Historical option data for NIFTY
12 Jun 2026 04:10 PM IST
| NIFTY 23-Jun-2026 (9d) 23500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.16
Theta: -11.36
Gamma: 0.00064
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 23622.90 | 332 | 217 (188.70%) | 14.28 | 1,27,712 | 1,719 | 18,944 | |||||||||
| 11 Jun | 23161.60 | 123.1 | -19.9 (-13.92%) | 13.63 | 48,414 | 7,368 | 17,388 | |||||||||
| 10 Jun | 23214.95 | 139.95 | -46.05 (-24.76%) | 13.52 | 27,812 | 4,422 | 10,033 | |||||||||
| 9 Jun | 23242.10 | 191 | 18 (10.40%) | 14.96 | 9,772 | 1,137 | 5,612 | |||||||||
| 8 Jun | 23123.00 | 166.9 | -119.1 (-41.64%) | 16.2 | 9,584 | 1,367 | 4,589 | |||||||||
| 5 Jun | 23366.70 | 281.75 | -38.25 (-11.95%) | 15 | 6,306 | -105 | 3,275 | |||||||||
| 4 Jun | 23416.55 | 329.45 | -20.55 (-5.87%) | 15.07 | 4,663 | 171 | 3,383 | |||||||||
| 3 Jun | 23405.60 | 330.8 | -49.2 (-12.95%) | 15.68 | 5,110 | 697 | 3,216 | |||||||||
| 2 Jun | 23483.55 | 385.05 | 49.05 (14.60%) | 14.75 | 3,565 | 531 | 2,519 | |||||||||
| 1 Jun | 23382.60 | 329.9 | -173.1 (-34.41%) | 15.15 | 1,425 | 321 | 2,034 | |||||||||
| 29 May | 23547.75 | 506.45 | -155.55 (-23.50%) | 16.2 | 512 | 53 | 1,752 | |||||||||
| 27 May | 23907.15 | 669.55 | -0.45 (-0.07%) | 13.47 | 136 | 1 | 1,708 | |||||||||
| 26 May | 23913.70 | 665.25 | -113.75 (-14.60%) | 12.98 | 124 | 23 | 1,726 | |||||||||
| 25 May | 24031.70 | 807.35 | 199.35 (32.79%) | 14.85 | 140 | 41 | 1,731 | |||||||||
| 22 May | 23719.30 | 620.1 | 34.1 (5.82%) | 15.36 | 61 | 11 | 1,692 | |||||||||
| 21 May | 23654.70 | 584.45 | -48.55 (-7.67%) | 15.59 | 239 | 33 | 1,699 | |||||||||
| 20 May | 23659.00 | 634.3 | -7.7 (-1.20%) | 16.6 | 1,869 | 1,666 | 1,666 | |||||||||
For Nifty - strike price 23500 expiring on 23JUN2026
Delta for 23500 CE is 0.62
Historical price for 23500 CE is as follows
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 332, which was 217 higher than the previous day. The implied volatity was 14.28, the open interest changed by 1719 which increased total open position to 18944
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 123.1, which was -19.9 lower than the previous day. The implied volatity was 13.63, the open interest changed by 7368 which increased total open position to 17388
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 139.95, which was -46.05 lower than the previous day. The implied volatity was 13.52, the open interest changed by 4422 which increased total open position to 10033
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 191, which was 18 higher than the previous day. The implied volatity was 14.96, the open interest changed by 1137 which increased total open position to 5612
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 166.9, which was -119.1 lower than the previous day. The implied volatity was 16.2, the open interest changed by 1367 which increased total open position to 4589
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 281.75, which was -38.25 lower than the previous day. The implied volatity was 15, the open interest changed by -105 which decreased total open position to 3275
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 329.45, which was -20.55 lower than the previous day. The implied volatity was 15.07, the open interest changed by 171 which increased total open position to 3383
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 330.8, which was -49.2 lower than the previous day. The implied volatity was 15.68, the open interest changed by 697 which increased total open position to 3216
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 385.05, which was 49.05 higher than the previous day. The implied volatity was 14.75, the open interest changed by 531 which increased total open position to 2519
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 329.9, which was -173.1 lower than the previous day. The implied volatity was 15.15, the open interest changed by 321 which increased total open position to 2034
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 506.45, which was -155.55 lower than the previous day. The implied volatity was 16.2, the open interest changed by 53 which increased total open position to 1752
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 669.55, which was -0.45 lower than the previous day. The implied volatity was 13.47, the open interest changed by 1 which increased total open position to 1708
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 665.25, which was -113.75 lower than the previous day. The implied volatity was 12.98, the open interest changed by 23 which increased total open position to 1726
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 807.35, which was 199.35 higher than the previous day. The implied volatity was 14.85, the open interest changed by 41 which increased total open position to 1731
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 620.1, which was 34.1 higher than the previous day. The implied volatity was 15.36, the open interest changed by 11 which increased total open position to 1692
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 584.45, which was -48.55 lower than the previous day. The implied volatity was 15.59, the open interest changed by 33 which increased total open position to 1699
