NIFTY
Nifty
Historical option data for NIFTY
19 Sep 2025 11:02 AM IST
| NIFTY 23SEP2025 24750 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 19 Sept | 25309.70 | 583.8 | -137.6 | - | 233 | -11 | 400 | |||||||||
| 18 Sept | 25423.60 | 725.05 | 82.6 | 17.54 | 194 | -25 | 411 | |||||||||
| 17 Sept | 25330.25 | 641.3 | 82.2 | 14.68 | 483 | -20 | 436 | |||||||||
| 16 Sept | 25239.10 | 577.65 | 163.25 | 13.17 | 374 | 45 | 456 | |||||||||
| 15 Sept | 25069.20 | 414.95 | -40.3 | 11.28 | 603 | -18 | 411 | |||||||||
| 12 Sept | 25114.00 | 457.15 | 72.3 | 8.86 | 322 | -30 | 429 | |||||||||
| 11 Sept | 25005.50 | 386.95 | 20.7 | 9.16 | 366 | 60 | 459 | |||||||||
| 10 Sept | 24973.10 | 374.35 | 86.45 | 9.15 | 871 | 3 | 399 | |||||||||
| 9 Sept | 24868.60 | 292.8 | 34.55 | 8.15 | 723 | -40 | 396 | |||||||||
| 8 Sept | 24773.15 | 263 | 15.25 | 9.15 | 1,025 | 203 | 436 | |||||||||
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| 5 Sept | 24741.00 | 248.95 | -0.7 | 8.49 | 1,724 | 74 | 233 | |||||||||
| 4 Sept | 24734.30 | 248.65 | 6 | 8.17 | 445 | 88 | 159 | |||||||||
| 3 Sept | 24715.05 | 242.9 | 44.4 | 8.15 | 243 | 42 | 71 | |||||||||
| 2 Sept | 24579.60 | 195.5 | -32.5 | 8.99 | 163 | -1 | 29 | |||||||||
| 1 Sept | 24625.05 | 228 | 49.95 | 8.97 | 24 | 14 | 30 | |||||||||
| 29 Aug | 24426.85 | 178.3 | -43.9 | 9.55 | 31 | 1 | 16 | |||||||||
| 28 Aug | 24500.90 | 219.2 | -124.65 | 9.00 | 28 | 14 | 15 | |||||||||
| 26 Aug | 24712.05 | 348.9 | -396.25 | 9.83 | 3 | 1 | 1 | |||||||||
| 25 Aug | 24967.75 | 745.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Aug | 24870.10 | 745.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24750 expiring on 23SEP2025
Delta for 24750 CE is -
Historical price for 24750 CE is as follows
On 19 Sept NIFTY was trading at 25309.70. The strike last trading price was 583.8, which was -137.6 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 400
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 725.05, which was 82.6 higher than the previous day. The implied volatity was 17.54, the open interest changed by -25 which decreased total open position to 411
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 641.3, which was 82.2 higher than the previous day. The implied volatity was 14.68, the open interest changed by -20 which decreased total open position to 436
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 577.65, which was 163.25 higher than the previous day. The implied volatity was 13.17, the open interest changed by 45 which increased total open position to 456
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 414.95, which was -40.3 lower than the previous day. The implied volatity was 11.28, the open interest changed by -18 which decreased total open position to 411
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 457.15, which was 72.3 higher than the previous day. The implied volatity was 8.86, the open interest changed by -30 which decreased total open position to 429
On 11 Sept NIFTY was trading at 25005.50. The strike last trading price was 386.95, which was 20.7 higher than the previous day. The implied volatity was 9.16, the open interest changed by 60 which increased total open position to 459
On 10 Sept NIFTY was trading at 24973.10. The strike last trading price was 374.35, which was 86.45 higher than the previous day. The implied volatity was 9.15, the open interest changed by 3 which increased total open position to 399
On 9 Sept NIFTY was trading at 24868.60. The strike last trading price was 292.8, which was 34.55 higher than the previous day. The implied volatity was 8.15, the open interest changed by -40 which decreased total open position to 396
On 8 Sept NIFTY was trading at 24773.15. The strike last trading price was 263, which was 15.25 higher than the previous day. The implied volatity was 9.15, the open interest changed by 203 which increased total open position to 436
