Historical option data for NIFTY
08 Jun 2026 12:41 PM IST
| NIFTY 09-Jun-2026 (1d) 23250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0.06
Theta: -41.8
Gamma: 0.00135
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 23225.85 | 108.55 | -126.6 (-53.84%) | 20.1 | 22,61,003 | 1,00,617 | 1,10,088 | |||||||||
| 5 Jun | 23366.70 | 222.15 | -76.95 (-25.73%) | 14.39 | 3,41,604 | 913 | 9,598 | |||||||||
| 4 Jun | 23416.55 | 320.95 | -26.05 (-7.51%) | 17.68 | 2,65,560 | -273 | 8,748 | |||||||||
| 3 Jun | 23405.60 | 314.1 | -84.9 (-21.28%) | 17.94 | 11,07,372 | 7,245 | 9,189 | |||||||||
| 2 Jun | 23483.55 | 404.3 | 56.3 (16.18%) | 16.9 | 68,912 | 1,428 | 1,956 | |||||||||
| 1 Jun | 23382.60 | 340.75 | -226.25 (-39.90%) | 17.83 | 1,350 | 443 | 531 | |||||||||
| 29 May | 23547.75 | 579.75 | -509.25 (-46.76%) | 20.96 | 164 | 87 | 87 | |||||||||
| 27 May | 23907.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 23913.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 24031.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 23719.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 23654.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 23659.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 23618.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 23649.95 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 23643.50 | 0 | -1089.45 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 23689.60 | 0 | -1089.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 23412.60 | 0 | -1089.45 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 23379.55 | 0 | -1089 (-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 23250 expiring on 09JUN2026
Delta for 23250 CE is 0.48
Historical price for 23250 CE is as follows
On 8 Jun NIFTY was trading at 23225.85. The strike last trading price was 108.55, which was -126.6 lower than the previous day. The implied volatity was 20.1, the open interest changed by 100617 which increased total open position to 110088
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 222.15, which was -76.95 lower than the previous day. The implied volatity was 14.39, the open interest changed by 913 which increased total open position to 9598
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 320.95, which was -26.05 lower than the previous day. The implied volatity was 17.68, the open interest changed by -273 which decreased total open position to 8748
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 314.1, which was -84.9 lower than the previous day. The implied volatity was 17.94, the open interest changed by 7245 which increased total open position to 9189
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 404.3, which was 56.3 higher than the previous day. The implied volatity was 16.9, the open interest changed by 1428 which increased total open position to 1956
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 340.75, which was -226.25 lower than the previous day. The implied volatity was 17.83, the open interest changed by 443 which increased total open position to 531
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 579.75, which was -509.25 lower than the previous day. The implied volatity was 20.96, the open interest changed by 87 which increased total open position to 87
On 27 May NIFTY was trading at 23907.15. 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 26 May NIFTY was trading at 23913.70. 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 25 May NIFTY was trading at 24031.70. 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 22 May NIFTY was trading at 23719.30. 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 21 May NIFTY was trading at 23654.70. 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 20 May NIFTY was trading at 23659.00. 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 19 May NIFTY was trading at 23618.00. 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 18 May NIFTY was trading at 23649.95. 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
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 0, which was -1089.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 0, which was -1089.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 0, which was -1089.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 0, which was -1089 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 (1d) 23250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.06
Theta: -34.97
Gamma: 0.00147
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 23225.85 | 117.5 | 47.85 (68.70%) | 18.45 | 10,73,895 | 53,075 | 85,510 |
| 5 Jun | 23366.70 | 67.45 | -1.05 (-1.53%) | 12.2 | 27,06,888 | -12,467 | 33,323 |
| 4 Jun | 23416.55 | 58.95 | -37.75 (-39.04%) | 12.3 | 10,08,458 | 21,149 | 46,570 |
| 3 Jun | 23405.60 | 97.9 | 32.1 (48.78%) | 13.79 | 19,84,981 | 11,359 | 25,589 |
| 2 Jun | 23483.55 | 64 | -67.95 (-51.50%) | 13.18 | 1,49,247 | 11,423 | 14,299 |
| 1 Jun | 23382.60 | 134.55 | 51.7 (62.40%) | 14.52 | 25,390 | 685 | 2,864 |
| 29 May | 23547.75 | 87.5 | 46.4 (112.90%) | 14.16 | 9,186 | 978 | 2,181 |
| 27 May | 23907.15 | 39.6 | -20.8 (-34.44%) | 13.94 | 3,854 | 393 | 1,173 |
| 26 May | 23913.70 | 58.35 | 2.1 (3.73%) | 15.45 | 1,562 | 557 | 772 |
| 25 May | 24031.70 | 51.75 | -90.8 (-63.70%) | 15.88 | 698 | 83 | 222 |
| 22 May | 23719.30 | 132.6 | -63 (-32.21%) | 16.4 | 315 | -30 | 139 |
| 21 May | 23654.70 | 193.7 | -13.7 (-6.61%) | 17.62 | 181 | 20 | 169 |
