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Historical option data for NIFTY

22 Jun 2026 01:18 PM IST
NIFTY 28-Jul-2026 (36d) 24000 CE
Delta: 0.61
Vega: 0.29
Theta: -6.37
Gamma: 0.0004
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 24122.85 518.3 39.75 (8.31%) 12.44 11,071 1,081 34,589
19 Jun 24013.10 485 -70.3 (-12.66%) 12.33 24,707 5,513 33,644
18 Jun 24168.00 563 54.4 (10.70%) 11.89 25,864 4,162 28,178
17 Jun 24085.70 505.2 39.05 (8.38%) 11.82 16,629 3,514 24,087
16 Jun 23989.15 471 28.35 (6.40%) 12.09 11,618 364 20,573
15 Jun 23853.90 441.45 82.6 (23.02%) 13.29 23,272 2,083 20,212
12 Jun 23622.90 375 171.65 (84.41%) 13.9 26,528 -1,074 18,230
11 Jun 23161.60 215.9 -6.2 (-2.79%) 13.87 13,097 942 19,378
10 Jun 23214.95 218.5 -35.3 (-13.91%) 13.5 9,717 -123 18,464
9 Jun 23242.10 254 16.25 (6.83%) 14.04 9,028 260 18,615
8 Jun 23123.00 230.5 -83.4 (-26.57%) 14.68 12,888 1,707 18,354
5 Jun 23366.70 310 -31.6 (-9.25%) 13.89 7,970 1,374 16,653
4 Jun 23416.55 347.4 -12.45 (-3.46%) 13.99 8,490 150 15,287
3 Jun 23405.60 353.05 -23.15 (-6.15%) 14.48 15,331 1,318 15,164
2 Jun 23483.55 382 32.85 (9.41%) 13.69 8,437 479 13,860
1 Jun 23382.60 345.2 -136.45 (-28.33%) 14.07 9,073 2,139 13,411
29 May 23547.75 481.35 -114.85 (-19.26%) 14.75 7,430 1,607 11,274
27 May 23907.15 598 -14.6 (-2.38%) 13.28 3,998 685 9,699
26 May 23913.70 617.65 -86.35 (-12.27%) 13.44 5,209 1,086 9,032
25 May 24031.70 730 129 (21.46%) 14.45 4,863 1,268 7,949
22 May 23719.30 626.05 42.05 (7.20%) 15.5 2,583 309 6,686
21 May 23654.70 570 -42 (-6.86%) 15.17 2,113 245 6,348
20 May 23659.00 625 30 (5.04%) 16.17 1,916 510 6,095
19 May 23618.00 596.05 -46.95 (-7.30%) 16.02 2,534 254 5,598
18 May 23649.95 642.35 12.35 (1.96%) 16.53 4,701 63 5,347
15 May 23643.50 644.7 -21.15 (-3.18%) 16.15 1,693 129 5,292
14 May 23689.60 684 94.4 (16.01%) 16.38 2,956 176 5,309
13 May 23412.60 592.25 27.1 (4.80%) 0 5,130 2,577 5,131
12 May 23379.55 587 -202 (-25.60%) 0 3,515 1,092 2,534
11 May 23815.85 784.5 -191.9 (-19.65%) 0 1,146 302 1,435
8 May 24176.15 970 -110.15 (-10.20%) 15.8 643 2 1,133
7 May 24326.65 1081.4 -29.9 (-2.69%) 15.87 511 144 1,130
6 May 24330.95 1119 179.5 (19.11%) 16.53 688 57 984
5 May 24032.80 945 -57.55 (-5.74%) 16.47 1,054 441 927
4 May 24119.30 992 31.1 (3.24%) 16.49 551 462 486
30 Apr 23997.55 975.85 -53.1 (-5.16%) 16.55 868 251 275
29 Apr 24177.65 1015.15 4.05 (0.40%) 15.71 51 25 25


For Nifty - strike price 24000 expiring on 28JUL2026

Delta for 24000 CE is 0.61

Historical price for 24000 CE is as follows

On 22 Jun NIFTY was trading at 24122.85. The strike last trading price was 518.3, which was 39.75 higher than the previous day. The implied volatity was 12.44, the open interest changed by 1081 which increased total open position to 34589


