Historical option data for NIFTY
22 May 2026 04:10 PM IST
| NIFTY 23-Jun-2026 (31d) 23500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.26
Theta: -7.67
Gamma: 0.00035
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 23719.30 | 620.1 | 34.1 (5.82%) | 15.36 | 61 | 11 | 1,692 | |||||||||
| 21 May | 23654.70 | 584.45 | -48.55 (-7.67%) | 15.59 | 239 | 33 | 1,699 | |||||||||
| 20 May | 23659.00 | 634.3 | -7.7 (-1.20%) | 16.6 | 1,869 | 1,666 | 1,666 | |||||||||
For Nifty - strike price 23500 expiring on 23JUN2026
Delta for 23500 CE is 0.63
Historical price for 23500 CE is as follows
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 620.1, which was 34.1 higher than the previous day. The implied volatity was 15.36, the open interest changed by 11 which increased total open position to 1692
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 584.45, which was -48.55 lower than the previous day. The implied volatity was 15.59, the open interest changed by 33 which increased total open position to 1699
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 634.3, which was -7.7 lower than the previous day. The implied volatity was 16.6, the open interest changed by 1666 which increased total open position to 1666
| NIFTY 23-Jun-2026 (31d) 23500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.27
Theta: -4.66
Gamma: 0.00032
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 23719.30 | 305.25 | -80.45 (-20.86%) | 16.58 | 127 | 17 | 1,713 |
| 21 May | 23654.70 | 390 | -6.95 (-1.75%) | 17.99 | 239 | 39 | 1,700 |
| 20 May | 23659.00 | 383.65 | -7.35 (-1.88%) | 17.86 | 1,828 | 1,661 | 1,661 |
For Nifty - strike price 23500 expiring on 23JUN2026
Delta for 23500 PE is -0.37
Historical price for 23500 PE is as follows
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 305.25, which was -80.45 lower than the previous day. The implied volatity was 16.58, the open interest changed by 17 which increased total open position to 1713
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 390, which was -6.95 lower than the previous day. The implied volatity was 17.99, the open interest changed by 39 which increased total open position to 1700
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 383.65, which was -7.35 lower than the previous day. The implied volatity was 17.86, the open interest changed by 1661 which increased total open position to 1661
