Historical option data for NIFTY
23 Jun 2026 01:25 PM IST
| NIFTY 23-Jun-2026 24100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.01
Theta: -19.58
Gamma: 0.00113
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 23921.80 | 3.7 | -70.3 (-95.00%) | 14.66 | 1,84,72,799 | 4,74,844 | 6,45,972 | |||||||||
| 22 Jun | 24102.90 | 64.55 | -6.45 (-9.08%) | 11.79 | 75,60,987 | 90,377 | 1,93,563 | |||||||||
| 19 Jun | 24013.10 | 72.3 | -77.7 (-51.80%) | 9.45 | 32,03,522 | 44,016 | 1,08,113 | |||||||||
| 18 Jun | 24168.00 | 165 | 26 (18.71%) | 9.33 | 33,18,824 | -20,997 | 65,161 | |||||||||
| 17 Jun | 24085.70 | 134.35 | 22.35 (19.96%) | 10.42 | 23,56,063 | 55,806 | 88,066 | |||||||||
| 16 Jun | 23989.15 | 114.55 | 2.55 (2.28%) | 11.08 | 2,81,730 | 16,181 | 32,179 | |||||||||
| 15 Jun | 23853.90 | 112.95 | 41.95 (59.08%) | 13.99 | 99,145 | 8,872 | 16,083 | |||||||||
| 12 Jun | 23622.90 | 76.65 | 59.65 (350.88%) | 13.71 | 50,920 | 1,211 | 7,219 | |||||||||
| 11 Jun | 23161.60 | 17.45 | -9.55 (-35.37%) | 13.43 | 24,696 | 1,903 | 6,059 | |||||||||
| 10 Jun | 23214.95 | 25.5 | -12.5 (-32.89%) | 13.75 | 16,922 | 1,343 | 4,165 | |||||||||
| 9 Jun | 23242.10 | 41.05 | -2.95 (-6.70%) | 14.47 | 6,073 | 1,220 | 2,826 | |||||||||
| 8 Jun | 23123.00 | 42 | -45 (-51.72%) | 16.01 | 3,810 | 500 | 1,664 | |||||||||
| 5 Jun | 23366.70 | 82.45 | -21.55 (-20.72%) | 14.45 | 2,406 | 414 | 1,164 | |||||||||
| 4 Jun | 23416.55 | 107.4 | -10.6 (-8.98%) | 14.67 | 1,999 | 76 | 746 | |||||||||
| 3 Jun | 23405.60 | 111.55 | -11.45 (-9.31%) | 15.05 | 2,489 | 144 | 671 | |||||||||
| 2 Jun | 23483.55 | 111.95 | -6.05 (-5.13%) | 13.01 | 1,141 | 18 | 525 | |||||||||
| 1 Jun | 23382.60 | 115 | -100 (-46.51%) | 14.72 | 791 | 44 | 507 | |||||||||
| 29 May | 23547.75 | 212.25 | -79.75 (-27.31%) | 15.25 | 629 | 258 | 461 | |||||||||
| 27 May | 23907.15 | 299.55 | -14.45 (-4.60%) | 12.9 | 320 | 80 | 195 | |||||||||
| 26 May | 23913.70 | 313 | -79 (-20.15%) | 13.08 | 205 | 84 | 115 | |||||||||
| 25 May | 24031.70 | 412.75 | 110.75 (36.67%) | 14.15 | 41 | 18 | 30 | |||||||||
| 22 May | 23719.30 | 314 | -4 (-1.26%) | 14.84 | 27 | 2 | 11 | |||||||||
| 21 May | 23654.70 | 317.9 | -0.1 (-0.03%) | 15.67 | 9 | 0 | 9 | |||||||||
| 20 May | 23659.00 | 317.9 | -40.1 (-11.20%) | 15.67 | 9 | 7 | 7 | |||||||||
For Nifty - strike price 24100 expiring on 23JUN2026
Delta for 24100 CE is 0.07
Historical price for 24100 CE is as follows
On 23 Jun NIFTY was trading at 23921.80. The strike last trading price was 3.7, which was -70.3 lower than the previous day. The implied volatity was 14.66, the open interest changed by 474844 which increased total open position to 645972
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 64.55, which was -6.45 lower than the previous day. The implied volatity was 11.79, the open interest changed by 90377 which increased total open position to 193563
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 72.3, which was -77.7 lower than the previous day. The implied volatity was 9.45, the open interest changed by 44016 which increased total open position to 108113
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 165, which was 26 higher than the previous day. The implied volatity was 9.33, the open interest changed by -20997 which decreased total open position to 65161
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 134.35, which was 22.35 higher than the previous day. The implied volatity was 10.42, the open interest changed by 55806 which increased total open position to 88066
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 114.55, which was 2.55 higher than the previous day. The implied volatity was 11.08, the open interest changed by 16181 which increased total open position to 32179
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 112.95, which was 41.95 higher than the previous day. The implied volatity was 13.99, the open interest changed by 8872 which increased total open position to 16083
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 76.65, which was 59.65 higher than the previous day. The implied volatity was 13.71, the open interest changed by 1211 which increased total open position to 7219
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 17.45, which was -9.55 lower than the previous day. The implied volatity was 13.43, the open interest changed by 1903 which increased total open position to 6059
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 25.5, which was -12.5 lower than the previous day. The implied volatity was 13.75, the open interest changed by 1343 which increased total open position to 4165
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 41.05, which was -2.95 lower than the previous day. The implied volatity was 14.47, the open interest changed by 1220 which increased total open position to 2826