On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 485, which was -70.3 lower than the previous day. The implied volatity was 12.33, the open interest changed by 5513 which increased total open position to 33644


On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 563, which was 54.4 higher than the previous day. The implied volatity was 11.89, the open interest changed by 4162 which increased total open position to 28178


On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 505.2, which was 39.05 higher than the previous day. The implied volatity was 11.82, the open interest changed by 3514 which increased total open position to 24087


On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 471, which was 28.35 higher than the previous day. The implied volatity was 12.09, the open interest changed by 364 which increased total open position to 20573


On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 441.45, which was 82.6 higher than the previous day. The implied volatity was 13.29, the open interest changed by 2083 which increased total open position to 20212


On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 375, which was 171.65 higher than the previous day. The implied volatity was 13.9, the open interest changed by -1074 which decreased total open position to 18230


On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 215.9, which was -6.2 lower than the previous day. The implied volatity was 13.87, the open interest changed by 942 which increased total open position to 19378


On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 218.5, which was -35.3 lower than the previous day. The implied volatity was 13.5, the open interest changed by -123 which decreased total open position to 18464


On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 254, which was 16.25 higher than the previous day. The implied volatity was 14.04, the open interest changed by 260 which increased total open position to 18615


On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 230.5, which was -83.4 lower than the previous day. The implied volatity was 14.68, the open interest changed by 1707 which increased total open position to 18354


On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 310, which was -31.6 lower than the previous day. The implied volatity was 13.89, the open interest changed by 1374 which increased total open position to 16653


On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 347.4, which was -12.45 lower than the previous day. The implied volatity was 13.99, the open interest changed by 150 which increased total open position to 15287


On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 353.05, which was -23.15 lower than the previous day. The implied volatity was 14.48, the open interest changed by 1318 which increased total open position to 15164


On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 382, which was 32.85 higher than the previous day. The implied volatity was 13.69, the open interest changed by 479 which increased total open position to 13860


On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 345.2, which was -136.45 lower than the previous day. The implied volatity was 14.07, the open interest changed by 2139 which increased total open position to 13411


On 29 May NIFTY was trading at 23547.75. The strike last trading price was 481.35, which was -114.85 lower than the previous day. The implied volatity was 14.75, the open interest changed by 1607 which increased total open position to 11274


On 27 May NIFTY was trading at 23907.15. The strike last trading price was 598, which was -14.6 lower than the previous day. The implied volatity was 13.28, the open interest changed by 685 which increased total open position to 9699


On 26 May NIFTY was trading at 23913.70. The strike last trading price was 617.65, which was -86.35 lower than the previous day. The implied volatity was 13.44, the open interest changed by 1086 which increased total open position to 9032


On 25 May NIFTY was trading at 24031.70. The strike last trading price was 730, which was 129 higher than the previous day. The implied volatity was 14.45, the open interest changed by 1268 which increased total open position to 7949


On 22 May NIFTY was trading at 23719.30. The strike last trading price was 626.05, which was 42.05 higher than the previous day. The implied volatity was 15.5, the open interest changed by 309 which increased total open position to 6686


On 21 May NIFTY was trading at 23654.70. The strike last trading price was 570, which was -42 lower than the previous day. The implied volatity was 15.17, the open interest changed by 245 which increased total open position to 6348


On 20 May NIFTY was trading at 23659.00. The strike last trading price was 625, which was 30 higher than the previous day. The implied volatity was 16.17, the open interest changed by 510 which increased total open position to 6095


On 19 May NIFTY was trading at 23618.00. The strike last trading price was 596.05, which was -46.95 lower than the previous day. The implied volatity was 16.02, the open interest changed by 254 which increased total open position to 5598


On 18 May NIFTY was trading at 23649.95. The strike last trading price was 642.35, which was 12.35 higher than the previous day. The implied volatity was 16.53, the open interest changed by 63 which increased total open position to 5347


On 15 May NIFTY was trading at 23643.50. The strike last trading price was 644.7, which was -21.15 lower than the previous day. The implied volatity was 16.15, the open interest changed by 129 which increased total open position to 5292


