Historical option data for NIFTY
10 Jun 2026 11:15 AM IST
| NIFTY 16-Jun-2026 (6d) 23300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.12
Theta: -14.69
Gamma: 0.00087
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 23374.65 | 230.15 | 38.55 (20.12%) | 14.29 | 9,49,716 | 37,113 | 86,289 | |||||||||
| 9 Jun | 23242.10 | 198.75 | 30.4 (18.06%) | 15.72 | 3,46,498 | 24,345 | 49,598 | |||||||||
| 8 Jun | 23123.00 | 159.3 | -164.3 (-50.77%) | 16.76 | 98,452 | 14,007 | 25,273 | |||||||||
| 5 Jun | 23366.70 | 318.35 | -46 (-12.63%) | 15.89 | 38,769 | 1,144 | 11,270 | |||||||||
| 4 Jun | 23416.55 | 383.3 | -15.6 (-3.91%) | 16.53 | 31,669 | 1,164 | 10,288 | |||||||||
| 3 Jun | 23405.60 | 380.3 | -67.35 (-15.05%) | 17.07 | 47,344 | 7,798 | 9,126 | |||||||||
| 2 Jun | 23483.55 | 455.5 | 57.5 (14.45%) | 16.17 | 8,496 | 1,098 | 1,337 | |||||||||
| 1 Jun | 23382.60 | 398.3 | -405.7 (-50.46%) | 17.08 | 653 | 211 | 237 | |||||||||
| 29 May | 23547.75 | 804.1 | 0.1 (0.01%) | - | 15 | 0 | 26 | |||||||||
| 27 May | 23907.15 | 804.15 | -81.4 (-9.19%) | 15.91 | 15 | 0 | 21 | |||||||||
| 26 May | 23913.70 | 885.55 | -41.15 (-4.44%) | 13.39 | 2 | -1 | 22 | |||||||||
| 25 May | 24031.70 | 926.7 | 241.4 (35.23%) | 16.29 | 34 | 8 | 22 | |||||||||
| 22 May | 23719.30 | 689.65 | 26.55 (4.00%) | 15.85 | 36 | 1 | 14 | |||||||||
| 21 May | 23654.70 | 663.1 | -48.9 (-6.87%) | 16.06 | 29 | -4 | 12 | |||||||||
| 20 May | 23659.00 | 712 | 22 (3.19%) | 17.21 | 17 | 11 | 17 | |||||||||
| 19 May | 23618.00 | 690 | -30 (-4.17%) | 16.98 | 1 | 0 | 5 | |||||||||
| 18 May | 23649.95 | 720.15 | 102.15 (16.53%) | 17.43 | 11 | 6 | 6 | |||||||||
| 15 May | 23643.50 | 0 | -618 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 23689.60 | 0 | -618 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 23412.60 | 0 | -618 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23300 expiring on 16JUN2026
Delta for 23300 CE is 0.59
Historical price for 23300 CE is as follows
On 10 Jun NIFTY was trading at 23374.65. The strike last trading price was 230.15, which was 38.55 higher than the previous day. The implied volatity was 14.29, the open interest changed by 37113 which increased total open position to 86289
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 198.75, which was 30.4 higher than the previous day. The implied volatity was 15.72, the open interest changed by 24345 which increased total open position to 49598
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 159.3, which was -164.3 lower than the previous day. The implied volatity was 16.76, the open interest changed by 14007 which increased total open position to 25273
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 318.35, which was -46 lower than the previous day. The implied volatity was 15.89, the open interest changed by 1144 which increased total open position to 11270
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 383.3, which was -15.6 lower than the previous day. The implied volatity was 16.53, the open interest changed by 1164 which increased total open position to 10288
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 380.3, which was -67.35 lower than the previous day. The implied volatity was 17.07, the open interest changed by 7798 which increased total open position to 9126
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 455.5, which was 57.5 higher than the previous day. The implied volatity was 16.17, the open interest changed by 1098 which increased total open position to 1337
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 398.3, which was -405.7 lower than the previous day. The implied volatity was 17.08, the open interest changed by 211 which increased total open position to 237
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 804.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 804.15, which was -81.4 lower than the previous day. The implied volatity was 15.91, the open interest changed by 0 which decreased total open position to 21
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 885.55, which was -41.15 lower than the previous day. The implied volatity was 13.39, the open interest changed by -1 which decreased total open position to 22
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 926.7, which was 241.4 higher than the previous day. The implied volatity was 16.29, the open interest changed by 8 which increased total open position to 22
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 689.65, which was 26.55 higher than the previous day. The implied volatity was 15.85, the open interest changed by 1 which increased total open position to 14
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 663.1, which was -48.9 lower than the previous day. The implied volatity was 16.06, the open interest changed by -4 which decreased total open position to 12
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 712, which was 22 higher than the previous day. The implied volatity was 17.21, the open interest changed by 11 which increased total open position to 17
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 690, which was -30 lower than the previous day. The implied volatity was 16.98, the open interest changed by 0 which decreased total open position to 5
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 720.15, which was 102.15 higher than the previous day. The implied volatity was 17.43, the open interest changed by 6 which increased total open position to 6
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 0, which was -618 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 -618 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 -618 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| NIFTY 16-Jun-2026 (6d) 23300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.12
Theta: -12
Gamma: 0.00083
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 23374.65 | 143.4 | -28.75 (-16.70%) | 15.13 | 10,08,114 | 1,15,753 | 1,57,736 |
