Historical option data for NIFTY
29 May 2026 04:10 PM IST
| NIFTY 02-Jun-2026 (3d) 23600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 0.1
Theta: -24.29
Gamma: 0.0008
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 23547.75 | 210.5 | -183.8 (-46.61%) | 19.35 | 3,88,770 | 17,073 | 24,136 | |||||||||
| 27 May | 23907.15 | 406 | -1.3 (-0.32%) | 15 | 42,793 | 1,726 | 7,131 | |||||||||
| 26 May | 23913.70 | 410.15 | -119.9 (-22.62%) | 12.92 | 8,932 | 640 | 5,462 | |||||||||
| 25 May | 24031.70 | 573 | 236.75 (70.41%) | 18.67 | 9,631 | 195 | 4,849 | |||||||||
| 22 May | 23719.30 | 356.1 | 51.05 (16.73%) | 15.08 | 19,246 | -669 | 4,925 | |||||||||
| 21 May | 23654.70 | 301.75 | -45.25 (-13.04%) | 14.66 | 29,730 | 1,140 | 5,600 | |||||||||
| 20 May | 23659.00 | 361.95 | 29.95 (9.02%) | 16.8 | 35,500 | 2,352 | 4,504 | |||||||||
| 19 May | 23618.00 | 325.05 | -74.95 (-18.74%) | 15.88 | 5,848 | 723 | 2,065 | |||||||||
| 18 May | 23649.95 | 403.3 | -3.7 (-0.91%) | 18.23 | 5,326 | 782 | 1,359 | |||||||||
| 15 May | 23643.50 | 418.7 | -24.5 (-5.53%) | 17.16 | 1,209 | 27 | 582 | |||||||||
| 14 May | 23689.60 | 481.6 | 128.75 (36.49%) | 18.34 | 1,853 | -13 | 563 | |||||||||
| 13 May | 23412.60 | 354.35 | 3.45 (0.98%) | 0 | 1,064 | 19 | 577 | |||||||||
| 12 May | 23379.55 | 354.4 | -285.4 (-44.61%) | 0 | 1,277 | 512 | 561 | |||||||||
| 11 May | 23815.85 | 639.8 | -196.45 (-23.49%) | 0 | 38 | 27 | 50 | |||||||||
| 8 May | 24176.15 | 840.05 | -143.35 (-14.58%) | 16.73 | 16 | 1 | 23 | |||||||||
| 7 May | 24326.65 | 983.4 | 194.5 (24.65%) | 15.98 | 4 | 0 | 22 | |||||||||
| 6 May | 24330.95 | 788.9 | 65.4 (9.04%) | 17.04 | 37 | -13 | 23 | |||||||||
| 5 May | 24032.80 | 723.5 | -99 (-12.04%) | 14.63 | 62 | 36 | 36 | |||||||||
| 4 May | 24119.30 | 825 | 825 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 23997.55 | 825 | -185 (-18.32%) | 17.23 | 5 | 2 | 2 | |||||||||
| 29 Apr | 24177.65 | 1010 | 176.5 (21.18%) | 17.75 | 1 | 0 | 1 | |||||||||
| 28 Apr | 23995.70 | 833.5 | -161.5 (-16.23%) | 17.11 | 2 | 1 | 2 | |||||||||
| 27 Apr | 24092.70 | 995 | 0 (0.00%) | 24.27 | 0 | 0 | 1 | |||||||||
| 24 Apr | 23897.95 | 995 | -312.45 (-23.90%) | 24.27 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 23600 expiring on 02JUN2026
Delta for 23600 CE is 0.52
Historical price for 23600 CE is as follows
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 210.5, which was -183.8 lower than the previous day. The implied volatity was 19.35, the open interest changed by 17073 which increased total open position to 24136
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 406, which was -1.3 lower than the previous day. The implied volatity was 15, the open interest changed by 1726 which increased total open position to 7131
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 410.15, which was -119.9 lower than the previous day. The implied volatity was 12.92, the open interest changed by 640 which increased total open position to 5462
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 573, which was 236.75 higher than the previous day. The implied volatity was 18.67, the open interest changed by 195 which increased total open position to 4849
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 356.1, which was 51.05 higher than the previous day. The implied volatity was 15.08, the open interest changed by -669 which decreased total open position to 4925
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 301.75, which was -45.25 lower than the previous day. The implied volatity was 14.66, the open interest changed by 1140 which increased total open position to 5600
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 361.95, which was 29.95 higher than the previous day. The implied volatity was 16.8, the open interest changed by 2352 which increased total open position to 4504
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 325.05, which was -74.95 lower than the previous day. The implied volatity was 15.88, the open interest changed by 723 which increased total open position to 2065
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 403.3, which was -3.7 lower than the previous day. The implied volatity was 18.23, the open interest changed by 782 which increased total open position to 1359
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 418.7, which was -24.5 lower than the previous day. The implied volatity was 17.16, the open interest changed by 27 which increased total open position to 582
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 481.6, which was 128.75 higher than the previous day. The implied volatity was 18.34, the open interest changed by -13 which decreased total open position to 563
