Historical option data for NIFTY
03 Jun 2026 04:10 PM IST
| NIFTY 09-Jun-2026 (6d) 25050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.01
Theta: -1.45
Gamma: 0.00004
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 23405.60 | 2.15 | 0.15 (7.50%) | 21.71 | 60,325 | 6,370 | 8,589 | |||||||||
| 2 Jun | 23483.55 | 2.05 | -1.95 (-48.75%) | 18.62 | 11,522 | 392 | 2,226 | |||||||||
| 1 Jun | 23382.60 | 4 | -3 (-42.86%) | 20.66 | 5,492 | 902 | 1,908 | |||||||||
| 29 May | 23547.75 | 7.65 | -2.35 (-23.50%) | 17.07 | 5,900 | 563 | 1,016 | |||||||||
| 27 May | 23907.15 | 11.05 | -3.95 (-26.33%) | 13.44 | 2,405 | 170 | 534 | |||||||||
| 26 May | 23913.70 | 14.9 | -8.1 (-35.22%) | 13.66 | 871 | 189 | 361 | |||||||||
| 25 May | 24031.70 | 31.55 | 12.55 (66.05%) | 14.26 | 561 | -68 | 177 | |||||||||
| 22 May | 23719.30 | 20.9 | 0.9 (4.50%) | 14.66 | 386 | 192 | 243 | |||||||||
| 21 May | 23654.70 | 20.05 | -2.95 (-12.83%) | 14.65 | 69 | 5 | 50 | |||||||||
| 20 May | 23659.00 | 22.3 | -2.7 (-10.80%) | 14.83 | 116 | -25 | 45 | |||||||||
| 19 May | 23618.00 | 24.85 | -9.15 (-26.91%) | 15.32 | 79 | -7 | 70 | |||||||||
| 18 May | 23649.95 | 33.9 | -8.1 (-19.29%) | 16.17 | 60 | -7 | 76 | |||||||||
| 15 May | 23643.50 | 41.5 | -11.9 (-22.28%) | 15.33 | 23 | 9 | 83 | |||||||||
| 14 May | 23689.60 | 53.4 | 7.05 (15.21%) | 15.65 | 46 | 10 | 74 | |||||||||
| 13 May | 23412.60 | 46.8 | -0.05 (-0.11%) | 0 | 40 | 23 | 63 | |||||||||
| 12 May | 23379.55 | 46.85 | -46.15 (-49.62%) | 0 | 121 | -48 | 39 | |||||||||
| 11 May | 23815.85 | 92.6 | -57.4 (-38.27%) | 0 | 112 | 79 | 87 | |||||||||
| 8 May | 24176.15 | 150.3 | -35.7 (-19.19%) | 14.6 | 10 | 7 | 9 | |||||||||
| 7 May | 24326.65 | 186 | -14.95 (-7.44%) | 14.01 | 2 | 0 | 0 | |||||||||
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25050 expiring on 09JUN2026
Delta for 25050 CE is 0.01
Historical price for 25050 CE is as follows
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 2.15, which was 0.15 higher than the previous day. The implied volatity was 21.71, the open interest changed by 6370 which increased total open position to 8589
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 2.05, which was -1.95 lower than the previous day. The implied volatity was 18.62, the open interest changed by 392 which increased total open position to 2226
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 4, which was -3 lower than the previous day. The implied volatity was 20.66, the open interest changed by 902 which increased total open position to 1908
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 7.65, which was -2.35 lower than the previous day. The implied volatity was 17.07, the open interest changed by 563 which increased total open position to 1016
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 11.05, which was -3.95 lower than the previous day. The implied volatity was 13.44, the open interest changed by 170 which increased total open position to 534
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 14.9, which was -8.1 lower than the previous day. The implied volatity was 13.66, the open interest changed by 189 which increased total open position to 361
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 31.55, which was 12.55 higher than the previous day. The implied volatity was 14.26, the open interest changed by -68 which decreased total open position to 177
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 20.9, which was 0.9 higher than the previous day. The implied volatity was 14.66, the open interest changed by 192 which increased total open position to 243
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 20.05, which was -2.95 lower than the previous day. The implied volatity was 14.65, the open interest changed by 5 which increased total open position to 50
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 22.3, which was -2.7 lower than the previous day. The implied volatity was 14.83, the open interest changed by -25 which decreased total open position to 45
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 24.85, which was -9.15 lower than the previous day. The implied volatity was 15.32, the open interest changed by -7 which decreased total open position to 70
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 33.9, which was -8.1 lower than the previous day. The implied volatity was 16.17, the open interest changed by -7 which decreased total open position to 76
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 41.5, which was -11.9 lower than the previous day. The implied volatity was 15.33, the open interest changed by 9 which increased total open position to 83
