Historical option data for NIFTY
19 Jun 2026 04:10 PM IST
| NIFTY 23-Jun-2026 (2d) 24550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.03
Theta: -4.03
Gamma: 0.00036
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Jun | 24013.10 | 6.45 | -9.55 (-59.69%) | 11.36 | 4,35,606 | 18,183 | 47,349 | |||||||||
| 18 Jun | 24168.00 | 18.45 | -3.55 (-16.14%) | 10.28 | 3,02,321 | 14,332 | 29,296 | |||||||||
| 17 Jun | 24085.70 | 20.3 | 0.3 (1.50%) | 11.5 | 2,73,682 | 6,900 | 15,133 | |||||||||
| 16 Jun | 23989.15 | 20.25 | -7.75 (-27.68%) | 12.1 | 47,599 | 3,729 | 8,317 | |||||||||
| 15 Jun | 23853.90 | 27.75 | 8.75 (46.05%) | 14.64 | 21,154 | 2,810 | 4,621 | |||||||||
| 12 Jun | 23622.90 | 20.45 | 15.45 (309.00%) | 14.38 | 6,531 | 736 | 1,824 | |||||||||
| 11 Jun | 23161.60 | 4.95 | -3.05 (-38.13%) | 14.84 | 1,833 | 177 | 1,089 | |||||||||
| 10 Jun | 23214.95 | 6.85 | -4.15 (-37.73%) | 14.66 | 2,542 | 141 | 905 | |||||||||
| 9 Jun | 23242.10 | 11.6 | -3.4 (-22.67%) | 15.01 | 784 | 16 | 831 | |||||||||
| 8 Jun | 23123.00 | 14.6 | -15.4 (-51.33%) | 16.74 | 821 | 139 | 815 | |||||||||
| 5 Jun | 23366.70 | 29.7 | -9.3 (-23.85%) | 14.81 | 365 | 74 | 676 | |||||||||
| 4 Jun | 23416.55 | 37.5 | -6.5 (-14.77%) | 14.65 | 160 | 21 | 609 | |||||||||
| 3 Jun | 23405.60 | 43.5 | 0.5 (1.16%) | 15.25 | 751 | 287 | 586 | |||||||||
| 2 Jun | 23483.55 | 43.4 | -1.6 (-3.56%) | 13.7 | 402 | 223 | 299 | |||||||||
| 1 Jun | 23382.60 | 44.7 | -45.3 (-50.33%) | 14.9 | 107 | 61 | 77 | |||||||||
| 29 May | 23547.75 | 90.4 | -55.6 (-38.08%) | 14.75 | 21 | 12 | 15 | |||||||||
| 27 May | 23907.15 | 146.15 | 0.15 (0.10%) | 12.95 | 3 | 0 | 3 | |||||||||
| 26 May | 23913.70 | 146.15 | -17.85 (-10.88%) | 12.95 | 3 | 1 | 3 | |||||||||
| 25 May | 24031.70 | 163.5 | 6.5 (4.14%) | 12.44 | 2 | 0 | 1 | |||||||||
| 22 May | 23719.30 | 157.05 | -57.95 (-26.95%) | 14.39 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 24550 expiring on 23JUN2026
Delta for 24550 CE is 0.05
Historical price for 24550 CE is as follows
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 6.45, which was -9.55 lower than the previous day. The implied volatity was 11.36, the open interest changed by 18183 which increased total open position to 47349
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 18.45, which was -3.55 lower than the previous day. The implied volatity was 10.28, the open interest changed by 14332 which increased total open position to 29296
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 20.3, which was 0.3 higher than the previous day. The implied volatity was 11.5, the open interest changed by 6900 which increased total open position to 15133
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 20.25, which was -7.75 lower than the previous day. The implied volatity was 12.1, the open interest changed by 3729 which increased total open position to 8317
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 27.75, which was 8.75 higher than the previous day. The implied volatity was 14.64, the open interest changed by 2810 which increased total open position to 4621
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 20.45, which was 15.45 higher than the previous day. The implied volatity was 14.38, the open interest changed by 736 which increased total open position to 1824
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 4.95, which was -3.05 lower than the previous day. The implied volatity was 14.84, the open interest changed by 177 which increased total open position to 1089
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 6.85, which was -4.15 lower than the previous day. The implied volatity was 14.66, the open interest changed by 141 which increased total open position to 905
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 11.6, which was -3.4 lower than the previous day. The implied volatity was 15.01, the open interest changed by 16 which increased total open position to 831
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 14.6, which was -15.4 lower than the previous day. The implied volatity was 16.74, the open interest changed by 139 which increased total open position to 815
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 29.7, which was -9.3 lower than the previous day. The implied volatity was 14.81, the open interest changed by 74 which increased total open position to 676
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 37.5, which was -6.5 lower than the previous day. The implied volatity was 14.65, the open interest changed by 21 which increased total open position to 609
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 43.5, which was 0.5 higher than the previous day. The implied volatity was 15.25, the open interest changed by 287 which increased total open position to 586
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 43.4, which was -1.6 lower than the previous day. The implied volatity was 13.7, the open interest changed by 223 which increased total open position to 299
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 44.7, which was -45.3 lower than the previous day. The implied volatity was 14.9, the open interest changed by 61 which increased total open position to 77
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 90.4, which was -55.6 lower than the previous day. The implied volatity was 14.75, the open interest changed by 12 which increased total open position to 15
