Historical option data for NIFTY
12 Jun 2026 04:10 PM IST
| NIFTY 16-Jun-2026 (3d) 23500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 0.1
Theta: -18.39
Gamma: 0.00093
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 23622.90 | 242.45 | 203.6 (524.07%) | 15.46 | 54,09,531 | -37,370 | 73,707 | |||||||||
| 11 Jun | 23161.60 | 43 | -26.55 (-38.17%) | 12.92 | 15,51,492 | 12,974 | 1,13,730 | |||||||||
| 10 Jun | 23214.95 | 64.5 | -39.65 (-38.07%) | 13.27 | 18,03,120 | 37,303 | 1,01,615 | |||||||||
| 9 Jun | 23242.10 | 108.4 | 9.5 (9.61%) | 14.98 | 3,94,815 | 28,836 | 64,738 | |||||||||
| 8 Jun | 23123.00 | 92.5 | -123.05 (-57.09%) | 16.46 | 1,79,152 | 13,262 | 35,944 | |||||||||
| 5 Jun | 23366.70 | 209.5 | -45.1 (-17.71%) | 15.29 | 1,03,795 | 7,211 | 22,928 | |||||||||
| 4 Jun | 23416.55 | 266.4 | -20.15 (-7.03%) | 16.03 | 49,722 | 3,979 | 15,717 | |||||||||
| 3 Jun | 23405.60 | 266 | -53.35 (-16.71%) | 16.43 | 54,379 | 6,025 | 11,861 | |||||||||
| 2 Jun | 23483.55 | 317.15 | 30.15 (10.51%) | 15.01 | 18,486 | 2,032 | 5,927 | |||||||||
| 1 Jun | 23382.60 | 279 | -187 (-40.13%) | 16.29 | 8,568 | 1,638 | 3,891 | |||||||||
| 29 May | 23547.75 | 466 | -158 (-25.32%) | 17.74 | 1,581 | 539 | 2,272 | |||||||||
| 27 May | 23907.15 | 630 | -0.9 (-0.14%) | 14.69 | 300 | -7 | 1,736 | |||||||||
| 26 May | 23913.70 | 632 | -111.9 (-15.04%) | 14.14 | 142 | 30 | 1,745 | |||||||||
| 25 May | 24031.70 | 784.95 | 225.35 (40.27%) | 16.8 | 433 | 4 | 1,716 | |||||||||
| 22 May | 23719.30 | 590 | 54.05 (10.08%) | 16.11 | 463 | -146 | 1,715 | |||||||||
| 21 May | 23654.70 | 532.6 | -49.35 (-8.48%) | 16.04 | 897 | 163 | 1,865 | |||||||||
| 20 May | 23659.00 | 594.2 | 39 (7.02%) | 17.46 | 3,100 | 1,596 | 1,702 | |||||||||
| 19 May | 23618.00 | 545.6 | -62.4 (-10.26%) | 16.61 | 62 | 6 | 106 | |||||||||
| 18 May | 23649.95 | 612 | 4 (0.66%) | 17.77 | 206 | 38 | 102 | |||||||||
| 15 May | 23643.50 | 622.85 | -13.15 (-2.07%) | 16.93 | 51 | 33 | 63 | |||||||||
| 14 May | 23689.60 | 637.45 | 123.45 (24.02%) | 16.49 | 86 | 28 | 28 | |||||||||
| 13 May | 23412.60 | 0 | -514 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23500 expiring on 16JUN2026
Delta for 23500 CE is 0.65
Historical price for 23500 CE is as follows
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 242.45, which was 203.6 higher than the previous day. The implied volatity was 15.46, the open interest changed by -37370 which decreased total open position to 73707
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 43, which was -26.55 lower than the previous day. The implied volatity was 12.92, the open interest changed by 12974 which increased total open position to 113730
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 64.5, which was -39.65 lower than the previous day. The implied volatity was 13.27, the open interest changed by 37303 which increased total open position to 101615
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 108.4, which was 9.5 higher than the previous day. The implied volatity was 14.98, the open interest changed by 28836 which increased total open position to 64738
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 92.5, which was -123.05 lower than the previous day. The implied volatity was 16.46, the open interest changed by 13262 which increased total open position to 35944
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 209.5, which was -45.1 lower than the previous day. The implied volatity was 15.29, the open interest changed by 7211 which increased total open position to 22928
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 266.4, which was -20.15 lower than the previous day. The implied volatity was 16.03, the open interest changed by 3979 which increased total open position to 15717
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 266, which was -53.35 lower than the previous day. The implied volatity was 16.43, the open interest changed by 6025 which increased total open position to 11861
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 317.15, which was 30.15 higher than the previous day. The implied volatity was 15.01, the open interest changed by 2032 which increased total open position to 5927
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 279, which was -187 lower than the previous day. The implied volatity was 16.29, the open interest changed by 1638 which increased total open position to 3891
