Historical option data for NIFTY
29 May 2026 04:10 PM IST
| NIFTY 02-Jun-2026 (3d) 23800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0.1
Theta: -20.76
Gamma: 0.00082
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 23547.75 | 106.9 | -133.6 (-55.55%) | 17.63 | 27,07,152 | 80,884 | 1,03,332 | |||||||||
| 27 May | 23907.15 | 251.55 | -15.35 (-5.75%) | 13.59 | 5,56,868 | 4,932 | 22,561 | |||||||||
| 26 May | 23913.70 | 271 | -101.85 (-27.32%) | 13.34 | 76,941 | 5,197 | 17,751 | |||||||||
| 25 May | 24031.70 | 412.1 | 185.85 (82.14%) | 17.19 | 67,825 | -3,979 | 12,621 | |||||||||
| 22 May | 23719.30 | 242 | 35.75 (17.33%) | 14.83 | 1,18,614 | 7,966 | 16,702 | |||||||||
| 21 May | 23654.70 | 203.5 | -39.5 (-16.26%) | 14.59 | 56,169 | 4,887 | 8,780 | |||||||||
| 20 May | 23659.00 | 256.35 | 21.35 (9.09%) | 16.48 | 19,850 | 983 | 3,913 | |||||||||
| 19 May | 23618.00 | 230.65 | -60.35 (-20.74%) | 15.86 | 9,278 | 1,112 | 2,960 | |||||||||
| 18 May | 23649.95 | 297.4 | -3.6 (-1.20%) | 17.85 | 5,285 | 764 | 1,853 | |||||||||
| 15 May | 23643.50 | 313.7 | -19.45 (-5.84%) | 16.87 | 3,154 | 468 | 1,090 | |||||||||
| 14 May | 23689.60 | 354.25 | 88.6 (33.35%) | 17.2 | 1,922 | 231 | 623 | |||||||||
| 13 May | 23412.60 | 263.95 | 5.35 (2.07%) | 0 | 1,391 | 13 | 391 | |||||||||
| 12 May | 23379.55 | 268.55 | -197.85 (-42.42%) | 0 | 1,011 | 145 | 377 | |||||||||
| 11 May | 23815.85 | 464.8 | -343.65 (-42.51%) | 0 | 758 | 222 | 232 | |||||||||
| 8 May | 24176.15 | 808.45 | 0 (0.00%) | 15.41 | 0 | 0 | 10 | |||||||||
| 7 May | 24326.65 | 808.45 | -41.6 (-4.89%) | 15.41 | 6 | 0 | 10 | |||||||||
| 6 May | 24330.95 | 850 | 203.45 (31.47%) | 17.59 | 7 | 1 | 12 | |||||||||
| 5 May | 24032.80 | 646.55 | -511.55 (-44.17%) | 16.9 | 25 | 10 | 10 | |||||||||
| 4 May | 24119.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 23997.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 24177.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 23800 expiring on 02JUN2026
Delta for 23800 CE is 0.35
Historical price for 23800 CE is as follows
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 106.9, which was -133.6 lower than the previous day. The implied volatity was 17.63, the open interest changed by 80884 which increased total open position to 103332
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 251.55, which was -15.35 lower than the previous day. The implied volatity was 13.59, the open interest changed by 4932 which increased total open position to 22561
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 271, which was -101.85 lower than the previous day. The implied volatity was 13.34, the open interest changed by 5197 which increased total open position to 17751
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 412.1, which was 185.85 higher than the previous day. The implied volatity was 17.19, the open interest changed by -3979 which decreased total open position to 12621
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 242, which was 35.75 higher than the previous day. The implied volatity was 14.83, the open interest changed by 7966 which increased total open position to 16702
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 203.5, which was -39.5 lower than the previous day. The implied volatity was 14.59, the open interest changed by 4887 which increased total open position to 8780
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 256.35, which was 21.35 higher than the previous day. The implied volatity was 16.48, the open interest changed by 983 which increased total open position to 3913
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 230.65, which was -60.35 lower than the previous day. The implied volatity was 15.86, the open interest changed by 1112 which increased total open position to 2960
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 297.4, which was -3.6 lower than the previous day. The implied volatity was 17.85, the open interest changed by 764 which increased total open position to 1853
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 313.7, which was -19.45 lower than the previous day. The implied volatity was 16.87, the open interest changed by 468 which increased total open position to 1090
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 354.25, which was 88.6 higher than the previous day. The implied volatity was 17.2, the open interest changed by 231 which increased total open position to 623
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 263.95, which was 5.35 higher than the previous day. The implied volatity was 0, the open interest changed by 13 which increased total open position to 391
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 268.55, which was -197.85 lower than the previous day. The implied volatity was 0, the open interest changed by 145 which increased total open position to 377
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 464.8, which was -343.65 lower than the previous day. The implied volatity was 0, the open interest changed by 222 which increased total open position to 232
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 808.45, which was 0 lower than the previous day. The implied volatity was 15.41, the open interest changed by 0 which decreased total open position to 10
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 808.45, which was -41.6 lower than the previous day. The implied volatity was 15.41, the open interest changed by 0 which decreased total open position to 10
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 850, which was 203.45 higher than the previous day. The implied volatity was 17.59, the open interest changed by 1 which increased total open position to 12
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 646.55, which was -511.55 lower than the previous day. The implied volatity was 16.9, the open interest changed by 10 which increased total open position to 10
On 4 May NIFTY was trading at 24119.30. 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 30 Apr NIFTY was trading at 23997.55. 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 29 Apr NIFTY was trading at 24177.65. 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 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
| NIFTY 02-Jun-2026 (3d) 23800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 0.1
