Historical option data for NIFTY
18 Jun 2026 01:26 PM IST
| NIFTY 23-Jun-2026 (5d) 23800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.84
Vega: 0.07
Theta: -4.83
Gamma: 0.00074
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 24111.50 | 324.5 | -4.5 (-1.37%) | 11.3 | 95,554 | -1,163 | 15,464 | |||||||||
| 17 Jun | 24085.70 | 322.8 | 49.8 (18.24%) | 12.78 | 1,69,553 | -767 | 16,725 | |||||||||
| 16 Jun | 23989.15 | 279 | 33 (13.41%) | 10.49 | 99,338 | -2,841 | 17,568 | |||||||||
| 15 Jun | 23853.90 | 248 | 86 (53.09%) | 14.09 | 79,269 | 2,316 | 20,438 | |||||||||
| 12 Jun | 23622.90 | 172.05 | 126.05 (274.02%) | 13.83 | 96,056 | 6,639 | 18,202 | |||||||||
| 11 Jun | 23161.60 | 49.55 | -14.45 (-22.58%) | 13.41 | 32,771 | 3,682 | 11,563 | |||||||||
| 10 Jun | 23214.95 | 62.75 | -27.25 (-30.28%) | 13.57 | 19,441 | 3,556 | 7,881 | |||||||||
| 9 Jun | 23242.10 | 93 | 3 (3.33%) | 14.56 | 7,918 | 606 | 4,392 | |||||||||
| 8 Jun | 23123.00 | 84.05 | -79.95 (-48.75%) | 15.83 | 7,542 | 2,200 | 3,781 | |||||||||
| 5 Jun | 23366.70 | 160 | -27 (-14.44%) | 14.72 | 2,590 | -179 | 1,581 | |||||||||
| 4 Jun | 23416.55 | 198.05 | -17.95 (-8.31%) | 14.9 | 2,377 | -235 | 1,761 | |||||||||
| 3 Jun | 23405.60 | 193.95 | -32.05 (-14.18%) | 15.09 | 3,539 | 269 | 1,999 | |||||||||
| 2 Jun | 23483.55 | 230.1 | 24.1 (11.70%) | 14.25 | 1,418 | 583 | 1,731 | |||||||||
| 1 Jun | 23382.60 | 203.55 | -132.45 (-39.42%) | 14.92 | 1,037 | 236 | 1,149 | |||||||||
| 29 May | 23547.75 | 341.2 | -105.8 (-23.67%) | 15.66 | 930 | 205 | 923 | |||||||||
| 27 May | 23907.15 | 455 | -20 (-4.21%) | 12.88 | 780 | 522 | 718 | |||||||||
| 26 May | 23913.70 | 480.7 | -90.3 (-15.81%) | 13.43 | 107 | 16 | 195 | |||||||||
| 25 May | 24031.70 | 592 | 148 (33.33%) | 14.39 | 86 | 3 | 179 | |||||||||
| 22 May | 23719.30 | 461 | 38 (8.98%) | 15.16 | 262 | 50 | 176 | |||||||||
| 21 May | 23654.70 | 418 | -68 (-13.99%) | 15.21 | 164 | 126 | 126 | |||||||||
For Nifty - strike price 23800 expiring on 23JUN2026
Delta for 23800 CE is 0.84
Historical price for 23800 CE is as follows
On 18 Jun NIFTY was trading at 24111.50. The strike last trading price was 324.5, which was -4.5 lower than the previous day. The implied volatity was 11.3, the open interest changed by -1163 which decreased total open position to 15464
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 322.8, which was 49.8 higher than the previous day. The implied volatity was 12.78, the open interest changed by -767 which decreased total open position to 16725
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 279, which was 33 higher than the previous day. The implied volatity was 10.49, the open interest changed by -2841 which decreased total open position to 17568
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 248, which was 86 higher than the previous day. The implied volatity was 14.09, the open interest changed by 2316 which increased total open position to 20438
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 172.05, which was 126.05 higher than the previous day. The implied volatity was 13.83, the open interest changed by 6639 which increased total open position to 18202
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 49.55, which was -14.45 lower than the previous day. The implied volatity was 13.41, the open interest changed by 3682 which increased total open position to 11563
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 62.75, which was -27.25 lower than the previous day. The implied volatity was 13.57, the open interest changed by 3556 which increased total open position to 7881
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 93, which was 3 higher than the previous day. The implied volatity was 14.56, the open interest changed by 606 which increased total open position to 4392
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 84.05, which was -79.95 lower than the previous day. The implied volatity was 15.83, the open interest changed by 2200 which increased total open position to 3781
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 160, which was -27 lower than the previous day. The implied volatity was 14.72, the open interest changed by -179 which decreased total open position to 1581