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 466, which was -158 lower than the previous day. The implied volatity was 17.74, the open interest changed by 539 which increased total open position to 2272
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 630, which was -0.9 lower than the previous day. The implied volatity was 14.69, the open interest changed by -7 which decreased total open position to 1736
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 632, which was -111.9 lower than the previous day. The implied volatity was 14.14, the open interest changed by 30 which increased total open position to 1745
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 784.95, which was 225.35 higher than the previous day. The implied volatity was 16.8, the open interest changed by 4 which increased total open position to 1716
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 590, which was 54.05 higher than the previous day. The implied volatity was 16.11, the open interest changed by -146 which decreased total open position to 1715
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 532.6, which was -49.35 lower than the previous day. The implied volatity was 16.04, the open interest changed by 163 which increased total open position to 1865
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 594.2, which was 39 higher than the previous day. The implied volatity was 17.46, the open interest changed by 1596 which increased total open position to 1702
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 545.6, which was -62.4 lower than the previous day. The implied volatity was 16.61, the open interest changed by 6 which increased total open position to 106
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 612, which was 4 higher than the previous day. The implied volatity was 17.77, the open interest changed by 38 which increased total open position to 102
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 622.85, which was -13.15 lower than the previous day. The implied volatity was 16.93, the open interest changed by 33 which increased total open position to 63
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 637.45, which was 123.45 higher than the previous day. The implied volatity was 16.49, the open interest changed by 28 which increased total open position to 28
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 0, which was -514 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 (3d) 23500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.09
Theta: -11.04
Gamma: 0.00111
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 23622.90 | 67.8 | -297.65 (-81.45%) | 12.5 | 32,58,952 | 1,12,817 | 1,39,509 |
| 11 Jun | 23161.60 | 340.5 | 1.35 (0.40%) | 13.2 | 2,09,948 | -2,240 | 28,392 |
| 10 Jun | 23214.95 | 344 | 58.65 (20.55%) | 15.06 | 5,50,236 | 1,493 | 30,834 |
| 9 Jun | 23242.10 | 279.05 | -155.2 (-35.74%) | 11.06 | 67,608 | 12,484 | 29,435 |
| 8 Jun | 23123.00 | 449.95 | 183.85 (69.09%) | 15.64 | 39,290 | 1,160 | 17,451 |
| 5 Jun | 23366.70 | 269.1 | 24.55 (10.04%) | 13.34 | 74,350 | 3,668 | 16,586 |
| 4 Jun | 23416.55 | 227.15 | -34.95 (-13.33%) | 12.78 | 32,960 | 4,052 | 12,929 |
| 3 Jun | 23405.60 | 275.25 | 71.5 (35.09%) | 13.74 | 28,968 | 2,462 | 8,986 |
| 2 Jun | 23483.55 | 207 | -94.1 (-31.25%) | 13.02 | 15,224 | 398 | 6,522 |
| 1 Jun | 23382.60 | 305 | 97.35 (46.88%) | 14.13 | 11,119 | 737 | 6,151 |
| 29 May | 23547.75 | 208.3 | 88.4 (73.73%) | 13.42 | 8,534 | 1,273 | 5,531 |
| 27 May | 23907.15 | 117.45 | -32.2 (-21.52%) | 13.5 | 5,556 | 483 | 4,315 |
| 26 May | 23913.70 | 147.05 | 14.55 (10.98%) | 15.01 | 3,591 | 1,912 | 3,839 |
| 25 May | 24031.70 | 123.2 | -152.5 (-55.31%) | 15.02 | 1,622 | 73 | 1,941 |
| 22 May | 23719.30 | 262.8 | -65.5 (-19.95%) | 16.53 | 394 | 89 | 1,881 |
| 21 May | 23654.70 | 335 | -11.15 (-3.22%) | 17.61 | 448 | 55 | 1,797 |
| 20 May | 23659.00 | 332.6 | -49.3 (-12.91%) | 17.64 | 3,219 | 1,531 | 1,741 |
| 19 May | 23618.00 | 388.25 | -12.9 (-3.22%) | 18.44 | 83 | 23 | 218 |
| 18 May | 23649.95 | 401 | 13.1 (3.38%) | 19.38 | 188 | 35 | 205 |
| 15 May | 23643.50 | 390.75 | 28.15 (7.76%) | 18.25 | 365 | 80 | 154 |
| 14 May | 23689.60 | 357 | -144.45 (-28.81%) | 17.47 | 124 | 70 | 70 |
| 13 May | 23412.60 | 0 | -501.45 (-100.00%) | 0 | 0 | 0 | 0 |
For Nifty - strike price 23500 expiring on 16JUN2026
Delta for 23500 PE is -0.32
Historical price for 23500 PE is as follows
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 67.8, which was -297.65 lower than the previous day. The implied volatity was 12.5, the open interest changed by 112817 which increased total open position to 139509
