Historical option data for NIFTY
11 Jun 2026 04:10 PM IST
| NIFTY 16-Jun-2026 (4d) 23200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0.11
Theta: -15.3
Gamma: 0.00107
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 23161.60 | 151 | -37 (-19.68%) | 13.27 | 23,65,405 | 43,642 | 1,00,593 | |||||||||
| 10 Jun | 23214.95 | 180.5 | -67.05 (-27.09%) | 13.16 | 7,60,444 | 2,853 | 57,461 | |||||||||
| 9 Jun | 23242.10 | 252.1 | 37.15 (17.28%) | 15.82 | 5,52,093 | 25,998 | 55,048 | |||||||||
| 8 Jun | 23123.00 | 201.45 | -181.85 (-47.44%) | 16.81 | 1,71,866 | 25,944 | 29,053 | |||||||||
| 5 Jun | 23366.70 | 375.1 | -59.65 (-13.72%) | 15.59 | 11,279 | 1,352 | 3,111 | |||||||||
| 4 Jun | 23416.55 | 453 | -19.1 (-4.05%) | 17.05 | 6,304 | -48 | 1,906 | |||||||||
| 3 Jun | 23405.60 | 446.8 | -73 (-14.04%) | 17.58 | 18,645 | 1,733 | 1,985 | |||||||||
| 2 Jun | 23483.55 | 524.6 | 61.6 (13.30%) | 16.76 | 2,366 | 129 | 255 | |||||||||
| 1 Jun | 23382.60 | 462.95 | -223.05 (-32.51%) | 17.44 | 258 | 104 | 126 | |||||||||
| 29 May | 23547.75 | 708.15 | -141.85 (-16.69%) | 23.26 | 14 | 6 | 20 | |||||||||
| 27 May | 23907.15 | 850 | -151.2 (-15.10%) | 14.06 | 20 | 9 | 15 | |||||||||
| 26 May | 23913.70 | 1001.2 | -12.75 (-1.26%) | 14.41 | 1 | 0 | 5 | |||||||||
| 25 May | 24031.70 | 1015 | 340.3 (50.44%) | 16.61 | 5 | 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 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 23643.50 | 0 | -675 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 23689.60 | 0 | -675 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 23412.60 | 0 | -675 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23200 expiring on 16JUN2026
Delta for 23200 CE is 0.51
Historical price for 23200 CE is as follows
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 151, which was -37 lower than the previous day. The implied volatity was 13.27, the open interest changed by 43642 which increased total open position to 100593
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 180.5, which was -67.05 lower than the previous day. The implied volatity was 13.16, the open interest changed by 2853 which increased total open position to 57461
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 252.1, which was 37.15 higher than the previous day. The implied volatity was 15.82, the open interest changed by 25998 which increased total open position to 55048
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 201.45, which was -181.85 lower than the previous day. The implied volatity was 16.81, the open interest changed by 25944 which increased total open position to 29053
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 375.1, which was -59.65 lower than the previous day. The implied volatity was 15.59, the open interest changed by 1352 which increased total open position to 3111
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 453, which was -19.1 lower than the previous day. The implied volatity was 17.05, the open interest changed by -48 which decreased total open position to 1906
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 446.8, which was -73 lower than the previous day. The implied volatity was 17.58, the open interest changed by 1733 which increased total open position to 1985
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 524.6, which was 61.6 higher than the previous day. The implied volatity was 16.76, the open interest changed by 129 which increased total open position to 255
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 462.95, which was -223.05 lower than the previous day. The implied volatity was 17.44, the open interest changed by 104 which increased total open position to 126
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 708.15, which was -141.85 lower than the previous day. The implied volatity was 23.26, the open interest changed by 6 which increased total open position to 20
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 850, which was -151.2 lower than the previous day. The implied volatity was 14.06, the open interest changed by 9 which increased total open position to 15
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 1001.2, which was -12.75 lower than the previous day. The implied volatity was 14.41, the open interest changed by 0 which decreased total open position to 5
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 1015, which was 340.3 higher than the previous day. The implied volatity was 16.61, 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 -675 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 0, which was -675 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 0, which was -675 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| NIFTY 16-Jun-2026 (4d) 23200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.11
Theta: -12.06
Gamma: 0.00105
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 23161.60 | 148.45 | -10.35 (-6.52%) | 13.51 | 25,40,926 | 18,426 | 94,665 |
| 10 Jun | 23214.95 | 162.55 | 32.9 (25.38%) | 14.87 | 17,53,852 | 8,860 | 78,249 |
| 9 Jun | 23242.10 | 127.4 | -120.85 (-48.68%) | 12.64 | 5,14,072 | 39,852 | 69,762 |
| 8 Jun | 23123.00 | 260 | 119.9 (85.58%) | 16.12 | 1,89,526 | 21,096 | 29,915 |
| 5 Jun | 23366.70 | 144 | 15.55 (12.11%) | 14.28 | 38,564 | 1,550 | 8,898 |
| 4 Jun | 23416.55 | 118.1 | -32.15 (-21.40%) | 13.64 | 20,003 | 1,053 | 7,342 |
| 3 Jun | 23405.60 | 155.7 | 43.15 (38.34%) | 14.65 | 33,013 | 2,853 | 6,290 |
| 2 Jun | 23483.55 | 118.6 | -60.75 (-33.87%) | 14.33 | 8,138 | 1,873 | 3,438 |
| 1 Jun | 23382.60 | 179.05 | 58 (47.91%) | 14.74 | 2,202 | 184 | 1,555 |
