Historical option data for NIFTY
08 Jun 2026 04:10 PM IST
| NIFTY 09-Jun-2026 23200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.05
Theta: -34.06
Gamma: 0.00157
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 23123.00 | 55.4 | -216.35 (-79.61%) | 16.88 | 78,87,766 | 1,12,999 | 1,35,095 | |||||||||
| 5 Jun | 23366.70 | 259.35 | -75.2 (-22.48%) | 14.84 | 4,75,891 | 3,826 | 22,305 | |||||||||
| 4 Jun | 23416.55 | 361.1 | -20.9 (-5.47%) | 18.53 | 3,36,586 | -2,153 | 18,575 | |||||||||
| 3 Jun | 23405.60 | 348 | -92 (-20.91%) | 18.14 | 11,65,254 | 14,103 | 21,255 | |||||||||
| 2 Jun | 23483.55 | 447.2 | 65.2 (17.07%) | 17.43 | 1,10,551 | 5,216 | 7,152 | |||||||||
| 1 Jun | 23382.60 | 374.9 | -254.1 (-40.40%) | 18.37 | 7,841 | 1,277 | 1,938 | |||||||||
| 29 May | 23547.75 | 612.6 | -209.4 (-25.47%) | 21.18 | 944 | 597 | 660 | |||||||||
| 27 May | 23907.15 | 825 | 15 (1.85%) | 16.31 | 76 | 11 | 65 | |||||||||
| 26 May | 23913.70 | 816.85 | -124.15 (-13.19%) | 15.25 | 16 | -1 | 55 | |||||||||
| 25 May | 24031.70 | 934.45 | 281.45 (43.10%) | 16.35 | 51 | -21 | 55 | |||||||||
| 22 May | 23719.30 | 652.7 | -0.3 (-0.05%) | 15.79 | 13 | 0 | 76 | |||||||||
| 21 May | 23654.70 | 653.8 | -59.2 (-8.30%) | 15.79 | 13 | -1 | 76 | |||||||||
| 20 May | 23659.00 | 713.3 | 10.3 (1.47%) | 17.15 | 77 | 41 | 79 | |||||||||
| 19 May | 23618.00 | 702.9 | -12.1 (-1.69%) | 17.44 | 15 | -7 | 39 | |||||||||
| 18 May | 23649.95 | 715 | -95 (-11.73%) | 18.97 | 89 | 24 | 45 | |||||||||
| 15 May | 23643.50 | 809.75 | 6.8 (0.85%) | 17.06 | 10 | 4 | 20 | |||||||||
| 14 May | 23689.60 | 802.95 | 148.65 (22.72%) | 17.44 | 31 | 9 | 16 | |||||||||
| 13 May | 23412.60 | 655.9 | -471.45 (-41.82%) | 18.73 | 36 | 9 | 9 | |||||||||
| 12 May | 23379.55 | 0 | -1127 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 23815.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 24176.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 24326.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23200 expiring on 09JUN2026
Delta for 23200 CE is 0.35
Historical price for 23200 CE is as follows
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 55.4, which was -216.35 lower than the previous day. The implied volatity was 16.88, the open interest changed by 112999 which increased total open position to 135095
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 259.35, which was -75.2 lower than the previous day. The implied volatity was 14.84, the open interest changed by 3826 which increased total open position to 22305
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 361.1, which was -20.9 lower than the previous day. The implied volatity was 18.53, the open interest changed by -2153 which decreased total open position to 18575
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 348, which was -92 lower than the previous day. The implied volatity was 18.14, the open interest changed by 14103 which increased total open position to 21255
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 447.2, which was 65.2 higher than the previous day. The implied volatity was 17.43, the open interest changed by 5216 which increased total open position to 7152
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 374.9, which was -254.1 lower than the previous day. The implied volatity was 18.37, the open interest changed by 1277 which increased total open position to 1938
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 612.6, which was -209.4 lower than the previous day. The implied volatity was 21.18, the open interest changed by 597 which increased total open position to 660
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 825, which was 15 higher than the previous day. The implied volatity was 16.31, the open interest changed by 11 which increased total open position to 65
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 816.85, which was -124.15 lower than the previous day. The implied volatity was 15.25, the open interest changed by -1 which decreased total open position to 55
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 934.45, which was 281.45 higher than the previous day. The implied volatity was 16.35, the open interest changed by -21 which decreased total open position to 55
