Historical option data for NIFTY
04 Jun 2026 03:43 PM IST
| NIFTY 09-Jun-2026 (5d) 23400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.11
Theta: -18.95
Gamma: 0.00084
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Jun | 23416.55 | 218.2 | -30.8 (-12.37%) | 16.7 | 27,33,258 | 16,749 | 58,856 | |||||||||
| 3 Jun | 23405.60 | 221.4 | -66.6 (-23.13%) | 17.25 | 21,83,203 | 21,925 | 42,614 | |||||||||
| 2 Jun | 23483.55 | 294.55 | 36.55 (14.17%) | 15.96 | 2,94,435 | 11,686 | 20,968 | |||||||||
| 1 Jun | 23382.60 | 249.95 | -211.05 (-45.78%) | 17.43 | 48,788 | 8,361 | 9,294 | |||||||||
| 29 May | 23547.75 | 469 | -159 (-25.32%) | 19.96 | 2,264 | 690 | 933 | |||||||||
| 27 May | 23907.15 | 654.15 | 8.15 (1.26%) | 15.55 | 310 | 74 | 244 | |||||||||
| 26 May | 23913.70 | 647.9 | -116.1 (-15.20%) | 15.23 | 65 | 1 | 170 | |||||||||
| 25 May | 24031.70 | 808 | 255 (46.11%) | 18.02 | 405 | -169 | 170 | |||||||||
| 22 May | 23719.30 | 583 | 60 (11.47%) | 15.96 | 270 | -7 | 339 | |||||||||
| 21 May | 23654.70 | 526.55 | -39.45 (-6.97%) | 16.13 | 140 | -5 | 347 | |||||||||
| 20 May | 23659.00 | 571 | 22 (4.01%) | 17.37 | 612 | 265 | 352 | |||||||||
| 19 May | 23618.00 | 539 | -65 (-10.76%) | 17.01 | 79 | -31 | 86 | |||||||||
| 18 May | 23649.95 | 608 | 1 (0.16%) | 18.34 | 466 | 73 | 123 | |||||||||
| 15 May | 23643.50 | 595.65 | -53 (-8.17%) | 16.75 | 60 | 5 | 49 | |||||||||
| 14 May | 23689.60 | 649.2 | 116 (21.76%) | 16.75 | 133 | -21 | 46 | |||||||||
| 13 May | 23412.60 | 547.3 | 33.7 (6.56%) | 0 | 184 | 56 | 67 | |||||||||
| 12 May | 23379.55 | 515.35 | -463.65 (-47.36%) | 18.3 | 17 | 10 | 10 | |||||||||
| 11 May | 23815.85 | 0 | -979 (-100.00%) | 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 23400 expiring on 09JUN2026
Delta for 23400 CE is 0.55
Historical price for 23400 CE is as follows
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 218.2, which was -30.8 lower than the previous day. The implied volatity was 16.7, the open interest changed by 16749 which increased total open position to 58856
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 221.4, which was -66.6 lower than the previous day. The implied volatity was 17.25, the open interest changed by 21925 which increased total open position to 42614
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 294.55, which was 36.55 higher than the previous day. The implied volatity was 15.96, the open interest changed by 11686 which increased total open position to 20968
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 249.95, which was -211.05 lower than the previous day. The implied volatity was 17.43, the open interest changed by 8361 which increased total open position to 9294
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 469, which was -159 lower than the previous day. The implied volatity was 19.96, the open interest changed by 690 which increased total open position to 933
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 654.15, which was 8.15 higher than the previous day. The implied volatity was 15.55, the open interest changed by 74 which increased total open position to 244
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 647.9, which was -116.1 lower than the previous day. The implied volatity was 15.23, the open interest changed by 1 which increased total open position to 170
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 808, which was 255 higher than the previous day. The implied volatity was 18.02, the open interest changed by -169 which decreased total open position to 170
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 583, which was 60 higher than the previous day. The implied volatity was 15.96, the open interest changed by -7 which decreased total open position to 339
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 526.55, which was -39.45 lower than the previous day. The implied volatity was 16.13, the open interest changed by -5 which decreased total open position to 347
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 571, which was 22 higher than the previous day. The implied volatity was 17.37, the open interest changed by 265 which increased total open position to 352
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 539, which was -65 lower than the previous day. The implied volatity was 17.01, the open interest changed by -31 which decreased total open position to 86
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 608, which was 1 higher than the previous day. The implied volatity was 18.34, the open interest changed by 73 which increased total open position to 123
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 595.65, which was -53 lower than the previous day. The implied volatity was 16.75, the open interest changed by 5 which increased total open position to 49
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 649.2, which was 116 higher than the previous day. The implied volatity was 16.75, the open interest changed by -21 which decreased total open position to 46
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 547.3, which was 33.7 higher than the previous day. The implied volatity was 0, the open interest changed by 56 which increased total open position to 67
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 515.35, which was -463.65 lower than the previous day. The implied volatity was 18.3, the open interest changed by 10 which increased total open position to 10
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 0, which was -979 lower than the previous day. The implied volatity was 0, 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 (5d) 23400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.11
Theta: -9.98
Gamma: 0.00119
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Jun | 23416.55 | 104.75 | -43.6 (-29.39%) | 11.62 | 27,64,427 | 25,850 | 83,906 |
