Historical option data for NIFTY
08 Jun 2026 11:35 AM IST
| NIFTY 16-Jun-2026 (8d) 23350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0.14
Theta: -15.55
Gamma: 0.00064
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 23197.75 | 189.7 | -104.4 (-35.50%) | 17.35 | 7,956 | 1,260 | 2,862 | |||||||||
| 5 Jun | 23366.70 | 283.25 | -51.9 (-15.49%) | 15.44 | 17,373 | 44 | 1,604 | |||||||||
| 4 Jun | 23416.55 | 353.15 | -18.45 (-4.97%) | 16.27 | 11,802 | 555 | 1,574 | |||||||||
| 3 Jun | 23405.60 | 351.95 | -56.7 (-13.87%) | 17 | 9,979 | 824 | 1,018 | |||||||||
| 2 Jun | 23483.55 | 420.45 | 55.45 (15.19%) | 16.51 | 1,875 | 49 | 196 | |||||||||
| 1 Jun | 23382.60 | 329.3 | -245.7 (-42.73%) | 15.05 | 217 | 101 | 119 | |||||||||
| 29 May | 23547.75 | 553.7 | -192.3 (-25.78%) | 21.01 | 17 | 12 | 19 | |||||||||
| 27 May | 23907.15 | 746.5 | -124.4 (-14.28%) | 14.71 | 2 | -1 | 6 | |||||||||
| 26 May | 23913.70 | 870.9 | 0 (0.00%) | 15.57 | 6 | 0 | 7 | |||||||||
| 25 May | 24031.70 | 870.9 | 214.4 (32.66%) | 15.57 | 6 | 0 | 5 | |||||||||
| 22 May | 23719.30 | 656.5 | 91.5 (16.19%) | 14.66 | 26 | 11 | 11 | |||||||||
| 21 May | 23654.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 23659.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 23618.00 | 565 | -26 (-4.40%) | 12.37 | 2 | 0 | 0 | |||||||||
| 18 May | 23649.95 | 565 | -26 (-4.40%) | 12.37 | 2 | 0 | 0 | |||||||||
| 15 May | 23643.50 | 0 | -591 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 23689.60 | 0 | -591 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 23412.60 | 0 | -591 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
For Nifty - strike price 23350 expiring on 16JUN2026
Delta for 23350 CE is 0.43
Historical price for 23350 CE is as follows
On 8 Jun NIFTY was trading at 23197.75. The strike last trading price was 189.7, which was -104.4 lower than the previous day. The implied volatity was 17.35, the open interest changed by 1260 which increased total open position to 2862
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 283.25, which was -51.9 lower than the previous day. The implied volatity was 15.44, the open interest changed by 44 which increased total open position to 1604
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 353.15, which was -18.45 lower than the previous day. The implied volatity was 16.27, the open interest changed by 555 which increased total open position to 1574
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 351.95, which was -56.7 lower than the previous day. The implied volatity was 17, the open interest changed by 824 which increased total open position to 1018
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 420.45, which was 55.45 higher than the previous day. The implied volatity was 16.51, the open interest changed by 49 which increased total open position to 196
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 329.3, which was -245.7 lower than the previous day. The implied volatity was 15.05, the open interest changed by 101 which increased total open position to 119
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 553.7, which was -192.3 lower than the previous day. The implied volatity was 21.01, the open interest changed by 12 which increased total open position to 19
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 746.5, which was -124.4 lower than the previous day. The implied volatity was 14.71, the open interest changed by -1 which decreased total open position to 6
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 870.9, which was 0 lower than the previous day. The implied volatity was 15.57, the open interest changed by 0 which decreased total open position to 7
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 870.9, which was 214.4 higher than the previous day. The implied volatity was 15.57, the open interest changed by 0 which decreased total open position to 5
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 656.5, which was 91.5 higher than the previous day. The implied volatity was 14.66, the open interest changed by 11 which increased total open position to 11
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 565, which was -26 lower than the previous day. The implied volatity was 12.37, 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 565, which was -26 lower than the previous day. The implied volatity was 12.37, 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 -591 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 -591 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 -591 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 (8d) 23350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.14
