NIFTY
Nifty
Historical option data for NIFTY
19 Sep 2025 10:01 AM IST
| NIFTY 23SEP2025 24300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 25304.65 | 1025.35 | -145.05 | - | 14 | -3 | 174 | |||||||||
| 18 Sept | 25423.60 | 1181.8 | 95.25 | 27.73 | 57 | -18 | 177 | |||||||||
| 17 Sept | 25330.25 | 1086.1 | 82.95 | 21.22 | 81 | -8 | 195 | |||||||||
| 16 Sept | 25239.10 | 1016 | 172.75 | 18.37 | 125 | 56 | 203 | |||||||||
| 15 Sept | 25069.20 | 843 | -37.4 | 15.50 | 131 | 87 | 147 | |||||||||
| 12 Sept | 25114.00 | 883 | 90.95 | 11.52 | 59 | 16 | 60 | |||||||||
| 11 Sept | 25005.50 | 792 | 24.65 | 9.17 | 73 | 12 | 44 | |||||||||
| 10 Sept | 24973.10 | 769 | 119.1 | 8.35 | 132 | 9 | 32 | |||||||||
| 9 Sept | 24868.60 | 657.1 | 26.4 | - | 25 | 13 | 23 | |||||||||
| 8 Sept | 24773.15 | 630.7 | 44.7 | 11.01 | 1 | -2 | 10 | |||||||||
| 5 Sept | 24741.00 | 586 | -27.05 | 8.27 | 6 | -2 | 12 | |||||||||
| 4 Sept | 24734.30 | 613.05 | 58.95 | 10.14 | 14 | -7 | 14 | |||||||||
| 3 Sept | 24715.05 | 561 | 88.95 | 6.86 | 68 | 5 | 21 | |||||||||
| 2 Sept | 24579.60 | 472.05 | -42 | 8.59 | 61 | -35 | 16 | |||||||||
| 1 Sept | 24625.05 | 514.05 | 66.05 | 8.16 | 19 | -3 | 51 | |||||||||
| 29 Aug | 24426.85 | 448 | -49.05 | 10.71 | 7 | 4 | 54 | |||||||||
|
|
||||||||||||||||
| 28 Aug | 24500.90 | 497.05 | -167.4 | 9.35 | 60 | 50 | 50 | |||||||||
| 26 Aug | 24712.05 | 664.45 | -399.7 | 9.90 | 2 | 0 | 0 | |||||||||
| 25 Aug | 24967.75 | 1064.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Aug | 24870.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24300 expiring on 23SEP2025
Delta for 24300 CE is -
Historical price for 24300 CE is as follows
On 19 Sept NIFTY was trading at 25304.65. The strike last trading price was 1025.35, which was -145.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 174
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 1181.8, which was 95.25 higher than the previous day. The implied volatity was 27.73, the open interest changed by -18 which decreased total open position to 177
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 1086.1, which was 82.95 higher than the previous day. The implied volatity was 21.22, the open interest changed by -8 which decreased total open position to 195
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 1016, which was 172.75 higher than the previous day. The implied volatity was 18.37, the open interest changed by 56 which increased total open position to 203
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 843, which was -37.4 lower than the previous day. The implied volatity was 15.50, the open interest changed by 87 which increased total open position to 147
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 883, which was 90.95 higher than the previous day. The implied volatity was 11.52, the open interest changed by 16 which increased total open position to 60
On 11 Sept NIFTY was trading at 25005.50. The strike last trading price was 792, which was 24.65 higher than the previous day. The implied volatity was 9.17, the open interest changed by 12 which increased total open position to 44
On 10 Sept NIFTY was trading at 24973.10. The strike last trading price was 769, which was 119.1 higher than the previous day. The implied volatity was 8.35, the open interest changed by 9 which increased total open position to 32
On 9 Sept NIFTY was trading at 24868.60. The strike last trading price was 657.1, which was 26.4 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 23
On 8 Sept NIFTY was trading at 24773.15. The strike last trading price was 630.7, which was 44.7 higher than the previous day. The implied volatity was 11.01, the open interest changed by -2 which decreased total open position to 10
On 5 Sept NIFTY was trading at 24741.00. The strike last trading price was 586, which was -27.05 lower than the previous day. The implied volatity was 8.27, the open interest changed by -2 which decreased total open position to 12
