -30 which decreased total open position to 57
On 1 Sept NIFTY was trading at 24625.05. The strike last trading price was 14.95, which was -9.65 lower than the previous day. The implied volatity was 14.54, the open interest changed by 35 which increased total open position to 87
On 29 Aug NIFTY was trading at 24426.85. The strike last trading price was 25.1, which was -0.45 lower than the previous day. The implied volatity was 13.84, the open interest changed by 28 which increased total open position to 52
On 28 Aug NIFTY was trading at 24500.90. The strike last trading price was 25.55, which was 3.6 higher than the previous day. The implied volatity was 14.51, the open interest changed by 24 which increased total open position to 24
On 26 Aug NIFTY was trading at 24712.05. The strike last trading price was 21.95, which was -1.4 lower than the previous day. The implied volatity was 14.82, 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 23.35, which was 0 lower than the previous day. The implied volatity was 6.22, the open interest changed by 0 which decreased total open position to 0
