Historical option data for NIFTY
18 Jun 2026 01:28 PM IST
| NIFTY 23-Jun-2026 (5d) 24900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.02
Theta: -2.42
Gamma: 0.00016
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Jun | 24113.40 | 3.9 | -2.1 (-35.00%) | 13.21 | 2,43,378 | 21,325 | 54,733 | |||||||||
| 17 Jun | 24085.70 | 5.2 | -0.8 (-13.33%) | 13.22 | 1,90,471 | 13,195 | 33,474 | |||||||||
| 16 Jun | 23989.15 | 5.6 | -5.4 (-49.09%) | 13.56 | 65,458 | 8,281 | 20,408 | |||||||||
| 15 Jun | 23853.90 | 11.3 | 5.3 (88.33%) | 16.3 | 51,123 | 8,809 | 12,058 | |||||||||
| 12 Jun | 23622.90 | 6.15 | 4.15 (207.50%) | 14.75 | 13,382 | 1,547 | 3,247 | |||||||||
| 11 Jun | 23161.60 | 2.1 | -1.9 (-47.50%) | 15.95 | 3,831 | 313 | 1,699 | |||||||||
| 10 Jun | 23214.95 | 3.75 | -1.25 (-25.00%) | 16.31 | 3,372 | 755 | 1,373 | |||||||||
| 9 Jun | 23242.10 | 5.5 | -2.5 (-31.25%) | 16.22 | 705 | 133 | 616 | |||||||||
| 8 Jun | 23123.00 | 7.2 | -6.8 (-48.57%) | 17.64 | 1,201 | 216 | 500 | |||||||||
| 5 Jun | 23366.70 | 12.65 | -5.35 (-29.72%) | 15.27 | 183 | 32 | 284 | |||||||||
| 4 Jun | 23416.55 | 19.9 | -4.1 (-17.08%) | 15.58 | 250 | 26 | 252 | |||||||||
| 3 Jun | 23405.60 | 21.6 | 2.6 (13.68%) | 15.82 | 586 | 33 | 223 | |||||||||
| 2 Jun | 23483.55 | 19 | -2 (-9.52%) | 14.06 | 467 | -121 | 191 | |||||||||
| 1 Jun | 23382.60 | 20.95 | -19.05 (-47.63%) | 15.09 | 273 | 81 | 313 | |||||||||
| 29 May | 23547.75 | 41.05 | -15.95 (-27.98%) | 14.73 | 397 | 95 | 240 | |||||||||
| 27 May | 23907.15 | 59 | -10 (-14.49%) | 12.2 | 196 | 81 | 144 | |||||||||
| 26 May | 23913.70 | 68.65 | -27.35 (-28.49%) | 12.5 | 126 | 21 | 61 | |||||||||
| 25 May | 24031.70 | 103 | -35 (-25.36%) | 12.96 | 82 | 40 | 40 | |||||||||
For Nifty - strike price 24900 expiring on 23JUN2026
Delta for 24900 CE is 0.03
Historical price for 24900 CE is as follows
On 18 Jun NIFTY was trading at 24113.40. The strike last trading price was 3.9, which was -2.1 lower than the previous day. The implied volatity was 13.21, the open interest changed by 21325 which increased total open position to 54733
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 5.2, which was -0.8 lower than the previous day. The implied volatity was 13.22, the open interest changed by 13195 which increased total open position to 33474
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 5.6, which was -5.4 lower than the previous day. The implied volatity was 13.56, the open interest changed by 8281 which increased total open position to 20408
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 11.3, which was 5.3 higher than the previous day. The implied volatity was 16.3, the open interest changed by 8809 which increased total open position to 12058
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 6.15, which was 4.15 higher than the previous day. The implied volatity was 14.75, the open interest changed by 1547 which increased total open position to 3247
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 2.1, which was -1.9 lower than the previous day. The implied volatity was 15.95, the open interest changed by 313 which increased total open position to 1699
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 3.75, which was -1.25 lower than the previous day. The implied volatity was 16.31, the open interest changed by 755 which increased total open position to 1373
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 5.5, which was -2.5 lower than the previous day. The implied volatity was 16.22, the open interest changed by 133 which increased total open position to 616
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 7.2, which was -6.8 lower than the previous day. The implied volatity was 17.64, the open interest changed by 216 which increased total open position to 500
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 12.65, which was -5.35 lower than the previous day. The implied volatity was 15.27, the open interest changed by 32 which increased total open position to 284
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 19.9, which was -4.1 lower than the previous day. The implied volatity was 15.58, the open interest changed by 26 which increased total open position to 252
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 21.6, which was 2.6 higher than the previous day. The implied volatity was 15.82, the open interest changed by 33 which increased total open position to 223
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 19, which was -2 lower than the previous day. The implied volatity was 14.06, the open interest changed by -121 which decreased total open position to 191
