Historical option data for NIFTY
11 Jun 2026 04:10 PM IST
| NIFTY 16-Jun-2026 (5d) 23700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 0.05
Theta: -6.12
Gamma: 0.00045
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 23161.60 | 15.15 | -15.8 (-51.05%) | 12.98 | 10,01,133 | 39,811 | 94,296 | |||||||||
| 10 Jun | 23214.95 | 28 | -21.75 (-43.72%) | 13.46 | 9,02,141 | 18,137 | 55,128 | |||||||||
| 9 Jun | 23242.10 | 52.85 | -0.35 (-0.66%) | 14.61 | 1,81,176 | 18,884 | 37,000 | |||||||||
| 8 Jun | 23123.00 | 49 | -86 (-63.70%) | 16.23 | 89,307 | 11,155 | 18,152 | |||||||||
| 5 Jun | 23366.70 | 131.45 | -33 (-20.07%) | 15.11 | 31,705 | 2,244 | 6,988 | |||||||||
| 4 Jun | 23416.55 | 173 | -22.3 (-11.42%) | 15.53 | 21,636 | 810 | 4,798 | |||||||||
| 3 Jun | 23405.60 | 180.4 | -31 (-14.66%) | 16.21 | 21,560 | 1,452 | 4,043 | |||||||||
| 2 Jun | 23483.55 | 214.2 | 14.2 (7.10%) | 14.55 | 8,104 | 1,065 | 2,650 | |||||||||
| 1 Jun | 23382.60 | 191.9 | -151.1 (-44.05%) | 15.85 | 4,847 | 804 | 1,589 | |||||||||
| 29 May | 23547.75 | 342.75 | -129.25 (-27.38%) | 16.97 | 2,159 | 508 | 785 | |||||||||
| 27 May | 23907.15 | 486 | -1.8 (-0.37%) | 14.22 | 405 | -10 | 277 | |||||||||
| 26 May | 23913.70 | 485.6 | -99.75 (-17.04%) | 13.34 | 72 | -6 | 286 | |||||||||
| 25 May | 24031.70 | 614.25 | 169.25 (38.03%) | 15.5 | 304 | -105 | 294 | |||||||||
| 22 May | 23719.30 | 460.4 | 41.45 (9.89%) | 15.57 | 727 | 133 | 405 | |||||||||
| 21 May | 23654.70 | 419.65 | -34.5 (-7.60%) | 15.9 | 415 | 73 | 273 | |||||||||
| 20 May | 23659.00 | 463.4 | 23.2 (5.27%) | 16.75 | 310 | 177 | 200 | |||||||||
| 19 May | 23618.00 | 439.9 | -52.1 (-10.59%) | 16.82 | 25 | 5 | 23 | |||||||||
| 18 May | 23649.95 | 495.1 | -24.9 (-4.79%) | 17.68 | 27 | 7 | 18 | |||||||||
| 15 May | 23643.50 | 520 | -24 (-4.41%) | 16.29 | 13 | 4 | 8 | |||||||||
| 14 May | 23689.60 | 543.65 | 121.65 (28.83%) | 17.11 | 24 | 3 | 3 | |||||||||
| 13 May | 23412.60 | 0 | -422 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23700 expiring on 16JUN2026
Delta for 23700 CE is 0.09
Historical price for 23700 CE is as follows
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 15.15, which was -15.8 lower than the previous day. The implied volatity was 12.98, the open interest changed by 39811 which increased total open position to 94296
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 28, which was -21.75 lower than the previous day. The implied volatity was 13.46, the open interest changed by 18137 which increased total open position to 55128
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 52.85, which was -0.35 lower than the previous day. The implied volatity was 14.61, the open interest changed by 18884 which increased total open position to 37000
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 49, which was -86 lower than the previous day. The implied volatity was 16.23, the open interest changed by 11155 which increased total open position to 18152
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 131.45, which was -33 lower than the previous day. The implied volatity was 15.11, the open interest changed by 2244 which increased total open position to 6988
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 173, which was -22.3 lower than the previous day. The implied volatity was 15.53, the open interest changed by 810 which increased total open position to 4798
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 180.4, which was -31 lower than the previous day. The implied volatity was 16.21, the open interest changed by 1452 which increased total open position to 4043
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 214.2, which was 14.2 higher than the previous day. The implied volatity was 14.55, the open interest changed by 1065 which increased total open position to 2650
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 191.9, which was -151.1 lower than the previous day. The implied volatity was 15.85, the open interest changed by 804 which increased total open position to 1589
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 342.75, which was -129.25 lower than the previous day. The implied volatity was 16.97, the open interest changed by 508 which increased total open position to 785
