[--[65.84.65.76]--]
NIFTY
Nifty

25310.95 -112.65 (-0.44%)

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Historical option data for NIFTY

19 Sep 2025 11:01 AM IST
NIFTY 23SEP2025 23450 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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
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
Delta: -0.01
Vega: 0.40
Theta: -1.31
Gamma: 0.00
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