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 354.35, which was 3.45 higher than the previous day. The implied volatity was 0, the open interest changed by 19 which increased total open position to 577
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 354.4, which was -285.4 lower than the previous day. The implied volatity was 0, the open interest changed by 512 which increased total open position to 561
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 639.8, which was -196.45 lower than the previous day. The implied volatity was 0, the open interest changed by 27 which increased total open position to 50
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 840.05, which was -143.35 lower than the previous day. The implied volatity was 16.73, the open interest changed by 1 which increased total open position to 23
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 983.4, which was 194.5 higher than the previous day. The implied volatity was 15.98, the open interest changed by 0 which decreased total open position to 22
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 788.9, which was 65.4 higher than the previous day. The implied volatity was 17.04, the open interest changed by -13 which decreased total open position to 23
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 723.5, which was -99 lower than the previous day. The implied volatity was 14.63, the open interest changed by 36 which increased total open position to 36
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 825, which was 825 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 825, which was -185 lower than the previous day. The implied volatity was 17.23, the open interest changed by 2 which increased total open position to 2
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 1010, which was 176.5 higher than the previous day. The implied volatity was 17.75, the open interest changed by 0 which decreased total open position to 1
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 833.5, which was -161.5 lower than the previous day. The implied volatity was 17.11, the open interest changed by 1 which increased total open position to 2
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 995, which was 0 lower than the previous day. The implied volatity was 24.27, the open interest changed by 0 which decreased total open position to 1
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 995, which was -312.45 lower than the previous day. The implied volatity was 24.27, the open interest changed by 0 which decreased total open position to 0
| NIFTY 02-Jun-2026 (3d) 23600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.1
Theta: -9.79
Gamma: 0.00153
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 23547.75 | 92.45 | 55.1 (147.52%) | 10.12 | 28,52,993 | 9,786 | 67,506 |
| 27 May | 23907.15 | 36.8 | -26.6 (-41.96%) | 12.03 | 6,45,797 | 30,121 | 58,709 |
| 26 May | 23913.70 | 60.8 | 3.3 (5.74%) | 14.04 | 1,75,548 | 12,950 | 28,276 |
| 25 May | 24031.70 | 52 | -125.85 (-70.76%) | 14.65 | 56,890 | 9,625 | 15,341 |
| 22 May | 23719.30 | 161.85 | -85.85 (-34.66%) | 14.71 | 31,141 | 682 | 5,769 |
| 21 May | 23654.70 | 250.2 | -12.9 (-4.90%) | 16.99 | 31,864 | 633 | 5,095 |
| 20 May | 23659.00 | 243.1 | -57.25 (-19.06%) | 16.48 | 25,940 | 2,418 | 4,464 |
| 19 May | 23618.00 | 297.55 | -24.3 (-7.55%) | 17.45 | 6,769 | 212 | 2,044 |
| 18 May | 23649.95 | 315.5 | -20.6 (-6.13%) | 18.8 | 5,495 | 1,163 | 1,854 |
| 15 May | 23643.50 | 326.3 | 16.35 (5.28%) | 17.93 | 1,983 | 106 | 680 |
| 14 May | 23689.60 | 296.85 | -155.9 (-34.43%) | 17.1 | 1,664 | 165 | 575 |
| 13 May | 23412.60 | 442.05 | -29.95 (-6.35%) | 0 | 763 | 175 | 412 |
| 12 May | 23379.55 | 450.2 | 168.6 (59.87%) | 0 | 1,117 | 56 | 242 |
| 11 May | 23815.85 | 282.9 | 117.1 (70.63%) | 0 | 232 | 34 | 185 |
| 8 May | 24176.15 | 167.3 | 31.8 (23.47%) | 16.68 | 76 | 37 | 154 |
| 7 May | 24326.65 | 130.65 | -4.25 (-3.15%) | 16.31 | 128 | 59 | 117 |
| 6 May | 24330.95 | 130 | -112.2 (-46.33%) | 16.22 | 96 | 31 | 50 |
| 5 May | 24032.80 | 242.2 | -23.15 (-8.72%) | 17.63 | 16 | 4 | 18 |
| 4 May | 24119.30 | 265.35 | -25.65 (-8.81%) | 18.22 | 1 | -16 | 15 |
| 30 Apr | 23997.55 | 291 | 48.05 (19.78%) | 18.39 | 46 | -16 | 15 |
| 29 Apr | 24177.65 | 244 | 70.15 (40.35%) | 17.71 | 40 | 27 | 27 |
| 28 Apr | 23995.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 24092.70 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 23897.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23600 expiring on 02JUN2026
Delta for 23600 PE is -0.46
Historical price for 23600 PE is as follows
