Historical option data for NIFTY
03 Jun 2026 04:10 PM IST
| NIFTY 09-Jun-2026 (6d) 24100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.1
Vega: 0.05
Theta: -7.73
Gamma: 0.00034
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 23405.60 | 24 | -4 (-14.29%) | 16.78 | 6,44,877 | 20,745 | 50,941 | |||||||||
| 2 Jun | 23483.55 | 29.6 | -8.4 (-22.11%) | 14.17 | 1,81,744 | 10,263 | 30,456 | |||||||||
| 1 Jun | 23382.60 | 34.8 | -72.2 (-67.48%) | 16.41 | 84,966 | 10,700 | 20,443 | |||||||||
| 29 May | 23547.75 | 108.3 | -71.7 (-39.83%) | 16.53 | 47,113 | 4,796 | 9,700 | |||||||||
| 27 May | 23907.15 | 186.7 | -19.3 (-9.37%) | 13.46 | 20,150 | 1,213 | 4,916 | |||||||||
| 26 May | 23913.70 | 209.7 | -75.3 (-26.42%) | 13.79 | 10,958 | 2,190 | 3,784 | |||||||||
| 25 May | 24031.70 | 311.35 | 119.35 (62.16%) | 15.7 | 4,505 | 800 | 1,593 | |||||||||
| 22 May | 23719.30 | 200.55 | 22.55 (12.67%) | 15.16 | 1,129 | 254 | 793 | |||||||||
| 21 May | 23654.70 | 174 | -31 (-15.12%) | 15.13 | 1,159 | 217 | 536 | |||||||||
| 20 May | 23659.00 | 211.65 | 15.65 (7.98%) | 16.19 | 497 | 24 | 329 | |||||||||
| 19 May | 23618.00 | 194.65 | -49.35 (-20.23%) | 15.99 | 360 | 74 | 305 | |||||||||
| 18 May | 23649.95 | 246 | -3 (-1.20%) | 17.22 | 276 | 87 | 231 | |||||||||
| 15 May | 23643.50 | 260.8 | -14 (-5.09%) | 16.43 | 139 | 1 | 138 | |||||||||
| 14 May | 23689.60 | 288.2 | 66.35 (29.91%) | 16.73 | 110 | 33 | 135 | |||||||||
| 13 May | 23412.60 | 220.6 | 5.8 (2.70%) | 0 | 90 | 44 | 105 | |||||||||
| 12 May | 23379.55 | 214.7 | -166.3 (-43.65%) | 0 | 64 | 30 | 61 | |||||||||
| 11 May | 23815.85 | 382 | -169 (-30.67%) | 17.15 | 52 | 30 | 30 | |||||||||
| 8 May | 24176.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 24326.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24100 expiring on 09JUN2026
Delta for 24100 CE is 0.1
Historical price for 24100 CE is as follows
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 24, which was -4 lower than the previous day. The implied volatity was 16.78, the open interest changed by 20745 which increased total open position to 50941
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 29.6, which was -8.4 lower than the previous day. The implied volatity was 14.17, the open interest changed by 10263 which increased total open position to 30456
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 34.8, which was -72.2 lower than the previous day. The implied volatity was 16.41, the open interest changed by 10700 which increased total open position to 20443
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 108.3, which was -71.7 lower than the previous day. The implied volatity was 16.53, the open interest changed by 4796 which increased total open position to 9700
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 186.7, which was -19.3 lower than the previous day. The implied volatity was 13.46, the open interest changed by 1213 which increased total open position to 4916
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 209.7, which was -75.3 lower than the previous day. The implied volatity was 13.79, the open interest changed by 2190 which increased total open position to 3784
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 311.35, which was 119.35 higher than the previous day. The implied volatity was 15.7, the open interest changed by 800 which increased total open position to 1593
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 200.55, which was 22.55 higher than the previous day. The implied volatity was 15.16, the open interest changed by 254 which increased total open position to 793
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 174, which was -31 lower than the previous day. The implied volatity was 15.13, the open interest changed by 217 which increased total open position to 536
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 211.65, which was 15.65 higher than the previous day. The implied volatity was 16.19, the open interest changed by 24 which increased total open position to 329
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 194.65, which was -49.35 lower than the previous day. The implied volatity was 15.99, the open interest changed by 74 which increased total open position to 305
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 246, which was -3 lower than the previous day. The implied volatity was 17.22, the open interest changed by 87 which increased total open position to 231
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 260.8, which was -14 lower than the previous day. The implied volatity was 16.43, the open interest changed by 1 which increased total open position to 138
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 288.2, which was 66.35 higher than the previous day. The implied volatity was 16.73, the open interest changed by 33 which increased total open position to 135
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 220.6, which was 5.8 higher than the previous day. The implied volatity was 0, the open interest changed by 44 which increased total open position to 105
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 214.7, which was -166.3 lower than the previous day. The implied volatity was 0, the open interest changed by 30 which increased total open position to 61
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 382, which was -169 lower than the previous day. The implied volatity was 17.15, the open interest changed by 30 which increased total open position to 30
On 8 May NIFTY was trading at 24176.15. 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 7 May NIFTY was trading at 24326.65. 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 6 May NIFTY was trading at 24330.95. 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 09-Jun-2026 (6d) 24100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.9
Vega: 0.05
Theta: -7.68
Gamma: 0.00033
