Historical option data for NIFTY
16 Jun 2026 04:10 PM IST
| NIFTY 23-Jun-2026 (6d) 23900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.13
Theta: -10.68
Gamma: 0.00104
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jun | 23989.15 | 212.5 | 18.5 (9.54%) | 10.67 | 3,42,318 | 7,298 | 42,659 | |||||||||
| 15 Jun | 23853.90 | 194.95 | 68.95 (54.72%) | 14.04 | 1,99,061 | 22,967 | 35,339 | |||||||||
| 12 Jun | 23622.90 | 136.3 | 103.3 (313.03%) | 13.99 | 44,996 | 1,139 | 12,395 | |||||||||
| 11 Jun | 23161.60 | 35.55 | -14.45 (-28.90%) | 13.49 | 25,752 | 1,555 | 11,271 | |||||||||
| 10 Jun | 23214.95 | 47 | -21 (-30.88%) | 13.59 | 22,981 | 6,725 | 9,723 | |||||||||
| 9 Jun | 23242.10 | 71.95 | 0.95 (1.34%) | 14.54 | 6,244 | 997 | 3,070 | |||||||||
| 8 Jun | 23123.00 | 68 | -66 (-49.25%) | 16.01 | 4,895 | 439 | 2,074 | |||||||||
| 5 Jun | 23366.70 | 130.55 | -28.45 (-17.89%) | 14.68 | 2,230 | -107 | 1,663 | |||||||||
| 4 Jun | 23416.55 | 162.05 | -10.95 (-6.33%) | 14.72 | 2,438 | -70 | 1,790 | |||||||||
| 3 Jun | 23405.60 | 163.05 | -26.95 (-14.18%) | 15.06 | 2,185 | 441 | 1,863 | |||||||||
| 2 Jun | 23483.55 | 189.2 | 14.2 (8.11%) | 14.03 | 1,068 | 103 | 1,423 | |||||||||
| 1 Jun | 23382.60 | 169.25 | -121.75 (-41.84%) | 14.8 | 1,892 | 146 | 1,325 | |||||||||
| 29 May | 23547.75 | 296.15 | -90.85 (-23.48%) | 15.68 | 1,024 | 182 | 1,195 | |||||||||
| 27 May | 23907.15 | 396.95 | -22.05 (-5.26%) | 12.84 | 1,370 | 718 | 1,014 | |||||||||
| 26 May | 23913.70 | 423 | -89 (-17.38%) | 13.19 | 154 | 35 | 296 | |||||||||
| 25 May | 24031.70 | 525 | 139 (36.01%) | 14.26 | 476 | 235 | 264 | |||||||||
| 22 May | 23719.30 | 386.5 | 10.5 (2.79%) | 14.67 | 19 | 6 | 29 | |||||||||
| 21 May | 23654.70 | 375.55 | -38.45 (-9.29%) | 15.21 | 28 | 21 | 22 | |||||||||
| 20 May | 23659.00 | 414.1 | -25.9 (-5.89%) | 16.12 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 23900 expiring on 23JUN2026
Delta for 23900 CE is 0.63
Historical price for 23900 CE is as follows
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 212.5, which was 18.5 higher than the previous day. The implied volatity was 10.67, the open interest changed by 7298 which increased total open position to 42659
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 194.95, which was 68.95 higher than the previous day. The implied volatity was 14.04, the open interest changed by 22967 which increased total open position to 35339
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 136.3, which was 103.3 higher than the previous day. The implied volatity was 13.99, the open interest changed by 1139 which increased total open position to 12395
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 35.55, which was -14.45 lower than the previous day. The implied volatity was 13.49, the open interest changed by 1555 which increased total open position to 11271
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 47, which was -21 lower than the previous day. The implied volatity was 13.59, the open interest changed by 6725 which increased total open position to 9723
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 71.95, which was 0.95 higher than the previous day. The implied volatity was 14.54, the open interest changed by 997 which increased total open position to 3070
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 68, which was -66 lower than the previous day. The implied volatity was 16.01, the open interest changed by 439 which increased total open position to 2074
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 130.55, which was -28.45 lower than the previous day. The implied volatity was 14.68, the open interest changed by -107 which decreased total open position to 1663
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 162.05, which was -10.95 lower than the previous day. The implied volatity was 14.72, the open interest changed by -70 which decreased total open position to 1790
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 163.05, which was -26.95 lower than the previous day. The implied volatity was 15.06, the open interest changed by 441 which increased total open position to 1863
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 189.2, which was 14.2 higher than the previous day. The implied volatity was 14.03, the open interest changed by 103 which increased total open position to 1423
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 169.25, which was -121.75 lower than the previous day. The implied volatity was 14.8, the open interest changed by 146 which increased total open position to 1325
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 296.15, which was -90.85 lower than the previous day. The implied volatity was 15.68, the open interest changed by 182 which increased total open position to 1195
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 396.95, which was -22.05 lower than the previous day. The implied volatity was 12.84, the open interest changed by 718 which increased total open position to 1014
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 423, which was -89 lower than the previous day. The implied volatity was 13.19, the open interest changed by 35 which increased total open position to 296
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 525, which was 139 higher than the previous day. The implied volatity was 14.26, the open interest changed by 235 which increased total open position to 264
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 386.5, which was 10.5 higher than the previous day. The implied volatity was 14.67, the open interest changed by 6 which increased total open position to 29
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 375.55, which was -38.45 lower than the previous day. The implied volatity was 15.21, the open interest changed by 21 which increased total open position to 22
