Historical option data for NIFTY
29 Jun 2026 10:50 AM IST
| NIFTY 07-Jul-2026 (6d) 24000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.6
Vega: 0.14
Theta: -11.72
Gamma: 0.00085
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 24079.95 | 238.4 | -15.6 (-6.14%) | 12.34 | 54,075 | 5,006 | 20,587 | |||||||||
| 25 Jun | 24056.00 | 256.8 | -1.2 (-0.47%) | 11.61 | 58,118 | 582 | 15,825 | |||||||||
| 24 Jun | 24021.65 | 258.35 | 72.35 (38.90%) | 12.43 | 91,261 | 3,060 | 15,683 | |||||||||
| 23 Jun | 23824.10 | 174.8 | -139.2 (-44.33%) | 12.93 | 36,815 | 9,202 | 12,582 | |||||||||
| 22 Jun | 24102.90 | 309 | 12 (4.04%) | 11.75 | 7,242 | -977 | 3,377 | |||||||||
| 19 Jun | 24013.10 | 302.45 | -70.55 (-18.91%) | 11.47 | 15,586 | 1,558 | 4,381 | |||||||||
| 18 Jun | 24168.00 | 384 | 46 (13.61%) | 10.85 | 7,017 | 196 | 2,888 | |||||||||
| 17 Jun | 24085.70 | 335.25 | 40.25 (13.64%) | 11.05 | 5,734 | 190 | 2,713 | |||||||||
| 16 Jun | 23989.15 | 298 | 19 (6.81%) | 11.27 | 3,786 | 221 | 2,533 | |||||||||
| 15 Jun | 23853.90 | 278.9 | 72.9 (35.39%) | 13.13 | 7,309 | 1,242 | 2,314 | |||||||||
| 12 Jun | 23622.90 | 222 | 128 (136.17%) | 13.73 | 7,755 | -11 | 1,084 | |||||||||
| 11 Jun | 23161.60 | 98 | -11 (-10.09%) | 13.72 | 2,687 | 61 | 1,133 | |||||||||
| 10 Jun | 23214.95 | 108 | -31 (-22.30%) | 13.67 | 1,260 | 218 | 1,105 | |||||||||
| 9 Jun | 23242.10 | 141.35 | 11.35 (8.73%) | 14.5 | 617 | 160 | 877 | |||||||||
| 8 Jun | 23123.00 | 128 | -67 (-34.36%) | 15.33 | 701 | 168 | 716 | |||||||||
| 5 Jun | 23366.70 | 187.85 | -36.15 (-16.14%) | 13.99 | 1,028 | 423 | 549 | |||||||||
| 4 Jun | 23416.55 | 225.65 | -10.35 (-4.39%) | 14.29 | 274 | 102 | 130 | |||||||||
| 3 Jun | 23405.60 | 231.75 | -108.25 (-31.84%) | 14.74 | 35 | 24 | 24 | |||||||||
For Nifty - strike price 24000 expiring on 07JUL2026
Delta for 24000 CE is 0.6
Historical price for 24000 CE is as follows
On 29 Jun NIFTY was trading at 24079.95. The strike last trading price was 238.4, which was -15.6 lower than the previous day. The implied volatity was 12.34, the open interest changed by 5006 which increased total open position to 20587
On 25 Jun NIFTY was trading at 24056.00. The strike last trading price was 256.8, which was -1.2 lower than the previous day. The implied volatity was 11.61, the open interest changed by 582 which increased total open position to 15825
On 24 Jun NIFTY was trading at 24021.65. The strike last trading price was 258.35, which was 72.35 higher than the previous day. The implied volatity was 12.43, the open interest changed by 3060 which increased total open position to 15683
On 23 Jun NIFTY was trading at 23824.10. The strike last trading price was 174.8, which was -139.2 lower than the previous day. The implied volatity was 12.93, the open interest changed by 9202 which increased total open position to 12582
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 309, which was 12 higher than the previous day. The implied volatity was 11.75, the open interest changed by -977 which decreased total open position to 3377
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 302.45, which was -70.55 lower than the previous day. The implied volatity was 11.47, the open interest changed by 1558 which increased total open position to 4381
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 384, which was 46 higher than the previous day. The implied volatity was 10.85, the open interest changed by 196 which increased total open position to 2888
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 335.25, which was 40.25 higher than the previous day. The implied volatity was 11.05, the open interest changed by 190 which increased total open position to 2713
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 298, which was 19 higher than the previous day. The implied volatity was 11.27, the open interest changed by 221 which increased total open position to 2533
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 278.9, which was 72.9 higher than the previous day. The implied volatity was 13.13, the open interest changed by 1242 which increased total open position to 2314
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 222, which was 128 higher than the previous day. The implied volatity was 13.73, the open interest changed by -11 which decreased total open position to 1084
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 98, which was -11 lower than the previous day. The implied volatity was 13.72, the open interest changed by 61 which increased total open position to 1133
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 108, which was -31 lower than the previous day. The implied volatity was 13.67, the open interest changed by 218 which increased total open position to 1105
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 141.35, which was 11.35 higher than the previous day. The implied volatity was 14.5, the open interest changed by 160 which increased total open position to 877
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 128, which was -67 lower than the previous day. The implied volatity was 15.33, the open interest changed by 168 which increased total open position to 716
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 187.85, which was -36.15 lower than the previous day. The implied volatity was 13.99, the open interest changed by 423 which increased total open position to 549
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 225.65, which was -10.35 lower than the previous day. The implied volatity was 14.29, the open interest changed by 102 which increased total open position to 130