On 4 Sept NIFTY was trading at 24734.30. The strike last trading price was 613.05, which was 58.95 higher than the previous day. The implied volatity was 10.14, the open interest changed by -7 which decreased total open position to 14
On 3 Sept NIFTY was trading at 24715.05. The strike last trading price was 561, which was 88.95 higher than the previous day. The implied volatity was 6.86, the open interest changed by 5 which increased total open position to 21
On 2 Sept NIFTY was trading at 24579.60. The strike last trading price was 472.05, which was -42 lower than the previous day. The implied volatity was 8.59, the open interest changed by -35 which decreased total open position to 16
On 1 Sept NIFTY was trading at 24625.05. The strike last trading price was 514.05, which was 66.05 higher than the previous day. The implied volatity was 8.16, the open interest changed by -3 which decreased total open position to 51
On 29 Aug NIFTY was trading at 24426.85. The strike last trading price was 448, which was -49.05 lower than the previous day. The implied volatity was 10.71, the open interest changed by 4 which increased total open position to 54
On 28 Aug NIFTY was trading at 24500.90. The strike last trading price was 497.05, which was -167.4 lower than the previous day. The implied volatity was 9.35, the open interest changed by 50 which increased total open position to 50
On 26 Aug NIFTY was trading at 24712.05. The strike last trading price was 664.45, which was -399.7 lower than the previous day. The implied volatity was 9.90, 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 1064.15, 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 24300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.96
Theta: -1.91
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 25304.65 | 2.35 | -0.3 | 17.66 | 1,17,306 | 8,100 | 60,889 |
| 18 Sept | 25423.60 | 2.35 | -1.95 | 17.83 | 3,68,323 | 11,638 | 52,789 |
| 17 Sept | 25330.25 | 4.05 | -1.15 | 16.54 | 2,69,794 | 20,795 | 41,151 |
| 16 Sept | 25239.10 | 5.15 | -3.15 | 15.07 | 86,582 | 8,653 | 20,356 |
| 15 Sept | 25069.20 | 8.7 | -0.95 | 13.21 | 40,832 | 4,066 | 11,703 |
| 12 Sept | 25114.00 | 9.45 | -4.9 | 12.10 | 23,643 | 2,336 | 7,637 |
| 11 Sept | 25005.50 | 13.5 | -6.05 | 11.43 | 11,214 | 1,059 | 5,301 |
| 10 Sept | 24973.10 | 19.9 | -10.5 | 11.69 | 11,879 | 845 | 4,242 |
| 9 Sept | 24868.60 | 30 | -13.4 | 11.47 | 5,354 | 1,310 | 3,397 |
| 8 Sept | 24773.15 | 39.1 | -15.25 | 11.04 | 5,244 | 1,254 | 2,087 |
| 5 Sept | 24741.00 | 55.2 | -6.55 | 10.98 | 5,307 | 186 | 833 |
| 4 Sept | 24734.30 | 62.6 | -11.15 | 11.23 | 3,073 | 49 | 647 |
| 3 Sept | 24715.05 | 69.55 | -42.15 | 11.16 | 1,877 | 410 | 598 |
| 2 Sept | 24579.60 | 113.35 | 15.5 | 11.65 | 440 | 56 | 188 |
| 1 Sept | 24625.05 | 93.8 | -83.35 | 11.10 | 227 | 57 | 132 |
| 29 Aug | 24426.85 | 168.1 | 20.25 | 11.61 | 177 | 40 | 75 |
| 28 Aug | 24500.90 | 152.5 | 44.75 | 12.25 | 49 | 23 | 35 |
| 26 Aug | 24712.05 | 104.1 | 19.75 | 11.75 | 27 | 11 | 12 |
| 25 Aug | 24967.75 | 84.35 | -58.4 | 13.29 | 2 | 1 | 1 |
| 22 Aug | 24870.10 | 142.75 | -4 | 14.66 | 1 | 0 | 0 |
For Nifty - strike price 24300 expiring on 23SEP2025
Delta for 24300 PE is -0.01
Historical price for 24300 PE is as follows
On 19 Sept NIFTY was trading at 25304.65. The strike last trading price was 2.35, which was -0.3 lower than the previous day. The implied volatity was 17.66, the open interest changed by 8100 which increased total open position to 60889
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 2.35, which was -1.95 lower than the previous day. The implied volatity was 17.83, the open interest changed by 11638 which increased total open position to 52789
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 4.05, which was -1.15 lower than the previous day. The implied volatity was 16.54, the open interest changed by 20795 which increased total open position to 41151