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 42, which was -45 lower than the previous day. The implied volatity was 16.01, the open interest changed by 500 which increased total open position to 1664
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 82.45, which was -21.55 lower than the previous day. The implied volatity was 14.45, the open interest changed by 414 which increased total open position to 1164
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 107.4, which was -10.6 lower than the previous day. The implied volatity was 14.67, the open interest changed by 76 which increased total open position to 746
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 111.55, which was -11.45 lower than the previous day. The implied volatity was 15.05, the open interest changed by 144 which increased total open position to 671
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 111.95, which was -6.05 lower than the previous day. The implied volatity was 13.01, the open interest changed by 18 which increased total open position to 525
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 115, which was -100 lower than the previous day. The implied volatity was 14.72, the open interest changed by 44 which increased total open position to 507
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 212.25, which was -79.75 lower than the previous day. The implied volatity was 15.25, the open interest changed by 258 which increased total open position to 461
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 299.55, which was -14.45 lower than the previous day. The implied volatity was 12.9, the open interest changed by 80 which increased total open position to 195
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 313, which was -79 lower than the previous day. The implied volatity was 13.08, the open interest changed by 84 which increased total open position to 115
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 412.75, which was 110.75 higher than the previous day. The implied volatity was 14.15, the open interest changed by 18 which increased total open position to 30
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 314, which was -4 lower than the previous day. The implied volatity was 14.84, the open interest changed by 2 which increased total open position to 11
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 317.9, which was -0.1 lower than the previous day. The implied volatity was 15.67, the open interest changed by 0 which decreased total open position to 9
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 317.9, which was -40.1 lower than the previous day. The implied volatity was 15.67, the open interest changed by 7 which increased total open position to 7
| NIFTY 23-Jun-2026 24100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.01
Theta: -13.48
Gamma: 0.00107
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 23921.80 | 179.3 | 123.8 (223.06%) | 14.07 | 1,47,62,875 | -83,343 | 83,308 |
| 22 Jun | 24102.90 | 54.45 | -84.65 (-60.86%) | 11.69 | 80,10,738 | 1,39,399 | 1,89,387 |
| 19 Jun | 24013.10 | 123.35 | 41 (49.79%) | 9.68 | 15,02,961 | -53,014 | 51,066 |
| 18 Jun | 24168.00 | 77.8 | -83.5 (-51.77%) | 10.38 | 27,03,286 | 54,895 | 1,05,400 |
| 17 Jun | 24085.70 | 161 | -66.05 (-29.09%) | 12.92 | 13,92,510 | 41,586 | 49,867 |
| 16 Jun | 23989.15 | 217.75 | -103.5 (-32.22%) | 12.94 | 52,345 | 5,301 | 8,338 |
| 15 Jun | 23853.90 | 316.55 | -187.65 (-37.22%) | 13.19 | 25,969 | 2,681 | 3,039 |
| 12 Jun | 23622.90 | 492.8 | -432.1 (-46.72%) | 12.57 | 601 | 54 | 358 |
| 11 Jun | 23161.60 | 910 | 41 (4.72%) | 15.47 | 74 | 27 | 305 |
| 10 Jun | 23214.95 | 869 | 64 (7.95%) | 18.19 | 115 | 76 | 282 |
| 9 Jun | 23242.10 | 805 | -155 (-16.15%) | 13.26 | 71 | 43 | 208 |
| 8 Jun | 23123.00 | 980 | 250 (34.25%) | 14.58 | 22 | 8 | 166 |
| 5 Jun | 23366.70 | 730 | 58.6 (8.73%) | 13.02 | 24 | 4 | 154 |
| 4 Jun | 23416.55 | 671.4 | 13.65 (2.08%) | 13.92 | 61 | -48 | 150 |
| 3 Jun | 23405.60 | 657.75 | 67.75 (11.48%) | 11.73 | 63 | -54 | 199 |
| 2 Jun | 23483.55 | 590 | -136.35 (-18.77%) | 11.21 | 59 | 25 | 252 |
| 1 Jun | 23382.60 | 725.55 | 189.9 (35.45%) | 13.23 | 25 | -12 | 227 |
| 29 May | 23547.75 | 537.15 | 159.25 (42.14%) | 16.23 | 171 | 74 | 241 |
| 27 May | 23907.15 | 380 | -56.35 (-12.91%) | 12.95 | 127 | 81 | 168 |
| 26 May | 23913.70 | 434.95 | 58.85 (15.65%) | 14.7 | 160 | 31 | 89 |
| 25 May | 24031.70 | 355 | -349.25 (-49.59%) | 14.07 | 86 | 56 | 56 |
| 22 May | 23719.30 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 23654.70 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 23659.00 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24100 expiring on 23JUN2026
Delta for 24100 PE is -0.94
Historical price for 24100 PE is as follows
