Historical option data for NIFTY
27 May 2026 04:10 PM IST
| NIFTY 02-Jun-2026 (5d) 23950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0.13
Theta: -14.4
Gamma: 0.00097
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 23907.15 | 161.4 | -21.9 (-11.95%) | 13.06 | 14,74,837 | 16,153 | 34,555 | |||||||||
| 26 May | 23913.70 | 184.9 | -91.9 (-33.20%) | 13.29 | 1,20,158 | 15,227 | 18,790 | |||||||||
| 25 May | 24031.70 | 309.85 | 149.5 (93.23%) | 16.56 | 71,227 | 2,586 | 3,668 | |||||||||
| 22 May | 23719.30 | 175.25 | 27.7 (18.77%) | 14.78 | 8,995 | 212 | 1,098 | |||||||||
| 21 May | 23654.70 | 146.55 | -31.45 (-17.67%) | 14.62 | 6,157 | 202 | 884 | |||||||||
| 20 May | 23659.00 | 189 | 15 (8.62%) | 16.14 | 3,795 | 290 | 682 | |||||||||
| 19 May | 23618.00 | 170 | -55 (-24.44%) | 15.66 | 1,133 | 193 | 392 | |||||||||
| 18 May | 23649.95 | 231.05 | -7.95 (-3.33%) | 17.67 | 364 | 69 | 199 | |||||||||
| 15 May | 23643.50 | 237.75 | -27.1 (-10.23%) | 16.06 | 180 | 33 | 121 | |||||||||
| 14 May | 23689.60 | 280.95 | 69 (32.55%) | 16.88 | 251 | -22 | 87 | |||||||||
| 13 May | 23412.60 | 208.85 | 4.55 (2.23%) | 0 | 115 | -69 | 110 | |||||||||
| 12 May | 23379.55 | 215.2 | -174.15 (-44.73%) | 0 | 256 | 46 | 171 | |||||||||
| 11 May | 23815.85 | 384.5 | -386.45 (-50.13%) | 0 | 348 | 113 | 125 | |||||||||
| 8 May | 24176.15 | 770.95 | 0 (0.00%) | 15.17 | 0 | 0 | 12 | |||||||||
| 7 May | 24326.65 | 770.95 | 35.95 (4.89%) | 15.17 | 4 | 0 | 12 | |||||||||
| 6 May | 24330.95 | 735 | 217.55 (42.04%) | 17.27 | 9 | 2 | 13 | |||||||||
| 5 May | 24032.80 | 517.45 | -175.2 (-25.29%) | 17.44 | 8 | 3 | 10 | |||||||||
| 4 May | 24119.30 | 692.65 | 128.4 (22.76%) | 17.82 | 11 | 5 | 7 | |||||||||
| 30 Apr | 23997.55 | 564.25 | -486.2 (-46.28%) | 15.56 | 2 | 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 23950 expiring on 02JUN2026
Delta for 23950 CE is 0.5
Historical price for 23950 CE is as follows
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 161.4, which was -21.9 lower than the previous day. The implied volatity was 13.06, the open interest changed by 16153 which increased total open position to 34555
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 184.9, which was -91.9 lower than the previous day. The implied volatity was 13.29, the open interest changed by 15227 which increased total open position to 18790
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 309.85, which was 149.5 higher than the previous day. The implied volatity was 16.56, the open interest changed by 2586 which increased total open position to 3668
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 175.25, which was 27.7 higher than the previous day. The implied volatity was 14.78, the open interest changed by 212 which increased total open position to 1098
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 146.55, which was -31.45 lower than the previous day. The implied volatity was 14.62, the open interest changed by 202 which increased total open position to 884
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 189, which was 15 higher than the previous day. The implied volatity was 16.14, the open interest changed by 290 which increased total open position to 682
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 170, which was -55 lower than the previous day. The implied volatity was 15.66, the open interest changed by 193 which increased total open position to 392
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 231.05, which was -7.95 lower than the previous day. The implied volatity was 17.67, the open interest changed by 69 which increased total open position to 199
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 237.75, which was -27.1 lower than the previous day. The implied volatity was 16.06, the open interest changed by 33 which increased total open position to 121
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 280.95, which was 69 higher than the previous day. The implied volatity was 16.88, the open interest changed by -22 which decreased total open position to 87
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 208.85, which was 4.55 higher than the previous day. The implied volatity was 0, the open interest changed by -69 which decreased total open position to 110
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 215.2, which was -174.15 lower than the previous day. The implied volatity was 0, the open interest changed by 46 which increased total open position to 171
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 384.5, which was -386.45 lower than the previous day. The implied volatity was 0, the open interest changed by 113 which increased total open position to 125
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 770.95, which was 0 lower than the previous day. The implied volatity was 15.17, the open interest changed by 0 which decreased total open position to 12
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 770.95, which was 35.95 higher than the previous day. The implied volatity was 15.17, the open interest changed by 0 which decreased total open position to 12
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 735, which was 217.55 higher than the previous day. The implied volatity was 17.27, the open interest changed by 2 which increased total open position to 13
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 517.45, which was -175.2 lower than the previous day. The implied volatity was 17.44, the open interest changed by 3 which increased total open position to 10
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 692.65, which was 128.4 higher than the previous day. The implied volatity was 17.82, the open interest changed by 5 which increased total open position to 7
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 564.25, which was -486.2 lower than the previous day. The implied volatity was 15.56, 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 (5d) 23950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.13
Theta: -9.1
Gamma: 0.00112
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 23907.15 | 145.5 | -42.3 (-22.52%) | 11.35 | 13,85,500 | 11,328 | 26,347 |
| 26 May | 23913.70 | 182.6 | 30.9 (20.37%) | 13.87 | 1,48,081 | 9,014 | 15,523 |