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 5.15, which was -3.15 lower than the previous day. The implied volatity was 15.07, the open interest changed by 8653 which increased total open position to 20356
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 8.7, which was -0.95 lower than the previous day. The implied volatity was 13.21, the open interest changed by 4066 which increased total open position to 11703
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 9.45, which was -4.9 lower than the previous day. The implied volatity was 12.10, the open interest changed by 2336 which increased total open position to 7637
On 11 Sept NIFTY was trading at 25005.50. The strike last trading price was 13.5, which was -6.05 lower than the previous day. The implied volatity was 11.43, the open interest changed by 1059 which increased total open position to 5301
On 10 Sept NIFTY was trading at 24973.10. The strike last trading price was 19.9, which was -10.5 lower than the previous day. The implied volatity was 11.69, the open interest changed by 845 which increased total open position to 4242
On 9 Sept NIFTY was trading at 24868.60. The strike last trading price was 30, which was -13.4 lower than the previous day. The implied volatity was 11.47, the open interest changed by 1310 which increased total open position to 3397
On 8 Sept NIFTY was trading at 24773.15. The strike last trading price was 39.1, which was -15.25 lower than the previous day. The implied volatity was 11.04, the open interest changed by 1254 which increased total open position to 2087
On 5 Sept NIFTY was trading at 24741.00. The strike last trading price was 55.2, which was -6.55 lower than the previous day. The implied volatity was 10.98, the open interest changed by 186 which increased total open position to 833
On 4 Sept NIFTY was trading at 24734.30. The strike last trading price was 62.6, which was -11.15 lower than the previous day. The implied volatity was 11.23, the open interest changed by 49 which increased total open position to 647
On 3 Sept NIFTY was trading at 24715.05. The strike last trading price was 69.55, which was -42.15 lower than the previous day. The implied volatity was 11.16, the open interest changed by 410 which increased total open position to 598
On 2 Sept NIFTY was trading at 24579.60. The strike last trading price was 113.35, which was 15.5 higher than the previous day. The implied volatity was 11.65, the open interest changed by 56 which increased total open position to 188
On 1 Sept NIFTY was trading at 24625.05. The strike last trading price was 93.8, which was -83.35 lower than the previous day. The implied volatity was 11.10, the open interest changed by 57 which increased total open position to 132
On 29 Aug NIFTY was trading at 24426.85. The strike last trading price was 168.1, which was 20.25 higher than the previous day. The implied volatity was 11.61, the open interest changed by 40 which increased total open position to 75
On 28 Aug NIFTY was trading at 24500.90. The strike last trading price was 152.5, which was 44.75 higher than the previous day. The implied volatity was 12.25, the open interest changed by 23 which increased total open position to 35
On 26 Aug NIFTY was trading at 24712.05. The strike last trading price was 104.1, which was 19.75 higher than the previous day. The implied volatity was 11.75, the open interest changed by 11 which increased total open position to 12
On 25 Aug NIFTY was trading at 24967.75. The strike last trading price was 84.35, which was -58.4 lower than the previous day. The implied volatity was 13.29, the open interest changed by 1 which increased total open position to 1
On 22 Aug NIFTY was trading at 24870.10. The strike last trading price was 142.75, which was -4 lower than the previous day. The implied volatity was 14.66, the open interest changed by 0 which decreased total open position to 0
