Historical option data for NIFTY
29 May 2026 04:10 PM IST
| NIFTY 02-Jun-2026 (3d) 25450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0
Theta: -1.35
Gamma: 0.00002
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 23547.75 | 1.25 | 0 (0.00%) | 26.89 | 28,635 | 1,459 | 6,243 | |||||||||
| 27 May | 23907.15 | 1.2 | -0.6 (-33.33%) | 18.52 | 19,220 | 521 | 4,815 | |||||||||
| 26 May | 23913.70 | 1.65 | -0.85 (-34.00%) | 17.7 | 9,224 | 213 | 4,311 | |||||||||
| 25 May | 24031.70 | 3.3 | 1.8 (120.00%) | 16.84 | 9,249 | 58 | 4,098 | |||||||||
| 22 May | 23719.30 | 1.65 | -1.4 (-45.90%) | 15.72 | 8,883 | 3,874 | 4,091 | |||||||||
| 21 May | 23654.70 | 2.1 | -0.9 (-30.00%) | 16.33 | 237 | 7 | 216 | |||||||||
| 20 May | 23659.00 | 3.25 | -0.75 (-18.75%) | 16.47 | 325 | 76 | 209 | |||||||||
| 19 May | 23618.00 | 4.35 | -2.65 (-37.86%) | 16.76 | 137 | -23 | 136 | |||||||||
| 18 May | 23649.95 | 6.5 | -2.5 (-27.78%) | 17.05 | 68 | 10 | 157 | |||||||||
| 15 May | 23643.50 | 8.9 | -4.55 (-33.83%) | 15.91 | 25 | 3 | 148 | |||||||||
| 14 May | 23689.60 | 13 | 0.2 (1.56%) | 16.52 | 34 | 17 | 146 | |||||||||
| 13 May | 23412.60 | 12.5 | -3.1 (-19.87%) | 0 | 84 | 18 | 134 | |||||||||
| 12 May | 23379.55 | 15.75 | -10.6 (-40.23%) | 0 | 164 | -31 | 116 | |||||||||
| 11 May | 23815.85 | 26.4 | -20.35 (-43.53%) | 0 | 221 | 65 | 148 | |||||||||
| 8 May | 24176.15 | 46.15 | -14.85 (-24.34%) | 14.36 | 103 | 10 | 84 | |||||||||
| 7 May | 24326.65 | 63.2 | -7.1 (-10.10%) | 13.82 | 66 | 15 | 73 | |||||||||
| 6 May | 24330.95 | 68.7 | 21.3 (44.94%) | 14.03 | 75 | 21 | 58 | |||||||||
| 5 May | 24032.80 | 47.4 | -27.55 (-36.76%) | 14.75 | 38 | 16 | 34 | |||||||||
| 4 May | 24119.30 | 74.95 | -17.5 (-18.93%) | - | 0 | 0 | 18 | |||||||||
| 30 Apr | 23997.55 | 74.95 | -17.5 (-18.93%) | 15.31 | 12 | 4 | 22 | |||||||||
| 29 Apr | 24177.65 | 92.45 | -2.25 (-2.38%) | 13.96 | 17 | 7 | 18 | |||||||||
| 28 Apr | 23995.70 | 94.7 | 0 (0.00%) | 14.89 | 10 | 0 | 1 | |||||||||
| 27 Apr | 24092.70 | 94.7 | -210.25 (-68.95%) | 15.13 | 2 | 1 | 1 | |||||||||
| 24 Apr | 23897.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 24173.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25450 expiring on 02JUN2026
Delta for 25450 CE is 0.01
Historical price for 25450 CE is as follows
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 26.89, the open interest changed by 1459 which increased total open position to 6243
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 1.2, which was -0.6 lower than the previous day. The implied volatity was 18.52, the open interest changed by 521 which increased total open position to 4815
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 17.7, the open interest changed by 213 which increased total open position to 4311
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 3.3, which was 1.8 higher than the previous day. The implied volatity was 16.84, the open interest changed by 58 which increased total open position to 4098
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 1.65, which was -1.4 lower than the previous day. The implied volatity was 15.72, the open interest changed by 3874 which increased total open position to 4091
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 2.1, which was -0.9 lower than the previous day. The implied volatity was 16.33, the open interest changed by 7 which increased total open position to 216
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 3.25, which was -0.75 lower than the previous day. The implied volatity was 16.47, the open interest changed by 76 which increased total open position to 209
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 4.35, which was -2.65 lower than the previous day. The implied volatity was 16.76, the open interest changed by -23 which decreased total open position to 136
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 6.5, which was -2.5 lower than the previous day. The implied volatity was 17.05, the open interest changed by 10 which increased total open position to 157
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 8.9, which was -4.55 lower than the previous day. The implied volatity was 15.91, the open interest changed by 3 which increased total open position to 148
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 13, which was 0.2 higher than the previous day. The implied volatity was 16.52, the open interest changed by 17 which increased total open position to 146
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 12.5, which was -3.1 lower than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 134
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 15.75, which was -10.6 lower than the previous day. The implied volatity was 0, the open interest changed by -31 which decreased total open position to 116
