Historical option data for NIFTY
27 May 2026 04:10 PM IST
| NIFTY 02-Jun-2026 (5d) 26000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: -0.55
Gamma: 0.00001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 23907.15 | 0.65 | -0.35 (-35.00%) | 22.67 | 1,37,001 | 12,890 | 41,047 | |||||||||
| 26 May | 23913.70 | 1 | -0.35 (-25.93%) | 21.85 | 73,357 | 6,955 | 27,908 | |||||||||
| 25 May | 24031.70 | 1.4 | 0.1 (7.69%) | 20.1 | 44,227 | 12,155 | 20,329 | |||||||||
| 22 May | 23719.30 | 1.15 | -0.45 (-28.13%) | 19.24 | 8,495 | 1,265 | 8,185 | |||||||||
| 21 May | 23654.70 | 1.5 | -0.5 (-25.00%) | 19.76 | 6,524 | 1,264 | 6,931 | |||||||||
| 20 May | 23659.00 | 1.9 | -0.1 (-5.00%) | 19.36 | 9,486 | 1,215 | 5,660 | |||||||||
| 19 May | 23618.00 | 2.1 | -0.9 (-30.00%) | 19.33 | 4,144 | -766 | 4,432 | |||||||||
| 18 May | 23649.95 | 2.7 | -1.3 (-32.50%) | 18.91 | 18,507 | 3,213 | 5,212 | |||||||||
| 15 May | 23643.50 | 4 | -1.6 (-28.57%) | 18.12 | 982 | 166 | 1,998 | |||||||||
| 14 May | 23689.60 | 7 | 0.35 (5.26%) | 18.7 | 1,658 | 538 | 1,838 | |||||||||
| 13 May | 23412.60 | 7.3 | -0.8 (-9.88%) | 0 | 1,258 | -22 | 1,323 | |||||||||
| 12 May | 23379.55 | 8.2 | -1.9 (-18.81%) | 0 | 1,114 | -32 | 1,358 | |||||||||
| 11 May | 23815.85 | 10 | -4.15 (-29.33%) | 0 | 1,357 | 208 | 1,394 | |||||||||
| 8 May | 24176.15 | 14 | -4.25 (-23.29%) | 14.61 | 693 | 43 | 1,157 | |||||||||
| 7 May | 24326.65 | 18.15 | -2.6 (-12.53%) | 13.82 | 1,256 | 192 | 1,135 | |||||||||
| 6 May | 24330.95 | 21.1 | 5.05 (31.46%) | 13.93 | 1,172 | 276 | 956 | |||||||||
| 5 May | 24032.80 | 15.9 | -7.1 (-30.87%) | 14.91 | 623 | 77 | 661 | |||||||||
| 4 May | 24119.30 | 22.25 | -2.55 (-10.28%) | 15.1 | 700 | 199 | 609 | |||||||||
| 30 Apr | 23997.55 | 26.25 | -0.8 (-2.96%) | 15.1 | 468 | 95 | 505 | |||||||||
| 29 Apr | 24177.65 | 26 | 1.5 (6.12%) | 14 | 762 | 66 | 421 | |||||||||
| 28 Apr | 23995.70 | 24.8 | -10.95 (-30.63%) | 14.68 | 962 | -202 | 360 | |||||||||
| 27 Apr | 24092.70 | 34.8 | -4.85 (-12.23%) | 14.87 | 506 | 140 | 562 | |||||||||
| 24 Apr | 23897.95 | 39 | -7.7 (-16.49%) | 15.96 | 721 | 360 | 440 | |||||||||
| 23 Apr | 24173.05 | 47 | -122.85 (-72.33%) | 14.71 | 130 | 74 | 74 | |||||||||
For Nifty - strike price 26000 expiring on 02JUN2026
Delta for 26000 CE is 0
Historical price for 26000 CE is as follows
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 22.67, the open interest changed by 12890 which increased total open position to 41047
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 21.85, the open interest changed by 6955 which increased total open position to 27908
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was 20.1, the open interest changed by 12155 which increased total open position to 20329
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 19.24, the open interest changed by 1265 which increased total open position to 8185
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 19.76, the open interest changed by 1264 which increased total open position to 6931
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 1.9, which was -0.1 lower than the previous day. The implied volatity was 19.36, the open interest changed by 1215 which increased total open position to 5660
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 2.1, which was -0.9 lower than the previous day. The implied volatity was 19.33, the open interest changed by -766 which decreased total open position to 4432
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 2.7, which was -1.3 lower than the previous day. The implied volatity was 18.91, the open interest changed by 3213 which increased total open position to 5212
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 4, which was -1.6 lower than the previous day. The implied volatity was 18.12, the open interest changed by 166 which increased total open position to 1998
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 7, which was 0.35 higher than the previous day. The implied volatity was 18.7, the open interest changed by 538 which increased total open position to 1838
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 7.3, which was -0.8 lower than the previous day. The implied volatity was 0, the open interest changed by -22 which decreased total open position to 1323
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 8.2, which was -1.9 lower than the previous day. The implied volatity was 0, the open interest changed by -32 which decreased total open position to 1358
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 10, which was -4.15 lower than the previous day. The implied volatity was 0, the open interest changed by 208 which increased total open position to 1394
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 14, which was -4.25 lower than the previous day. The implied volatity was 14.61, the open interest changed by 43 which increased total open position to 1157
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 18.15, which was -2.6 lower than the previous day. The implied volatity was 13.82, the open interest changed by 192 which increased total open position to 1135