| 3 Jun | 23405.60 | 153.45 | 47.1 (44.29%) | 13.23 | 16,89,626 | 14,235 | 59,771 |
| 2 Jun | 23483.55 | 103.95 | -85.55 (-45.15%) | 12.68 | 3,39,115 | 24,640 | 46,269 |
| 1 Jun | 23382.60 | 190.9 | 70.9 (59.08%) | 13.84 | 1,08,837 | 4,906 | 21,729 |
| 29 May | 23547.75 | 120.45 | 59.4 (97.30%) | 13.39 | 50,729 | 3,500 | 16,824 |
| 27 May | 23907.15 | 60.35 | -25.7 (-29.87%) | 13.71 | 29,462 | 10,285 | 13,373 |
| 26 May | 23913.70 | 84 | 7.85 (10.31%) | 15.34 | 8,427 | 1,068 | 3,145 |
| 25 May | 24031.70 | 72 | -111.25 (-60.71%) | 15.58 | 4,628 | 1,059 | 2,107 |
| 22 May | 23719.30 | 171.6 | -71.45 (-29.40%) | 16.09 | 1,552 | 582 | 1,053 |
| 21 May | 23654.70 | 242.15 | -16.75 (-6.47%) | 17.58 | 639 | 49 | 471 |
| 20 May | 23659.00 | 248.8 | -40.65 (-14.04%) | 17.8 | 1,009 | 125 | 426 |
| 19 May | 23618.00 | 287.65 | -24.45 (-7.83%) | 18.22 | 181 | 28 | 301 |
| 18 May | 23649.95 | 310.25 | -1.4 (-0.45%) | 19.6 | 559 | 79 | 283 |
| 15 May | 23643.50 | 307.6 | 23.6 (8.31%) | 18.7 | 201 | 21 | 204 |
| 14 May | 23689.60 | 276.7 | -123.85 (-30.92%) | 17.54 | 384 | 31 | 207 |
| 13 May | 23412.60 | 398.7 | -15.55 (-3.75%) | 0 | 378 | 109 | 175 |
| 12 May | 23379.55 | 400 | 140.45 (54.11%) | 0 | 71 | 31 | 65 |
| 11 May | 23815.85 | 256.35 | 98.6 (62.50%) | 0 | 35 | 11 | 37 |
| 8 May | 24176.15 | 157.75 | 25.55 (19.33%) | 16.89 | 30 | 20 | 27 |
| 7 May | 24326.65 | 132.2 | -82.8 (-38.51%) | 17.01 | 12 | 6 | 6 |
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23400 expiring on 09JUN2026
Delta for 23400 PE is -0.43
Historical price for 23400 PE is as follows
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 104.75, which was -43.6 lower than the previous day. The implied volatity was 11.62, the open interest changed by 25850 which increased total open position to 83906
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 153.45, which was 47.1 higher than the previous day. The implied volatity was 13.23, the open interest changed by 14235 which increased total open position to 59771
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 103.95, which was -85.55 lower than the previous day. The implied volatity was 12.68, the open interest changed by 24640 which increased total open position to 46269
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 190.9, which was 70.9 higher than the previous day. The implied volatity was 13.84, the open interest changed by 4906 which increased total open position to 21729
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 120.45, which was 59.4 higher than the previous day. The implied volatity was 13.39, the open interest changed by 3500 which increased total open position to 16824
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 60.35, which was -25.7 lower than the previous day. The implied volatity was 13.71, the open interest changed by 10285 which increased total open position to 13373
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 84, which was 7.85 higher than the previous day. The implied volatity was 15.34, the open interest changed by 1068 which increased total open position to 3145
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 72, which was -111.25 lower than the previous day. The implied volatity was 15.58, the open interest changed by 1059 which increased total open position to 2107
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 171.6, which was -71.45 lower than the previous day. The implied volatity was 16.09, the open interest changed by 582 which increased total open position to 1053
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 242.15, which was -16.75 lower than the previous day. The implied volatity was 17.58, the open interest changed by 49 which increased total open position to 471
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 248.8, which was -40.65 lower than the previous day. The implied volatity was 17.8, the open interest changed by 125 which increased total open position to 426
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 287.65, which was -24.45 lower than the previous day. The implied volatity was 18.22, the open interest changed by 28 which increased total open position to 301
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 310.25, which was -1.4 lower than the previous day. The implied volatity was 19.6, the open interest changed by 79 which increased total open position to 283
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 307.6, which was 23.6 higher than the previous day. The implied volatity was 18.7, the open interest changed by 21 which increased total open position to 204
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 276.7, which was -123.85 lower than the previous day. The implied volatity was 17.54, the open interest changed by 31 which increased total open position to 207
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 398.7, which was -15.55 lower than the previous day. The implied volatity was 0, the open interest changed by 109 which increased total open position to 175
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 400, which was 140.45 higher than the previous day. The implied volatity was 0, the open interest changed by 31 which increased total open position to 65
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 256.35, which was 98.6 higher than the previous day. The implied volatity was 0, the open interest changed by 11 which increased total open position to 37
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 157.75, which was 25.55 higher than the previous day. The implied volatity was 16.89, the open interest changed by 20 which increased total open position to 27
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 132.2, which was -82.8 lower than the previous day. The implied volatity was 17.01, the open interest changed by 6 which increased total open position to 6
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