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 652.7, which was -0.3 lower than the previous day. The implied volatity was 15.79, the open interest changed by 0 which decreased total open position to 76
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 653.8, which was -59.2 lower than the previous day. The implied volatity was 15.79, the open interest changed by -1 which decreased total open position to 76
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 713.3, which was 10.3 higher than the previous day. The implied volatity was 17.15, the open interest changed by 41 which increased total open position to 79
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 702.9, which was -12.1 lower than the previous day. The implied volatity was 17.44, the open interest changed by -7 which decreased total open position to 39
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 715, which was -95 lower than the previous day. The implied volatity was 18.97, the open interest changed by 24 which increased total open position to 45
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 809.75, which was 6.8 higher than the previous day. The implied volatity was 17.06, the open interest changed by 4 which increased total open position to 20
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 802.95, which was 148.65 higher than the previous day. The implied volatity was 17.44, the open interest changed by 9 which increased total open position to 16
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 655.9, which was -471.45 lower than the previous day. The implied volatity was 18.73, the open interest changed by 9 which increased total open position to 9
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 0, which was -1127 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NIFTY was trading at 23815.85. 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 8 May NIFTY was trading at 24176.15. 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 7 May NIFTY was trading at 24326.65. 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 6 May NIFTY was trading at 24330.95. 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 09-Jun-2026 23200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.05
Theta: -27.85
Gamma: 0.00167
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 23123.00 | 140.85 | 86.1 (157.26%) | 15.68 | 82,74,151 | 1,105 | 73,553 |
| 5 Jun | 23366.70 | 52.35 | -4.15 (-7.35%) | 12.22 | 40,85,914 | 1,867 | 73,363 |
| 4 Jun | 23416.55 | 48.15 | -35.45 (-42.40%) | 12.52 | 15,91,786 | 13,418 | 72,262 |
| 3 Jun | 23405.60 | 83 | 27.9 (50.64%) | 13.92 | 26,73,556 | 20,873 | 59,053 |
| 2 Jun | 23483.55 | 53.85 | -62.5 (-53.72%) | 13.33 | 3,31,727 | 19,677 | 38,330 |
| 1 Jun | 23382.60 | 117 | 43.55 (59.29%) | 14.56 | 93,663 | 5,563 | 18,668 |
| 29 May | 23547.75 | 74.2 | 38.65 (108.72%) | 14.16 | 46,091 | 5,380 | 13,345 |
| 27 May | 23907.15 | 34.6 | -19.35 (-35.87%) | 14.08 | 21,997 | 4,542 | 8,018 |
| 26 May | 23913.70 | 51.2 | -0.2 (-0.39%) | 15.53 | 8,243 | 654 | 3,473 |
| 25 May | 24031.70 | 47.2 | -84.55 (-64.17%) | 16.08 | 8,412 | 1,855 | 2,849 |
| 22 May | 23719.30 | 119.6 | -58.35 (-32.79%) | 16.29 | 1,687 | 387 | 1,002 |
| 21 May | 23654.70 | 182.15 | -14.25 (-7.26%) | 17.9 | 1,797 | 361 | 619 |
| 20 May | 23659.00 | 185.05 | -38.65 (-17.28%) | 18.04 | 816 | 16 | 258 |
| 19 May | 23618.00 | 225.45 | -20.2 (-8.22%) | 18.73 | 390 | 116 | 242 |
| 18 May | 23649.95 | 246.1 | 0.1 (0.04%) | 20.15 | 967 | -14 | 130 |
| 15 May | 23643.50 | 243 | 14.25 (6.23%) | 18.76 | 191 | -2 | 147 |
| 14 May | 23689.60 | 219.4 | -108.6 (-33.11%) | 18.02 | 198 | -11 | 149 |
| 13 May | 23412.60 | 323.3 | -13.4 (-3.98%) | 0 | 219 | 49 | 160 |
| 12 May | 23379.55 | 333 | 132.8 (66.33%) | 0 | 52 | 10 | 111 |
| 11 May | 23815.85 | 200.2 | 81.9 (69.23%) | 0 | 34 | 5 | 101 |
| 8 May | 24176.15 | 118 | 16.15 (15.86%) | 17.02 | 123 | 73 | 81 |
| 7 May | 24326.65 | 98.8 | -65.3 (-39.79%) | 17.16 | 12 | 8 | 8 |
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23200 expiring on 09JUN2026
Delta for 23200 PE is -0.66
Historical price for 23200 PE is as follows
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 140.85, which was 86.1 higher than the previous day. The implied volatity was 15.68, the open interest changed by 1105 which increased total open position to 73553