| 25 May | 24031.70 | 136.1 | -212.7 (-60.98%) | 13.42 | 59,501 | 6,122 | 6,556 |
| 22 May | 23719.30 | 324.65 | -114.4 (-26.06%) | 14.07 | 1,299 | 227 | 437 |
| 21 May | 23654.70 | 443.4 | 7.2 (1.65%) | 16.9 | 748 | 128 | 204 |
| 20 May | 23659.00 | 415.95 | -68.4 (-14.12%) | 15.58 | 124 | -4 | 74 |
| 19 May | 23618.00 | 464.9 | -27.1 (-5.51%) | 15.39 | 41 | 4 | 77 |
| 18 May | 23649.95 | 497 | -22.65 (-4.36%) | 18.53 | 62 | -51 | 74 |
| 15 May | 23643.50 | 502.15 | 35.4 (7.58%) | 17.71 | 184 | 30 | 126 |
| 14 May | 23689.60 | 454.4 | -187.25 (-29.18%) | 16.06 | 89 | 56 | 96 |
| 13 May | 23412.60 | 632.95 | -80.7 (-11.31%) | 0 | 27 | -21 | 39 |
| 12 May | 23379.55 | 713.65 | 281.65 (65.20%) | 0 | 75 | -61 | 60 |
| 11 May | 23815.85 | 440.65 | 171.4 (63.66%) | 0 | 226 | 81 | 109 |
| 8 May | 24176.15 | 269.25 | 49.25 (22.39%) | 16.09 | 18 | 4 | 29 |
| 7 May | 24326.65 | 220 | 1.9 (0.87%) | 16.5 | 47 | -19 | 23 |
| 6 May | 24330.95 | 218.1 | -129.2 (-37.20%) | 15.58 | 56 | -33 | 43 |
| 5 May | 24032.80 | 347.3 | 11.3 (3.36%) | 16.62 | 65 | 36 | 76 |
| 4 May | 24119.30 | 336 | -81 (-19.42%) | 17.06 | 10 | 36 | 43 |
| 30 Apr | 23997.55 | 421 | 77.8 (22.67%) | 17.1 | 55 | 29 | 36 |
| 29 Apr | 24177.65 | 343.2 | -65.95 (-16.12%) | 16.73 | 4 | 0 | 3 |
| 28 Apr | 23995.70 | 409.15 | 0 (0.00%) | 17.97 | 0 | 0 | 3 |
| 27 Apr | 24092.70 | 409.15 | 144.6 (54.66%) | 17.97 | 3 | 1 | 1 |
| 24 Apr | 23897.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 23950 expiring on 02JUN2026
Delta for 23950 PE is -0.5
Historical price for 23950 PE is as follows
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 145.5, which was -42.3 lower than the previous day. The implied volatity was 11.35, the open interest changed by 11328 which increased total open position to 26347
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 182.6, which was 30.9 higher than the previous day. The implied volatity was 13.87, the open interest changed by 9014 which increased total open position to 15523
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 136.1, which was -212.7 lower than the previous day. The implied volatity was 13.42, the open interest changed by 6122 which increased total open position to 6556
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 324.65, which was -114.4 lower than the previous day. The implied volatity was 14.07, the open interest changed by 227 which increased total open position to 437
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 443.4, which was 7.2 higher than the previous day. The implied volatity was 16.9, the open interest changed by 128 which increased total open position to 204
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 415.95, which was -68.4 lower than the previous day. The implied volatity was 15.58, the open interest changed by -4 which decreased total open position to 74
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 464.9, which was -27.1 lower than the previous day. The implied volatity was 15.39, the open interest changed by 4 which increased total open position to 77
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 497, which was -22.65 lower than the previous day. The implied volatity was 18.53, the open interest changed by -51 which decreased total open position to 74
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 502.15, which was 35.4 higher than the previous day. The implied volatity was 17.71, the open interest changed by 30 which increased total open position to 126
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 454.4, which was -187.25 lower than the previous day. The implied volatity was 16.06, the open interest changed by 56 which increased total open position to 96
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 632.95, which was -80.7 lower than the previous day. The implied volatity was 0, the open interest changed by -21 which decreased total open position to 39
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 713.65, which was 281.65 higher than the previous day. The implied volatity was 0, the open interest changed by -61 which decreased total open position to 60
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 440.65, which was 171.4 higher than the previous day. The implied volatity was 0, the open interest changed by 81 which increased total open position to 109
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 269.25, which was 49.25 higher than the previous day. The implied volatity was 16.09, the open interest changed by 4 which increased total open position to 29
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 220, which was 1.9 higher than the previous day. The implied volatity was 16.5, the open interest changed by -19 which decreased total open position to 23
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 218.1, which was -129.2 lower than the previous day. The implied volatity was 15.58, the open interest changed by -33 which decreased total open position to 43
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 347.3, which was 11.3 higher than the previous day. The implied volatity was 16.62, the open interest changed by 36 which increased total open position to 76
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 336, which was -81 lower than the previous day. The implied volatity was 17.06, the open interest changed by 36 which increased total open position to 43
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 421, which was 77.8 higher than the previous day. The implied volatity was 17.1, the open interest changed by 29 which increased total open position to 36
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 343.2, which was -65.95 lower than the previous day. The implied volatity was 16.73, the open interest changed by 0 which decreased total open position to 3
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 409.15, which was 0 lower than the previous day. The implied volatity was 17.97, the open interest changed by 0 which decreased total open position to 3
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 409.15, which was 144.6 higher than the previous day. The implied volatity was 17.97, the open interest changed by 1 which increased total open position to 1
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
