Historical option data for NIFTY
29 May 2026 04:10 PM IST
| NIFTY 02-Jun-2026 (2d) 25200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.01
Theta: -1.75
Gamma: 0.00004
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 23547.75 | 1.75 | 0 (0.00%) | 24.64 | 3,28,574 | 17,940 | 67,626 | |||||||||
| 27 May | 23907.15 | 1.65 | -1.5 (-47.62%) | 16.47 | 2,02,008 | 24,970 | 50,196 | |||||||||
| 26 May | 23913.70 | 2.65 | -2.35 (-47.00%) | 16.07 | 82,399 | 10,781 | 25,311 | |||||||||
| 25 May | 24031.70 | 6.75 | 3.7 (121.31%) | 15.94 | 42,102 | 5,347 | 14,538 | |||||||||
| 22 May | 23719.30 | 3.8 | -0.85 (-18.28%) | 15.28 | 20,228 | 6,182 | 9,339 | |||||||||
| 21 May | 23654.70 | 4.75 | -1.25 (-20.83%) | 16.03 | 7,833 | 343 | 3,157 | |||||||||
| 20 May | 23659.00 | 5.65 | -1.35 (-19.29%) | 15.65 | 8,855 | 1,239 | 2,809 | |||||||||
| 19 May | 23618.00 | 6.45 | -4.55 (-41.36%) | 15.95 | 4,659 | 762 | 1,580 | |||||||||
| 18 May | 23649.95 | 10.9 | -4.1 (-27.33%) | 16.38 | 3,179 | 15 | 815 | |||||||||
| 15 May | 23643.50 | 15.65 | -4.35 (-21.75%) | 15.94 | 1,863 | 455 | 800 | |||||||||
| 14 May | 23689.60 | 21 | 0.5 (2.44%) | 16.02 | 428 | 3 | 348 | |||||||||
| 13 May | 23412.60 | 20.8 | -2.1 (-9.17%) | 0 | 659 | 38 | 354 | |||||||||
| 12 May | 23379.55 | 23.3 | -21.25 (-47.70%) | 0 | 689 | 29 | 316 | |||||||||
| 11 May | 23815.85 | 44 | -37.6 (-46.08%) | 0 | 521 | 52 | 287 | |||||||||
| 8 May | 24176.15 | 78.1 | -26.6 (-25.41%) | 14.3 | 517 | 61 | 235 | |||||||||
| 7 May | 24326.65 | 105.95 | -16.4 (-13.40%) | 13.98 | 394 | 21 | 171 | |||||||||
| 6 May | 24330.95 | 124 | 44.05 (55.10%) | 14.57 | 383 | 68 | 152 | |||||||||
| 5 May | 24032.80 | 80 | -29.2 (-26.74%) | 14.86 | 120 | 13 | 83 | |||||||||
| 4 May | 24119.30 | 108.05 | 3.8 (3.65%) | 15.43 | 82 | 30 | 70 | |||||||||
| 30 Apr | 23997.55 | 108.3 | -17.3 (-13.77%) | 15.09 | 61 | 7 | 47 | |||||||||
| 29 Apr | 24177.65 | 120.2 | 11.2 (10.28%) | 14.22 | 54 | 23 | 40 | |||||||||
| 28 Apr | 23995.70 | 108.85 | -279.75 (-71.99%) | 14.89 | 21 | 17 | 17 | |||||||||
| 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 25200 expiring on 02JUN2026
Delta for 25200 CE is 0.01
Historical price for 25200 CE is as follows
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 24.64, the open interest changed by 17940 which increased total open position to 67626
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 1.65, which was -1.5 lower than the previous day. The implied volatity was 16.47, the open interest changed by 24970 which increased total open position to 50196
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 2.65, which was -2.35 lower than the previous day. The implied volatity was 16.07, the open interest changed by 10781 which increased total open position to 25311
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 6.75, which was 3.7 higher than the previous day. The implied volatity was 15.94, the open interest changed by 5347 which increased total open position to 14538
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 3.8, which was -0.85 lower than the previous day. The implied volatity was 15.28, the open interest changed by 6182 which increased total open position to 9339
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 4.75, which was -1.25 lower than the previous day. The implied volatity was 16.03, the open interest changed by 343 which increased total open position to 3157
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 5.65, which was -1.35 lower than the previous day. The implied volatity was 15.65, the open interest changed by 1239 which increased total open position to 2809
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 6.45, which was -4.55 lower than the previous day. The implied volatity was 15.95, the open interest changed by 762 which increased total open position to 1580
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 10.9, which was -4.1 lower than the previous day. The implied volatity was 16.38, the open interest changed by 15 which increased total open position to 815
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 15.65, which was -4.35 lower than the previous day. The implied volatity was 15.94, the open interest changed by 455 which increased total open position to 800
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 21, which was 0.5 higher than the previous day. The implied volatity was 16.02, the open interest changed by 3 which increased total open position to 348
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 20.8, which was -2.1 lower than the previous day. The implied volatity was 0, the open interest changed by 38 which increased total open position to 354
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 23.3, which was -21.25 lower than the previous day. The implied volatity was 0, the open interest changed by 29 which increased total open position to 316
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 44, which was -37.6 lower than the previous day. The implied volatity was 0, the open interest changed by 52 which increased total open position to 287
