Historical option data for NIFTY
10 Jun 2026 04:10 PM IST
| NIFTY 16-Jun-2026 (5d) 25400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: -0.7
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 23214.95 | 0.85 | -0.05 (-5.56%) | 25.03 | 14,431 | 1,701 | 2,878 | |||||||||
| 9 Jun | 23242.10 | 0.85 | -0.4 (-32.00%) | 22.8 | 4,741 | -644 | 1,209 | |||||||||
| 8 Jun | 23123.00 | 1.15 | -1.2 (-51.06%) | 23.56 | 5,657 | -227 | 1,857 | |||||||||
| 5 Jun | 23366.70 | 2.25 | -1.35 (-37.50%) | 19.31 | 4,132 | 1,172 | 2,066 | |||||||||
| 4 Jun | 23416.55 | 3.65 | -0.6 (-14.12%) | 18.99 | 2,443 | 265 | 894 | |||||||||
| 3 Jun | 23405.60 | 3.5 | 0.1 (2.94%) | 18.56 | 2,530 | 230 | 568 | |||||||||
| 2 Jun | 23483.55 | 4 | -1 (-20.00%) | 17.09 | 408 | -56 | 338 | |||||||||
| 1 Jun | 23382.60 | 6 | -2 (-25.00%) | 18.68 | 584 | -83 | 392 | |||||||||
| 29 May | 23547.75 | 7.65 | -1.35 (-15.00%) | 15.89 | 833 | 136 | 489 | |||||||||
| 27 May | 23907.15 | 9.8 | -4.1 (-29.50%) | 13.08 | 484 | 181 | 353 | |||||||||
| 26 May | 23913.70 | 14.15 | -5.7 (-28.72%) | 13.69 | 259 | 36 | 172 | |||||||||
| 25 May | 24031.70 | 21 | -25.7 (-55.03%) | 13.33 | 211 | 148 | 148 | |||||||||
| 18 May | 23649.95 | 0 | -47 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 23643.50 | 0 | -47 (-100.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25400 expiring on 16JUN2026
Delta for 25400 CE is 0
Historical price for 25400 CE is as follows
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 25.03, the open interest changed by 1701 which increased total open position to 2878
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 0.85, which was -0.4 lower than the previous day. The implied volatity was 22.8, the open interest changed by -644 which decreased total open position to 1209
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 1.15, which was -1.2 lower than the previous day. The implied volatity was 23.56, the open interest changed by -227 which decreased total open position to 1857
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 2.25, which was -1.35 lower than the previous day. The implied volatity was 19.31, the open interest changed by 1172 which increased total open position to 2066
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 3.65, which was -0.6 lower than the previous day. The implied volatity was 18.99, the open interest changed by 265 which increased total open position to 894
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 3.5, which was 0.1 higher than the previous day. The implied volatity was 18.56, the open interest changed by 230 which increased total open position to 568
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 17.09, the open interest changed by -56 which decreased total open position to 338
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 18.68, the open interest changed by -83 which decreased total open position to 392
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 7.65, which was -1.35 lower than the previous day. The implied volatity was 15.89, the open interest changed by 136 which increased total open position to 489
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 9.8, which was -4.1 lower than the previous day. The implied volatity was 13.08, the open interest changed by 181 which increased total open position to 353
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 14.15, which was -5.7 lower than the previous day. The implied volatity was 13.69, the open interest changed by 36 which increased total open position to 172
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 21, which was -25.7 lower than the previous day. The implied volatity was 13.33, the open interest changed by 148 which increased total open position to 148
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 0, which was -47 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 -47 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) 25400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1
Vega: 0
Theta: -0.71
Gamma: 0.00002
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 23214.95 | 1972.7 | -147.3 (-6.95%) | 22.87 | 1 | 0 | 36 |
| 9 Jun | 23242.10 | 2120 | -60 (-2.75%) | 23.2 | 25 | 2 | 15 |
| 8 Jun | 23123.00 | 2180 | 280 (14.74%) | 23.09 | 1 | 1 | 13 |
| 5 Jun | 23366.70 | 1900 | 25 (1.33%) | 19.17 | 1 | 1 | 12 |
| 4 Jun | 23416.55 | 1875 | 1875 (36.07%) | 19.04 | 1 | 0 | 11 |
| 3 Jun | 23405.60 | 1875 | 497 (36.07%) | 19.04 | 1 | 0 | 10 |
| 2 Jun | 23483.55 | 1378 | 1378 | - | 10 | 0 | 10 |
| 1 Jun | 23382.60 | 1378 | 1378 | - | 10 | 0 | 10 |
| 29 May | 23547.75 | 1378 | 1378 | - | 10 | 0 | 10 |
| 27 May | 23907.15 | 1378 | 1378 | - | 10 | 0 | 10 |
| 26 May | 23913.70 | 1378 | 1378 (-28.37%) | 21.23 | 10 | 0 | 10 |
| 25 May | 24031.70 | 1378 | -545.85 (-28.37%) | 21.23 | 10 | 0 | 0 |
| 18 May | 23649.95 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 23643.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25400 expiring on 16JUN2026
Delta for 25400 PE is -1
Historical price for 25400 PE is as follows
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 1972.7, which was -147.3 lower than the previous day. The implied volatity was 22.87, the open interest changed by 0 which decreased total open position to 36
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 2120, which was -60 lower than the previous day. The implied volatity was 23.2, the open interest changed by 2 which increased total open position to 15
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 2180, which was 280 higher than the previous day. The implied volatity was 23.09, the open interest changed by 1 which increased total open position to 13
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 1900, which was 25 higher than the previous day. The implied volatity was 19.17, the open interest changed by 1 which increased total open position to 12
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 1875, which was 1875 higher than the previous day. The implied volatity was 19.04, the open interest changed by 0 which decreased total open position to 11
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 1875, which was 497 higher than the previous day. The implied volatity was 19.04, the open interest changed by 0 which decreased total open position to 10
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 1378, which was 1378 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 1378, which was 1378 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 1378, which was 1378 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 1378, which was 1378 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 1378, which was 1378 higher than the previous day. The implied volatity was 21.23, the open interest changed by 0 which decreased total open position to 10
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 1378, which was -545.85 lower than the previous day. The implied volatity was 21.23, 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