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 26.4, which was -20.35 lower than the previous day. The implied volatity was 0, the open interest changed by 65 which increased total open position to 148
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 46.15, which was -14.85 lower than the previous day. The implied volatity was 14.36, the open interest changed by 10 which increased total open position to 84
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 63.2, which was -7.1 lower than the previous day. The implied volatity was 13.82, the open interest changed by 15 which increased total open position to 73
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 68.7, which was 21.3 higher than the previous day. The implied volatity was 14.03, the open interest changed by 21 which increased total open position to 58
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 47.4, which was -27.55 lower than the previous day. The implied volatity was 14.75, the open interest changed by 16 which increased total open position to 34
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 74.95, which was -17.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 74.95, which was -17.5 lower than the previous day. The implied volatity was 15.31, the open interest changed by 4 which increased total open position to 22
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 92.45, which was -2.25 lower than the previous day. The implied volatity was 13.96, the open interest changed by 7 which increased total open position to 18
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 94.7, which was 0 lower than the previous day. The implied volatity was 14.89, the open interest changed by 0 which decreased total open position to 1
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 94.7, which was -210.25 lower than the previous day. The implied volatity was 15.13, the open interest changed by 1 which increased total open position to 1
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 (3d) 25450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.99
Vega: 0
Theta: -1.19
Gamma: 0.00003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 23547.75 | 1506 | -0.35 (-0.02%) | 23.99 | 1 | 0 | 4 |
| 27 May | 23907.15 | 1506.35 | 120.9 (8.73%) | 19.01 | 1 | 1 | 4 |
| 26 May | 23913.70 | 1385.45 | -314.55 (-18.50%) | 16.17 | 2 | 2 | 3 |
| 25 May | 24031.70 | 1700 | 1700 | - | 1 | 0 | 1 |
| 22 May | 23719.30 | 1700 | 1700 (68.48%) | 16.33 | 1 | 0 | 1 |
| 21 May | 23654.70 | 1700 | 690.95 (68.48%) | 16.33 | 1 | 1 | 1 |
| 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 | -1009.05 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 23689.60 | 0 | -1009.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 23412.60 | 0 | -1009.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 23379.55 | 0 | -1009.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 23815.85 | 0 | -1009.05 (-100.00%) | 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 |
| 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 25450 expiring on 02JUN2026
Delta for 25450 PE is -0.99
Historical price for 25450 PE is as follows
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 1506, which was -0.35 lower than the previous day. The implied volatity was 23.99, the open interest changed by 0 which decreased total open position to 4
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 1506.35, which was 120.9 higher than the previous day. The implied volatity was 19.01, the open interest changed by 1 which increased total open position to 4
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 1385.45, which was -314.55 lower than the previous day. The implied volatity was 16.17, the open interest changed by 2 which increased total open position to 3
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 1700, which was 1700 higher than the previous day. The implied volatity was -, 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 1700, which was 1700 higher than the previous day. The implied volatity was 16.33, 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 1700, which was 690.95 higher than the previous day. The implied volatity was 16.33, the open interest changed by 1 which increased total open position to 1
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 -1009.05 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 -1009.05 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 -1009.05 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 -1009.05 lower than the previous day. The implied volatity was 0, 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 -1009.05 lower than the previous day. The implied volatity was 0, 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
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