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 21.1, which was 5.05 higher than the previous day. The implied volatity was 13.93, the open interest changed by 276 which increased total open position to 956
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 15.9, which was -7.1 lower than the previous day. The implied volatity was 14.91, the open interest changed by 77 which increased total open position to 661
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 22.25, which was -2.55 lower than the previous day. The implied volatity was 15.1, the open interest changed by 199 which increased total open position to 609
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 26.25, which was -0.8 lower than the previous day. The implied volatity was 15.1, the open interest changed by 95 which increased total open position to 505
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 26, which was 1.5 higher than the previous day. The implied volatity was 14, the open interest changed by 66 which increased total open position to 421
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 24.8, which was -10.95 lower than the previous day. The implied volatity was 14.68, the open interest changed by -202 which decreased total open position to 360
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 34.8, which was -4.85 lower than the previous day. The implied volatity was 14.87, the open interest changed by 140 which increased total open position to 562
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 39, which was -7.7 lower than the previous day. The implied volatity was 15.96, the open interest changed by 360 which increased total open position to 440
On 23 Apr NIFTY was trading at 24173.05. The strike last trading price was 47, which was -122.85 lower than the previous day. The implied volatity was 14.71, the open interest changed by 74 which increased total open position to 74
| NIFTY 02-Jun-2026 (5d) 26000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1
Vega: 0
Theta: -0.55
Gamma: 0.00001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 23907.15 | 2016.55 | -28.7 (-1.40%) | 22.69 | 93 | -6 | 1,599 |
| 26 May | 23913.70 | 2036 | 130.25 (6.83%) | 21.74 | 894 | 714 | 1,602 |
| 25 May | 24031.70 | 1880 | -341.8 (-15.38%) | 20.1 | 475 | 431 | 905 |
| 22 May | 23719.30 | 2211.7 | -138.3 (-5.89%) | 19.47 | 497 | 463 | 474 |
| 21 May | 23654.70 | 2350 | 46.5 (2.02%) | 33.83 | 7 | 6 | 12 |
| 20 May | 23659.00 | 2302 | 2 (0.09%) | 28.12 | 3 | 2 | 5 |
| 19 May | 23618.00 | 2300 | -220 (-8.73%) | 22.64 | 1 | 0 | 2 |
| 18 May | 23649.95 | 2323 | 2323 (8.48%) | 21.04 | 1 | 0 | 1 |
| 15 May | 23643.50 | 2323 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 23689.60 | 2323 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 23412.60 | 2323 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 23379.55 | 2323 | 902.7 (63.56%) | 20.07 | 1 | 1 | 1 |
| 11 May | 23815.85 | 0 | -1420.3 (-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 26000 expiring on 02JUN2026
Delta for 26000 PE is -1
Historical price for 26000 PE is as follows
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 2016.55, which was -28.7 lower than the previous day. The implied volatity was 22.69, the open interest changed by -6 which decreased total open position to 1599
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 2036, which was 130.25 higher than the previous day. The implied volatity was 21.74, the open interest changed by 714 which increased total open position to 1602
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 1880, which was -341.8 lower than the previous day. The implied volatity was 20.1, the open interest changed by 431 which increased total open position to 905
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 2211.7, which was -138.3 lower than the previous day. The implied volatity was 19.47, the open interest changed by 463 which increased total open position to 474
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 2350, which was 46.5 higher than the previous day. The implied volatity was 33.83, the open interest changed by 6 which increased total open position to 12
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 2302, which was 2 higher than the previous day. The implied volatity was 28.12, the open interest changed by 2 which increased total open position to 5
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 2300, which was -220 lower than the previous day. The implied volatity was 22.64, the open interest changed by 0 which decreased total open position to 2
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 2323, which was 2323 higher than the previous day. The implied volatity was 21.04, the open interest changed by 0 which decreased total open position to 1
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 2323, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 2323, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 2323, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 2323, which was 902.7 higher than the previous day. The implied volatity was 20.07, the open interest changed by 1 which increased total open position to 1
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 0, which was -1420.3 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