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 78.1, which was -26.6 lower than the previous day. The implied volatity was 14.3, the open interest changed by 61 which increased total open position to 235
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 105.95, which was -16.4 lower than the previous day. The implied volatity was 13.98, the open interest changed by 21 which increased total open position to 171
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 124, which was 44.05 higher than the previous day. The implied volatity was 14.57, the open interest changed by 68 which increased total open position to 152
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 80, which was -29.2 lower than the previous day. The implied volatity was 14.86, the open interest changed by 13 which increased total open position to 83
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 108.05, which was 3.8 higher than the previous day. The implied volatity was 15.43, the open interest changed by 30 which increased total open position to 70
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 108.3, which was -17.3 lower than the previous day. The implied volatity was 15.09, the open interest changed by 7 which increased total open position to 47
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 120.2, which was 11.2 higher than the previous day. The implied volatity was 14.22, the open interest changed by 23 which increased total open position to 40
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 108.85, which was -279.75 lower than the previous day. The implied volatity was 14.89, the open interest changed by 17 which increased total open position to 17
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 (2d) 25200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0.01
Theta: -1.5
Gamma: 0.00004
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 23547.75 | 1404.2 | 188 (15.46%) | 22.07 | 9 | 0 | 154 |
| 27 May | 23907.15 | 1216.2 | -28.6 (-2.30%) | 16.26 | 118 | 16 | 155 |
| 26 May | 23913.70 | 1231.65 | 104.4 (9.26%) | 16.58 | 82 | 70 | 138 |
| 25 May | 24031.70 | 1124.8 | 177.4 (18.72%) | 15.41 | 67 | 65 | 66 |
| 22 May | 23719.30 | 947.4 | 947.4 | - | 1 | 0 | 1 |
| 21 May | 23654.70 | 947.4 | 947.4 | - | 1 | 0 | 1 |
| 20 May | 23659.00 | 947.4 | 947.4 | - | 1 | 0 | 1 |
| 19 May | 23618.00 | 947.4 | 947.4 | - | 1 | 0 | 1 |
| 18 May | 23649.95 | 947.4 | 947.4 (0.00%) | - | 1 | 0 | 1 |
| 15 May | 23643.50 | 947.4 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 23689.60 | 947.4 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 23412.60 | 947.4 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 23379.55 | 947.4 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 23815.85 | 947.4 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 24176.15 | 947.4 | 103.05 (12.20%) | 10.14 | 1 | 0 | 0 |
| 7 May | 24326.65 | 0 | 0 | - | 0 | 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 25200 expiring on 02JUN2026
Delta for 25200 PE is -0.99
Historical price for 25200 PE is as follows
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 1404.2, which was 188 higher than the previous day. The implied volatity was 22.07, the open interest changed by 0 which decreased total open position to 154
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 1216.2, which was -28.6 lower than the previous day. The implied volatity was 16.26, the open interest changed by 16 which increased total open position to 155
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 1231.65, which was 104.4 higher than the previous day. The implied volatity was 16.58, the open interest changed by 70 which increased total open position to 138
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 1124.8, which was 177.4 higher than the previous day. The implied volatity was 15.41, the open interest changed by 65 which increased total open position to 66
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 947.4, which was 947.4 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 947.4, which was 947.4 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 947.4, which was 947.4 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 947.4, which was 947.4 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 947.4, which was 947.4 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 947.4, 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 947.4, 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 947.4, 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 947.4, 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 947.4, 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 8 May NIFTY was trading at 24176.15. The strike last trading price was 947.4, which was 103.05 higher than the previous day. The implied volatity was 10.14, 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
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