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 486, which was -1.8 lower than the previous day. The implied volatity was 14.22, the open interest changed by -10 which decreased total open position to 277
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 485.6, which was -99.75 lower than the previous day. The implied volatity was 13.34, the open interest changed by -6 which decreased total open position to 286
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 614.25, which was 169.25 higher than the previous day. The implied volatity was 15.5, the open interest changed by -105 which decreased total open position to 294
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 460.4, which was 41.45 higher than the previous day. The implied volatity was 15.57, the open interest changed by 133 which increased total open position to 405
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 419.65, which was -34.5 lower than the previous day. The implied volatity was 15.9, the open interest changed by 73 which increased total open position to 273
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 463.4, which was 23.2 higher than the previous day. The implied volatity was 16.75, the open interest changed by 177 which increased total open position to 200
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 439.9, which was -52.1 lower than the previous day. The implied volatity was 16.82, the open interest changed by 5 which increased total open position to 23
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 495.1, which was -24.9 lower than the previous day. The implied volatity was 17.68, the open interest changed by 7 which increased total open position to 18
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 520, which was -24 lower than the previous day. The implied volatity was 16.29, the open interest changed by 4 which increased total open position to 8
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 543.65, which was 121.65 higher than the previous day. The implied volatity was 17.11, the open interest changed by 3 which increased total open position to 3
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 0, which was -422 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 (5d) 23700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.9
Vega: 0.05
Theta: -3.3
Gamma: 0.00046
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 23161.60 | 512.55 | 12.3 (2.46%) | 13.55 | 15,007 | -1,009 | 7,218 |
| 10 Jun | 23214.95 | 510.55 | 83.85 (19.65%) | 16.19 | 45,915 | 705 | 8,237 |
| 9 Jun | 23242.10 | 420.95 | -161.8 (-27.76%) | 14.6 | 7,471 | 2,803 | 7,530 |
| 8 Jun | 23123.00 | 601.7 | 221.85 (58.40%) | 14.1 | 6,185 | 2,517 | 4,759 |
| 5 Jun | 23366.70 | 390 | 32.25 (9.01%) | 13.03 | 5,455 | 301 | 2,243 |
| 4 Jun | 23416.55 | 338.45 | -28.1 (-7.67%) | 12.27 | 3,119 | 306 | 1,942 |
| 3 Jun | 23405.60 | 383.35 | 84.95 (28.47%) | 12.88 | 2,725 | 357 | 1,745 |
| 2 Jun | 23483.55 | 303.1 | -110.3 (-26.68%) | 12.66 | 3,191 | 416 | 1,387 |
| 1 Jun | 23382.60 | 414.8 | 125.4 (43.33%) | 13.58 | 2,942 | 153 | 970 |
| 29 May | 23547.75 | 288.1 | 111 (62.68%) | 12.89 | 3,306 | 423 | 816 |
| 27 May | 23907.15 | 172.25 | -38.85 (-18.40%) | 13.15 | 1,028 | -44 | 418 |
| 26 May | 23913.70 | 206.35 | 22 (11.93%) | 14.68 | 480 | 8 | 463 |
| 25 May | 24031.70 | 170 | -183.3 (-51.88%) | 14.49 | 530 | 67 | 452 |
| 22 May | 23719.30 | 333.75 | -82.15 (-19.75%) | 16.09 | 530 | 199 | 388 |
| 21 May | 23654.70 | 407.2 | -22.65 (-5.27%) | 16.91 | 148 | 29 | 190 |
| 20 May | 23659.00 | 419.5 | -47.8 (-10.23%) | 17.42 | 248 | 113 | 159 |
| 19 May | 23618.00 | 465 | -38.7 (-7.68%) | 17.85 | 97 | 33 | 52 |
| 18 May | 23649.95 | 503.7 | 30.1 (6.36%) | 19.34 | 17 | -3 | 19 |
| 15 May | 23643.50 | 471.95 | 40.85 (9.48%) | 17.86 | 38 | 6 | 10 |
| 14 May | 23689.60 | 431.1 | -177.35 (-29.15%) | 16.96 | 27 | 4 | 4 |
| 13 May | 23412.60 | 0 | -608.45 (-100.00%) | 0 | 0 | 0 | 0 |
For Nifty - strike price 23700 expiring on 16JUN2026
Delta for 23700 PE is -0.9
Historical price for 23700 PE is as follows
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 512.55, which was 12.3 higher than the previous day. The implied volatity was 13.55, the open interest changed by -1009 which decreased total open position to 7218
