Historical option data for NIFTY
03 Jun 2026 04:10 PM IST
| NIFTY 09-Jun-2026 (6d) 23500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 0.12
Theta: -17.55
Gamma: 0.00076
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 23405.60 | 169.05 | -55.95 (-24.87%) | 16.82 | 23,21,727 | 45,724 | 1,12,449 | |||||||||
| 2 Jun | 23483.55 | 229.2 | 26.2 (12.91%) | 15.32 | 5,71,703 | 33,727 | 66,889 | |||||||||
| 1 Jun | 23382.60 | 197.75 | -192.25 (-49.29%) | 17.06 | 1,48,651 | 21,638 | 33,271 | |||||||||
| 29 May | 23547.75 | 390 | -167 (-29.98%) | 18.71 | 26,795 | 9,973 | 11,568 | |||||||||
| 27 May | 23907.15 | 563.45 | -5.55 (-0.98%) | 14.93 | 1,933 | 157 | 1,595 | |||||||||
| 26 May | 23913.70 | 574 | -105 (-15.46%) | 14.19 | 1,615 | 717 | 1,438 | |||||||||
| 25 May | 24031.70 | 719 | 221 (44.38%) | 17.14 | 962 | -202 | 749 | |||||||||
| 22 May | 23719.30 | 515.55 | 56.55 (12.32%) | 15.88 | 1,182 | 20 | 993 | |||||||||
| 21 May | 23654.70 | 452.5 | -53.5 (-10.57%) | 15.49 | 1,423 | 17 | 973 | |||||||||
| 20 May | 23659.00 | 520.9 | 31.9 (6.52%) | 17.43 | 2,387 | 498 | 957 | |||||||||
| 19 May | 23618.00 | 482.7 | -59.3 (-10.94%) | 17.1 | 618 | 98 | 459 | |||||||||
| 18 May | 23649.95 | 544 | -2 (-0.37%) | 18.14 | 945 | 154 | 364 | |||||||||
| 15 May | 23643.50 | 559.85 | -21.25 (-3.66%) | 17.53 | 191 | 21 | 210 | |||||||||
| 14 May | 23689.60 | 599.95 | 120.7 (25.19%) | 17.61 | 528 | -27 | 186 | |||||||||
| 13 May | 23412.60 | 481.85 | 18.8 (4.06%) | 0 | 499 | 134 | 213 | |||||||||
| 12 May | 23379.55 | 486.1 | -446.9 (-47.90%) | 19.09 | 122 | 78 | 78 | |||||||||
| 11 May | 23815.85 | 932.55 | -0.45 (-0.05%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 24176.15 | 932.55 | 23.1 (2.54%) | 14.92 | 2 | 1 | 1 | |||||||||
| 7 May | 24326.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23500 expiring on 09JUN2026
Delta for 23500 CE is 0.44
Historical price for 23500 CE is as follows
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 169.05, which was -55.95 lower than the previous day. The implied volatity was 16.82, the open interest changed by 45724 which increased total open position to 112449
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 229.2, which was 26.2 higher than the previous day. The implied volatity was 15.32, the open interest changed by 33727 which increased total open position to 66889
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 197.75, which was -192.25 lower than the previous day. The implied volatity was 17.06, the open interest changed by 21638 which increased total open position to 33271
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 390, which was -167 lower than the previous day. The implied volatity was 18.71, the open interest changed by 9973 which increased total open position to 11568
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 563.45, which was -5.55 lower than the previous day. The implied volatity was 14.93, the open interest changed by 157 which increased total open position to 1595
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 574, which was -105 lower than the previous day. The implied volatity was 14.19, the open interest changed by 717 which increased total open position to 1438
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 719, which was 221 higher than the previous day. The implied volatity was 17.14, the open interest changed by -202 which decreased total open position to 749
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 515.55, which was 56.55 higher than the previous day. The implied volatity was 15.88, the open interest changed by 20 which increased total open position to 993
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 452.5, which was -53.5 lower than the previous day. The implied volatity was 15.49, the open interest changed by 17 which increased total open position to 973
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 520.9, which was 31.9 higher than the previous day. The implied volatity was 17.43, the open interest changed by 498 which increased total open position to 957
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 482.7, which was -59.3 lower than the previous day. The implied volatity was 17.1, the open interest changed by 98 which increased total open position to 459
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 544, which was -2 lower than the previous day. The implied volatity was 18.14, the open interest changed by 154 which increased total open position to 364
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 559.85, which was -21.25 lower than the previous day. The implied volatity was 17.53, the open interest changed by 21 which increased total open position to 210
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 599.95, which was 120.7 higher than the previous day. The implied volatity was 17.61, the open interest changed by -27 which decreased total open position to 186
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 481.85, which was 18.8 higher than the previous day. The implied volatity was 0, the open interest changed by 134 which increased total open position to 213
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 486.1, which was -446.9 lower than the previous day. The implied volatity was 19.09, the open interest changed by 78 which increased total open position to 78
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 932.55, which was -0.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 932.55, which was 23.1 higher than the previous day. The implied volatity was 14.92, the open interest changed by 1 which increased total open position to 1
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 (6d) 23500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.12
