Historical option data for NIFTY
10 Jun 2026 04:10 PM IST
| NIFTY 16-Jun-2026 (5d) 25150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: -0.79
Gamma: 0.00002
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 23214.95 | 1 | 0.05 (5.26%) | 22.93 | 15,669 | 156 | 4,630 | |||||||||
| 9 Jun | 23242.10 | 0.9 | -0.6 (-40.00%) | 20.56 | 6,219 | -43 | 4,478 | |||||||||
| 8 Jun | 23123.00 | 1.4 | -1.8 (-56.25%) | 21.8 | 8,450 | 4,044 | 4,529 | |||||||||
| 5 Jun | 23366.70 | 3.05 | -2.15 (-41.35%) | 17.89 | 1,152 | 349 | 483 | |||||||||
| 4 Jun | 23416.55 | 4.7 | -1.6 (-25.40%) | 17.55 | 181 | -7 | 134 | |||||||||
| 3 Jun | 23405.60 | 5.9 | 1.05 (21.65%) | 17.85 | 322 | 21 | 141 | |||||||||
| 2 Jun | 23483.55 | 5 | -2 (-28.57%) | 15.76 | 173 | 63 | 120 | |||||||||
| 1 Jun | 23382.60 | 7.3 | -6.7 (-47.86%) | 17.29 | 119 | 38 | 62 | |||||||||
| 29 May | 23547.75 | 14.4 | -54.6 (-79.13%) | 15.59 | 93 | 23 | 23 | |||||||||
| 18 May | 23649.95 | 0 | -69 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 23643.50 | 0 | -69 (-100.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25150 expiring on 16JUN2026
Delta for 25150 CE is 0
Historical price for 25150 CE is as follows
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 22.93, the open interest changed by 156 which increased total open position to 4630
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 0.9, which was -0.6 lower than the previous day. The implied volatity was 20.56, the open interest changed by -43 which decreased total open position to 4478
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 1.4, which was -1.8 lower than the previous day. The implied volatity was 21.8, the open interest changed by 4044 which increased total open position to 4529
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 3.05, which was -2.15 lower than the previous day. The implied volatity was 17.89, the open interest changed by 349 which increased total open position to 483
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 4.7, which was -1.6 lower than the previous day. The implied volatity was 17.55, the open interest changed by -7 which decreased total open position to 134
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 5.9, which was 1.05 higher than the previous day. The implied volatity was 17.85, the open interest changed by 21 which increased total open position to 141
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 5, which was -2 lower than the previous day. The implied volatity was 15.76, the open interest changed by 63 which increased total open position to 120
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 7.3, which was -6.7 lower than the previous day. The implied volatity was 17.29, the open interest changed by 38 which increased total open position to 62
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 14.4, which was -54.6 lower than the previous day. The implied volatity was 15.59, the open interest changed by 23 which increased total open position to 23
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 0, which was -69 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 -69 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTY 16-Jun-2026 (5d) 25150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 23214.95 | 1637.8 | 1637.8 | - | 3 | 0 | 2 |
| 9 Jun | 23242.10 | 1637.8 | 1637.8 | - | 3 | 0 | 2 |
| 8 Jun | 23123.00 | 1637.8 | 1637.8 | - | 3 | 0 | 2 |
| 5 Jun | 23366.70 | 1637.8 | 1637.8 | - | 3 | 0 | 2 |
| 4 Jun | 23416.55 | 1637.8 | 1637.8 (-3.36%) | 17.82 | 3 | 0 | 2 |
| 3 Jun | 23405.60 | 1640.15 | -57.05 (-3.36%) | 17.82 | 3 | 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 |
| 18 May | 23649.95 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 23643.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25150 expiring on 16JUN2026
Delta for 25150 PE is -
Historical price for 25150 PE is as follows
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 1637.8, which was 1637.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 1637.8, which was 1637.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 1637.8, which was 1637.8 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 1637.8, which was 1637.8 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 1637.8, which was 1637.8 higher than the previous day. The implied volatity was 17.82, 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 1640.15, which was -57.05 lower than the previous day. The implied volatity was 17.82, 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 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 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