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 198.05, which was -17.95 lower than the previous day. The implied volatity was 14.9, the open interest changed by -235 which decreased total open position to 1761
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 193.95, which was -32.05 lower than the previous day. The implied volatity was 15.09, the open interest changed by 269 which increased total open position to 1999
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 230.1, which was 24.1 higher than the previous day. The implied volatity was 14.25, the open interest changed by 583 which increased total open position to 1731
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 203.55, which was -132.45 lower than the previous day. The implied volatity was 14.92, the open interest changed by 236 which increased total open position to 1149
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 341.2, which was -105.8 lower than the previous day. The implied volatity was 15.66, the open interest changed by 205 which increased total open position to 923
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 455, which was -20 lower than the previous day. The implied volatity was 12.88, the open interest changed by 522 which increased total open position to 718
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 480.7, which was -90.3 lower than the previous day. The implied volatity was 13.43, the open interest changed by 16 which increased total open position to 195
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 592, which was 148 higher than the previous day. The implied volatity was 14.39, the open interest changed by 3 which increased total open position to 179
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 461, which was 38 higher than the previous day. The implied volatity was 15.16, the open interest changed by 50 which increased total open position to 176
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 418, which was -68 lower than the previous day. The implied volatity was 15.21, the open interest changed by 126 which increased total open position to 126
| NIFTY 23-Jun-2026 (5d) 23800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.07
Theta: -4.83
Gamma: 0.00074
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 24111.50 | 28.65 | -23.9 (-45.48%) | 11.3 | 6,01,399 | 13,858 | 73,761 |
| 17 Jun | 24085.70 | 52.15 | -36.9 (-41.44%) | 12.77 | 8,31,705 | 25,362 | 60,762 |
| 16 Jun | 23989.15 | 83.7 | -72.6 (-46.45%) | 12.75 | 2,30,514 | 12,405 | 36,721 |
| 15 Jun | 23853.90 | 153 | -146.65 (-48.94%) | 13.44 | 1,23,256 | 21,472 | 24,322 |
| 12 Jun | 23622.90 | 285.3 | -376.2 (-56.87%) | 12.93 | 7,516 | 2,142 | 2,840 |
| 11 Jun | 23161.60 | 645 | 19.45 (3.11%) | 15.31 | 379 | 44 | 698 |
| 10 Jun | 23214.95 | 622.85 | 59.95 (10.65%) | 15.19 | 979 | 151 | 655 |
| 9 Jun | 23242.10 | 552 | -151.9 (-21.58%) | 11.36 | 254 | 100 | 503 |
| 8 Jun | 23123.00 | 725.65 | 216.6 (42.55%) | 15.32 | 337 | -75 | 403 |
| 5 Jun | 23366.70 | 518.3 | 20.85 (4.19%) | 14.36 | 303 | -57 | 478 |
| 4 Jun | 23416.55 | 462 | -24.75 (-5.08%) | 13.52 | 388 | -15 | 534 |
| 3 Jun | 23405.60 | 496.9 | 88.55 (21.68%) | 13.69 | 927 | -369 | 549 |
| 2 Jun | 23483.55 | 408.45 | -109 (-21.06%) | 12.84 | 217 | -3 | 918 |
| 1 Jun | 23382.60 | 517.55 | 132.85 (34.53%) | 13.56 | 549 | 87 | 923 |
| 29 May | 23547.75 | 386.95 | 128.65 (49.81%) | 12.62 | 672 | 73 | 836 |
| 27 May | 23907.15 | 256.3 | -41.65 (-13.98%) | 13.69 | 1,025 | 589 | 765 |
| 26 May | 23913.70 | 290.8 | 29.55 (11.31%) | 14.9 | 208 | -12 | 177 |
| 25 May | 24031.70 | 247.95 | -196.75 (-44.24%) | 14.84 | 156 | 76 | 190 |
| 22 May | 23719.30 | 433.9 | -80 (-15.57%) | 16.29 | 234 | 12 | 115 |
| 21 May | 23654.70 | 518.5 | -15.3 (-2.87%) | 17.61 | 131 | 102 | 102 |
For Nifty - strike price 23800 expiring on 23JUN2026
Delta for 23800 PE is -0.16
Historical price for 23800 PE is as follows
On 18 Jun NIFTY was trading at 24111.50. The strike last trading price was 28.65, which was -23.9 lower than the previous day. The implied volatity was 11.3, the open interest changed by 13858 which increased total open position to 73761
