Historical option data for NIFTY
23 Jun 2026 04:10 PM IST
| NIFTY 23-Jun-2026 23850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 3.59
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 23824.10 | 0.05 | -274.95 (-99.98%) | 0 | 1,35,39,249 | 3,77,198 | 3,80,733 | |||||||||
| 22 Jun | 24102.90 | 265.5 | 53.5 (25.24%) | 17.26 | 54,458 | -3,562 | 3,598 | |||||||||
| 19 Jun | 24013.10 | 225.4 | -112.6 (-33.31%) | 9.54 | 5,45,607 | 4,124 | 7,149 | |||||||||
| 18 Jun | 24168.00 | 356 | 65 (22.34%) | 10.85 | 56,484 | -1,357 | 3,025 | |||||||||
| 17 Jun | 24085.70 | 285.75 | 45.75 (19.06%) | 9.27 | 88,116 | -648 | 4,444 | |||||||||
| 16 Jun | 23989.15 | 244.75 | 25.75 (11.76%) | 10.58 | 51,364 | 237 | 5,125 | |||||||||
| 15 Jun | 23853.90 | 221 | 76 (52.41%) | 14.14 | 26,027 | 2,674 | 4,864 | |||||||||
| 12 Jun | 23622.90 | 156.05 | 117.05 (300.13%) | 14.07 | 18,775 | 1,017 | 2,244 | |||||||||
| 11 Jun | 23161.60 | 42.6 | -13.4 (-23.93%) | 13.47 | 5,993 | 188 | 1,252 | |||||||||
| 10 Jun | 23214.95 | 54.05 | -24.95 (-31.58%) | 13.58 | 4,147 | 558 | 1,067 | |||||||||
| 9 Jun | 23242.10 | 82 | 1 (1.23%) | 14.6 | 1,117 | 210 | 509 | |||||||||
| 8 Jun | 23123.00 | 77.5 | -71.5 (-47.99%) | 16.1 | 821 | 143 | 297 | |||||||||
| 5 Jun | 23366.70 | 146.4 | -29.6 (-16.82%) | 14.82 | 202 | -2 | 154 | |||||||||
| 4 Jun | 23416.55 | 179.55 | -15.45 (-7.92%) | 14.82 | 312 | 55 | 161 | |||||||||
| 3 Jun | 23405.60 | 184.75 | -19.25 (-9.44%) | 15.39 | 140 | 21 | 103 | |||||||||
| 2 Jun | 23483.55 | 207.1 | 20.1 (10.75%) | 14.21 | 107 | 6 | 81 | |||||||||
| 1 Jun | 23382.60 | 183.3 | -129.7 (-41.44%) | 14.74 | 157 | -31 | 75 | |||||||||
| 29 May | 23547.75 | 318.75 | -99.25 (-23.74%) | 15.75 | 158 | 69 | 112 | |||||||||
| 27 May | 23907.15 | 427.85 | -17.15 (-3.85%) | 12.92 | 127 | 39 | 42 | |||||||||
| 26 May | 23913.70 | 444.5 | -46.5 (-9.47%) | 13.68 | 4 | 2 | 5 | |||||||||
| 25 May | 24031.70 | 414 | 0 (0.00%) | 13.52 | 10 | 0 | 4 | |||||||||
| 22 May | 23719.30 | 414 | -49 (-10.58%) | 14.44 | 10 | 5 | 5 | |||||||||
| 21 May | 23654.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23850 expiring on 23JUN2026
Delta for 23850 CE is 0
Historical price for 23850 CE is as follows
On 23 Jun NIFTY was trading at 23824.10. The strike last trading price was 0.05, which was -274.95 lower than the previous day. The implied volatity was 0, the open interest changed by 377198 which increased total open position to 380733
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 265.5, which was 53.5 higher than the previous day. The implied volatity was 17.26, the open interest changed by -3562 which decreased total open position to 3598
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 225.4, which was -112.6 lower than the previous day. The implied volatity was 9.54, the open interest changed by 4124 which increased total open position to 7149
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 356, which was 65 higher than the previous day. The implied volatity was 10.85, the open interest changed by -1357 which decreased total open position to 3025
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 285.75, which was 45.75 higher than the previous day. The implied volatity was 9.27, the open interest changed by -648 which decreased total open position to 4444
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 244.75, which was 25.75 higher than the previous day. The implied volatity was 10.58, the open interest changed by 237 which increased total open position to 5125
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 221, which was 76 higher than the previous day. The implied volatity was 14.14, the open interest changed by 2674 which increased total open position to 4864
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 156.05, which was 117.05 higher than the previous day. The implied volatity was 14.07, the open interest changed by 1017 which increased total open position to 2244
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 42.6, which was -13.4 lower than the previous day. The implied volatity was 13.47, the open interest changed by 188 which increased total open position to 1252
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 54.05, which was -24.95 lower than the previous day. The implied volatity was 13.58, the open interest changed by 558 which increased total open position to 1067
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 82, which was 1 higher than the previous day. The implied volatity was 14.6, the open interest changed by 210 which increased total open position to 509