Theta: -11.01
Gamma: 0.00068
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 23197.75 | 295.25 | 98.9 (50.37%) | 16.16 | 3,540 | -673 | 2,409 |
| 5 Jun | 23366.70 | 197 | 18.55 (10.40%) | 13.63 | 22,677 | 626 | 3,092 |
| 4 Jun | 23416.55 | 167.5 | -33.05 (-16.48%) | 13.34 | 14,131 | 1,044 | 2,472 |
| 3 Jun | 23405.60 | 208 | 54.9 (35.86%) | 14.18 | 9,324 | 1,018 | 1,431 |
| 2 Jun | 23483.55 | 150.6 | -86.5 (-36.48%) | 13.07 | 1,891 | 139 | 415 |
| 1 Jun | 23382.60 | 237.8 | 84.95 (55.58%) | 14.58 | 607 | 11 | 276 |
| 29 May | 23547.75 | 162.05 | 67.4 (71.21%) | 14.07 | 468 | 105 | 265 |
| 27 May | 23907.15 | 87.55 | -29.1 (-24.95%) | 13.87 | 189 | -8 | 160 |
| 26 May | 23913.70 | 115.25 | 6.05 (5.54%) | 15.13 | 131 | 59 | 169 |
| 25 May | 24031.70 | 97.55 | -119.45 (-55.05%) | 15.46 | 127 | 17 | 109 |
| 22 May | 23719.30 | 217 | -53.55 (-19.79%) | 16.96 | 69 | 56 | 92 |
| 21 May | 23654.70 | 270.55 | -39.45 (-12.73%) | 18.05 | 28 | 2 | 35 |
| 20 May | 23659.00 | 311 | -118.4 (-27.57%) | 19.11 | 43 | 25 | 25 |
| 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 | -429.4 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 23689.60 | 0 | -429.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 23412.60 | 0 | -429.4 (-100.00%) | 0 | 0 | 0 | 0 |
For Nifty - strike price 23350 expiring on 16JUN2026
Delta for 23350 PE is -0.58
Historical price for 23350 PE is as follows
On 8 Jun NIFTY was trading at 23197.75. The strike last trading price was 295.25, which was 98.9 higher than the previous day. The implied volatity was 16.16, the open interest changed by -673 which decreased total open position to 2409
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 197, which was 18.55 higher than the previous day. The implied volatity was 13.63, the open interest changed by 626 which increased total open position to 3092
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 167.5, which was -33.05 lower than the previous day. The implied volatity was 13.34, the open interest changed by 1044 which increased total open position to 2472
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 208, which was 54.9 higher than the previous day. The implied volatity was 14.18, the open interest changed by 1018 which increased total open position to 1431
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 150.6, which was -86.5 lower than the previous day. The implied volatity was 13.07, the open interest changed by 139 which increased total open position to 415
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 237.8, which was 84.95 higher than the previous day. The implied volatity was 14.58, the open interest changed by 11 which increased total open position to 276
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 162.05, which was 67.4 higher than the previous day. The implied volatity was 14.07, the open interest changed by 105 which increased total open position to 265
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 87.55, which was -29.1 lower than the previous day. The implied volatity was 13.87, the open interest changed by -8 which decreased total open position to 160
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 115.25, which was 6.05 higher than the previous day. The implied volatity was 15.13, the open interest changed by 59 which increased total open position to 169
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 97.55, which was -119.45 lower than the previous day. The implied volatity was 15.46, the open interest changed by 17 which increased total open position to 109
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 217, which was -53.55 lower than the previous day. The implied volatity was 16.96, the open interest changed by 56 which increased total open position to 92
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 270.55, which was -39.45 lower than the previous day. The implied volatity was 18.05, the open interest changed by 2 which increased total open position to 35
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 311, which was -118.4 lower than the previous day. The implied volatity was 19.11, the open interest changed by 25 which increased total open position to 25
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 -429.4 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 -429.4 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 -429.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