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 52.15, which was -36.9 lower than the previous day. The implied volatity was 12.77, the open interest changed by 25362 which increased total open position to 60762
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 83.7, which was -72.6 lower than the previous day. The implied volatity was 12.75, the open interest changed by 12405 which increased total open position to 36721
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 153, which was -146.65 lower than the previous day. The implied volatity was 13.44, the open interest changed by 21472 which increased total open position to 24322
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 285.3, which was -376.2 lower than the previous day. The implied volatity was 12.93, the open interest changed by 2142 which increased total open position to 2840
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 645, which was 19.45 higher than the previous day. The implied volatity was 15.31, the open interest changed by 44 which increased total open position to 698
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 622.85, which was 59.95 higher than the previous day. The implied volatity was 15.19, the open interest changed by 151 which increased total open position to 655
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 552, which was -151.9 lower than the previous day. The implied volatity was 11.36, the open interest changed by 100 which increased total open position to 503
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 725.65, which was 216.6 higher than the previous day. The implied volatity was 15.32, the open interest changed by -75 which decreased total open position to 403
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 518.3, which was 20.85 higher than the previous day. The implied volatity was 14.36, the open interest changed by -57 which decreased total open position to 478
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 462, which was -24.75 lower than the previous day. The implied volatity was 13.52, the open interest changed by -15 which decreased total open position to 534
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 496.9, which was 88.55 higher than the previous day. The implied volatity was 13.69, the open interest changed by -369 which decreased total open position to 549
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 408.45, which was -109 lower than the previous day. The implied volatity was 12.84, the open interest changed by -3 which decreased total open position to 918
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 517.55, which was 132.85 higher than the previous day. The implied volatity was 13.56, the open interest changed by 87 which increased total open position to 923
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 386.95, which was 128.65 higher than the previous day. The implied volatity was 12.62, the open interest changed by 73 which increased total open position to 836
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 256.3, which was -41.65 lower than the previous day. The implied volatity was 13.69, the open interest changed by 589 which increased total open position to 765
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 290.8, which was 29.55 higher than the previous day. The implied volatity was 14.9, the open interest changed by -12 which decreased total open position to 177
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 247.95, which was -196.75 lower than the previous day. The implied volatity was 14.84, the open interest changed by 76 which increased total open position to 190
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 433.9, which was -80 lower than the previous day. The implied volatity was 16.29, the open interest changed by 12 which increased total open position to 115
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 518.5, which was -15.3 lower than the previous day. The implied volatity was 17.61, the open interest changed by 102 which increased total open position to 102