| 9 Jun | 23242.10 | 168.15 | -135.75 (-44.67%) | 12.15 | 2,19,690 | 18,259 | 42,421 |
| 8 Jun | 23123.00 | 316.4 | 140.25 (79.62%) | 15.83 | 93,196 | 10,743 | 24,241 |
| 5 Jun | 23366.70 | 177.7 | 15.5 (9.56%) | 13.91 | 52,728 | 2,606 | 13,547 |
| 4 Jun | 23416.55 | 150.35 | -32.8 (-17.91%) | 13.43 | 32,252 | 738 | 10,938 |
| 3 Jun | 23405.60 | 191.35 | 52.5 (37.81%) | 14.4 | 50,641 | 7,704 | 10,213 |
| 2 Jun | 23483.55 | 134.5 | -80.2 (-37.35%) | 13.33 | 8,972 | 826 | 2,519 |
| 1 Jun | 23382.60 | 216 | 71.55 (49.53%) | 14.67 | 3,529 | -97 | 1,697 |
| 29 May | 23547.75 | 147.8 | 66.1 (80.91%) | 14.12 | 2,490 | 372 | 1,794 |
| 27 May | 23907.15 | 81.3 | -21.3 (-20.76%) | 14.07 | 3,435 | 824 | 1,420 |
| 26 May | 23913.70 | 102.3 | 4.1 (4.18%) | 15.2 | 872 | 308 | 603 |
| 25 May | 24031.70 | 88 | -120.75 (-57.84%) | 15.45 | 482 | 189 | 296 |
| 22 May | 23719.30 | 194 | -68.45 (-26.08%) | 16.52 | 104 | 13 | 108 |
| 21 May | 23654.70 | 262.55 | -21.55 (-7.59%) | 17.83 | 116 | 12 | 96 |
| 20 May | 23659.00 | 284.2 | -24.7 (-8.00%) | 18.65 | 166 | 36 | 84 |
| 19 May | 23618.00 | 304.4 | -41.15 (-11.91%) | 18.41 | 116 | 31 | 56 |
| 18 May | 23649.95 | 345.55 | 21.65 (6.68%) | 20.07 | 39 | 1 | 25 |
| 15 May | 23643.50 | 321.35 | 19.35 (6.41%) | 18.63 | 48 | -2 | 24 |
| 14 May | 23689.60 | 302 | -100.55 (-24.98%) | 18.27 | 72 | 21 | 23 |
| 13 May | 23412.60 | 402.55 | -4.35 (-1.07%) | 18.17 | 2 | 0 | 0 |
For Nifty - strike price 23300 expiring on 16JUN2026
Delta for 23300 PE is -0.41
Historical price for 23300 PE is as follows
On 10 Jun NIFTY was trading at 23374.65. The strike last trading price was 143.4, which was -28.75 lower than the previous day. The implied volatity was 15.13, the open interest changed by 115753 which increased total open position to 157736
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 168.15, which was -135.75 lower than the previous day. The implied volatity was 12.15, the open interest changed by 18259 which increased total open position to 42421
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 316.4, which was 140.25 higher than the previous day. The implied volatity was 15.83, the open interest changed by 10743 which increased total open position to 24241
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 177.7, which was 15.5 higher than the previous day. The implied volatity was 13.91, the open interest changed by 2606 which increased total open position to 13547
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 150.35, which was -32.8 lower than the previous day. The implied volatity was 13.43, the open interest changed by 738 which increased total open position to 10938
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 191.35, which was 52.5 higher than the previous day. The implied volatity was 14.4, the open interest changed by 7704 which increased total open position to 10213
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 134.5, which was -80.2 lower than the previous day. The implied volatity was 13.33, the open interest changed by 826 which increased total open position to 2519
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 216, which was 71.55 higher than the previous day. The implied volatity was 14.67, the open interest changed by -97 which decreased total open position to 1697
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 147.8, which was 66.1 higher than the previous day. The implied volatity was 14.12, the open interest changed by 372 which increased total open position to 1794
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 81.3, which was -21.3 lower than the previous day. The implied volatity was 14.07, the open interest changed by 824 which increased total open position to 1420
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 102.3, which was 4.1 higher than the previous day. The implied volatity was 15.2, the open interest changed by 308 which increased total open position to 603
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 88, which was -120.75 lower than the previous day. The implied volatity was 15.45, the open interest changed by 189 which increased total open position to 296
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 194, which was -68.45 lower than the previous day. The implied volatity was 16.52, the open interest changed by 13 which increased total open position to 108
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 262.55, which was -21.55 lower than the previous day. The implied volatity was 17.83, the open interest changed by 12 which increased total open position to 96
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 284.2, which was -24.7 lower than the previous day. The implied volatity was 18.65, the open interest changed by 36 which increased total open position to 84
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 304.4, which was -41.15 lower than the previous day. The implied volatity was 18.41, the open interest changed by 31 which increased total open position to 56
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 345.55, which was 21.65 higher than the previous day. The implied volatity was 20.07, the open interest changed by 1 which increased total open position to 25
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 321.35, which was 19.35 higher than the previous day. The implied volatity was 18.63, the open interest changed by -2 which decreased total open position to 24
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 302, which was -100.55 lower than the previous day. The implied volatity was 18.27, the open interest changed by 21 which increased total open position to 23
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 402.55, which was -4.35 lower than the previous day. The implied volatity was 18.17, the open interest changed by 0 which decreased total open position to 0
