Historical option data for NIFTY
27 May 2026 04:10 PM IST
| NIFTY 02-Jun-2026 (5d) 22700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.05
Theta: -11.3
Gamma: 0.00016
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 23907.15 | 1273.6 | 36.85 (2.98%) | 29.14 | 9 | -2 | 45 | |||||||||
| 26 May | 23913.70 | 1227.1 | -132.9 (-9.77%) | 17.83 | 28 | -3 | 46 | |||||||||
| 25 May | 24031.70 | 1360 | 267.95 (24.54%) | 15.04 | 42 | 20 | 46 | |||||||||
| 22 May | 23719.30 | 1092.05 | 112.05 (11.43%) | 17.14 | 12 | 4 | 25 | |||||||||
| 21 May | 23654.70 | 980 | -54 (-5.22%) | 18.5 | 15 | -1 | 21 | |||||||||
| 20 May | 23659.00 | 1034.1 | 21.1 (2.08%) | 15.39 | 11 | 8 | 21 | |||||||||
| 19 May | 23618.00 | 1012.8 | -0.2 (-0.02%) | 19.09 | 0 | 0 | 13 | |||||||||
| 18 May | 23649.95 | 1012.8 | 42.8 (4.41%) | 19.09 | 8 | 4 | 12 | |||||||||
| 15 May | 23643.50 | 970 | -0.1 (-0.01%) | - | 0 | 0 | 8 | |||||||||
| 14 May | 23689.60 | 970 | -0.1 (-0.01%) | 0 | 0 | 0 | 8 | |||||||||
| 13 May | 23412.60 | 970 | -1104.05 (-53.23%) | 21.45 | 10 | 4 | 4 | |||||||||
| 12 May | 23379.55 | 0 | -2074.05 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 23815.85 | 0 | -2074.05 (-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 | |||||||||
For Nifty - strike price 22700 expiring on 02JUN2026
Delta for 22700 CE is 0.92
Historical price for 22700 CE is as follows
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 1273.6, which was 36.85 higher than the previous day. The implied volatity was 29.14, the open interest changed by -2 which decreased total open position to 45
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 1227.1, which was -132.9 lower than the previous day. The implied volatity was 17.83, the open interest changed by -3 which decreased total open position to 46
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 1360, which was 267.95 higher than the previous day. The implied volatity was 15.04, the open interest changed by 20 which increased total open position to 46
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 1092.05, which was 112.05 higher than the previous day. The implied volatity was 17.14, the open interest changed by 4 which increased total open position to 25
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 980, which was -54 lower than the previous day. The implied volatity was 18.5, the open interest changed by -1 which decreased total open position to 21
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 1034.1, which was 21.1 higher than the previous day. The implied volatity was 15.39, the open interest changed by 8 which increased total open position to 21
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 1012.8, which was -0.2 lower than the previous day. The implied volatity was 19.09, the open interest changed by 0 which decreased total open position to 13
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 1012.8, which was 42.8 higher than the previous day. The implied volatity was 19.09, the open interest changed by 4 which increased total open position to 12
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 970, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 970, which was -0.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 8
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 970, which was -1104.05 lower than the previous day. The implied volatity was 21.45, the open interest changed by 4 which increased total open position to 4
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 0, which was -2074.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 0, which was -2074.05 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
| NIFTY 02-Jun-2026 (5d) 22700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: 2.34
Gamma: 0.00004
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 23907.15 | 1.55 | -2.3 (-59.74%) | 17.07 | 1,67,692 | 5,764 | 17,333 |
| 26 May | 23913.70 | 3.8 | -2.3 (-37.70%) | 18.09 | 52,127 | -254 | 11,668 |
| 25 May | 24031.70 | 6.4 | -13 (-67.01%) | 19.81 | 45,687 | 5,335 | 11,918 |
| 22 May | 23719.30 | 17.4 | -21.6 (-55.38%) | 16.96 | 30,774 | 4,000 | 6,648 |
| 21 May | 23654.70 | 39.15 | -15.2 (-27.97%) | 18.54 | 14,835 | 823 | 2,697 |
| 20 May | 23659.00 | 49.75 | -13.7 (-21.59%) | 19.34 | 7,476 | 919 | 1,875 |
| 19 May | 23618.00 | 64.15 | -28.1 (-30.46%) | 19.37 | 3,060 | 375 | 980 |
| 18 May | 23649.95 | 88.85 | -3.65 (-3.95%) | 21.49 | 1,534 | 353 | 605 |