On 23 Jun NIFTY was trading at 23921.80. The strike last trading price was 179.3, which was 123.8 higher than the previous day. The implied volatity was 14.07, the open interest changed by -83343 which decreased total open position to 83308
On 22 Jun NIFTY was trading at 24102.90. The strike last trading price was 54.45, which was -84.65 lower than the previous day. The implied volatity was 11.69, the open interest changed by 139399 which increased total open position to 189387
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 123.35, which was 41 higher than the previous day. The implied volatity was 9.68, the open interest changed by -53014 which decreased total open position to 51066
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 77.8, which was -83.5 lower than the previous day. The implied volatity was 10.38, the open interest changed by 54895 which increased total open position to 105400
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 161, which was -66.05 lower than the previous day. The implied volatity was 12.92, the open interest changed by 41586 which increased total open position to 49867
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 217.75, which was -103.5 lower than the previous day. The implied volatity was 12.94, the open interest changed by 5301 which increased total open position to 8338
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 316.55, which was -187.65 lower than the previous day. The implied volatity was 13.19, the open interest changed by 2681 which increased total open position to 3039
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 492.8, which was -432.1 lower than the previous day. The implied volatity was 12.57, the open interest changed by 54 which increased total open position to 358
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 910, which was 41 higher than the previous day. The implied volatity was 15.47, the open interest changed by 27 which increased total open position to 305
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 869, which was 64 higher than the previous day. The implied volatity was 18.19, the open interest changed by 76 which increased total open position to 282
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 805, which was -155 lower than the previous day. The implied volatity was 13.26, the open interest changed by 43 which increased total open position to 208
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 980, which was 250 higher than the previous day. The implied volatity was 14.58, the open interest changed by 8 which increased total open position to 166
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 730, which was 58.6 higher than the previous day. The implied volatity was 13.02, the open interest changed by 4 which increased total open position to 154
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 671.4, which was 13.65 higher than the previous day. The implied volatity was 13.92, the open interest changed by -48 which decreased total open position to 150
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 657.75, which was 67.75 higher than the previous day. The implied volatity was 11.73, the open interest changed by -54 which decreased total open position to 199
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 590, which was -136.35 lower than the previous day. The implied volatity was 11.21, the open interest changed by 25 which increased total open position to 252
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 725.55, which was 189.9 higher than the previous day. The implied volatity was 13.23, the open interest changed by -12 which decreased total open position to 227
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 537.15, which was 159.25 higher than the previous day. The implied volatity was 16.23, the open interest changed by 74 which increased total open position to 241
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 380, which was -56.35 lower than the previous day. The implied volatity was 12.95, the open interest changed by 81 which increased total open position to 168
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 434.95, which was 58.85 higher than the previous day. The implied volatity was 14.7, the open interest changed by 31 which increased total open position to 89
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 355, which was -349.25 lower than the previous day. The implied volatity was 14.07, the open interest changed by 56 which increased total open position to 56
On 22 May NIFTY was trading at 23719.30. 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 21 May NIFTY was trading at 23654.70. 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 20 May NIFTY was trading at 23659.00. 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