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 53.4, which was 7.05 higher than the previous day. The implied volatity was 15.65, the open interest changed by 10 which increased total open position to 74
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 46.8, which was -0.05 lower than the previous day. The implied volatity was 0, the open interest changed by 23 which increased total open position to 63
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 46.85, which was -46.15 lower than the previous day. The implied volatity was 0, the open interest changed by -48 which decreased total open position to 39
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 92.6, which was -57.4 lower than the previous day. The implied volatity was 0, the open interest changed by 79 which increased total open position to 87
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 150.3, which was -35.7 lower than the previous day. The implied volatity was 14.6, the open interest changed by 7 which increased total open position to 9
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 186, which was -14.95 lower than the previous day. The implied volatity was 14.01, 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
| NIFTY 09-Jun-2026 (6d) 25050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0.01
Theta: -1.31
Gamma: 0.00003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 23405.60 | 1776.4 | 361.1 (25.51%) | 22.96 | 17 | 16 | 18 |
| 2 Jun | 23483.55 | 1415.3 | 1415.3 (42.96%) | 17.98 | 1 | 0 | 2 |
| 1 Jun | 23382.60 | 1415.3 | 425.3 (42.96%) | 17.98 | 1 | 1 | 2 |
| 29 May | 23547.75 | 990 | 990 | - | 1 | 0 | 1 |
| 27 May | 23907.15 | 990 | 990 | - | 1 | 0 | 1 |
| 26 May | 23913.70 | 990 | 990 (-8.11%) | 16.16 | 1 | 0 | 1 |
| 25 May | 24031.70 | 990 | -87.35 (-8.11%) | 16.16 | 1 | 1 | 1 |
| 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 |
| 19 May | 23618.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 23649.95 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 23643.50 | 0 | -1077.35 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 23689.60 | 0 | -1077.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 23412.60 | 0 | -1077.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 23379.55 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 23815.85 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 24176.15 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 24326.65 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25050 expiring on 09JUN2026
Delta for 25050 PE is -0.99
Historical price for 25050 PE is as follows
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 1776.4, which was 361.1 higher than the previous day. The implied volatity was 22.96, the open interest changed by 16 which increased total open position to 18
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 1415.3, which was 1415.3 higher than the previous day. The implied volatity was 17.98, the open interest changed by 0 which decreased total open position to 2
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 1415.3, which was 425.3 higher than the previous day. The implied volatity was 17.98, the open interest changed by 1 which increased total open position to 2
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 990, which was 990 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 990, which was 990 higher than the previous day. The implied volatity was -, 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 990, which was 990 higher than the previous day. The implied volatity was 16.16, the open interest changed by 0 which decreased total open position to 1
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 990, which was -87.35 lower than the previous day. The implied volatity was 16.16, the open interest changed by 1 which increased total open position to 1
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
On 19 May NIFTY was trading at 23618.00. 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
On 18 May NIFTY was trading at 23649.95. 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 15 May NIFTY was trading at 23643.50. The strike last trading price was 0, which was -1077.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 0, which was -1077.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 0, which was -1077.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NIFTY was trading at 23379.55. 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 11 May NIFTY was trading at 23815.85. 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 8 May NIFTY was trading at 24176.15. 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 7 May NIFTY was trading at 24326.65. 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 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
