Historical option data for NIFTY
10 Jun 2026 02:01 PM IST
| NIFTY 16-Jun-2026 (6d) 25700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: -0.63
Gamma: 0.00001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 23349.25 | 0.75 | -0.05 (-6.25%) | 26.04 | 2,341 | 259 | 1,552 | |||||||||
| 9 Jun | 23242.10 | 0.75 | -0.35 (-31.82%) | 25.25 | 1,258 | -11 | 1,293 | |||||||||
| 8 Jun | 23123.00 | 1 | -1 (-50.00%) | 25.77 | 1,699 | 852 | 1,302 | |||||||||
| 5 Jun | 23366.70 | 2.3 | -0.5 (-17.86%) | 21.75 | 1,067 | 226 | 451 | |||||||||
| 4 Jun | 23416.55 | 2.75 | -0.3 (-9.84%) | 20.66 | 610 | -12 | 225 | |||||||||
| 3 Jun | 23405.60 | 2.55 | 0.1 (4.08%) | 20.02 | 626 | 165 | 237 | |||||||||
| 2 Jun | 23483.55 | 3.3 | 0.3 (10.00%) | 18.9 | 124 | 4 | 74 | |||||||||
| 1 Jun | 23382.60 | 4.25 | -0.75 (-15.00%) | 20.02 | 79 | 28 | 71 | |||||||||
| 29 May | 23547.75 | 5.7 | 0.7 (14.00%) | 17.86 | 103 | 19 | 48 | |||||||||
| 27 May | 23907.15 | 5.2 | -3.55 (-40.57%) | 13.91 | 56 | -10 | 29 | |||||||||
| 26 May | 23913.70 | 8.9 | -0.8 (-8.25%) | 14.6 | 57 | 29 | 37 | |||||||||
| 25 May | 24031.70 | 9.7 | 0.7 (7.78%) | 13.69 | 22 | 2 | 8 | |||||||||
| 22 May | 23719.30 | 9 | -2.1 (-18.92%) | 14.52 | 5 | 2 | 6 | |||||||||
| 21 May | 23654.70 | 11.1 | 0 (0.00%) | 15.59 | 3 | 0 | 4 | |||||||||
| 20 May | 23659.00 | 11.1 | -12.45 (-52.87%) | 15.59 | 3 | 3 | 4 | |||||||||
| 19 May | 23618.00 | 23.55 | -5.45 (-18.79%) | 17.42 | 1 | 0 | 0 | |||||||||
| 18 May | 23649.95 | 0 | -29 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 23643.50 | 0 | -29 (-100.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 25700 expiring on 16JUN2026
Delta for 25700 CE is 0
Historical price for 25700 CE is as follows
On 10 Jun NIFTY was trading at 23349.25. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 26.04, the open interest changed by 259 which increased total open position to 1552
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 25.25, the open interest changed by -11 which decreased total open position to 1293
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was 25.77, the open interest changed by 852 which increased total open position to 1302
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 2.3, which was -0.5 lower than the previous day. The implied volatity was 21.75, the open interest changed by 226 which increased total open position to 451
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 2.75, which was -0.3 lower than the previous day. The implied volatity was 20.66, the open interest changed by -12 which decreased total open position to 225
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 2.55, which was 0.1 higher than the previous day. The implied volatity was 20.02, the open interest changed by 165 which increased total open position to 237
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 3.3, which was 0.3 higher than the previous day. The implied volatity was 18.9, the open interest changed by 4 which increased total open position to 74
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 4.25, which was -0.75 lower than the previous day. The implied volatity was 20.02, the open interest changed by 28 which increased total open position to 71
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 5.7, which was 0.7 higher than the previous day. The implied volatity was 17.86, the open interest changed by 19 which increased total open position to 48
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 5.2, which was -3.55 lower than the previous day. The implied volatity was 13.91, the open interest changed by -10 which decreased total open position to 29
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 8.9, which was -0.8 lower than the previous day. The implied volatity was 14.6, the open interest changed by 29 which increased total open position to 37
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 9.7, which was 0.7 higher than the previous day. The implied volatity was 13.69, the open interest changed by 2 which increased total open position to 8
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 9, which was -2.1 lower than the previous day. The implied volatity was 14.52, the open interest changed by 2 which increased total open position to 6
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 15.59, the open interest changed by 0 which decreased total open position to 4
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 11.1, which was -12.45 lower than the previous day. The implied volatity was 15.59, the open interest changed by 3 which increased total open position to 4
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 23.55, which was -5.45 lower than the previous day. The implied volatity was 17.42, 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 -29 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 -29 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) 25700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1
Vega: 0
Theta: -0.55
Gamma: 0.00001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 23349.25 | 2445 | 2445 (12.50%) | 25.78 | 3 | 0 | 3 |
| 9 Jun | 23242.10 | 2445 | 271.6 (12.50%) | 25.78 | 3 | 2 | 3 |
| 8 Jun | 23123.00 | 2173.4 | 2173.4 | - | 2 | 0 | 1 |
| 5 Jun | 23366.70 | 2173.4 | 2173.4 | - | 2 | 0 | 1 |
| 4 Jun | 23416.55 | 2173.4 | 2173.4 (-1.82%) | 20.04 | 2 | 0 | 1 |
| 3 Jun | 23405.60 | 2163.95 | -40.15 (-1.82%) | 20.04 | 2 | 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 |
| 27 May | 23907.15 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 23913.70 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 24031.70 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 23719.30 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 23654.70 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 23659.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 23618.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 23649.95 | 0 | 0 | - | 0 | 0 | 0 |
| 15 May | 23643.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25700 expiring on 16JUN2026
Delta for 25700 PE is -1
Historical price for 25700 PE is as follows
On 10 Jun NIFTY was trading at 23349.25. The strike last trading price was 2445, which was 2445 higher than the previous day. The implied volatity was 25.78, the open interest changed by 0 which decreased total open position to 3
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 2445, which was 271.6 higher than the previous day. The implied volatity was 25.78, the open interest changed by 2 which increased total open position to 3
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 2173.4, which was 2173.4 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 2173.4, which was 2173.4 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 2173.4, which was 2173.4 higher than the previous day. The implied volatity was 20.04, 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 2163.95, which was -40.15 lower than the previous day. The implied volatity was 20.04, 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 27 May NIFTY was trading at 23907.15. 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 26 May NIFTY was trading at 23913.70. 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 25 May NIFTY was trading at 24031.70. 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 22 May NIFTY was trading at 23719.30. 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 21 May NIFTY was trading at 23654.70. 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 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 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
