Historical option data for NIFTY
17 Jun 2026 10:48 AM IST
| NIFTY 23-Jun-2026 (6d) 24000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.12
Theta: -11.83
Gamma: 0.00106
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Jun | 24087.10 | 201.3 | 47.3 (30.71%) | 11.12 | 10,18,522 | 32,870 | 1,32,698 | |||||||||
| 16 Jun | 23989.15 | 159 | 10 (6.71%) | 10.91 | 5,56,740 | 48,019 | 1,00,386 | |||||||||
| 15 Jun | 23853.90 | 148.65 | 52.65 (54.84%) | 13.91 | 3,33,861 | 31,633 | 52,525 | |||||||||
| 12 Jun | 23622.90 | 102.15 | 78.15 (325.63%) | 13.74 | 1,47,801 | 6,260 | 20,896 | |||||||||
| 11 Jun | 23161.60 | 25.1 | -10.9 (-30.28%) | 13.4 | 45,592 | 3,241 | 14,707 | |||||||||
| 10 Jun | 23214.95 | 35.05 | -15.95 (-31.27%) | 13.67 | 38,871 | 4,407 | 11,481 | |||||||||
| 9 Jun | 23242.10 | 54.3 | -1.7 (-3.04%) | 14.47 | 15,361 | 1,692 | 7,026 | |||||||||
| 8 Jun | 23123.00 | 54 | -55 (-50.46%) | 16.03 | 13,996 | 1,047 | 5,358 | |||||||||
| 5 Jun | 23366.70 | 105.4 | -23.6 (-18.29%) | 14.68 | 9,479 | 956 | 4,311 | |||||||||
| 4 Jun | 23416.55 | 133 | -15 (-10.14%) | 14.74 | 5,137 | 440 | 3,383 | |||||||||
| 3 Jun | 23405.60 | 138 | -15 (-9.80%) | 15.23 | 9,116 | 169 | 2,944 | |||||||||
| 2 Jun | 23483.55 | 157 | 13 (9.03%) | 13.93 | 4,766 | 311 | 2,778 | |||||||||
| 1 Jun | 23382.60 | 139.3 | -109.7 (-44.06%) | 14.74 | 2,783 | 368 | 2,457 | |||||||||
| 29 May | 23547.75 | 251 | -89 (-26.18%) | 15.42 | 2,624 | 542 | 2,089 | |||||||||
| 27 May | 23907.15 | 343.1 | -20.9 (-5.74%) | 12.82 | 1,900 | 895 | 1,547 | |||||||||
| 26 May | 23913.70 | 366.55 | -80.45 (-18.00%) | 13.16 | 749 | 99 | 651 | |||||||||
| 25 May | 24031.70 | 470 | 123 (35.45%) | 14.25 | 789 | 229 | 545 | |||||||||
| 22 May | 23719.30 | 355 | 22 (6.61%) | 15.04 | 245 | 12 | 315 | |||||||||
| 21 May | 23654.70 | 328.05 | -32.95 (-9.13%) | 15.16 | 259 | 65 | 304 | |||||||||
| 20 May | 23659.00 | 364 | -34 (-8.54%) | 15.89 | 297 | 241 | 241 | |||||||||
For Nifty - strike price 24000 expiring on 23JUN2026
Delta for 24000 CE is 0.62
Historical price for 24000 CE is as follows
On 17 Jun NIFTY was trading at 24087.10. The strike last trading price was 201.3, which was 47.3 higher than the previous day. The implied volatity was 11.12, the open interest changed by 32870 which increased total open position to 132698
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 159, which was 10 higher than the previous day. The implied volatity was 10.91, the open interest changed by 48019 which increased total open position to 100386
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 148.65, which was 52.65 higher than the previous day. The implied volatity was 13.91, the open interest changed by 31633 which increased total open position to 52525
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 102.15, which was 78.15 higher than the previous day. The implied volatity was 13.74, the open interest changed by 6260 which increased total open position to 20896
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 25.1, which was -10.9 lower than the previous day. The implied volatity was 13.4, the open interest changed by 3241 which increased total open position to 14707
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 35.05, which was -15.95 lower than the previous day. The implied volatity was 13.67, the open interest changed by 4407 which increased total open position to 11481
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 54.3, which was -1.7 lower than the previous day. The implied volatity was 14.47, the open interest changed by 1692 which increased total open position to 7026
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 54, which was -55 lower than the previous day. The implied volatity was 16.03, the open interest changed by 1047 which increased total open position to 5358
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 105.4, which was -23.6 lower than the previous day. The implied volatity was 14.68, the open interest changed by 956 which increased total open position to 4311
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 133, which was -15 lower than the previous day. The implied volatity was 14.74, the open interest changed by 440 which increased total open position to 3383