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 23405.60 | 650.55 | 103.15 (18.84%) | 16.79 | 2,365 | 84 | 2,377 |
| 2 Jun | 23483.55 | 536.1 | -131.15 (-19.66%) | 14.09 | 2,483 | 481 | 2,292 |
| 1 Jun | 23382.60 | 674 | 215.9 (47.13%) | 16.38 | 2,202 | -193 | 1,814 |
| 29 May | 23547.75 | 465 | 163.55 (54.25%) | 16.55 | 10,506 | 618 | 2,011 |
| 27 May | 23907.15 | 296.25 | -46.9 (-13.67%) | 12.32 | 7,233 | -467 | 1,398 |
| 26 May | 23913.70 | 339.75 | 56.1 (19.78%) | 14.6 | 6,644 | 1,065 | 1,867 |
| 25 May | 24031.70 | 260.75 | -239.6 (-47.89%) | 13.39 | 2,082 | 590 | 806 |
| 22 May | 23719.30 | 477.75 | -120.15 (-20.10%) | 14.69 | 460 | 2 | 217 |
| 21 May | 23654.70 | 600.6 | 10.6 (1.80%) | 17.09 | 85 | 2 | 218 |
| 20 May | 23659.00 | 590 | -44.85 (-7.06%) | 17.41 | 21 | -1 | 217 |
| 19 May | 23618.00 | 647.65 | 13.25 (2.09%) | 17.67 | 43 | -13 | 219 |
| 18 May | 23649.95 | 645 | -6.95 (-1.07%) | 18.46 | 129 | 25 | 230 |
| 15 May | 23643.50 | 647.85 | 49 (8.18%) | 17.67 | 138 | 1 | 206 |
| 14 May | 23689.60 | 579.35 | -193.15 (-25.00%) | 15.75 | 92 | 57 | 206 |
| 13 May | 23412.60 | 772.5 | -30.6 (-3.81%) | 0 | 46 | -10 | 150 |
| 12 May | 23379.55 | 796.25 | 250.7 (45.95%) | 0 | 168 | 28 | 193 |
| 11 May | 23815.85 | 539.2 | 179.75 (50.01%) | 0 | 60 | 32 | 192 |
| 8 May | 24176.15 | 360 | 51.65 (16.75%) | 15.76 | 49 | -6 | 160 |
| 7 May | 24326.65 | 300.05 | 0.6 (0.20%) | 15.6 | 63 | 10 | 166 |
| 6 May | 24330.95 | 300.35 | -182.1 (-37.74%) | 15.57 | 162 | 155 | 155 |
For Nifty - strike price 24100 expiring on 09JUN2026
Delta for 24100 PE is -0.9
Historical price for 24100 PE is as follows
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 650.55, which was 103.15 higher than the previous day. The implied volatity was 16.79, the open interest changed by 84 which increased total open position to 2377
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 536.1, which was -131.15 lower than the previous day. The implied volatity was 14.09, the open interest changed by 481 which increased total open position to 2292
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 674, which was 215.9 higher than the previous day. The implied volatity was 16.38, the open interest changed by -193 which decreased total open position to 1814
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 465, which was 163.55 higher than the previous day. The implied volatity was 16.55, the open interest changed by 618 which increased total open position to 2011
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 296.25, which was -46.9 lower than the previous day. The implied volatity was 12.32, the open interest changed by -467 which decreased total open position to 1398
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 339.75, which was 56.1 higher than the previous day. The implied volatity was 14.6, the open interest changed by 1065 which increased total open position to 1867
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 260.75, which was -239.6 lower than the previous day. The implied volatity was 13.39, the open interest changed by 590 which increased total open position to 806
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 477.75, which was -120.15 lower than the previous day. The implied volatity was 14.69, the open interest changed by 2 which increased total open position to 217
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 600.6, which was 10.6 higher than the previous day. The implied volatity was 17.09, the open interest changed by 2 which increased total open position to 218
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 590, which was -44.85 lower than the previous day. The implied volatity was 17.41, the open interest changed by -1 which decreased total open position to 217
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 647.65, which was 13.25 higher than the previous day. The implied volatity was 17.67, the open interest changed by -13 which decreased total open position to 219
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 645, which was -6.95 lower than the previous day. The implied volatity was 18.46, the open interest changed by 25 which increased total open position to 230
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 647.85, which was 49 higher than the previous day. The implied volatity was 17.67, the open interest changed by 1 which increased total open position to 206
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 579.35, which was -193.15 lower than the previous day. The implied volatity was 15.75, the open interest changed by 57 which increased total open position to 206
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 772.5, which was -30.6 lower than the previous day. The implied volatity was 0, the open interest changed by -10 which decreased total open position to 150
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 796.25, which was 250.7 higher than the previous day. The implied volatity was 0, the open interest changed by 28 which increased total open position to 193
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 539.2, which was 179.75 higher than the previous day. The implied volatity was 0, the open interest changed by 32 which increased total open position to 192
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 360, which was 51.65 higher than the previous day. The implied volatity was 15.76, the open interest changed by -6 which decreased total open position to 160
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 300.05, which was 0.6 higher than the previous day. The implied volatity was 15.6, the open interest changed by 10 which increased total open position to 166
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 300.35, which was -182.1 lower than the previous day. The implied volatity was 15.57, the open interest changed by 155 which increased total open position to 155