On 14 May NIFTY was trading at 23689.60. The strike last trading price was 684, which was 94.4 higher than the previous day. The implied volatity was 16.38, the open interest changed by 176 which increased total open position to 5309


On 13 May NIFTY was trading at 23412.60. The strike last trading price was 592.25, which was 27.1 higher than the previous day. The implied volatity was 0, the open interest changed by 2577 which increased total open position to 5131


On 12 May NIFTY was trading at 23379.55. The strike last trading price was 587, which was -202 lower than the previous day. The implied volatity was 0, the open interest changed by 1092 which increased total open position to 2534


On 11 May NIFTY was trading at 23815.85. The strike last trading price was 784.5, which was -191.9 lower than the previous day. The implied volatity was 0, the open interest changed by 302 which increased total open position to 1435


On 8 May NIFTY was trading at 24176.15. The strike last trading price was 970, which was -110.15 lower than the previous day. The implied volatity was 15.8, the open interest changed by 2 which increased total open position to 1133


On 7 May NIFTY was trading at 24326.65. The strike last trading price was 1081.4, which was -29.9 lower than the previous day. The implied volatity was 15.87, the open interest changed by 144 which increased total open position to 1130


On 6 May NIFTY was trading at 24330.95. The strike last trading price was 1119, which was 179.5 higher than the previous day. The implied volatity was 16.53, the open interest changed by 57 which increased total open position to 984


On 5 May NIFTY was trading at 24032.80. The strike last trading price was 945, which was -57.55 lower than the previous day. The implied volatity was 16.47, the open interest changed by 441 which increased total open position to 927


On 4 May NIFTY was trading at 24119.30. The strike last trading price was 992, which was 31.1 higher than the previous day. The implied volatity was 16.49, the open interest changed by 462 which increased total open position to 486


On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 975.85, which was -53.1 lower than the previous day. The implied volatity was 16.55, the open interest changed by 251 which increased total open position to 275


On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 1015.15, which was 4.05 higher than the previous day. The implied volatity was 15.71, the open interest changed by 25 which increased total open position to 25


NIFTY 28-Jul-2026 (36d) 24000 PE
Delta: -0.39
Vega: 0.29
Theta: -2.77
Gamma: 0.0004
Date Close Ltp Change IV Volume OI Chg OI
22 Jun 24122.85 261.8 -53.1 (-16.86%) 12.43 14,367 1,873 29,447
19 Jun 24013.10 300.45 35.6 (13.44%) 12.3 23,573 2,936 28,131
18 Jun 24168.00 260 -56.85 (-17.94%) 12.62 26,554 1,748 25,198
17 Jun 24085.70 317.95 -47.35 (-12.96%) 13.13 17,916 4,766 23,496
16 Jun 23989.15 362.45 -62.95 (-14.80%) 13.29 11,589 1,308 18,732
15 Jun 23853.90 419 -150.05 (-26.37%) 12.96 24,938 4,836 17,423
12 Jun 23622.90 559 -336 (-37.54%) 13.39 4,655 615 12,587
11 Jun 23161.60 878.45 13.35 (1.54%) 14.4 1,459 -210 11,975
10 Jun 23214.95 871 62.6 (7.74%) 14.82 1,724 -43 12,186
9 Jun 23242.10 802.55 -141.4 (-14.98%) 13.43 2,079 -6 12,229
8 Jun 23123.00 951.8 203.7 (27.23%) 14.85 2,464 -265 12,236
5 Jun 23366.70 751.95 38.85 (5.45%) 14.01 2,033 -222 12,502
4 Jun 23416.55 703.4 -22.6 (-3.11%) 13.8 2,048 204 12,722
3 Jun 23405.60 735.55 82.9 (12.70%) 13.88 3,618 -298 12,518
2 Jun 23483.55 652.05 -96.55 (-12.90%) 13.51 3,949 -313 12,832
1 Jun 23382.60 759 147.75 (24.17%) 14.15 5,212 56 13,138
29 May 23547.75 618.65 136.5 (28.31%) 13.69 6,475 1,795 13,114
27 May 23907.15 475.75 -48.5 (-9.25%) 13.86 7,389 308 11,319
26 May 23913.70 517.6 39.85 (8.34%) 14.97 6,927 2,039 11,032
25 May 24031.70 456 -209.5 (-31.48%) 14.63 5,275 952 8,994
22 May 23719.30 650.65 -96.5 (-12.92%) 15.87 2,913 700 8,051
21 May 23654.70 752 4.25 (0.57%) 17.06 2,164 190 7,354
20 May 23659.00 728.7 -43.5 (-5.63%) 16.64 1,515 71 7,158
19 May 23618.00 780 4.95 (0.64%) 17.01 2,547 442 7,091
18 May 23649.95 779.1 8.4 (1.09%) 17.44 3,107 525 6,420
15 May 23643.50 752 23.95 (3.29%) 16.57 2,317 -89 5,900
14 May 23689.60 713.55 -150.3 (-17.40%) 16.15 1,395 261 5,991
13 May 23412.60 855.3 -18.5 (-2.12%) 0 1,170 -90 5,733
12 May 23379.55 859.25 192.15 (28.80%) 0 4,248 -169 5,847
11 May 23815.85 670.85 177 (35.84%) 0 5,704 2,399 6,035
8 May 24176.15 495.85 55.3 (12.55%) 15.64 2,164 612 3,642
7 May 24326.65 430 -2.9 (-0.67%) 15.37 1,650 571 3,070
6 May 24330.95 429.45 -156.3 (-26.68%) 15.36 1,531 364 2,583
5 May 24032.80 573.9 20.5 (3.70%) 16.1 1,709 664 2,192
4 May 24119.30 561.8 -49.9 (-8.16%) 16.36 1,747 1,206 1,529
30 Apr 23997.55 594.2 67.85 (12.89%) 16.22 1,662 672 995
29 Apr 24177.65 529.65 -141.2 (-21.05%) 15.77 925 327 327


