NIFTY
Nifty
Historical option data for NIFTY
19 Sep 2025 11:01 AM IST
| NIFTY 23SEP2025 23450 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 | 25311.65 | 1766 | 0 | 0.00 | 0 | 8 | 0 | |||||||||
| 18 Sept | 25423.60 | 1766 | 0 | 0.00 | 0 | 8 | 0 | |||||||||
| 17 Sept | 25330.25 | 1766 | 0 | 0.00 | 0 | 8 | 0 | |||||||||
| 16 Sept | 25239.10 | 1766 | 342 | - | 8 | 8 | 8 | |||||||||
| 15 Sept | 25069.20 | 1424 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 12 Sept | 25114.00 | 1424 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 11 Sept | 25005.50 | 1424 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 10 Sept | 24973.10 | 1424 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 9 Sept | 24868.60 | 1424 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
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| 8 Sept | 24773.15 | 1424 | 27.95 | 13.74 | 1 | 1 | 2 | |||||||||
| 5 Sept | 24741.00 | 1396.05 | 45.25 | - | 1 | 1 | 1 | |||||||||
| 4 Sept | 24734.30 | 1350.8 | -444.05 | - | 1 | 0 | 0 | |||||||||
| 3 Sept | 24715.05 | 1794.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Sept | 24579.60 | 1794.85 | 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 | |||||||||
| 22 Aug | 24870.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23450 expiring on 23SEP2025
Delta for 23450 CE is 0.00
Historical price for 23450 CE is as follows
On 19 Sept NIFTY was trading at 25311.65. The strike last trading price was 1766, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1766, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 1766, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 1766, which was 342 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 8
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 1424, 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 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 1424, 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 1424, 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 1424, 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 1424, 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 1424, which was 27.95 higher than the previous day. The implied volatity was 13.74, 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 1396.05, which was 45.25 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 1350.8, which was -444.05 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 1794.85, 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 1794.85, 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
On 22 Aug NIFTY was trading at 24870.10. 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 23450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.40
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 25311.65 | 1.25 | -0.35 | 28.35 | 8,104 | 295 | 919 |
| 18 Sept | 25423.60 | 1.45 | -0.8 | 27.73 | 11,508 | 11 | 624 |
| 17 Sept | 25330.25 | 2 | -0.45 | 25.35 | 17,327 | 288 | 613 |
| 16 Sept | 25239.10 | 2.5 | -1 | 23.40 | 956 | 87 | 325 |
| 15 Sept | 25069.20 | 2.55 | -1.35 | 20.14 | 1,352 | -20 | 238 |
| 12 Sept | 25114.00 | 3.65 | -0.45 | 18.55 | 361 | 79 | 258 |
| 11 Sept | 25005.50 | 4.1 | -1.1 | 17.24 | 419 | 78 | 179 |
| 10 Sept | 24973.10 | 5.2 | -0.05 | 16.95 | 288 | 99 | 101 |
| 9 Sept | 24868.60 | 5.25 | -26.9 | 15.53 | 3 | 2 | 2 |
| 8 Sept | 24773.15 | 32.15 | 0 | 6.96 | 0 | 0 | 0 |
| 5 Sept | 24741.00 | 32.15 | 0 | 6.29 | 0 | 0 | 0 |
| 4 Sept | 24734.30 | 32.15 | 0 | 5.84 | 0 | 0 | 0 |
| 3 Sept | 24715.05 | 32.15 | 0 | 5.64 | 0 | 0 | 0 |
| 2 Sept | 24579.60 | 32.15 | 0 | 5.02 | 0 | 0 | 0 |
| 1 Sept | 24625.05 | 32.15 | 0 | 5.12 | 0 | 0 | 0 |
| 29 Aug | 24426.85 | 32.15 | 0 | 4.24 | 0 | 0 | 0 |
| 28 Aug | 24500.90 | 32.15 | 0 | 4.54 | 0 | 0 | 0 |
| 26 Aug | 24712.05 | 32.15 | 0 | 4.96 | 0 | 0 | 0 |
| 25 Aug | 24967.75 | 32.15 | 0 | 5.74 | 0 | 0 | 0 |
| 22 Aug | 24870.10 | 32.15 | 0 | 5.34 | 0 | 0 | 0 |
For Nifty - strike price 23450 expiring on 23SEP2025
Delta for 23450 PE is -0.01
Historical price for 23450 PE is as follows
On 19 Sept NIFTY was trading at 25311.65. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 28.35, the open interest changed by 295 which increased total open position to 919
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1.45, which was -0.8 lower than the previous day. The implied volatity was 27.73, the open interest changed by 11 which increased total open position to 624
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 25.35, the open interest changed by 288 which increased total open position to 613
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 2.5, which was -1 lower than the previous day. The implied volatity was 23.40, the open interest changed by 87 which increased total open position to 325
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 2.55, which was -1.35 lower than the previous day. The implied volatity was 20.14, the open interest changed by -20 which decreased total open position to 238
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 3.65, which was -0.45 lower than the previous day. The implied volatity was 18.55, the open interest changed by 79 which increased total open position to 258
On 11 Sept NIFTY was trading at 25005.50. The strike last trading price was 4.1, which was -1.1 lower than the previous day. The implied volatity was 17.24, the open interest changed by 78 which increased total open position to 179
On 10 Sept NIFTY was trading at 24973.10. The strike last trading price was 5.2, which was -0.05 lower than the previous day. The implied volatity was 16.95, the open interest changed by 99 which increased total open position to 101
On 9 Sept NIFTY was trading at 24868.60. The strike last trading price was 5.25, which was -26.9 lower than the previous day. The implied volatity was 15.53, the open interest changed by 2 which increased total open position to 2
On 8 Sept NIFTY was trading at 24773.15. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was 6.96, the open interest changed by 0 which decreased total open position to 0
On 5 Sept NIFTY was trading at 24741.00. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was 6.29, 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 32.15, which was 0 lower than the previous day. The implied volatity was 5.84, 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 32.15, which was 0 lower than the previous day. The implied volatity was 5.64, 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 32.15, which was 0 lower than the previous day. The implied volatity was 5.02, 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 32.15, which was 0 lower than the previous day. The implied volatity was 5.12, 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 32.15, which was 0 lower than the previous day. The implied volatity was 4.24, 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 32.15, which was 0 lower than the previous day. The implied volatity was 4.54, 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 32.15, which was 0 lower than the previous day. The implied volatity was 4.96, 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 32.15, which was 0 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
On 22 Aug NIFTY was trading at 24870.10. The strike last trading price was 32.15, which was 0 lower than the previous day. The implied volatity was 5.34, the open interest changed by 0 which decreased total open position to 0
