Historical option data for NIFTY
04 Jun 2026 04:10 PM IST
| NIFTY 09-Jun-2026 (4d) 23450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.11
Theta: -18.74
Gamma: 0.00086
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Jun | 23416.55 | 188.25 | -33.75 (-15.20%) | 16.36 | 15,68,286 | 14,935 | 33,813 | |||||||||
| 3 Jun | 23405.60 | 195 | -54 (-21.69%) | 17.1 | 10,62,353 | 10,504 | 19,570 | |||||||||
| 2 Jun | 23483.55 | 259 | 31 (13.60%) | 15.49 | 1,30,605 | 5,871 | 9,052 | |||||||||
| 1 Jun | 23382.60 | 220.05 | -203.95 (-48.10%) | 16.86 | 20,744 | 2,871 | 3,182 | |||||||||
| 29 May | 23547.75 | 429.05 | -178.95 (-29.43%) | 19.61 | 684 | 237 | 312 | |||||||||
| 27 May | 23907.15 | 603.25 | 39.25 (6.96%) | 14.88 | 76 | 16 | 76 | |||||||||
| 26 May | 23913.70 | 563.5 | -96.5 (-14.62%) | 11.36 | 13 | -5 | 59 | |||||||||
| 25 May | 24031.70 | 501.5 | -0.5 (-0.10%) | 15.69 | 37 | 0 | 65 | |||||||||
| 22 May | 23719.30 | 508.05 | 9.05 (1.81%) | 15.13 | 37 | 21 | 63 | |||||||||
| 21 May | 23654.70 | 499 | -35 (-6.55%) | 15.63 | 36 | 3 | 41 | |||||||||
| 20 May | 23659.00 | 531.85 | 13.85 (2.67%) | 16.9 | 166 | -15 | 39 | |||||||||
| 19 May | 23618.00 | 518.1 | -53.9 (-9.42%) | 17.49 | 2 | -1 | 53 | |||||||||
| 18 May | 23649.95 | 572.1 | -28.9 (-4.81%) | 18.16 | 76 | 45 | 57 | |||||||||
| 15 May | 23643.50 | 601.3 | -15.65 (-2.54%) | 16.79 | 8 | -8 | 12 | |||||||||
| 14 May | 23689.60 | 616.95 | 105.7 (20.67%) | 16.56 | 62 | 1 | 20 | |||||||||
| 13 May | 23412.60 | 514.8 | -429.3 (-45.47%) | 18.63 | 28 | 18 | 18 | |||||||||
| 12 May | 23379.55 | 0 | -944 (-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 23450 expiring on 09JUN2026
Delta for 23450 CE is 0.51
Historical price for 23450 CE is as follows
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 188.25, which was -33.75 lower than the previous day. The implied volatity was 16.36, the open interest changed by 14935 which increased total open position to 33813
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 195, which was -54 lower than the previous day. The implied volatity was 17.1, the open interest changed by 10504 which increased total open position to 19570
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 259, which was 31 higher than the previous day. The implied volatity was 15.49, the open interest changed by 5871 which increased total open position to 9052
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 220.05, which was -203.95 lower than the previous day. The implied volatity was 16.86, the open interest changed by 2871 which increased total open position to 3182
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 429.05, which was -178.95 lower than the previous day. The implied volatity was 19.61, the open interest changed by 237 which increased total open position to 312
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 603.25, which was 39.25 higher than the previous day. The implied volatity was 14.88, the open interest changed by 16 which increased total open position to 76
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 563.5, which was -96.5 lower than the previous day. The implied volatity was 11.36, the open interest changed by -5 which decreased total open position to 59
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 501.5, which was -0.5 lower than the previous day. The implied volatity was 15.69, the open interest changed by 0 which decreased total open position to 65
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 508.05, which was 9.05 higher than the previous day. The implied volatity was 15.13, the open interest changed by 21 which increased total open position to 63
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 499, which was -35 lower than the previous day. The implied volatity was 15.63, the open interest changed by 3 which increased total open position to 41
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 531.85, which was 13.85 higher than the previous day. The implied volatity was 16.9, the open interest changed by -15 which decreased total open position to 39
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 518.1, which was -53.9 lower than the previous day. The implied volatity was 17.49, the open interest changed by -1 which decreased total open position to 53
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 572.1, which was -28.9 lower than the previous day. The implied volatity was 18.16, the open interest changed by 45 which increased total open position to 57
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 601.3, which was -15.65 lower than the previous day. The implied volatity was 16.79, the open interest changed by -8 which decreased total open position to 12
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 616.95, which was 105.7 higher than the previous day. The implied volatity was 16.56, the open interest changed by 1 which increased total open position to 20
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 514.8, which was -429.3 lower than the previous day. The implied volatity was 18.63, the open interest changed by 18 which increased total open position to 18
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 0, which was -944 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 (4d) 23450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.11
Theta: -9.79
Gamma: 0.00125
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Jun | 23416.55 | 123.8 | -44.1 (-26.27%) | 11.25 | 11,89,654 | 22,270 | 35,438 |
