Historical option data for NIFTY
19 Jun 2026 04:10 PM IST
| NIFTY 23-Jun-2026 (1d) 25950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: -0.89
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Jun | 24013.10 | 0.75 | -0.25 (-25.00%) | 25.76 | 10,937 | 232 | 2,164 | |||||||||
| 18 Jun | 24168.00 | 0.65 | -0.35 (-35.00%) | 21.29 | 9,878 | 130 | 1,932 | |||||||||
| 17 Jun | 24085.70 | 0.85 | -0.15 (-15.00%) | 21.08 | 9,244 | 1,117 | 1,804 | |||||||||
| 16 Jun | 23989.15 | 1 | 0 (0.00%) | 20.85 | 1,455 | 510 | 693 | |||||||||
| 15 Jun | 23853.90 | 1.15 | -26.85 (-95.89%) | 21.08 | 1,074 | 184 | 184 | |||||||||
For Nifty - strike price 25950 expiring on 23JUN2026
Delta for 25950 CE is 0
Historical price for 25950 CE is as follows
On 19 Jun NIFTY was trading at 24013.10. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 25.76, the open interest changed by 232 which increased total open position to 2164
On 18 Jun NIFTY was trading at 24168.00. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 21.29, the open interest changed by 130 which increased total open position to 1932
On 17 Jun NIFTY was trading at 24085.70. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 21.08, the open interest changed by 1117 which increased total open position to 1804
On 16 Jun NIFTY was trading at 23989.15. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 20.85, the open interest changed by 510 which increased total open position to 693
On 15 Jun NIFTY was trading at 23853.90. The strike last trading price was 1.15, which was -26.85 lower than the previous day. The implied volatity was 21.08, the open interest changed by 184 which increased total open position to 184
| NIFTY 23-Jun-2026 (1d) 25950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Jun | 24013.10 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 24168.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 24085.70 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 23989.15 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 23853.90 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 25950 expiring on 23JUN2026
Delta for 25950 PE is -
Historical price for 25950 PE is as follows
On 19 Jun NIFTY was trading at 24013.10. 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 18 Jun NIFTY was trading at 24168.00. 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 17 Jun NIFTY was trading at 24085.70. 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 16 Jun NIFTY was trading at 23989.15. 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 15 Jun NIFTY was trading at 23853.90. 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
