NIFTY
Nifty
Historical option data for NIFTY
19 Sep 2025 11:01 AM IST
| NIFTY 23SEP2025 23600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 3.99
Theta: -28.72
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 25311.65 | 1786 | -9 | 47.91 | 6 | 20 | 20 | |||||||||
| 18 Sept | 25423.60 | 1795 | 0 | 0.00 | 0 | 2 | 0 | |||||||||
| 17 Sept | 25330.25 | 1795 | 110.65 | 35.45 | 1 | 2 | 21 | |||||||||
| 16 Sept | 25239.10 | 1684 | 139 | - | 5 | 2 | 19 | |||||||||
| 15 Sept | 25069.20 | 1545 | -23 | 26.81 | 16 | 14 | 17 | |||||||||
| 12 Sept | 25114.00 | 1568 | 307 | - | 2 | 3 | 3 | |||||||||
| 11 Sept | 25005.50 | 1261 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 10 Sept | 24973.10 | 1261 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 9 Sept | 24868.60 | 1261 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
| 8 Sept | 24773.15 | 1261 | 29.7 | - | 1 | 1 | 2 | |||||||||
| 5 Sept | 24741.00 | 1231.3 | 18.75 | - | 1 | 1 | 1 | |||||||||
| 4 Sept | 24734.30 | 1212.55 | -444.5 | - | 1 | 0 | 0 | |||||||||
| 3 Sept | 24715.05 | 1657.05 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 2 Sept | 24579.60 | 1657.05 | 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 | |||||||||
| 22 Aug | 24870.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23600 expiring on 23SEP2025
Delta for 23600 CE is 0.92
Historical price for 23600 CE is as follows
On 19 Sept NIFTY was trading at 25311.65. The strike last trading price was 1786, which was -9 lower than the previous day. The implied volatity was 47.91, the open interest changed by 20 which increased total open position to 20
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1795, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 1795, which was 110.65 higher than the previous day. The implied volatity was 35.45, the open interest changed by 2 which increased total open position to 21
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 1684, which was 139 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 19
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 1545, which was -23 lower than the previous day. The implied volatity was 26.81, the open interest changed by 14 which increased total open position to 17
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 1568, which was 307 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 11 Sept NIFTY was trading at 25005.50. The strike last trading price was 1261, 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 1261, 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 1261, 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 1261, which was 29.7 higher than the previous day. The implied volatity was -, 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 1231.3, which was 18.75 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 1212.55, which was -444.5 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 1657.05, 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 1657.05, 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
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 23600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.45
Theta: -1.38
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 25311.65 | 1.35 | -0.45 | 26.49 | 33,756 | 94 | 6,352 |
| 18 Sept | 25423.60 | 1.6 | -0.8 | 26.10 | 52,626 | 1,669 | 6,258 |
| 17 Sept | 25330.25 | 2.25 | -0.35 | 23.87 | 59,973 | -6,230 | 4,589 |
| 16 Sept | 25239.10 | 2.5 | -1.45 | 21.66 | 36,581 | 7,842 | 10,819 |
| 15 Sept | 25069.20 | 4 | -0.2 | 19.67 | 10,617 | 802 | 2,977 |
| 12 Sept | 25114.00 | 4.15 | -0.5 | 17.41 | 6,270 | -260 | 2,175 |
| 11 Sept | 25005.50 | 4.15 | -1.75 | 15.86 | 6,214 | 402 | 2,435 |
| 10 Sept | 24973.10 | 5.55 | -1.85 | 15.66 | 5,590 | 1,360 | 2,033 |
| 9 Sept | 24868.60 | 6.7 | -4.75 | 14.77 | 970 | 9 | 673 |
| 8 Sept | 24773.15 | 10.9 | -1.3 | 14.80 | 679 | 262 | 664 |
| 5 Sept | 24741.00 | 11.1 | -1.95 | 13.33 | 1,072 | 147 | 402 |
| 4 Sept | 24734.30 | 11.7 | -4 | 13.12 | 210 | 47 | 255 |
| 3 Sept | 24715.05 | 15.8 | -7.75 | 13.43 | 239 | 81 | 208 |
| 2 Sept | 24579.60 | 21.2 | -1.25 | 12.78 | 303 | -22 | 127 |
| 1 Sept | 24625.05 | 22.55 | -19.55 | 13.14 | 192 | 100 | 149 |
| 29 Aug | 24426.85 | 42.55 | -0.6 | 12.90 | 80 | 9 | 49 |
| 28 Aug | 24500.90 | 42.75 | 8.2 | 13.67 | 49 | 9 | 40 |
| 26 Aug | 24712.05 | 34.55 | 12.6 | 13.91 | 42 | 15 | 31 |
| 25 Aug | 24967.75 | 21.95 | -9.05 | 14.25 | 36 | 12 | 16 |
| 22 Aug | 24870.10 | 31 | -12.5 | 14.00 | 6 | 4 | 4 |
For Nifty - strike price 23600 expiring on 23SEP2025
Delta for 23600 PE is -0.01