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 510.55, which was 83.85 higher than the previous day. The implied volatity was 16.19, the open interest changed by 705 which increased total open position to 8237
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 420.95, which was -161.8 lower than the previous day. The implied volatity was 14.6, the open interest changed by 2803 which increased total open position to 7530
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 601.7, which was 221.85 higher than the previous day. The implied volatity was 14.1, the open interest changed by 2517 which increased total open position to 4759
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 390, which was 32.25 higher than the previous day. The implied volatity was 13.03, the open interest changed by 301 which increased total open position to 2243
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 338.45, which was -28.1 lower than the previous day. The implied volatity was 12.27, the open interest changed by 306 which increased total open position to 1942
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 383.35, which was 84.95 higher than the previous day. The implied volatity was 12.88, the open interest changed by 357 which increased total open position to 1745
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 303.1, which was -110.3 lower than the previous day. The implied volatity was 12.66, the open interest changed by 416 which increased total open position to 1387
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 414.8, which was 125.4 higher than the previous day. The implied volatity was 13.58, the open interest changed by 153 which increased total open position to 970
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 288.1, which was 111 higher than the previous day. The implied volatity was 12.89, the open interest changed by 423 which increased total open position to 816
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 172.25, which was -38.85 lower than the previous day. The implied volatity was 13.15, the open interest changed by -44 which decreased total open position to 418
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 206.35, which was 22 higher than the previous day. The implied volatity was 14.68, the open interest changed by 8 which increased total open position to 463
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 170, which was -183.3 lower than the previous day. The implied volatity was 14.49, the open interest changed by 67 which increased total open position to 452
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 333.75, which was -82.15 lower than the previous day. The implied volatity was 16.09, the open interest changed by 199 which increased total open position to 388
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 407.2, which was -22.65 lower than the previous day. The implied volatity was 16.91, the open interest changed by 29 which increased total open position to 190
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 419.5, which was -47.8 lower than the previous day. The implied volatity was 17.42, the open interest changed by 113 which increased total open position to 159
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 465, which was -38.7 lower than the previous day. The implied volatity was 17.85, the open interest changed by 33 which increased total open position to 52
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 503.7, which was 30.1 higher than the previous day. The implied volatity was 19.34, the open interest changed by -3 which decreased total open position to 19
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 471.95, which was 40.85 higher than the previous day. The implied volatity was 17.86, the open interest changed by 6 which increased total open position to 10
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 431.1, which was -177.35 lower than the previous day. The implied volatity was 16.96, the open interest changed by 4 which increased total open position to 4
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 0, which was -608.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