On 5 Sept NIFTY was trading at 24741.00. The strike last trading price was 248.95, which was -0.7 lower than the previous day. The implied volatity was 8.49, the open interest changed by 74 which increased total open position to 233
On 4 Sept NIFTY was trading at 24734.30. The strike last trading price was 248.65, which was 6 higher than the previous day. The implied volatity was 8.17, the open interest changed by 88 which increased total open position to 159
On 3 Sept NIFTY was trading at 24715.05. The strike last trading price was 242.9, which was 44.4 higher than the previous day. The implied volatity was 8.15, the open interest changed by 42 which increased total open position to 71
On 2 Sept NIFTY was trading at 24579.60. The strike last trading price was 195.5, which was -32.5 lower than the previous day. The implied volatity was 8.99, the open interest changed by -1 which decreased total open position to 29
On 1 Sept NIFTY was trading at 24625.05. The strike last trading price was 228, which was 49.95 higher than the previous day. The implied volatity was 8.97, the open interest changed by 14 which increased total open position to 30
On 29 Aug NIFTY was trading at 24426.85. The strike last trading price was 178.3, which was -43.9 lower than the previous day. The implied volatity was 9.55, the open interest changed by 1 which increased total open position to 16
On 28 Aug NIFTY was trading at 24500.90. The strike last trading price was 219.2, which was -124.65 lower than the previous day. The implied volatity was 9.00, the open interest changed by 14 which increased total open position to 15
On 26 Aug NIFTY was trading at 24712.05. The strike last trading price was 348.9, which was -396.25 lower than the previous day. The implied volatity was 9.83, the open interest changed by 1 which increased total open position to 1
On 25 Aug NIFTY was trading at 24967.75. The strike last trading price was 745.15, 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 745.15, 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
| NIFTY 23SEP2025 24750 PE | |||||||
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Delta: -0.03
Vega: 1.90
Theta: -2.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Sept | 25309.70 | 3.9 | -0.35 | 11.82 | 1,53,714 | -2,250 | 19,093 |
| 18 Sept | 25423.60 | 3.8 | -4.55 | 12.49 | 1,85,699 | 9,527 | 21,343 |
| 17 Sept | 25330.25 | 8 | -5.7 | 11.80 | 1,51,218 | 898 | 11,816 |
| 16 Sept | 25239.10 | 12.4 | -15.8 | 10.98 | 59,077 | 4,300 | 10,918 |
| 15 Sept | 25069.20 | 28.2 | -5.1 | 9.80 | 27,177 | 1,575 | 6,618 |
| 12 Sept | 25114.00 | 33.1 | -21.85 | 9.72 | 25,167 | 2,219 | 5,043 |
| 11 Sept | 25005.50 | 53.7 | -17.75 | 9.62 | 11,276 | 477 | 2,824 |
| 10 Sept | 24973.10 | 70.9 | -42.95 | 9.99 | 8,993 | 1,670 | 2,347 |
| 9 Sept | 24868.60 | 108.8 | -32.4 | 10.36 | 1,476 | 138 | 677 |
| 8 Sept | 24773.15 | 131.4 | -37.65 | 9.75 | 2,811 | 183 | 539 |
| 5 Sept | 24741.00 | 168 | -18.5 | 10.11 | 1,201 | 130 | 356 |
| 4 Sept | 24734.30 | 187.25 | -19.15 | 10.76 | 790 | 192 | 226 |
| 3 Sept | 24715.05 | 207 | -73.95 | 11.00 | 84 | 17 | 34 |
| 2 Sept | 24579.60 | 282.2 | 27.2 | 11.28 | 94 | 13 | 17 |
| 1 Sept | 24625.05 | 255 | -91.3 | 11.05 | 4 | 4 | 4 |
| 29 Aug | 24426.85 | 346.3 | 0 | 0.00 | 0 | 2 | 0 |
| 28 Aug | 24500.90 | 346.3 | 108.4 | 12.60 | 2 | 2 | 2 |
| 26 Aug | 24712.05 | 237.9 | -37.4 | 11.28 | 1 | 0 | 0 |
| 25 Aug | 24967.75 | 275.3 | 0 | 1.53 | 0 | 0 | 0 |
| 22 Aug | 24870.10 | 275.3 | 0 | 1.16 | 0 | 0 | 0 |
For Nifty - strike price 24750 expiring on 23SEP2025
Delta for 24750 PE is -0.03
Historical price for 24750 PE is as follows
On 19 Sept NIFTY was trading at 25309.70. The strike last trading price was 3.9, which was -0.35 lower than the previous day. The implied volatity was 11.82, the open interest changed by -2250 which decreased total open position to 19093