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 52.35, which was -4.15 lower than the previous day. The implied volatity was 12.22, the open interest changed by 1867 which increased total open position to 73363
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 48.15, which was -35.45 lower than the previous day. The implied volatity was 12.52, the open interest changed by 13418 which increased total open position to 72262
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 83, which was 27.9 higher than the previous day. The implied volatity was 13.92, the open interest changed by 20873 which increased total open position to 59053
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 53.85, which was -62.5 lower than the previous day. The implied volatity was 13.33, the open interest changed by 19677 which increased total open position to 38330
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 117, which was 43.55 higher than the previous day. The implied volatity was 14.56, the open interest changed by 5563 which increased total open position to 18668
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 74.2, which was 38.65 higher than the previous day. The implied volatity was 14.16, the open interest changed by 5380 which increased total open position to 13345
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 34.6, which was -19.35 lower than the previous day. The implied volatity was 14.08, the open interest changed by 4542 which increased total open position to 8018
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 51.2, which was -0.2 lower than the previous day. The implied volatity was 15.53, the open interest changed by 654 which increased total open position to 3473
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 47.2, which was -84.55 lower than the previous day. The implied volatity was 16.08, the open interest changed by 1855 which increased total open position to 2849
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 119.6, which was -58.35 lower than the previous day. The implied volatity was 16.29, the open interest changed by 387 which increased total open position to 1002
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 182.15, which was -14.25 lower than the previous day. The implied volatity was 17.9, the open interest changed by 361 which increased total open position to 619
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 185.05, which was -38.65 lower than the previous day. The implied volatity was 18.04, the open interest changed by 16 which increased total open position to 258
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 225.45, which was -20.2 lower than the previous day. The implied volatity was 18.73, the open interest changed by 116 which increased total open position to 242
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 246.1, which was 0.1 higher than the previous day. The implied volatity was 20.15, the open interest changed by -14 which decreased total open position to 130
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 243, which was 14.25 higher than the previous day. The implied volatity was 18.76, the open interest changed by -2 which decreased total open position to 147
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 219.4, which was -108.6 lower than the previous day. The implied volatity was 18.02, the open interest changed by -11 which decreased total open position to 149
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 323.3, which was -13.4 lower than the previous day. The implied volatity was 0, the open interest changed by 49 which increased total open position to 160
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 333, which was 132.8 higher than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 111
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 200.2, which was 81.9 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 101
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 118, which was 16.15 higher than the previous day. The implied volatity was 17.02, the open interest changed by 73 which increased total open position to 81
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 98.8, which was -65.3 lower than the previous day. The implied volatity was 17.16, the open interest changed by 8 which increased total open position to 8
On 6 May NIFTY was trading at 24330.95. 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