For Nifty - strike price 24000 expiring on 28JUL2026

Delta for 24000 PE is -0.39

Historical price for 24000 PE is as follows

On 22 Jun NIFTY was trading at 24122.85. The strike last trading price was 261.8, which was -53.1 lower than the previous day. The implied volatity was 12.43, the open interest changed by 1873 which increased total open position to 29447


On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 300.45, which was 35.6 higher than the previous day. The implied volatity was 12.3, the open interest changed by 2936 which increased total open position to 28131


On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 260, which was -56.85 lower than the previous day. The implied volatity was 12.62, the open interest changed by 1748 which increased total open position to 25198


On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 317.95, which was -47.35 lower than the previous day. The implied volatity was 13.13, the open interest changed by 4766 which increased total open position to 23496


On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 362.45, which was -62.95 lower than the previous day. The implied volatity was 13.29, the open interest changed by 1308 which increased total open position to 18732


On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 419, which was -150.05 lower than the previous day. The implied volatity was 12.96, the open interest changed by 4836 which increased total open position to 17423


On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 559, which was -336 lower than the previous day. The implied volatity was 13.39, the open interest changed by 615 which increased total open position to 12587


On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 878.45, which was 13.35 higher than the previous day. The implied volatity was 14.4, the open interest changed by -210 which decreased total open position to 11975


On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 871, which was 62.6 higher than the previous day. The implied volatity was 14.82, the open interest changed by -43 which decreased total open position to 12186


On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 802.55, which was -141.4 lower than the previous day. The implied volatity was 13.43, the open interest changed by -6 which decreased total open position to 12229


On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 951.8, which was 203.7 higher than the previous day. The implied volatity was 14.85, the open interest changed by -265 which decreased total open position to 12236


On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 751.95, which was 38.85 higher than the previous day. The implied volatity was 14.01, the open interest changed by -222 which decreased total open position to 12502


On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 703.4, which was -22.6 lower than the previous day. The implied volatity was 13.8, the open interest changed by 204 which increased total open position to 12722


On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 735.55, which was 82.9 higher than the previous day. The implied volatity was 13.88, the open interest changed by -298 which decreased total open position to 12518


On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 652.05, which was -96.55 lower than the previous day. The implied volatity was 13.51, the open interest changed by -313 which decreased total open position to 12832


On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 759, which was 147.75 higher than the previous day. The implied volatity was 14.15, the open interest changed by 56 which increased total open position to 13138