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 231.75, which was -108.25 lower than the previous day. The implied volatity was 14.74, the open interest changed by 24 which increased total open position to 24
| NIFTY 07-Jul-2026 (6d) 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.14
Theta: -8.37
Gamma: 0.00083
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 24079.95 | 137.15 | -6.05 (-4.22%) | 12.64 | 84,351 | 10,215 | 36,241 |
| 25 Jun | 24056.00 | 141 | -49.95 (-26.16%) | 10.55 | 1,14,286 | 10,322 | 26,567 |
| 24 Jun | 24021.65 | 183.75 | -105.95 (-36.57%) | 11.65 | 75,762 | 6,800 | 16,503 |
| 23 Jun | 23824.10 | 323 | 167.9 (108.25%) | 12.62 | 36,745 | 2,459 | 9,760 |
| 22 Jun | 24102.90 | 157 | -51.65 (-24.75%) | 11.29 | 14,323 | 2,210 | 7,299 |
| 19 Jun | 24013.10 | 193.5 | 37.85 (24.32%) | 11.35 | 12,899 | 1,614 | 5,244 |
| 18 Jun | 24168.00 | 154 | -63 (-29.03%) | 11.76 | 8,163 | 1,112 | 3,658 |
| 17 Jun | 24085.70 | 218.75 | -47.35 (-17.79%) | 12.79 | 4,341 | 484 | 2,541 |
| 16 Jun | 23989.15 | 262 | -70.3 (-21.16%) | 12.81 | 3,276 | 891 | 2,069 |
| 15 Jun | 23853.90 | 326.05 | -171.9 (-34.52%) | 12.4 | 3,366 | 1,067 | 1,178 |
| 12 Jun | 23622.90 | 482 | -396.1 (-45.11%) | 12.85 | 327 | 84 | 113 |
| 11 Jun | 23161.60 | 855 | 39.8 (4.88%) | 14.75 | 33 | 7 | 29 |
| 10 Jun | 23214.95 | 815.2 | 50.2 (6.56%) | 14.19 | 74 | 10 | 23 |
| 9 Jun | 23242.10 | 765 | -115 (-13.07%) | 14.2 | 14 | 9 | 15 |
| 8 Jun | 23123.00 | 880 | 202.5 (29.89%) | 15.46 | 11 | 4 | 5 |
| 5 Jun | 23366.70 | 677.5 | -3.6 (-0.53%) | 13.81 | 2 | 0 | 1 |
| 4 Jun | 23416.55 | 681.1 | -36.9 (-5.14%) | 14.83 | 1 | 0 | 0 |
| 3 Jun | 23405.60 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24000 expiring on 07JUL2026
Delta for 24000 PE is -0.41
Historical price for 24000 PE is as follows
On 29 Jun NIFTY was trading at 24079.95. The strike last trading price was 137.15, which was -6.05 lower than the previous day. The implied volatity was 12.64, the open interest changed by 10215 which increased total open position to 36241
On 25 Jun NIFTY was trading at 24056.00. The strike last trading price was 141, which was -49.95 lower than the previous day. The implied volatity was 10.55, the open interest changed by 10322 which increased total open position to 26567
On 24 Jun NIFTY was trading at 24021.65. The strike last trading price was 183.75, which was -105.95 lower than the previous day. The implied volatity was 11.65, the open interest changed by 6800 which increased total open position to 16503
On 23 Jun NIFTY was trading at 23824.10. The strike last trading price was 323, which was 167.9 higher than the previous day. The implied volatity was 12.62, the open interest changed by 2459 which increased total open position to 9760
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 157, which was -51.65 lower than the previous day. The implied volatity was 11.29, the open interest changed by 2210 which increased total open position to 7299
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 193.5, which was 37.85 higher than the previous day. The implied volatity was 11.35, the open interest changed by 1614 which increased total open position to 5244
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 154, which was -63 lower than the previous day. The implied volatity was 11.76, the open interest changed by 1112 which increased total open position to 3658
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 218.75, which was -47.35 lower than the previous day. The implied volatity was 12.79, the open interest changed by 484 which increased total open position to 2541
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 262, which was -70.3 lower than the previous day. The implied volatity was 12.81, the open interest changed by 891 which increased total open position to 2069
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 326.05, which was -171.9 lower than the previous day. The implied volatity was 12.4, the open interest changed by 1067 which increased total open position to 1178
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 482, which was -396.1 lower than the previous day. The implied volatity was 12.85, the open interest changed by 84 which increased total open position to 113
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 855, which was 39.8 higher than the previous day. The implied volatity was 14.75, the open interest changed by 7 which increased total open position to 29
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 815.2, which was 50.2 higher than the previous day. The implied volatity was 14.19, the open interest changed by 10 which increased total open position to 23
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 765, which was -115 lower than the previous day. The implied volatity was 14.2, the open interest changed by 9 which increased total open position to 15
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 880, which was 202.5 higher than the previous day. The implied volatity was 15.46, the open interest changed by 4 which increased total open position to 5
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 677.5, which was -3.6 lower than the previous day. The implied volatity was 13.81, the open interest changed by 0 which decreased total open position to 1
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 681.1, which was -36.9 lower than the previous day. The implied volatity was 14.83, the open interest changed by 0 which decreased total open position to 0
On 3 Jun NIFTY was trading at 23405.60. 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
