Historical option data for NIFTY
09 Jun 2026 04:10 PM IST
| NIFTY 23-Jun-2026 (13d) 25450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.01
Theta: -0.72
Gamma: 0.00003
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jun | 23242.10 | 2.2 | -1.8 (-45.00%) | 18.38 | 15 | 2 | 9 | |||||||||
| 8 Jun | 23123.00 | 3.35 | -1.65 (-33.00%) | 19.68 | 23 | -2 | 5 | |||||||||
| 5 Jun | 23366.70 | 5.1 | -1.9 (-27.14%) | 17.06 | 17 | 1 | 8 | |||||||||
| 4 Jun | 23416.55 | 7.4 | -0.6 (-7.50%) | 16.84 | 7 | 4 | 7 | |||||||||
| 3 Jun | 23405.60 | 8.25 | -54.75 (-86.90%) | 17.13 | 4 | 2 | 2 | |||||||||
For Nifty - strike price 25450 expiring on 23JUN2026
Delta for 25450 CE is 0.01
Historical price for 25450 CE is as follows
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 2.2, which was -1.8 lower than the previous day. The implied volatity was 18.38, the open interest changed by 2 which increased total open position to 9
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 3.35, which was -1.65 lower than the previous day. The implied volatity was 19.68, the open interest changed by -2 which decreased total open position to 5
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 5.1, which was -1.9 lower than the previous day. The implied volatity was 17.06, the open interest changed by 1 which increased total open position to 8
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 7.4, which was -0.6 lower than the previous day. The implied volatity was 16.84, the open interest changed by 4 which increased total open position to 7
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 8.25, which was -54.75 lower than the previous day. The implied volatity was 17.13, the open interest changed by 2 which increased total open position to 2
| NIFTY 23-Jun-2026 (13d) 25450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jun | 23242.10 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 23123.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 23366.70 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 23416.55 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 23405.60 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25450 expiring on 23JUN2026
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 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 8 Jun NIFTY was trading at 23123.00. 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 5 Jun NIFTY was trading at 23366.70. 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 4 Jun NIFTY was trading at 23416.55. 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 3 Jun NIFTY was trading at 23405.60. 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