Theta: -20.76
Gamma: 0.00082
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 23547.75 | 188.25 | 100.6 (114.77%) | 17.63 | 50,99,326 | 2,177 | 62,010 |
| 27 May | 23907.15 | 85.55 | -37.3 (-30.36%) | 11.66 | 13,21,750 | 21,744 | 61,037 |
| 26 May | 23913.70 | 118.2 | 16.85 (16.63%) | 13.89 | 2,99,701 | 17,730 | 39,586 |
| 25 May | 24031.70 | 90 | -175.85 (-66.15%) | 13.83 | 96,316 | 8,169 | 21,852 |
| 22 May | 23719.30 | 244.15 | -104.05 (-29.88%) | 14.28 | 95,933 | 8,944 | 13,700 |
| 21 May | 23654.70 | 351.15 | -7.2 (-2.01%) | 16.94 | 39,629 | 2,789 | 4,797 |
| 20 May | 23659.00 | 334.75 | -66.4 (-16.55%) | 16.03 | 4,816 | 313 | 2,009 |
| 19 May | 23618.00 | 402.8 | -8.95 (-2.17%) | 17.46 | 6,033 | 550 | 1,732 |
| 18 May | 23649.95 | 413.1 | -11.45 (-2.70%) | 18.6 | 2,027 | 21 | 1,184 |
| 15 May | 23643.50 | 415 | 21.95 (5.58%) | 17.37 | 3,210 | 300 | 1,188 |
| 14 May | 23689.60 | 381.7 | -180.4 (-32.09%) | 16.58 | 1,788 | 409 | 814 |
| 13 May | 23412.60 | 549.95 | -34.4 (-5.89%) | 0 | 439 | 118 | 406 |
| 12 May | 23379.55 | 559 | 201.05 (56.17%) | 0 | 879 | -196 | 299 |
| 11 May | 23815.85 | 366 | 147.65 (67.62%) | 0 | 940 | 310 | 495 |
| 8 May | 24176.15 | 219.8 | 37.15 (20.34%) | 16.34 | 160 | 27 | 187 |
| 7 May | 24326.65 | 172.2 | -5.05 (-2.85%) | 15.91 | 183 | 34 | 161 |
| 6 May | 24330.95 | 174.8 | -132.1 (-43.04%) | 15.9 | 266 | 64 | 127 |
| 5 May | 24032.80 | 300 | 15 (5.26%) | 17 | 100 | 32 | 63 |
| 4 May | 24119.30 | 285 | -70.15 (-19.75%) | 17.42 | 17 | -9 | 31 |
| 30 Apr | 23997.55 | 344.55 | 54.65 (18.85%) | 17.57 | 129 | -15 | 25 |
| 29 Apr | 24177.65 | 291 | 67.8 (30.38%) | 16.98 | 72 | 38 | 38 |
| 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 23800 expiring on 02JUN2026
Delta for 23800 PE is -0.65
Historical price for 23800 PE is as follows
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 188.25, which was 100.6 higher than the previous day. The implied volatity was 17.63, the open interest changed by 2177 which increased total open position to 62010
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 85.55, which was -37.3 lower than the previous day. The implied volatity was 11.66, the open interest changed by 21744 which increased total open position to 61037
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 118.2, which was 16.85 higher than the previous day. The implied volatity was 13.89, the open interest changed by 17730 which increased total open position to 39586
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 90, which was -175.85 lower than the previous day. The implied volatity was 13.83, the open interest changed by 8169 which increased total open position to 21852
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 244.15, which was -104.05 lower than the previous day. The implied volatity was 14.28, the open interest changed by 8944 which increased total open position to 13700
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 351.15, which was -7.2 lower than the previous day. The implied volatity was 16.94, the open interest changed by 2789 which increased total open position to 4797
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 334.75, which was -66.4 lower than the previous day. The implied volatity was 16.03, the open interest changed by 313 which increased total open position to 2009
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 402.8, which was -8.95 lower than the previous day. The implied volatity was 17.46, the open interest changed by 550 which increased total open position to 1732
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 413.1, which was -11.45 lower than the previous day. The implied volatity was 18.6, the open interest changed by 21 which increased total open position to 1184
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 415, which was 21.95 higher than the previous day. The implied volatity was 17.37, the open interest changed by 300 which increased total open position to 1188
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 381.7, which was -180.4 lower than the previous day. The implied volatity was 16.58, the open interest changed by 409 which increased total open position to 814
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 549.95, which was -34.4 lower than the previous day. The implied volatity was 0, the open interest changed by 118 which increased total open position to 406
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 559, which was 201.05 higher than the previous day. The implied volatity was 0, the open interest changed by -196 which decreased total open position to 299
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 366, which was 147.65 higher than the previous day. The implied volatity was 0, the open interest changed by 310 which increased total open position to 495
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 219.8, which was 37.15 higher than the previous day. The implied volatity was 16.34, the open interest changed by 27 which increased total open position to 187
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 172.2, which was -5.05 lower than the previous day. The implied volatity was 15.91, the open interest changed by 34 which increased total open position to 161
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 174.8, which was -132.1 lower than the previous day. The implied volatity was 15.9, the open interest changed by 64 which increased total open position to 127
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 300, which was 15 higher than the previous day. The implied volatity was 17, the open interest changed by 32 which increased total open position to 63
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 285, which was -70.15 lower than the previous day. The implied volatity was 17.42, the open interest changed by -9 which decreased total open position to 31
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 344.55, which was 54.65 higher than the previous day. The implied volatity was 17.57, the open interest changed by -15 which decreased total open position to 25
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 291, which was 67.8 higher than the previous day. The implied volatity was 16.98, the open interest changed by 38 which increased total open position to 38
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
