Historical option data for NIFTY
01 Jun 2026 04:10 PM IST
| NIFTY 02-Jun-2026 (1d) 24950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0
Theta: -3.89
Gamma: 0.00003
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 23382.60 | 1.15 | -1.35 (-54.00%) | 42.4 | 74,397 | -7,108 | 17,966 | |||||||||
| 29 May | 23547.75 | 2.95 | -0.1 (-3.28%) | 22.78 | 2,06,949 | -4,123 | 25,376 | |||||||||
| 27 May | 23907.15 | 3 | -2.8 (-48.28%) | 14.82 | 1,68,214 | 22,136 | 29,806 | |||||||||
| 26 May | 23913.70 | 5.35 | -5.9 (-52.44%) | 14.84 | 30,190 | 4,972 | 7,554 | |||||||||
| 25 May | 24031.70 | 14.6 | 7.4 (102.78%) | 15.15 | 14,539 | 1,050 | 2,591 | |||||||||
| 22 May | 23719.30 | 8.05 | -0.55 (-6.40%) | 14.68 | 5,058 | 807 | 1,529 | |||||||||
| 21 May | 23654.70 | 8.45 | -2.55 (-23.18%) | 15.22 | 1,469 | 281 | 724 | |||||||||
| 20 May | 23659.00 | 11.2 | -0.8 (-6.67%) | 15.19 | 1,401 | 102 | 441 | |||||||||
| 19 May | 23618.00 | 11.6 | -9.4 (-44.76%) | 15.3 | 716 | 188 | 338 | |||||||||
| 18 May | 23649.95 | 20.7 | -6.3 (-23.33%) | 16.15 | 339 | 20 | 149 | |||||||||
| 15 May | 23643.50 | 28.65 | -6.1 (-17.55%) | 15.79 | 203 | 0 | 128 | |||||||||
| 14 May | 23689.60 | 35 | 2.35 (7.20%) | 15.51 | 202 | -30 | 128 | |||||||||
| 13 May | 23412.60 | 33.75 | -1.65 (-4.66%) | 0 | 79 | -2 | 157 | |||||||||
| 12 May | 23379.55 | 37.25 | -36.25 (-49.32%) | 0 | 281 | -1 | 158 | |||||||||
| 11 May | 23815.85 | 72.6 | -59.05 (-44.85%) | 0 | 139 | 43 | 160 | |||||||||
| 8 May | 24176.15 | 130.35 | -38.6 (-22.85%) | 14.55 | 77 | 15 | 122 | |||||||||
| 7 May | 24326.65 | 171.3 | -24.8 (-12.65%) | 14.21 | 44 | -1 | 107 | |||||||||
| 6 May | 24330.95 | 193.45 | 66.35 (52.20%) | 14.98 | 101 | 13 | 109 | |||||||||
| 5 May | 24032.80 | 129.7 | -32.65 (-20.11%) | 15.13 | 146 | 75 | 96 | |||||||||
| 4 May | 24119.30 | 162.35 | 32.3 (24.84%) | 16.01 | 30 | 1 | 22 | |||||||||
| 30 Apr | 23997.55 | 130.05 | -112.65 (-46.42%) | 15.84 | 27 | 2 | 23 | |||||||||
| 29 Apr | 24177.65 | 242.7 | -245.1 (-50.25%) | 16.84 | 21 | 20 | 20 | |||||||||
| 28 Apr | 23995.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 24092.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 23897.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 24173.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24950 expiring on 02JUN2026
Delta for 24950 CE is 0.01
Historical price for 24950 CE is as follows
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 1.15, which was -1.35 lower than the previous day. The implied volatity was 42.4, the open interest changed by -7108 which decreased total open position to 17966
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 2.95, which was -0.1 lower than the previous day. The implied volatity was 22.78, the open interest changed by -4123 which decreased total open position to 25376
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 3, which was -2.8 lower than the previous day. The implied volatity was 14.82, the open interest changed by 22136 which increased total open position to 29806
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 5.35, which was -5.9 lower than the previous day. The implied volatity was 14.84, the open interest changed by 4972 which increased total open position to 7554
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 14.6, which was 7.4 higher than the previous day. The implied volatity was 15.15, the open interest changed by 1050 which increased total open position to 2591
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 8.05, which was -0.55 lower than the previous day. The implied volatity was 14.68, the open interest changed by 807 which increased total open position to 1529
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 8.45, which was -2.55 lower than the previous day. The implied volatity was 15.22, the open interest changed by 281 which increased total open position to 724
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 11.2, which was -0.8 lower than the previous day. The implied volatity was 15.19, the open interest changed by 102 which increased total open position to 441
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 11.6, which was -9.4 lower than the previous day. The implied volatity was 15.3, the open interest changed by 188 which increased total open position to 338
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 20.7, which was -6.3 lower than the previous day. The implied volatity was 16.15, the open interest changed by 20 which increased total open position to 149
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 28.65, which was -6.1 lower than the previous day. The implied volatity was 15.79, the open interest changed by 0 which decreased total open position to 128
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 35, which was 2.35 higher than the previous day. The implied volatity was 15.51, the open interest changed by -30 which decreased total open position to 128
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 33.75, which was -1.65 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 157
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 37.25, which was -36.25 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 158
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 72.6, which was -59.05 lower than the previous day. The implied volatity was 0, the open interest changed by 43 which increased total open position to 160
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 130.35, which was -38.6 lower than the previous day. The implied volatity was 14.55, the open interest changed by 15 which increased total open position to 122
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 171.3, which was -24.8 lower than the previous day. The implied volatity was 14.21, the open interest changed by -1 which decreased total open position to 107
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 193.45, which was 66.35 higher than the previous day. The implied volatity was 14.98, the open interest changed by 13 which increased total open position to 109