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 340.5, which was 1.35 higher than the previous day. The implied volatity was 13.2, the open interest changed by -2240 which decreased total open position to 28392
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 344, which was 58.65 higher than the previous day. The implied volatity was 15.06, the open interest changed by 1493 which increased total open position to 30834
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 279.05, which was -155.2 lower than the previous day. The implied volatity was 11.06, the open interest changed by 12484 which increased total open position to 29435
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 449.95, which was 183.85 higher than the previous day. The implied volatity was 15.64, the open interest changed by 1160 which increased total open position to 17451
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 269.1, which was 24.55 higher than the previous day. The implied volatity was 13.34, the open interest changed by 3668 which increased total open position to 16586
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 227.15, which was -34.95 lower than the previous day. The implied volatity was 12.78, the open interest changed by 4052 which increased total open position to 12929
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 275.25, which was 71.5 higher than the previous day. The implied volatity was 13.74, the open interest changed by 2462 which increased total open position to 8986
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 207, which was -94.1 lower than the previous day. The implied volatity was 13.02, the open interest changed by 398 which increased total open position to 6522
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 305, which was 97.35 higher than the previous day. The implied volatity was 14.13, the open interest changed by 737 which increased total open position to 6151
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 208.3, which was 88.4 higher than the previous day. The implied volatity was 13.42, the open interest changed by 1273 which increased total open position to 5531
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 117.45, which was -32.2 lower than the previous day. The implied volatity was 13.5, the open interest changed by 483 which increased total open position to 4315
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 147.05, which was 14.55 higher than the previous day. The implied volatity was 15.01, the open interest changed by 1912 which increased total open position to 3839
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 123.2, which was -152.5 lower than the previous day. The implied volatity was 15.02, the open interest changed by 73 which increased total open position to 1941
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 262.8, which was -65.5 lower than the previous day. The implied volatity was 16.53, the open interest changed by 89 which increased total open position to 1881
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 335, which was -11.15 lower than the previous day. The implied volatity was 17.61, the open interest changed by 55 which increased total open position to 1797
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 332.6, which was -49.3 lower than the previous day. The implied volatity was 17.64, the open interest changed by 1531 which increased total open position to 1741
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 388.25, which was -12.9 lower than the previous day. The implied volatity was 18.44, the open interest changed by 23 which increased total open position to 218
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 401, which was 13.1 higher than the previous day. The implied volatity was 19.38, the open interest changed by 35 which increased total open position to 205
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 390.75, which was 28.15 higher than the previous day. The implied volatity was 18.25, the open interest changed by 80 which increased total open position to 154
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 357, which was -144.45 lower than the previous day. The implied volatity was 17.47, the open interest changed by 70 which increased total open position to 70
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 0, which was -501.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
