[--[65.84.65.76]--]
NIFTY
Nifty

25308.05 -115.55 (-0.45%)

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Historical option data for NIFTY

19 Sep 2025 11:02 AM IST
NIFTY 23SEP2025 24750 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.03
Vega: 1.90
Theta: -2.47
Gamma: 0.00
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