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 146.15, which was 0.15 higher than the previous day. The implied volatity was 12.95, the open interest changed by 0 which decreased total open position to 3
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 146.15, which was -17.85 lower than the previous day. The implied volatity was 12.95, the open interest changed by 1 which increased total open position to 3
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 163.5, which was 6.5 higher than the previous day. The implied volatity was 12.44, the open interest changed by 0 which decreased total open position to 1
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 157.05, which was -57.95 lower than the previous day. The implied volatity was 14.39, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23-Jun-2026 (2d) 24550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.9
Vega: 0.04
Theta: -4.26
Gamma: 0.00046
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Jun | 24013.10 | 508.3 | 119.85 (30.85%) | 14.19 | 1,243 | -98 | 340 |
| 18 Jun | 24168.00 | 380 | -114.1 (-23.09%) | 12.04 | 3,297 | 125 | 435 |
| 17 Jun | 24085.70 | 496.55 | -85.3 (-14.66%) | 15.19 | 1,582 | 239 | 312 |
| 16 Jun | 23989.15 | 544.65 | -119.7 (-18.02%) | 11.6 | 117 | 60 | 69 |
| 15 Jun | 23853.90 | 664.35 | -300.45 (-31.14%) | 16.15 | 26 | 4 | 10 |
| 12 Jun | 23622.90 | 964.8 | -312.8 (-24.48%) | 16.49 | 6 | 1 | 3 |
| 11 Jun | 23161.60 | 1277.6 | 1277.6 (25.10%) | 20.27 | 1 | 0 | 2 |
| 10 Jun | 23214.95 | 1277.6 | 256.35 (25.10%) | 20.27 | 1 | 1 | 2 |
| 9 Jun | 23242.10 | 1021.25 | 1021.25 | - | 2 | 0 | 1 |
| 8 Jun | 23123.00 | 1021.25 | 1021.25 | - | 2 | 0 | 1 |
| 5 Jun | 23366.70 | 1021.25 | 1021.25 | - | 2 | 0 | 1 |
| 4 Jun | 23416.55 | 1021.25 | 1021.25 (1.03%) | 15.34 | 2 | 0 | 1 |
| 3 Jun | 23405.60 | 1018.55 | 10.35 (1.03%) | 15.34 | 2 | 0 | 0 |
| 2 Jun | 23483.55 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 23382.60 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 23547.75 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 23907.15 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 23913.70 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 24031.70 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 23719.30 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24550 expiring on 23JUN2026
Delta for 24550 PE is -0.9
Historical price for 24550 PE is as follows
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 508.3, which was 119.85 higher than the previous day. The implied volatity was 14.19, the open interest changed by -98 which decreased total open position to 340
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 380, which was -114.1 lower than the previous day. The implied volatity was 12.04, the open interest changed by 125 which increased total open position to 435
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 496.55, which was -85.3 lower than the previous day. The implied volatity was 15.19, the open interest changed by 239 which increased total open position to 312
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 544.65, which was -119.7 lower than the previous day. The implied volatity was 11.6, the open interest changed by 60 which increased total open position to 69
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 664.35, which was -300.45 lower than the previous day. The implied volatity was 16.15, the open interest changed by 4 which increased total open position to 10
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 964.8, which was -312.8 lower than the previous day. The implied volatity was 16.49, the open interest changed by 1 which increased total open position to 3
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 1277.6, which was 1277.6 higher than the previous day. The implied volatity was 20.27, the open interest changed by 0 which decreased total open position to 2
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 1277.6, which was 256.35 higher than the previous day. The implied volatity was 20.27, the open interest changed by 1 which increased total open position to 2
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 1021.25, which was 1021.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 1021.25, which was 1021.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 1021.25, which was 1021.25 higher than the previous day. The implied volatity was -, 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 1021.25, which was 1021.25 higher than the previous day. The implied volatity was 15.34, the open interest changed by 0 which decreased total open position to 1
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 1018.55, which was 10.35 higher than the previous day. The implied volatity was 15.34, the open interest changed by 0 which decreased total open position to 0
On 2 Jun NIFTY was trading at 23483.55. 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 1 Jun NIFTY was trading at 23382.60. 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
On 29 May NIFTY was trading at 23547.75. 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 27 May NIFTY was trading at 23907.15. 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 26 May NIFTY was trading at 23913.70. 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 25 May NIFTY was trading at 24031.70. 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 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