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 138, which was -15 lower than the previous day. The implied volatity was 15.23, the open interest changed by 169 which increased total open position to 2944
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 157, which was 13 higher than the previous day. The implied volatity was 13.93, the open interest changed by 311 which increased total open position to 2778
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 139.3, which was -109.7 lower than the previous day. The implied volatity was 14.74, the open interest changed by 368 which increased total open position to 2457
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 251, which was -89 lower than the previous day. The implied volatity was 15.42, the open interest changed by 542 which increased total open position to 2089
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 343.1, which was -20.9 lower than the previous day. The implied volatity was 12.82, the open interest changed by 895 which increased total open position to 1547
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 366.55, which was -80.45 lower than the previous day. The implied volatity was 13.16, the open interest changed by 99 which increased total open position to 651
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 470, which was 123 higher than the previous day. The implied volatity was 14.25, the open interest changed by 229 which increased total open position to 545
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 355, which was 22 higher than the previous day. The implied volatity was 15.04, the open interest changed by 12 which increased total open position to 315
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 328.05, which was -32.95 lower than the previous day. The implied volatity was 15.16, the open interest changed by 65 which increased total open position to 304
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 364, which was -34 lower than the previous day. The implied volatity was 15.89, the open interest changed by 241 which increased total open position to 241
| NIFTY 23-Jun-2026 (6d) 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.12
Theta: -11.37
Gamma: 0.00085
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Jun | 24087.10 | 134.3 | -37.05 (-21.62%) | 14.2 | 8,45,241 | 1,31,314 | 2,14,180 |
| 16 Jun | 23989.15 | 164.8 | -92.6 (-35.98%) | 12.93 | 3,97,523 | 55,158 | 83,292 |
| 15 Jun | 23853.90 | 248.15 | -181.15 (-42.20%) | 12.88 | 1,87,980 | 24,716 | 28,141 |
| 12 Jun | 23622.90 | 410.3 | -430.35 (-51.19%) | 12.23 | 6,309 | 2,365 | 3,428 |
| 11 Jun | 23161.60 | 810.3 | 13.35 (1.68%) | 14.24 | 1,497 | 18 | 1,063 |
| 10 Jun | 23214.95 | 801 | 80.45 (11.17%) | 16.22 | 1,074 | -8 | 1,047 |
| 9 Jun | 23242.10 | 713.05 | -162.45 (-18.56%) | 14.46 | 655 | 61 | 1,055 |
| 8 Jun | 23123.00 | 893.05 | 240.45 (36.84%) | 15.48 | 213 | -15 | 994 |
| 5 Jun | 23366.70 | 650.25 | 39.55 (6.48%) | 13.74 | 583 | -111 | 1,010 |
| 4 Jun | 23416.55 | 592 | -14.55 (-2.40%) | 13 | 365 | -124 | 1,128 |
| 3 Jun | 23405.60 | 618.95 | 86.45 (16.23%) | 12.83 | 561 | -288 | 1,252 |
| 2 Jun | 23483.55 | 530 | -127.4 (-19.38%) | 11.84 | 647 | -187 | 1,542 |
| 1 Jun | 23382.60 | 661.45 | 175.6 (36.14%) | 13.96 | 505 | -71 | 1,730 |
| 29 May | 23547.75 | 492.95 | 160.15 (48.12%) | 12.68 | 1,884 | 122 | 1,802 |
| 27 May | 23907.15 | 341.15 | -48.4 (-12.42%) | 13.45 | 1,822 | 993 | 1,683 |
| 26 May | 23913.70 | 375.55 | 38.4 (11.39%) | 14.71 | 853 | 218 | 690 |
| 25 May | 24031.70 | 315 | -230.5 (-42.25%) | 14.23 | 689 | 320 | 464 |
| 22 May | 23719.30 | 522.65 | -88.4 (-14.47%) | 15.92 | 187 | 71 | 145 |
| 21 May | 23654.70 | 612.65 | -17.3 (-2.75%) | 17.36 | 98 | 61 | 73 |
| 20 May | 23659.00 | 620 | -24.4 (-3.79%) | 17.45 | 52 | 12 | 12 |
For Nifty - strike price 24000 expiring on 23JUN2026
Delta for 24000 PE is -0.41
Historical price for 24000 PE is as follows
On 17 Jun NIFTY was trading at 24087.10. The strike last trading price was 134.3, which was -37.05 lower than the previous day. The implied volatity was 14.2, the open interest changed by 131314 which increased total open position to 214180