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 129.7, which was -32.65 lower than the previous day. The implied volatity was 15.13, the open interest changed by 75 which increased total open position to 96
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 162.35, which was 32.3 higher than the previous day. The implied volatity was 16.01, the open interest changed by 1 which increased total open position to 22
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 130.05, which was -112.65 lower than the previous day. The implied volatity was 15.84, the open interest changed by 2 which increased total open position to 23
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 242.7, which was -245.1 lower than the previous day. The implied volatity was 16.84, the open interest changed by 20 which increased total open position to 20
On 28 Apr NIFTY was trading at 23995.70. 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 27 Apr NIFTY was trading at 24092.70. 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 24 Apr NIFTY was trading at 23897.95. 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
On 23 Apr NIFTY was trading at 24173.05. 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 02-Jun-2026 (1d) 24950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0
Theta: -3.9
Gamma: 0.00003
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 23382.60 | 1506.4 | 254.8 (20.36%) | 41.53 | 7 | 0 | 23 |
| 29 May | 23547.75 | 1240.95 | 246.55 (24.79%) | 23.24 | 101 | 36 | 50 |
| 27 May | 23907.15 | 967.5 | -24.5 (-2.47%) | 14.8 | 25 | 7 | 14 |
| 26 May | 23913.70 | 992 | 12 (1.22%) | 20.6 | 7 | 5 | 6 |
| 25 May | 24031.70 | 1052.9 | 1052.9 (-6.92%) | 13.44 | 1 | 0 | 1 |
| 22 May | 23719.30 | 1052.9 | 1052.9 | - | 1 | 0 | 1 |
| 21 May | 23654.70 | 1052.9 | 1052.9 | - | 1 | 0 | 1 |
| 20 May | 23659.00 | 1052.9 | 1052.9 | - | 1 | 0 | 1 |
| 19 May | 23618.00 | 1052.9 | 1052.9 | - | 1 | 0 | 1 |
| 18 May | 23649.95 | 1052.9 | 1052.9 (0.00%) | - | 1 | 0 | 1 |
| 15 May | 23643.50 | 1052.9 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 23689.60 | 1052.9 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 23412.60 | 1052.9 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 23379.55 | 1052.9 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 23815.85 | 1052.9 | 250.2 (31.17%) | 0 | 1 | 0 | 1 |
| 8 May | 24176.15 | 802.7 | 802.7 (15.45%) | 19.09 | 0 | 0 | 1 |
| 7 May | 24326.65 | 802.7 | 107.45 (15.45%) | 19.09 | 1 | 0 | 0 |
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 24032.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 24119.30 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 23997.55 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 24177.65 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 23995.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 24092.70 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 23897.95 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 24173.05 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24950 expiring on 02JUN2026
Delta for 24950 PE is -0.99
Historical price for 24950 PE is as follows
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 1506.4, which was 254.8 higher than the previous day. The implied volatity was 41.53, the open interest changed by 0 which decreased total open position to 23
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 1240.95, which was 246.55 higher than the previous day. The implied volatity was 23.24, the open interest changed by 36 which increased total open position to 50
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 967.5, which was -24.5 lower than the previous day. The implied volatity was 14.8, the open interest changed by 7 which increased total open position to 14
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 992, which was 12 higher than the previous day. The implied volatity was 20.6, the open interest changed by 5 which increased total open position to 6
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 1052.9, which was 1052.9 higher than the previous day. The implied volatity was 13.44, 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 1052.9, which was 1052.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 1052.9, which was 1052.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 1052.9, which was 1052.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 1052.9, which was 1052.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 1052.9, which was 1052.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 1052.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 1052.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 1052.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 1052.9, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 1052.9, which was 250.2 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 802.7, which was 802.7 higher than the previous day. The implied volatity was 19.09, the open interest changed by 0 which decreased total open position to 1
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 802.7, which was 107.45 higher than the previous day. The implied volatity was 19.09, 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
On 5 May NIFTY was trading at 24032.80. 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 4 May NIFTY was trading at 24119.30. 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 30 Apr NIFTY was trading at 23997.55. 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 29 Apr NIFTY was trading at 24177.65. 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 28 Apr NIFTY was trading at 23995.70. 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 27 Apr NIFTY was trading at 24092.70. 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 24 Apr NIFTY was trading at 23897.95. 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
On 23 Apr NIFTY was trading at 24173.05. 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
