Historical option data for NIFTY
18 Jun 2026 04:10 PM IST
| NIFTY 23-Jun-2026 (4d) 24800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.02
Theta: -2.78
Gamma: 0.00024
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 24168.00 | 4.8 | -3.2 (-40.00%) | 11.3 | 4,19,359 | 19,227 | 62,769 | |||||||||
| 17 Jun | 24085.70 | 7.3 | -0.7 (-8.75%) | 12.63 | 2,52,871 | 14,316 | 43,644 | |||||||||
| 16 Jun | 23989.15 | 7.75 | -6.25 (-44.64%) | 13.04 | 83,522 | 13,328 | 28,601 | |||||||||
| 15 Jun | 23853.90 | 14.1 | 5.1 (56.67%) | 15.74 | 71,142 | 9,441 | 16,196 | |||||||||
| 12 Jun | 23622.90 | 9.9 | 6.9 (230.00%) | 14.96 | 27,678 | 2,591 | 6,844 | |||||||||
| 11 Jun | 23161.60 | 2.7 | -1.3 (-32.50%) | 15.64 | 9,058 | 1,339 | 4,348 | |||||||||
| 10 Jun | 23214.95 | 4.6 | -1.4 (-23.33%) | 15.88 | 6,868 | 1,260 | 3,041 | |||||||||
| 9 Jun | 23242.10 | 6.45 | -2.55 (-28.33%) | 15.77 | 3,230 | 502 | 1,798 | |||||||||
| 8 Jun | 23123.00 | 8.5 | -8.5 (-50.00%) | 17.29 | 3,569 | 220 | 1,329 | |||||||||
| 5 Jun | 23366.70 | 16.3 | -6.7 (-29.13%) | 15.2 | 2,375 | -435 | 1,111 | |||||||||
| 4 Jun | 23416.55 | 23.6 | -3.4 (-12.59%) | 15.29 | 1,890 | 720 | 1,537 | |||||||||
| 3 Jun | 23405.60 | 26.4 | 2.4 (10.00%) | 15.7 | 1,752 | 150 | 820 | |||||||||
| 2 Jun | 23483.55 | 24.3 | -1.7 (-6.54%) | 13.83 | 2,179 | -123 | 539 | |||||||||
| 1 Jun | 23382.60 | 25 | -26 (-50.98%) | 14.81 | 1,017 | 310 | 662 | |||||||||
| 29 May | 23547.75 | 52.65 | -19.35 (-26.88%) | 14.56 | 517 | 115 | 340 | |||||||||
| 27 May | 23907.15 | 73.2 | -12.8 (-14.88%) | 12.19 | 337 | 105 | 224 | |||||||||
| 26 May | 23913.70 | 84.3 | -35.7 (-29.75%) | 12.49 | 218 | 57 | 115 | |||||||||
| 25 May | 24031.70 | 125.5 | 28.5 (29.38%) | 13.01 | 111 | 19 | 60 | |||||||||
| 22 May | 23719.30 | 102 | 8 (8.51%) | 14.25 | 57 | 25 | 40 | |||||||||
| 21 May | 23654.70 | 94.95 | -0.05 (-0.05%) | 14.64 | 18 | 14 | 15 | |||||||||
| 20 May | 23659.00 | 95 | -62 (-39.49%) | 14.19 | 1 | 0 | 0 | |||||||||
For Nifty - strike price 24800 expiring on 23JUN2026
Delta for 24800 CE is 0.04
Historical price for 24800 CE is as follows
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 4.8, which was -3.2 lower than the previous day. The implied volatity was 11.3, the open interest changed by 19227 which increased total open position to 62769
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 7.3, which was -0.7 lower than the previous day. The implied volatity was 12.63, the open interest changed by 14316 which increased total open position to 43644
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 7.75, which was -6.25 lower than the previous day. The implied volatity was 13.04, the open interest changed by 13328 which increased total open position to 28601
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 14.1, which was 5.1 higher than the previous day. The implied volatity was 15.74, the open interest changed by 9441 which increased total open position to 16196
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 9.9, which was 6.9 higher than the previous day. The implied volatity was 14.96, the open interest changed by 2591 which increased total open position to 6844
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 2.7, which was -1.3 lower than the previous day. The implied volatity was 15.64, the open interest changed by 1339 which increased total open position to 4348
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 4.6, which was -1.4 lower than the previous day. The implied volatity was 15.88, the open interest changed by 1260 which increased total open position to 3041
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 6.45, which was -2.55 lower than the previous day. The implied volatity was 15.77, the open interest changed by 502 which increased total open position to 1798
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 8.5, which was -8.5 lower than the previous day. The implied volatity was 17.29, the open interest changed by 220 which increased total open position to 1329
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 16.3, which was -6.7 lower than the previous day. The implied volatity was 15.2, the open interest changed by -435 which decreased total open position to 1111
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 23.6, which was -3.4 lower than the previous day. The implied volatity was 15.29, the open interest changed by 720 which increased total open position to 1537
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 26.4, which was 2.4 higher than the previous day. The implied volatity was 15.7, the open interest changed by 150 which increased total open position to 820
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 24.3, which was -1.7 lower than the previous day. The implied volatity was 13.83, the open interest changed by -123 which decreased total open position to 539
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 25, which was -26 lower than the previous day. The implied volatity was 14.81, the open interest changed by 310 which increased total open position to 662
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 52.65, which was -19.35 lower than the previous day. The implied volatity was 14.56, the open interest changed by 115 which increased total open position to 340