Theta: -10.05
Gamma: 0.00099
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 23405.60 | 202 | 59.75 (42.00%) | 12.83 | 8,60,282 | 10,721 | 73,432 |
| 2 Jun | 23483.55 | 141 | -95.55 (-40.39%) | 12.38 | 4,45,300 | 30,572 | 63,704 |
| 1 Jun | 23382.60 | 237.7 | 87.65 (58.41%) | 13.33 | 2,03,804 | 12,737 | 33,161 |
| 29 May | 23547.75 | 151.75 | 73.45 (93.81%) | 13.05 | 94,324 | 6,314 | 20,476 |
| 27 May | 23907.15 | 76.05 | -32 (-29.62%) | 13.29 | 32,639 | 5,221 | 14,146 |
| 26 May | 23913.70 | 105 | 9.35 (9.78%) | 15.16 | 22,184 | 4,839 | 8,989 |
| 25 May | 24031.70 | 86.9 | -129 (-59.75%) | 15.23 | 10,535 | 2,280 | 4,152 |
| 22 May | 23719.30 | 199.65 | -77.8 (-28.04%) | 15.79 | 4,367 | -82 | 2,089 |
| 21 May | 23654.70 | 274.65 | -18.6 (-6.34%) | 17.19 | 5,255 | 761 | 2,176 |
| 20 May | 23659.00 | 276.35 | -53.65 (-16.26%) | 17.28 | 3,343 | 661 | 1,415 |
| 19 May | 23618.00 | 325 | -17.5 (-5.11%) | 17.97 | 1,104 | 207 | 754 |
| 18 May | 23649.95 | 343.7 | -2.65 (-0.77%) | 19.25 | 1,105 | 153 | 557 |
| 15 May | 23643.50 | 339.15 | 17.05 (5.29%) | 18.04 | 810 | 65 | 401 |
| 14 May | 23689.60 | 315.55 | -130.95 (-29.33%) | 17.93 | 516 | 51 | 351 |
| 13 May | 23412.60 | 441.5 | -24 (-5.16%) | 0 | 354 | 51 | 299 |
| 12 May | 23379.55 | 439.4 | 151.45 (52.60%) | 0 | 326 | 146 | 252 |
| 11 May | 23815.85 | 290.05 | 114.7 (65.41%) | 0 | 179 | 12 | 106 |
| 8 May | 24176.15 | 175.5 | 26.65 (17.90%) | 16.54 | 123 | 47 | 97 |
| 7 May | 24326.65 | 142.2 | -102.35 (-41.85%) | 16.48 | 73 | 50 | 50 |
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23500 expiring on 09JUN2026
Delta for 23500 PE is -0.58
Historical price for 23500 PE is as follows
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 202, which was 59.75 higher than the previous day. The implied volatity was 12.83, the open interest changed by 10721 which increased total open position to 73432
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 141, which was -95.55 lower than the previous day. The implied volatity was 12.38, the open interest changed by 30572 which increased total open position to 63704
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 237.7, which was 87.65 higher than the previous day. The implied volatity was 13.33, the open interest changed by 12737 which increased total open position to 33161
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 151.75, which was 73.45 higher than the previous day. The implied volatity was 13.05, the open interest changed by 6314 which increased total open position to 20476
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 76.05, which was -32 lower than the previous day. The implied volatity was 13.29, the open interest changed by 5221 which increased total open position to 14146
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 105, which was 9.35 higher than the previous day. The implied volatity was 15.16, the open interest changed by 4839 which increased total open position to 8989
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 86.9, which was -129 lower than the previous day. The implied volatity was 15.23, the open interest changed by 2280 which increased total open position to 4152
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 199.65, which was -77.8 lower than the previous day. The implied volatity was 15.79, the open interest changed by -82 which decreased total open position to 2089
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 274.65, which was -18.6 lower than the previous day. The implied volatity was 17.19, the open interest changed by 761 which increased total open position to 2176
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 276.35, which was -53.65 lower than the previous day. The implied volatity was 17.28, the open interest changed by 661 which increased total open position to 1415
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 325, which was -17.5 lower than the previous day. The implied volatity was 17.97, the open interest changed by 207 which increased total open position to 754
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 343.7, which was -2.65 lower than the previous day. The implied volatity was 19.25, the open interest changed by 153 which increased total open position to 557
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 339.15, which was 17.05 higher than the previous day. The implied volatity was 18.04, the open interest changed by 65 which increased total open position to 401
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 315.55, which was -130.95 lower than the previous day. The implied volatity was 17.93, the open interest changed by 51 which increased total open position to 351
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 441.5, which was -24 lower than the previous day. The implied volatity was 0, the open interest changed by 51 which increased total open position to 299
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 439.4, which was 151.45 higher than the previous day. The implied volatity was 0, the open interest changed by 146 which increased total open position to 252
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 290.05, which was 114.7 higher than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 106
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 175.5, which was 26.65 higher than the previous day. The implied volatity was 16.54, the open interest changed by 47 which increased total open position to 97
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 142.2, which was -102.35 lower than the previous day. The implied volatity was 16.48, the open interest changed by 50 which increased total open position to 50
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
