[--[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 24300 CE
Delta: 0.95
Vega: 2.67
Theta: -13.86
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Sept 25311.65 1052.4 -118 23.60 22 -6 171
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 0.95

Historical price for 24300 CE is as follows

On 19 Sept NIFTY was trading at 25311.65. The strike last trading price was 1052.4, which was -118 lower than the previous day. The implied volatity was 23.60, the open interest changed by -6 which decreased total open position to 171


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: 0.91
Theta: -1.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Sept 25311.65 2.2 -0.45 17.68 1,60,419 9,146 61,935
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 25311.65. The strike last trading price was 2.2, which was -0.45 lower than the previous day. The implied volatity was 17.68, the open interest changed by 9146 which increased total open position to 61935


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