| 20 May | 23659.00 | 196.6 | -39.75 (-16.82%) | 17.93 | 203 | 16 | 156 |
| 19 May | 23618.00 | 237.15 | -29.95 (-11.21%) | 18.52 | 27 | 0 | 140 |
| 18 May | 23649.95 | 254.85 | 13.85 (5.75%) | 19.76 | 118 | 33 | 141 |
| 15 May | 23643.50 | 241 | 0.15 (0.06%) | 18.73 | 23 | 1 | 108 |
| 14 May | 23689.60 | 240.85 | -97.4 (-28.80%) | 18.94 | 21 | 0 | 107 |
| 13 May | 23412.60 | 342.2 | -7.1 (-2.03%) | 0 | 33 | 9 | 107 |
| 12 May | 23379.55 | 349.3 | 138.3 (65.55%) | 0 | 20 | 2 | 98 |
| 11 May | 23815.85 | 211 | 82 (63.57%) | 0 | 17 | 4 | 94 |
| 8 May | 24176.15 | 129 | 17.15 (15.33%) | 17.04 | 27 | 5 | 90 |
| 7 May | 24326.65 | 108.5 | -67.4 (-38.32%) | 17.24 | 103 | 85 | 85 |
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23250 expiring on 09JUN2026
Delta for 23250 PE is -0.53
Historical price for 23250 PE is as follows
On 8 Jun NIFTY was trading at 23225.85. The strike last trading price was 117.5, which was 47.85 higher than the previous day. The implied volatity was 18.45, the open interest changed by 53075 which increased total open position to 85510
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 67.45, which was -1.05 lower than the previous day. The implied volatity was 12.2, the open interest changed by -12467 which decreased total open position to 33323
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 58.95, which was -37.75 lower than the previous day. The implied volatity was 12.3, the open interest changed by 21149 which increased total open position to 46570
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 97.9, which was 32.1 higher than the previous day. The implied volatity was 13.79, the open interest changed by 11359 which increased total open position to 25589
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 64, which was -67.95 lower than the previous day. The implied volatity was 13.18, the open interest changed by 11423 which increased total open position to 14299
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 134.55, which was 51.7 higher than the previous day. The implied volatity was 14.52, the open interest changed by 685 which increased total open position to 2864
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 87.5, which was 46.4 higher than the previous day. The implied volatity was 14.16, the open interest changed by 978 which increased total open position to 2181
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 39.6, which was -20.8 lower than the previous day. The implied volatity was 13.94, the open interest changed by 393 which increased total open position to 1173
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 58.35, which was 2.1 higher than the previous day. The implied volatity was 15.45, the open interest changed by 557 which increased total open position to 772
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 51.75, which was -90.8 lower than the previous day. The implied volatity was 15.88, the open interest changed by 83 which increased total open position to 222
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 132.6, which was -63 lower than the previous day. The implied volatity was 16.4, the open interest changed by -30 which decreased total open position to 139
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 193.7, which was -13.7 lower than the previous day. The implied volatity was 17.62, the open interest changed by 20 which increased total open position to 169
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 196.6, which was -39.75 lower than the previous day. The implied volatity was 17.93, the open interest changed by 16 which increased total open position to 156
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 237.15, which was -29.95 lower than the previous day. The implied volatity was 18.52, the open interest changed by 0 which decreased total open position to 140
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 254.85, which was 13.85 higher than the previous day. The implied volatity was 19.76, the open interest changed by 33 which increased total open position to 141
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 241, which was 0.15 higher than the previous day. The implied volatity was 18.73, the open interest changed by 1 which increased total open position to 108
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 240.85, which was -97.4 lower than the previous day. The implied volatity was 18.94, the open interest changed by 0 which decreased total open position to 107
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 342.2, which was -7.1 lower than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 107
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 349.3, which was 138.3 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 98
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 211, which was 82 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 94
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 129, which was 17.15 higher than the previous day. The implied volatity was 17.04, the open interest changed by 5 which increased total open position to 90
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 108.5, which was -67.4 lower than the previous day. The implied volatity was 17.24, the open interest changed by 85 which increased total open position to 85
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