| 29 May | 23547.75 | 120.6 | 54 (81.08%) | 14.28 | 2,301 | 317 | 1,376 |
| 27 May | 23907.15 | 65.65 | -21.25 (-24.45%) | 14.23 | 2,181 | 631 | 1,074 |
| 26 May | 23913.70 | 82.25 | -0.65 (-0.78%) | 15.16 | 648 | 146 | 433 |
| 25 May | 24031.70 | 79.15 | -103.1 (-56.57%) | 16.03 | 426 | 167 | 286 |
| 22 May | 23719.30 | 176.55 | -52.5 (-22.92%) | 16.98 | 121 | 35 | 117 |
| 21 May | 23654.70 | 237.6 | -14.05 (-5.58%) | 18.12 | 87 | 17 | 80 |
| 20 May | 23659.00 | 250 | -33.55 (-11.83%) | 18.76 | 88 | 30 | 63 |
| 19 May | 23618.00 | 283.55 | -29.65 (-9.47%) | 18.96 | 44 | 15 | 35 |
| 18 May | 23649.95 | 313.2 | 14.45 (4.84%) | 20.36 | 16 | 5 | 21 |
| 15 May | 23643.50 | 294.25 | 26 (9.69%) | 18.83 | 28 | 1 | 21 |
| 14 May | 23689.60 | 268.25 | -108.95 (-28.88%) | 18.58 | 26 | 13 | 19 |
| 13 May | 23412.60 | 372.2 | 7.95 (2.18%) | 18.58 | 8 | 7 | 7 |
For Nifty - strike price 23200 expiring on 16JUN2026
Delta for 23200 PE is -0.49
Historical price for 23200 PE is as follows
On 11 Jun NIFTY was trading at 23161.60. The strike last trading price was 148.45, which was -10.35 lower than the previous day. The implied volatity was 13.51, the open interest changed by 18426 which increased total open position to 94665
On 10 Jun NIFTY was trading at 23214.95. The strike last trading price was 162.55, which was 32.9 higher than the previous day. The implied volatity was 14.87, the open interest changed by 8860 which increased total open position to 78249
On 9 Jun NIFTY was trading at 23242.10. The strike last trading price was 127.4, which was -120.85 lower than the previous day. The implied volatity was 12.64, the open interest changed by 39852 which increased total open position to 69762
On 8 Jun NIFTY was trading at 23123.00. The strike last trading price was 260, which was 119.9 higher than the previous day. The implied volatity was 16.12, the open interest changed by 21096 which increased total open position to 29915
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 144, which was 15.55 higher than the previous day. The implied volatity was 14.28, the open interest changed by 1550 which increased total open position to 8898
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 118.1, which was -32.15 lower than the previous day. The implied volatity was 13.64, the open interest changed by 1053 which increased total open position to 7342
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 155.7, which was 43.15 higher than the previous day. The implied volatity was 14.65, the open interest changed by 2853 which increased total open position to 6290
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 118.6, which was -60.75 lower than the previous day. The implied volatity was 14.33, the open interest changed by 1873 which increased total open position to 3438
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 179.05, which was 58 higher than the previous day. The implied volatity was 14.74, the open interest changed by 184 which increased total open position to 1555
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 120.6, which was 54 higher than the previous day. The implied volatity was 14.28, the open interest changed by 317 which increased total open position to 1376
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 65.65, which was -21.25 lower than the previous day. The implied volatity was 14.23, the open interest changed by 631 which increased total open position to 1074
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 82.25, which was -0.65 lower than the previous day. The implied volatity was 15.16, the open interest changed by 146 which increased total open position to 433
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 79.15, which was -103.1 lower than the previous day. The implied volatity was 16.03, the open interest changed by 167 which increased total open position to 286
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 176.55, which was -52.5 lower than the previous day. The implied volatity was 16.98, the open interest changed by 35 which increased total open position to 117
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 237.6, which was -14.05 lower than the previous day. The implied volatity was 18.12, the open interest changed by 17 which increased total open position to 80
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 250, which was -33.55 lower than the previous day. The implied volatity was 18.76, the open interest changed by 30 which increased total open position to 63
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 283.55, which was -29.65 lower than the previous day. The implied volatity was 18.96, the open interest changed by 15 which increased total open position to 35
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 313.2, which was 14.45 higher than the previous day. The implied volatity was 20.36, the open interest changed by 5 which increased total open position to 21
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 294.25, which was 26 higher than the previous day. The implied volatity was 18.83, the open interest changed by 1 which increased total open position to 21
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 268.25, which was -108.95 lower than the previous day. The implied volatity was 18.58, the open interest changed by 13 which increased total open position to 19
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 372.2, which was 7.95 higher than the previous day. The implied volatity was 18.58, the open interest changed by 7 which increased total open position to 7