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 73.2, which was -12.8 lower than the previous day. The implied volatity was 12.19, the open interest changed by 105 which increased total open position to 224
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 84.3, which was -35.7 lower than the previous day. The implied volatity was 12.49, the open interest changed by 57 which increased total open position to 115
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 125.5, which was 28.5 higher than the previous day. The implied volatity was 13.01, the open interest changed by 19 which increased total open position to 60
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 102, which was 8 higher than the previous day. The implied volatity was 14.25, the open interest changed by 25 which increased total open position to 40
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 94.95, which was -0.05 lower than the previous day. The implied volatity was 14.64, the open interest changed by 14 which increased total open position to 15
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 95, which was -62 lower than the previous day. The implied volatity was 14.19, the open interest changed by 0 which decreased total open position to 0
| NIFTY 23-Jun-2026 (4d) 24800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.04
Theta: -2.74
Gamma: 0.00035
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 24168.00 | 617.55 | -113.4 (-15.51%) | 14.45 | 639 | 89 | 371 |
| 17 Jun | 24085.70 | 732.15 | -90.8 (-11.03%) | 18.86 | 395 | 37 | 282 |
| 16 Jun | 23989.15 | 815 | -107.9 (-11.69%) | 17.9 | 288 | 107 | 245 |
| 15 Jun | 23853.90 | 914.6 | -202.75 (-18.15%) | 15.67 | 201 | 107 | 137 |
| 12 Jun | 23622.90 | 1116.7 | -313.3 (-21.91%) | 14.86 | 36 | 18 | 20 |
| 11 Jun | 23161.60 | 1430 | 1430 (-8.04%) | 22.18 | 1 | 0 | 2 |
| 10 Jun | 23214.95 | 1430 | -125 (-8.04%) | 22.18 | 1 | 1 | 2 |
| 9 Jun | 23242.10 | 1555 | 1555 (94.38%) | 16.84 | 2 | 0 | 1 |
| 8 Jun | 23123.00 | 1555 | 755 (94.38%) | 16.84 | 2 | 0 | 1 |
| 5 Jun | 23366.70 | 800 | 800 | - | 1 | 0 | 1 |
| 4 Jun | 23416.55 | 800 | 800 | - | 1 | 0 | 1 |
| 3 Jun | 23405.60 | 800 | 800 | - | 1 | 0 | 1 |
| 2 Jun | 23483.55 | 800 | 800 | - | 1 | 0 | 1 |
| 1 Jun | 23382.60 | 800 | 800 | - | 1 | 0 | 1 |
| 29 May | 23547.75 | 800 | 800 | - | 1 | 0 | 1 |
| 27 May | 23907.15 | 800 | 800 (-33.29%) | 9.54 | 1 | 0 | 1 |
| 26 May | 23913.70 | 800 | -399.3 (-33.29%) | 9.54 | 1 | 1 | 1 |
| 25 May | 24031.70 | 0 | 0 | - | 0 | 0 | 0 |
| 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 24800 expiring on 23JUN2026
Delta for 24800 PE is -0.92
Historical price for 24800 PE is as follows
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 617.55, which was -113.4 lower than the previous day. The implied volatity was 14.45, the open interest changed by 89 which increased total open position to 371
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 732.15, which was -90.8 lower than the previous day. The implied volatity was 18.86, the open interest changed by 37 which increased total open position to 282
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 815, which was -107.9 lower than the previous day. The implied volatity was 17.9, the open interest changed by 107 which increased total open position to 245
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 914.6, which was -202.75 lower than the previous day. The implied volatity was 15.67, the open interest changed by 107 which increased total open position to 137
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 1116.7, which was -313.3 lower than the previous day. The implied volatity was 14.86, the open interest changed by 18 which increased total open position to 20
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 1430, which was 1430 higher than the previous day. The implied volatity was 22.18, 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 1430, which was -125 lower than the previous day. The implied volatity was 22.18, 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 1555, which was 1555 higher than the previous day. The implied volatity was 16.84, 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 1555, which was 755 higher than the previous day. The implied volatity was 16.84, 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 800, which was 800 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 800, which was 800 higher than the previous day. The implied volatity was -, 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 800, which was 800 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 800, which was 800 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 800, which was 800 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 800, which was 800 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 800, which was 800 higher than the previous day. The implied volatity was 9.54, the open interest changed by 0 which decreased total open position to 1
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 800, which was -399.3 lower than the previous day. The implied volatity was 9.54, the open interest changed by 1 which increased total open position to 1
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
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