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 77.5, which was -71.5 lower than the previous day. The implied volatity was 16.1, the open interest changed by 143 which increased total open position to 297
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 146.4, which was -29.6 lower than the previous day. The implied volatity was 14.82, the open interest changed by -2 which decreased total open position to 154
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 179.55, which was -15.45 lower than the previous day. The implied volatity was 14.82, the open interest changed by 55 which increased total open position to 161
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 184.75, which was -19.25 lower than the previous day. The implied volatity was 15.39, the open interest changed by 21 which increased total open position to 103
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 207.1, which was 20.1 higher than the previous day. The implied volatity was 14.21, the open interest changed by 6 which increased total open position to 81
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 183.3, which was -129.7 lower than the previous day. The implied volatity was 14.74, the open interest changed by -31 which decreased total open position to 75
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 318.75, which was -99.25 lower than the previous day. The implied volatity was 15.75, the open interest changed by 69 which increased total open position to 112
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 427.85, which was -17.15 lower than the previous day. The implied volatity was 12.92, the open interest changed by 39 which increased total open position to 42
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 444.5, which was -46.5 lower than the previous day. The implied volatity was 13.68, the open interest changed by 2 which increased total open position to 5
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 414, which was 0 lower than the previous day. The implied volatity was 13.52, the open interest changed by 0 which decreased total open position to 4
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 414, which was -49 lower than the previous day. The implied volatity was 14.44, the open interest changed by 5 which increased total open position to 5
On 21 May NIFTY was trading at 23654.70. 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
| NIFTY 23-Jun-2026 23850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0
Theta: -0.71
Gamma: 0.00088
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 23824.10 | 26 | 18.8 (261.11%) | 3.07 | 3,37,76,808 | 86,033 | 1,57,595 |
| 22 Jun | 24102.90 | 6.95 | -33 (-82.60%) | 12.21 | 12,78,079 | 27,296 | 72,815 |
| 19 Jun | 24013.10 | 28 | 4.3 (18.14%) | 9.54 | 22,34,693 | 13,315 | 45,166 |
| 18 Jun | 24168.00 | 21.45 | -42.8 (-66.61%) | 10.87 | 5,70,332 | 5,947 | 32,109 |
| 17 Jun | 24085.70 | 63.6 | -42.6 (-40.11%) | 12.66 | 5,48,265 | 17,223 | 26,753 |
| 16 Jun | 23989.15 | 100.95 | -77.5 (-43.43%) | 12.82 | 77,765 | 5,508 | 9,582 |
| 15 Jun | 23853.90 | 176 | -149.25 (-45.89%) | 13.46 | 42,455 | 3,695 | 4,098 |
| 12 Jun | 23622.90 | 316.7 | -382.15 (-54.68%) | 12.94 | 721 | 346 | 402 |
| 11 Jun | 23161.60 | 691.7 | 36.7 (5.60%) | 15.25 | 9 | -1 | 55 |
| 10 Jun | 23214.95 | 655 | 5 (0.77%) | 16.76 | 64 | 18 | 57 |
| 9 Jun | 23242.10 | 650 | -84.5 (-11.50%) | 14.42 | 20 | 0 | 27 |
| 8 Jun | 23123.00 | 734.5 | 200 (37.42%) | 15.98 | 2 | 1 | 28 |
| 5 Jun | 23366.70 | 534.5 | -80.85 (-13.14%) | 13.67 | 2 | 0 | 27 |
| 4 Jun | 23416.55 | 615.35 | 71.5 (13.15%) | 15.59 | 40 | -9 | 27 |
| 3 Jun | 23405.60 | 543.85 | 58.5 (12.05%) | 13.58 | 26 | 5 | 36 |
| 2 Jun | 23483.55 | 485.35 | -60.1 (-11.02%) | 12.72 | 13 | -12 | 31 |
| 1 Jun | 23382.60 | 545.45 | 164.9 (43.33%) | 13.92 | 11 | 0 | 43 |
| 29 May | 23547.75 | 369 | 95.3 (34.82%) | 10.1 | 86 | -48 | 46 |
| 27 May | 23907.15 | 270.3 | -45.65 (-14.45%) | 13.35 | 133 | 65 | 95 |
| 26 May | 23913.70 | 313.55 | 12.6 (4.19%) | 14.96 | 18 | -1 | 31 |
| 25 May | 24031.70 | 300.95 | -157.95 (-34.42%) | 15.77 | 15 | -5 | 33 |
| 22 May | 23719.30 | 458.9 | -70.1 (-13.25%) | 16.67 | 52 | 37 | 38 |
| 21 May | 23654.70 | 529 | -31.3 (-5.59%) | 17.06 | 2 | 1 | 1 |
For Nifty - strike price 23850 expiring on 23JUN2026
Delta for 23850 PE is -0.99
Historical price for 23850 PE is as follows
On 23 Jun NIFTY was trading at 23824.10. The strike last trading price was 26, which was 18.8 higher than the previous day. The implied volatity was 3.07, the open interest changed by 86033 which increased total open position to 157595