| 3 Jun | 23405.60 | 176.2 | 49.85 (39.45%) | 13 | 5,69,961 | -629 | 14,078 |
| 2 Jun | 23483.55 | 120.35 | -92.05 (-43.34%) | 12.42 | 1,32,081 | 11,753 | 14,794 |
| 1 Jun | 23382.60 | 214.95 | 80.35 (59.70%) | 13.91 | 39,395 | 1,514 | 3,031 |
| 29 May | 23547.75 | 138 | 68.75 (99.28%) | 13.38 | 11,153 | 622 | 1,512 |
| 27 May | 23907.15 | 67.4 | -30.2 (-30.94%) | 13.46 | 3,371 | 608 | 905 |
| 26 May | 23913.70 | 93.8 | 7.45 (8.63%) | 15.2 | 801 | 67 | 295 |
| 25 May | 24031.70 | 77.5 | -118.6 (-60.48%) | 15.29 | 615 | 54 | 228 |
| 22 May | 23719.30 | 175 | -84.5 (-32.56%) | 15.43 | 213 | 22 | 178 |
| 21 May | 23654.70 | 258.55 | -16.8 (-6.10%) | 17.34 | 208 | -33 | 156 |
| 20 May | 23659.00 | 264.45 | -43.65 (-14.17%) | 17.72 | 373 | 65 | 188 |
| 19 May | 23618.00 | 302.75 | -24.5 (-7.49%) | 17.98 | 21 | 3 | 125 |
| 18 May | 23649.95 | 338.2 | -10.7 (-3.07%) | 19.9 | 173 | 80 | 121 |
| 15 May | 23643.50 | 348.9 | 30.85 (9.70%) | 18.9 | 27 | -11 | 40 |
| 14 May | 23689.60 | 318.05 | -103.55 (-24.56%) | 0 | 32 | 0 | 31 |
| 13 May | 23412.60 | 413.85 | 185.85 (81.51%) | 0 | 50 | 9 | 24 |
| 12 May | 23379.55 | 228 | 0 (0.00%) | 0 | 0 | 0 | 15 |
| 11 May | 23815.85 | 228 | 53.05 (30.32%) | 0 | 1 | 0 | 15 |
| 8 May | 24176.15 | 174.95 | 12.2 (7.50%) | 17.06 | 16 | 10 | 14 |
| 7 May | 24326.65 | 162.75 | -66.7 (-29.07%) | 17.98 | 4 | 3 | 3 |
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23450 expiring on 09JUN2026
Delta for 23450 PE is -0.49
Historical price for 23450 PE is as follows
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 123.8, which was -44.1 lower than the previous day. The implied volatity was 11.25, the open interest changed by 22270 which increased total open position to 35438
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 176.2, which was 49.85 higher than the previous day. The implied volatity was 13, the open interest changed by -629 which decreased total open position to 14078
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 120.35, which was -92.05 lower than the previous day. The implied volatity was 12.42, the open interest changed by 11753 which increased total open position to 14794
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 214.95, which was 80.35 higher than the previous day. The implied volatity was 13.91, the open interest changed by 1514 which increased total open position to 3031
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 138, which was 68.75 higher than the previous day. The implied volatity was 13.38, the open interest changed by 622 which increased total open position to 1512
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 67.4, which was -30.2 lower than the previous day. The implied volatity was 13.46, the open interest changed by 608 which increased total open position to 905
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 93.8, which was 7.45 higher than the previous day. The implied volatity was 15.2, the open interest changed by 67 which increased total open position to 295
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 77.5, which was -118.6 lower than the previous day. The implied volatity was 15.29, the open interest changed by 54 which increased total open position to 228
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 175, which was -84.5 lower than the previous day. The implied volatity was 15.43, the open interest changed by 22 which increased total open position to 178
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 258.55, which was -16.8 lower than the previous day. The implied volatity was 17.34, the open interest changed by -33 which decreased total open position to 156
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 264.45, which was -43.65 lower than the previous day. The implied volatity was 17.72, the open interest changed by 65 which increased total open position to 188
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 302.75, which was -24.5 lower than the previous day. The implied volatity was 17.98, the open interest changed by 3 which increased total open position to 125
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 338.2, which was -10.7 lower than the previous day. The implied volatity was 19.9, the open interest changed by 80 which increased total open position to 121
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 348.9, which was 30.85 higher than the previous day. The implied volatity was 18.9, the open interest changed by -11 which decreased total open position to 40
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 318.05, which was -103.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 31
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 413.85, which was 185.85 higher than the previous day. The implied volatity was 0, the open interest changed by 9 which increased total open position to 24
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 228, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 15
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 228, which was 53.05 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 15
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 174.95, which was 12.2 higher than the previous day. The implied volatity was 17.06, the open interest changed by 10 which increased total open position to 14
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 162.75, which was -66.7 lower than the previous day. The implied volatity was 17.98, the open interest changed by 3 which increased total open position to 3
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
