Historical option data for NIFTY
09 Jun 2026 04:10 PM IST
| NIFTY 16-Jun-2026 (6d) 25450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: -0.61
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jun | 23242.10 | 0.85 | -0.4 (-32.00%) | 23.23 | 1,008 | 70 | 385 | |||||||||
| 8 Jun | 23123.00 | 1.15 | -1.25 (-52.08%) | 24.02 | 648 | 99 | 315 | |||||||||
| 5 Jun | 23366.70 | 2.5 | -1.05 (-29.58%) | 19.94 | 381 | 133 | 218 | |||||||||
| 4 Jun | 23416.55 | 3.6 | -0.35 (-8.86%) | 19.38 | 124 | 27 | 85 | |||||||||
| 3 Jun | 23405.60 | 5.2 | 1.95 (60.00%) | 19.98 | 221 | 17 | 58 | |||||||||
| 2 Jun | 23483.55 | 3.25 | -1.75 (-35.00%) | 17.12 | 70 | 34 | 41 | |||||||||
| 1 Jun | 23382.60 | 4.75 | -3.25 (-40.63%) | 18.55 | 40 | -1 | 7 | |||||||||
| 29 May | 23547.75 | 7.8 | -35.2 (-81.86%) | 16.24 | 13 | 8 | 8 | |||||||||
| 15 May | 23643.50 | 0 | -43 (-100.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25450 expiring on 16JUN2026
Delta for 25450 CE is 0
Historical price for 25450 CE is as follows
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 23.23, the open interest changed by 70 which increased total open position to 385
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 1.15, which was -1.25 lower than the previous day. The implied volatity was 24.02, the open interest changed by 99 which increased total open position to 315
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 2.5, which was -1.05 lower than the previous day. The implied volatity was 19.94, the open interest changed by 133 which increased total open position to 218
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 3.6, which was -0.35 lower than the previous day. The implied volatity was 19.38, the open interest changed by 27 which increased total open position to 85
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 5.2, which was 1.95 higher than the previous day. The implied volatity was 19.98, the open interest changed by 17 which increased total open position to 58
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 3.25, which was -1.75 lower than the previous day. The implied volatity was 17.12, the open interest changed by 34 which increased total open position to 41
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 4.75, which was -3.25 lower than the previous day. The implied volatity was 18.55, the open interest changed by -1 which decreased total open position to 7
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 7.8, which was -35.2 lower than the previous day. The implied volatity was 16.24, the open interest changed by 8 which increased total open position to 8
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 0, which was -43 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 (6d) 25450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jun | 23242.10 | 1900 | 1900 | - | 1 | 0 | 1 |
| 8 Jun | 23123.00 | 1900 | 1900 | - | 1 | 0 | 1 |
| 5 Jun | 23366.70 | 1900 | 1900 | - | 1 | 0 | 1 |
| 4 Jun | 23416.55 | 1900 | 1900 (-3.55%) | 19.97 | 1 | 0 | 1 |
| 3 Jun | 23405.60 | 1900 | -70 (-3.55%) | 19.97 | 1 | 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 |
| 15 May | 23643.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25450 expiring on 16JUN2026
Delta for 25450 PE is -
Historical price for 25450 PE is as follows
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 1900, which was 1900 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 1900, which was 1900 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 1900, which was 1900 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 1900, which was 1900 higher than the previous day. The implied volatity was 19.97, the open interest changed by 0 which decreased total open position to 1
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 1900, which was -70 lower than the previous day. The implied volatity was 19.97, 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 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