| 15 May | 23643.50 | 89.95 | 3.5 (4.05%) | 19.89 | 892 | 3 | 275 |
| 14 May | 23689.60 | 80 | -62.05 (-43.68%) | 19.18 | 510 | 50 | 273 |
| 13 May | 23412.60 | 138.9 | -11.95 (-7.92%) | 0 | 502 | 73 | 225 |
| 12 May | 23379.55 | 139.2 | 57.65 (70.69%) | 0 | 496 | 50 | 152 |
| 11 May | 23815.85 | 81.5 | 38.15 (88.00%) | 0 | 118 | 46 | 101 |
| 8 May | 24176.15 | 43.4 | 6.85 (18.74%) | 18.42 | 50 | 21 | 53 |
| 7 May | 24326.65 | 36.55 | -5.95 (-14.00%) | 18.45 | 9 | 4 | 31 |
| 6 May | 24330.95 | 40.45 | -50.45 (-55.50%) | 18.76 | 93 | 18 | 27 |
| 5 May | 24032.80 | 90.9 | 44.45 (95.69%) | 20.31 | 25 | 8 | 8 |
| 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 |
For Nifty - strike price 22700 expiring on 02JUN2026
Delta for 22700 PE is -0.01
Historical price for 22700 PE is as follows
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 1.55, which was -2.3 lower than the previous day. The implied volatity was 17.07, the open interest changed by 5764 which increased total open position to 17333
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 3.8, which was -2.3 lower than the previous day. The implied volatity was 18.09, the open interest changed by -254 which decreased total open position to 11668
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 6.4, which was -13 lower than the previous day. The implied volatity was 19.81, the open interest changed by 5335 which increased total open position to 11918
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 17.4, which was -21.6 lower than the previous day. The implied volatity was 16.96, the open interest changed by 4000 which increased total open position to 6648
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 39.15, which was -15.2 lower than the previous day. The implied volatity was 18.54, the open interest changed by 823 which increased total open position to 2697
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 49.75, which was -13.7 lower than the previous day. The implied volatity was 19.34, the open interest changed by 919 which increased total open position to 1875
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 64.15, which was -28.1 lower than the previous day. The implied volatity was 19.37, the open interest changed by 375 which increased total open position to 980
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 88.85, which was -3.65 lower than the previous day. The implied volatity was 21.49, the open interest changed by 353 which increased total open position to 605
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 89.95, which was 3.5 higher than the previous day. The implied volatity was 19.89, the open interest changed by 3 which increased total open position to 275
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 80, which was -62.05 lower than the previous day. The implied volatity was 19.18, the open interest changed by 50 which increased total open position to 273
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 138.9, which was -11.95 lower than the previous day. The implied volatity was 0, the open interest changed by 73 which increased total open position to 225
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 139.2, which was 57.65 higher than the previous day. The implied volatity was 0, the open interest changed by 50 which increased total open position to 152
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 81.5, which was 38.15 higher than the previous day. The implied volatity was 0, the open interest changed by 46 which increased total open position to 101
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 43.4, which was 6.85 higher than the previous day. The implied volatity was 18.42, the open interest changed by 21 which increased total open position to 53
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 36.55, which was -5.95 lower than the previous day. The implied volatity was 18.45, the open interest changed by 4 which increased total open position to 31
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 40.45, which was -50.45 lower than the previous day. The implied volatity was 18.76, the open interest changed by 18 which increased total open position to 27
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 90.9, which was 44.45 higher than the previous day. The implied volatity was 20.31, the open interest changed by 8 which increased total open position to 8
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