On 29 May NIFTY was trading at 23547.75. The strike last trading price was 618.65, which was 136.5 higher than the previous day. The implied volatity was 13.69, the open interest changed by 1795 which increased total open position to 13114


On 27 May NIFTY was trading at 23907.15. The strike last trading price was 475.75, which was -48.5 lower than the previous day. The implied volatity was 13.86, the open interest changed by 308 which increased total open position to 11319


On 26 May NIFTY was trading at 23913.70. The strike last trading price was 517.6, which was 39.85 higher than the previous day. The implied volatity was 14.97, the open interest changed by 2039 which increased total open position to 11032


On 25 May NIFTY was trading at 24031.70. The strike last trading price was 456, which was -209.5 lower than the previous day. The implied volatity was 14.63, the open interest changed by 952 which increased total open position to 8994


On 22 May NIFTY was trading at 23719.30. The strike last trading price was 650.65, which was -96.5 lower than the previous day. The implied volatity was 15.87, the open interest changed by 700 which increased total open position to 8051


On 21 May NIFTY was trading at 23654.70. The strike last trading price was 752, which was 4.25 higher than the previous day. The implied volatity was 17.06, the open interest changed by 190 which increased total open position to 7354


On 20 May NIFTY was trading at 23659.00. The strike last trading price was 728.7, which was -43.5 lower than the previous day. The implied volatity was 16.64, the open interest changed by 71 which increased total open position to 7158


On 19 May NIFTY was trading at 23618.00. The strike last trading price was 780, which was 4.95 higher than the previous day. The implied volatity was 17.01, the open interest changed by 442 which increased total open position to 7091


On 18 May NIFTY was trading at 23649.95. The strike last trading price was 779.1, which was 8.4 higher than the previous day. The implied volatity was 17.44, the open interest changed by 525 which increased total open position to 6420


On 15 May NIFTY was trading at 23643.50. The strike last trading price was 752, which was 23.95 higher than the previous day. The implied volatity was 16.57, the open interest changed by -89 which decreased total open position to 5900


On 14 May NIFTY was trading at 23689.60. The strike last trading price was 713.55, which was -150.3 lower than the previous day. The implied volatity was 16.15, the open interest changed by 261 which increased total open position to 5991


On 13 May NIFTY was trading at 23412.60. The strike last trading price was 855.3, which was -18.5 lower than the previous day. The implied volatity was 0, the open interest changed by -90 which decreased total open position to 5733


On 12 May NIFTY was trading at 23379.55. The strike last trading price was 859.25, which was 192.15 higher than the previous day. The implied volatity was 0, the open interest changed by -169 which decreased total open position to 5847


On 11 May NIFTY was trading at 23815.85. The strike last trading price was 670.85, which was 177 higher than the previous day. The implied volatity was 0, the open interest changed by 2399 which increased total open position to 6035


On 8 May NIFTY was trading at 24176.15. The strike last trading price was 495.85, which was 55.3 higher than the previous day. The implied volatity was 15.64, the open interest changed by 612 which increased total open position to 3642


On 7 May NIFTY was trading at 24326.65. The strike last trading price was 430, which was -2.9 lower than the previous day. The implied volatity was 15.37, the open interest changed by 571 which increased total open position to 3070


On 6 May NIFTY was trading at 24330.95. The strike last trading price was 429.45, which was -156.3 lower than the previous day. The implied volatity was 15.36, the open interest changed by 364 which increased total open position to 2583


On 5 May NIFTY was trading at 24032.80. The strike last trading price was 573.9, which was 20.5 higher than the previous day. The implied volatity was 16.1, the open interest changed by 664 which increased total open position to 2192


On 4 May NIFTY was trading at 24119.30. The strike last trading price was 561.8, which was -49.9 lower than the previous day. The implied volatity was 16.36, the open interest changed by 1206 which increased total open position to 1529


On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 594.2, which was 67.85 higher than the previous day. The implied volatity was 16.22, the open interest changed by 672 which increased total open position to 995


On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 529.65, which was -141.2 lower than the previous day. The implied volatity was 15.77, the open interest changed by 327 which increased total open position to 327