[--[65.84.65.76]--]
NIFTY
Nifty

25305.65 -117.95 (-0.46%)

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Historical option data for NIFTY

19 Sep 2025 10:01 AM IST
NIFTY 23SEP2025 23600 CE
Delta: 0.91
Vega: 4.27
Theta: -30.65
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Sept 25304.65 1786 -9 49.14 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 0.91

Historical price for 23600 CE is as follows

On 19 Sept NIFTY was trading at 25304.65. The strike last trading price was 1786, which was -9 lower than the previous day. The implied volatity was 49.14, 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: 0.46
Theta: -1.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Sept 25304.65 1.4 -0.4 26.38 26,116 857 7,115
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 25304.65. The strike last trading price was 1.4, which was -0.4 lower than the previous day. The implied volatity was 26.38, the open interest changed by 857 which increased total open position to 7115


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