On 18 Sept NIFTY was trading at 25423.60. The strike last trading price was 3.8, which was -4.55 lower than the previous day. The implied volatity was 12.49, the open interest changed by 9527 which increased total open position to 21343
On 17 Sept NIFTY was trading at 25330.25. The strike last trading price was 8, which was -5.7 lower than the previous day. The implied volatity was 11.80, the open interest changed by 898 which increased total open position to 11816
On 16 Sept NIFTY was trading at 25239.10. The strike last trading price was 12.4, which was -15.8 lower than the previous day. The implied volatity was 10.98, the open interest changed by 4300 which increased total open position to 10918
On 15 Sept NIFTY was trading at 25069.20. The strike last trading price was 28.2, which was -5.1 lower than the previous day. The implied volatity was 9.80, the open interest changed by 1575 which increased total open position to 6618
On 12 Sept NIFTY was trading at 25114.00. The strike last trading price was 33.1, which was -21.85 lower than the previous day. The implied volatity was 9.72, the open interest changed by 2219 which increased total open position to 5043
On 11 Sept NIFTY was trading at 25005.50. The strike last trading price was 53.7, which was -17.75 lower than the previous day. The implied volatity was 9.62, the open interest changed by 477 which increased total open position to 2824
On 10 Sept NIFTY was trading at 24973.10. The strike last trading price was 70.9, which was -42.95 lower than the previous day. The implied volatity was 9.99, the open interest changed by 1670 which increased total open position to 2347
On 9 Sept NIFTY was trading at 24868.60. The strike last trading price was 108.8, which was -32.4 lower than the previous day. The implied volatity was 10.36, the open interest changed by 138 which increased total open position to 677
On 8 Sept NIFTY was trading at 24773.15. The strike last trading price was 131.4, which was -37.65 lower than the previous day. The implied volatity was 9.75, the open interest changed by 183 which increased total open position to 539
On 5 Sept NIFTY was trading at 24741.00. The strike last trading price was 168, which was -18.5 lower than the previous day. The implied volatity was 10.11, the open interest changed by 130 which increased total open position to 356
On 4 Sept NIFTY was trading at 24734.30. The strike last trading price was 187.25, which was -19.15 lower than the previous day. The implied volatity was 10.76, the open interest changed by 192 which increased total open position to 226
On 3 Sept NIFTY was trading at 24715.05. The strike last trading price was 207, which was -73.95 lower than the previous day. The implied volatity was 11.00, the open interest changed by 17 which increased total open position to 34
On 2 Sept NIFTY was trading at 24579.60. The strike last trading price was 282.2, which was 27.2 higher than the previous day. The implied volatity was 11.28, the open interest changed by 13 which increased total open position to 17
On 1 Sept NIFTY was trading at 24625.05. The strike last trading price was 255, which was -91.3 lower than the previous day. The implied volatity was 11.05, the open interest changed by 4 which increased total open position to 4
On 29 Aug NIFTY was trading at 24426.85. The strike last trading price was 346.3, 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 28 Aug NIFTY was trading at 24500.90. The strike last trading price was 346.3, which was 108.4 higher than the previous day. The implied volatity was 12.60, the open interest changed by 2 which increased total open position to 2
On 26 Aug NIFTY was trading at 24712.05. The strike last trading price was 237.9, which was -37.4 lower than the previous day. The implied volatity was 11.28, 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 275.3, which was 0 lower than the previous day. The implied volatity was 1.53, 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 275.3, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