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 414.1, which was -25.9 lower than the previous day. The implied volatity was 16.12, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23-Jun-2026 (6d) 23900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.13
Theta: -9.18
Gamma: 0.00088
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jun | 23989.15 | 119.7 | -82.15 (-40.70%) | 12.84 | 3,71,578 | 26,061 | 51,051 |
| 15 Jun | 23853.90 | 198.6 | -166.45 (-45.60%) | 13.31 | 1,64,026 | 23,771 | 24,960 |
| 12 Jun | 23622.90 | 354.25 | -389.25 (-52.35%) | 13.1 | 2,334 | 818 | 1,195 |
| 11 Jun | 23161.60 | 726.8 | 17.3 (2.44%) | 14.9 | 105 | 29 | 377 |
| 10 Jun | 23214.95 | 705.25 | 72.4 (11.44%) | 15.45 | 294 | 141 | 351 |
| 9 Jun | 23242.10 | 627 | -160.15 (-20.35%) | 10.43 | 260 | -131 | 211 |
| 8 Jun | 23123.00 | 783.7 | 205 (35.42%) | 15.12 | 82 | 5 | 340 |
| 5 Jun | 23366.70 | 573.7 | 30.6 (5.63%) | 13.55 | 708 | -486 | 335 |
| 4 Jun | 23416.55 | 530 | -16.7 (-3.05%) | 13.6 | 264 | -157 | 822 |
| 3 Jun | 23405.60 | 555 | 90.8 (19.56%) | 13.23 | 147 | -84 | 979 |
| 2 Jun | 23483.55 | 465.25 | -123.7 (-21.00%) | 12.45 | 203 | -57 | 1,063 |
| 1 Jun | 23382.60 | 587.55 | 166.4 (39.51%) | 13.65 | 424 | -33 | 1,126 |
| 29 May | 23547.75 | 439.15 | 146.6 (50.11%) | 10.95 | 909 | 28 | 1,158 |
| 27 May | 23907.15 | 291.4 | -48.5 (-14.27%) | 13.33 | 1,739 | 848 | 1,130 |
| 26 May | 23913.70 | 328.25 | 36.8 (12.63%) | 14.78 | 304 | 36 | 282 |
| 25 May | 24031.70 | 285.7 | -213.3 (-42.75%) | 14.71 | 400 | 211 | 246 |
| 22 May | 23719.30 | 499 | -86.65 (-14.80%) | 16.93 | 33 | 32 | 35 |
| 21 May | 23654.70 | 585.65 | 12.95 (2.26%) | 17.84 | 5 | 1 | 4 |
| 20 May | 23659.00 | 570.2 | -17.4 (-2.96%) | 17.66 | 14 | 3 | 3 |
For Nifty - strike price 23900 expiring on 23JUN2026
Delta for 23900 PE is -0.39
Historical price for 23900 PE is as follows
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 119.7, which was -82.15 lower than the previous day. The implied volatity was 12.84, the open interest changed by 26061 which increased total open position to 51051
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 198.6, which was -166.45 lower than the previous day. The implied volatity was 13.31, the open interest changed by 23771 which increased total open position to 24960
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 354.25, which was -389.25 lower than the previous day. The implied volatity was 13.1, the open interest changed by 818 which increased total open position to 1195
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 726.8, which was 17.3 higher than the previous day. The implied volatity was 14.9, the open interest changed by 29 which increased total open position to 377
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 705.25, which was 72.4 higher than the previous day. The implied volatity was 15.45, the open interest changed by 141 which increased total open position to 351
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 627, which was -160.15 lower than the previous day. The implied volatity was 10.43, the open interest changed by -131 which decreased total open position to 211
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 783.7, which was 205 higher than the previous day. The implied volatity was 15.12, the open interest changed by 5 which increased total open position to 340
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 573.7, which was 30.6 higher than the previous day. The implied volatity was 13.55, the open interest changed by -486 which decreased total open position to 335
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 530, which was -16.7 lower than the previous day. The implied volatity was 13.6, the open interest changed by -157 which decreased total open position to 822
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 555, which was 90.8 higher than the previous day. The implied volatity was 13.23, the open interest changed by -84 which decreased total open position to 979
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 465.25, which was -123.7 lower than the previous day. The implied volatity was 12.45, the open interest changed by -57 which decreased total open position to 1063
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 587.55, which was 166.4 higher than the previous day. The implied volatity was 13.65, the open interest changed by -33 which decreased total open position to 1126
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 439.15, which was 146.6 higher than the previous day. The implied volatity was 10.95, the open interest changed by 28 which increased total open position to 1158
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 291.4, which was -48.5 lower than the previous day. The implied volatity was 13.33, the open interest changed by 848 which increased total open position to 1130
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 328.25, which was 36.8 higher than the previous day. The implied volatity was 14.78, the open interest changed by 36 which increased total open position to 282
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 285.7, which was -213.3 lower than the previous day. The implied volatity was 14.71, the open interest changed by 211 which increased total open position to 246
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 499, which was -86.65 lower than the previous day. The implied volatity was 16.93, the open interest changed by 32 which increased total open position to 35
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 585.65, which was 12.95 higher than the previous day. The implied volatity was 17.84, the open interest changed by 1 which increased total open position to 4
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 570.2, which was -17.4 lower than the previous day. The implied volatity was 17.66, the open interest changed by 3 which increased total open position to 3