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 20.95, which was -19.05 lower than the previous day. The implied volatity was 15.09, the open interest changed by 81 which increased total open position to 313
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 41.05, which was -15.95 lower than the previous day. The implied volatity was 14.73, the open interest changed by 95 which increased total open position to 240
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 59, which was -10 lower than the previous day. The implied volatity was 12.2, the open interest changed by 81 which increased total open position to 144
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 68.65, which was -27.35 lower than the previous day. The implied volatity was 12.5, the open interest changed by 21 which increased total open position to 61
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 103, which was -35 lower than the previous day. The implied volatity was 12.96, the open interest changed by 40 which increased total open position to 40
| NIFTY 23-Jun-2026 (5d) 24900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.05
Theta: -7.04
Gamma: 0.0003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Jun | 24113.40 | 800 | -27.35 (-3.31%) | 20.44 | 128 | 17 | 228 |
| 17 Jun | 24085.70 | 831.05 | -87.95 (-9.57%) | 19.99 | 263 | 24 | 211 |
| 16 Jun | 23989.15 | 912.6 | -90.25 (-9.00%) | 19.5 | 235 | 146 | 187 |
| 15 Jun | 23853.90 | 1000 | -247.5 (-19.84%) | 16.06 | 68 | 25 | 31 |
| 12 Jun | 23622.90 | 1240 | -420 (-25.30%) | 14.48 | 4 | 0 | 5 |
| 11 Jun | 23161.60 | 1660 | 0 (0.00%) | 21.59 | 1 | 1 | 5 |
| 10 Jun | 23214.95 | 1660 | 1660 (19.24%) | 16.9 | 3 | 0 | 4 |
| 9 Jun | 23242.10 | 1660 | 267.9 (19.24%) | 16.9 | 3 | 2 | 4 |
| 8 Jun | 23123.00 | 1392.1 | 1392.1 | - | 4 | 0 | 2 |
| 5 Jun | 23366.70 | 1392.1 | 1392.1 | - | 4 | 0 | 2 |
| 4 Jun | 23416.55 | 1392.1 | 1392.1 (8.55%) | 15.81 | 4 | 0 | 2 |
| 3 Jun | 23405.60 | 1388.95 | 109.45 (8.55%) | 15.81 | 4 | 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 |
For Nifty - strike price 24900 expiring on 23JUN2026
Delta for 24900 PE is -0.89
Historical price for 24900 PE is as follows
On 18 Jun NIFTY was trading at 24113.40. The strike last trading price was 800, which was -27.35 lower than the previous day. The implied volatity was 20.44, the open interest changed by 17 which increased total open position to 228
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 831.05, which was -87.95 lower than the previous day. The implied volatity was 19.99, the open interest changed by 24 which increased total open position to 211
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 912.6, which was -90.25 lower than the previous day. The implied volatity was 19.5, the open interest changed by 146 which increased total open position to 187
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 1000, which was -247.5 lower than the previous day. The implied volatity was 16.06, the open interest changed by 25 which increased total open position to 31
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 1240, which was -420 lower than the previous day. The implied volatity was 14.48, the open interest changed by 0 which decreased total open position to 5
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 1660, which was 0 lower than the previous day. The implied volatity was 21.59, the open interest changed by 1 which increased total open position to 5
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 1660, which was 1660 higher than the previous day. The implied volatity was 16.9, the open interest changed by 0 which decreased total open position to 4
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 1660, which was 267.9 higher than the previous day. The implied volatity was 16.9, the open interest changed by 2 which increased total open position to 4
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 1392.1, which was 1392.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 1392.1, which was 1392.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 1392.1, which was 1392.1 higher than the previous day. The implied volatity was 15.81, the open interest changed by 0 which decreased total open position to 2
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 1388.95, which was 109.45 higher than the previous day. The implied volatity was 15.81, 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