Historical price for 23600 PE is as follows
On 19 Sept NIFTY was trading at 25311.65. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 26.49, the open interest changed by 94 which increased total open position to 6352
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1.6, which was -0.8 lower than the previous day. The implied volatity was 26.10, the open interest changed by 1669 which increased total open position to 6258
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 2.25, which was -0.35 lower than the previous day. The implied volatity was 23.87, the open interest changed by -6230 which decreased total open position to 4589
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 2.5, which was -1.45 lower than the previous day. The implied volatity was 21.66, the open interest changed by 7842 which increased total open position to 10819
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 4, which was -0.2 lower than the previous day. The implied volatity was 19.67, the open interest changed by 802 which increased total open position to 2977
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 4.15, which was -0.5 lower than the previous day. The implied volatity was 17.41, the open interest changed by -260 which decreased total open position to 2175
On 11 Sept NIFTY was trading at 25005.50. The strike last trading price was 4.15, which was -1.75 lower than the previous day. The implied volatity was 15.86, the open interest changed by 402 which increased total open position to 2435
On 10 Sept NIFTY was trading at 24973.10. The strike last trading price was 5.55, which was -1.85 lower than the previous day. The implied volatity was 15.66, the open interest changed by 1360 which increased total open position to 2033
On 9 Sept NIFTY was trading at 24868.60. The strike last trading price was 6.7, which was -4.75 lower than the previous day. The implied volatity was 14.77, the open interest changed by 9 which increased total open position to 673
On 8 Sept NIFTY was trading at 24773.15. The strike last trading price was 10.9, which was -1.3 lower than the previous day. The implied volatity was 14.80, the open interest changed by 262 which increased total open position to 664
On 5 Sept NIFTY was trading at 24741.00. The strike last trading price was 11.1, which was -1.95 lower than the previous day. The implied volatity was 13.33, the open interest changed by 147 which increased total open position to 402
On 4 Sept NIFTY was trading at 24734.30. The strike last trading price was 11.7, which was -4 lower than the previous day. The implied volatity was 13.12, the open interest changed by 47 which increased total open position to 255
On 3 Sept NIFTY was trading at 24715.05. The strike last trading price was 15.8, which was -7.75 lower than the previous day. The implied volatity was 13.43, the open interest changed by 81 which increased total open position to 208
On 2 Sept NIFTY was trading at 24579.60. The strike last trading price was 21.2, which was -1.25 lower than the previous day. The implied volatity was 12.78, the open interest changed by -22 which decreased total open position to 127
On 1 Sept NIFTY was trading at 24625.05. The strike last trading price was 22.55, which was -19.55 lower than the previous day. The implied volatity was 13.14, the open interest changed by 100 which increased total open position to 149
On 29 Aug NIFTY was trading at 24426.85. The strike last trading price was 42.55, which was -0.6 lower than the previous day. The implied volatity was 12.90, the open interest changed by 9 which increased total open position to 49
On 28 Aug NIFTY was trading at 24500.90. The strike last trading price was 42.75, which was 8.2 higher than the previous day. The implied volatity was 13.67, the open interest changed by 9 which increased total open position to 40
On 26 Aug NIFTY was trading at 24712.05. The strike last trading price was 34.55, which was 12.6 higher than the previous day. The implied volatity was 13.91, the open interest changed by 15 which increased total open position to 31
On 25 Aug NIFTY was trading at 24967.75. The strike last trading price was 21.95, which was -9.05 lower than the previous day. The implied volatity was 14.25, the open interest changed by 12 which increased total open position to 16
On 22 Aug NIFTY was trading at 24870.10. The strike last trading price was 31, which was -12.5 lower than the previous day. The implied volatity was 14.00, the open interest changed by 4 which increased total open position to 4