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 164.8, which was -92.6 lower than the previous day. The implied volatity was 12.93, the open interest changed by 55158 which increased total open position to 83292
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 248.15, which was -181.15 lower than the previous day. The implied volatity was 12.88, the open interest changed by 24716 which increased total open position to 28141
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 410.3, which was -430.35 lower than the previous day. The implied volatity was 12.23, the open interest changed by 2365 which increased total open position to 3428
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 810.3, which was 13.35 higher than the previous day. The implied volatity was 14.24, the open interest changed by 18 which increased total open position to 1063
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 801, which was 80.45 higher than the previous day. The implied volatity was 16.22, the open interest changed by -8 which decreased total open position to 1047
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 713.05, which was -162.45 lower than the previous day. The implied volatity was 14.46, the open interest changed by 61 which increased total open position to 1055
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 893.05, which was 240.45 higher than the previous day. The implied volatity was 15.48, the open interest changed by -15 which decreased total open position to 994
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 650.25, which was 39.55 higher than the previous day. The implied volatity was 13.74, the open interest changed by -111 which decreased total open position to 1010
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 592, which was -14.55 lower than the previous day. The implied volatity was 13, the open interest changed by -124 which decreased total open position to 1128
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 618.95, which was 86.45 higher than the previous day. The implied volatity was 12.83, the open interest changed by -288 which decreased total open position to 1252
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 530, which was -127.4 lower than the previous day. The implied volatity was 11.84, the open interest changed by -187 which decreased total open position to 1542
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 661.45, which was 175.6 higher than the previous day. The implied volatity was 13.96, the open interest changed by -71 which decreased total open position to 1730
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 492.95, which was 160.15 higher than the previous day. The implied volatity was 12.68, the open interest changed by 122 which increased total open position to 1802
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 341.15, which was -48.4 lower than the previous day. The implied volatity was 13.45, the open interest changed by 993 which increased total open position to 1683
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 375.55, which was 38.4 higher than the previous day. The implied volatity was 14.71, the open interest changed by 218 which increased total open position to 690
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 315, which was -230.5 lower than the previous day. The implied volatity was 14.23, the open interest changed by 320 which increased total open position to 464
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 522.65, which was -88.4 lower than the previous day. The implied volatity was 15.92, the open interest changed by 71 which increased total open position to 145
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 612.65, which was -17.3 lower than the previous day. The implied volatity was 17.36, the open interest changed by 61 which increased total open position to 73
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 620, which was -24.4 lower than the previous day. The implied volatity was 17.45, the open interest changed by 12 which increased total open position to 12