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 634.3, which was -7.7 lower than the previous day. The implied volatity was 16.6, the open interest changed by 1666 which increased total open position to 1666
| NIFTY 23-Jun-2026 (9d) 23500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.16
Theta: -7.22
Gamma: 0.00067
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 23622.90 | 148.05 | -278 (-65.25%) | 13.5 | 89,730 | 17,158 | 23,786 |
| 11 Jun | 23161.60 | 416.25 | 7.45 (1.82%) | 14.86 | 7,748 | 407 | 6,577 |
| 10 Jun | 23214.95 | 416 | 57.65 (16.09%) | 15.77 | 13,035 | 3,201 | 6,170 |
| 9 Jun | 23242.10 | 356.7 | -142.15 (-28.50%) | 13.57 | 2,667 | 497 | 2,966 |
| 8 Jun | 23123.00 | 509.1 | 175.4 (52.56%) | 16.15 | 2,744 | -440 | 2,858 |
| 5 Jun | 23366.70 | 341.8 | 27.35 (8.70%) | 14.58 | 4,409 | -147 | 3,384 |
| 4 Jun | 23416.55 | 293.45 | -23.5 (-7.41%) | 13.88 | 3,726 | 468 | 3,531 |
| 3 Jun | 23405.60 | 330 | 61 (22.68%) | 14.15 | 4,035 | 164 | 3,183 |
| 2 Jun | 23483.55 | 269.4 | -87.3 (-24.47%) | 13.95 | 3,270 | 1,175 | 3,043 |
| 1 Jun | 23382.60 | 357.5 | 110.05 (44.47%) | 14.55 | 1,600 | 97 | 1,908 |
| 29 May | 23547.75 | 254.4 | 88.6 (53.44%) | 13.86 | 843 | 17 | 1,817 |
| 27 May | 23907.15 | 165.05 | -33.85 (-17.02%) | 14.19 | 611 | 142 | 1,913 |
| 26 May | 23913.70 | 194.9 | 21.3 (12.27%) | 15.39 | 786 | 70 | 1,797 |
| 25 May | 24031.70 | 164.05 | -156 (-48.74%) | 15.31 | 645 | 33 | 1,735 |
| 22 May | 23719.30 | 305.25 | -80.45 (-20.86%) | 16.58 | 127 | 17 | 1,713 |
| 21 May | 23654.70 | 390 | -6.95 (-1.75%) | 17.99 | 239 | 39 | 1,700 |
| 20 May | 23659.00 | 383.65 | -7.35 (-1.88%) | 17.86 | 1,828 | 1,661 | 1,661 |
For Nifty - strike price 23500 expiring on 23JUN2026
Delta for 23500 PE is -0.38
Historical price for 23500 PE is as follows
On 12 Jun NIFTY was trading at 23622.90. The strike last trading price was 148.05, which was -278 lower than the previous day. The implied volatity was 13.5, the open interest changed by 17158 which increased total open position to 23786
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 416.25, which was 7.45 higher than the previous day. The implied volatity was 14.86, the open interest changed by 407 which increased total open position to 6577
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 416, which was 57.65 higher than the previous day. The implied volatity was 15.77, the open interest changed by 3201 which increased total open position to 6170
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 356.7, which was -142.15 lower than the previous day. The implied volatity was 13.57, the open interest changed by 497 which increased total open position to 2966
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 509.1, which was 175.4 higher than the previous day. The implied volatity was 16.15, the open interest changed by -440 which decreased total open position to 2858
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 341.8, which was 27.35 higher than the previous day. The implied volatity was 14.58, the open interest changed by -147 which decreased total open position to 3384
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 293.45, which was -23.5 lower than the previous day. The implied volatity was 13.88, the open interest changed by 468 which increased total open position to 3531
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 330, which was 61 higher than the previous day. The implied volatity was 14.15, the open interest changed by 164 which increased total open position to 3183
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 269.4, which was -87.3 lower than the previous day. The implied volatity was 13.95, the open interest changed by 1175 which increased total open position to 3043
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 357.5, which was 110.05 higher than the previous day. The implied volatity was 14.55, the open interest changed by 97 which increased total open position to 1908
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 254.4, which was 88.6 higher than the previous day. The implied volatity was 13.86, the open interest changed by 17 which increased total open position to 1817
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 165.05, which was -33.85 lower than the previous day. The implied volatity was 14.19, the open interest changed by 142 which increased total open position to 1913
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 194.9, which was 21.3 higher than the previous day. The implied volatity was 15.39, the open interest changed by 70 which increased total open position to 1797
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 164.05, which was -156 lower than the previous day. The implied volatity was 15.31, the open interest changed by 33 which increased total open position to 1735
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 305.25, which was -80.45 lower than the previous day. The implied volatity was 16.58, the open interest changed by 17 which increased total open position to 1713
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 390, which was -6.95 lower than the previous day. The implied volatity was 17.99, the open interest changed by 39 which increased total open position to 1700
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 383.65, which was -7.35 lower than the previous day. The implied volatity was 17.86, the open interest changed by 1661 which increased total open position to 1661