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 6.95, which was -33 lower than the previous day. The implied volatity was 12.21, the open interest changed by 27296 which increased total open position to 72815
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 28, which was 4.3 higher than the previous day. The implied volatity was 9.54, the open interest changed by 13315 which increased total open position to 45166
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 21.45, which was -42.8 lower than the previous day. The implied volatity was 10.87, the open interest changed by 5947 which increased total open position to 32109
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 63.6, which was -42.6 lower than the previous day. The implied volatity was 12.66, the open interest changed by 17223 which increased total open position to 26753
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 100.95, which was -77.5 lower than the previous day. The implied volatity was 12.82, the open interest changed by 5508 which increased total open position to 9582
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 176, which was -149.25 lower than the previous day. The implied volatity was 13.46, the open interest changed by 3695 which increased total open position to 4098
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 316.7, which was -382.15 lower than the previous day. The implied volatity was 12.94, the open interest changed by 346 which increased total open position to 402
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 691.7, which was 36.7 higher than the previous day. The implied volatity was 15.25, the open interest changed by -1 which decreased total open position to 55
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 655, which was 5 higher than the previous day. The implied volatity was 16.76, the open interest changed by 18 which increased total open position to 57
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 650, which was -84.5 lower than the previous day. The implied volatity was 14.42, the open interest changed by 0 which decreased total open position to 27
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 734.5, which was 200 higher than the previous day. The implied volatity was 15.98, the open interest changed by 1 which increased total open position to 28
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 534.5, which was -80.85 lower than the previous day. The implied volatity was 13.67, the open interest changed by 0 which decreased total open position to 27
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 615.35, which was 71.5 higher than the previous day. The implied volatity was 15.59, the open interest changed by -9 which decreased total open position to 27
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 543.85, which was 58.5 higher than the previous day. The implied volatity was 13.58, the open interest changed by 5 which increased total open position to 36
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 485.35, which was -60.1 lower than the previous day. The implied volatity was 12.72, the open interest changed by -12 which decreased total open position to 31
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 545.45, which was 164.9 higher than the previous day. The implied volatity was 13.92, the open interest changed by 0 which decreased total open position to 43
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 369, which was 95.3 higher than the previous day. The implied volatity was 10.1, the open interest changed by -48 which decreased total open position to 46
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 270.3, which was -45.65 lower than the previous day. The implied volatity was 13.35, the open interest changed by 65 which increased total open position to 95
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 313.55, which was 12.6 higher than the previous day. The implied volatity was 14.96, the open interest changed by -1 which decreased total open position to 31
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 300.95, which was -157.95 lower than the previous day. The implied volatity was 15.77, the open interest changed by -5 which decreased total open position to 33
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 458.9, which was -70.1 lower than the previous day. The implied volatity was 16.67, the open interest changed by 37 which increased total open position to 38
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 529, which was -31.3 lower than the previous day. The implied volatity was 17.06, the open interest changed by 1 which increased total open position to 1