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 92.45, which was 55.1 higher than the previous day. The implied volatity was 10.12, the open interest changed by 9786 which increased total open position to 67506
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 36.8, which was -26.6 lower than the previous day. The implied volatity was 12.03, the open interest changed by 30121 which increased total open position to 58709
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 60.8, which was 3.3 higher than the previous day. The implied volatity was 14.04, the open interest changed by 12950 which increased total open position to 28276
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 52, which was -125.85 lower than the previous day. The implied volatity was 14.65, the open interest changed by 9625 which increased total open position to 15341
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 161.85, which was -85.85 lower than the previous day. The implied volatity was 14.71, the open interest changed by 682 which increased total open position to 5769
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 250.2, which was -12.9 lower than the previous day. The implied volatity was 16.99, the open interest changed by 633 which increased total open position to 5095
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 243.1, which was -57.25 lower than the previous day. The implied volatity was 16.48, the open interest changed by 2418 which increased total open position to 4464
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 297.55, which was -24.3 lower than the previous day. The implied volatity was 17.45, the open interest changed by 212 which increased total open position to 2044
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 315.5, which was -20.6 lower than the previous day. The implied volatity was 18.8, the open interest changed by 1163 which increased total open position to 1854
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 326.3, which was 16.35 higher than the previous day. The implied volatity was 17.93, the open interest changed by 106 which increased total open position to 680
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 296.85, which was -155.9 lower than the previous day. The implied volatity was 17.1, the open interest changed by 165 which increased total open position to 575
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 442.05, which was -29.95 lower than the previous day. The implied volatity was 0, the open interest changed by 175 which increased total open position to 412
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 450.2, which was 168.6 higher than the previous day. The implied volatity was 0, the open interest changed by 56 which increased total open position to 242
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 282.9, which was 117.1 higher than the previous day. The implied volatity was 0, the open interest changed by 34 which increased total open position to 185
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 167.3, which was 31.8 higher than the previous day. The implied volatity was 16.68, the open interest changed by 37 which increased total open position to 154
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 130.65, which was -4.25 lower than the previous day. The implied volatity was 16.31, the open interest changed by 59 which increased total open position to 117
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 130, which was -112.2 lower than the previous day. The implied volatity was 16.22, the open interest changed by 31 which increased total open position to 50
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 242.2, which was -23.15 lower than the previous day. The implied volatity was 17.63, the open interest changed by 4 which increased total open position to 18
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 265.35, which was -25.65 lower than the previous day. The implied volatity was 18.22, the open interest changed by -16 which decreased total open position to 15
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 291, which was 48.05 higher than the previous day. The implied volatity was 18.39, the open interest changed by -16 which decreased total open position to 15
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 244, which was 70.15 higher than the previous day. The implied volatity was 17.71, the open interest changed by 27 which increased total open position to 27
On 28 Apr NIFTY was trading at 23995.70. 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 27 Apr NIFTY was trading at 24092.70. 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 24 Apr NIFTY was trading at 23897.95. 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
