Historical option data for NIFTY
26 May 2026 04:10 PM IST
| NIFTY 23-Jun-2026 (27d) 23600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.22
Theta: -6.08
Gamma: 0.00037
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 23913.70 | 680 | 29 (4.45%) | 12.91 | 3 | 0 | 26 | |||||||||
| 25 May | 24031.70 | 561.05 | 0.05 (0.01%) | 13.79 | 23 | 0 | 29 | |||||||||
| 22 May | 23719.30 | 581.6 | 51.6 (9.74%) | 15.87 | 23 | -7 | 30 | |||||||||
| 21 May | 23654.70 | 525 | -47 (-8.22%) | 15.5 | 24 | 13 | 36 | |||||||||
| 20 May | 23659.00 | 565.2 | -21.8 (-3.71%) | 16.16 | 94 | 24 | 24 | |||||||||
For Nifty - strike price 23600 expiring on 23JUN2026
Delta for 23600 CE is 0.74
Historical price for 23600 CE is as follows
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 680, which was 29 higher than the previous day. The implied volatity was 12.91, the open interest changed by 0 which decreased total open position to 26
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 561.05, which was 0.05 higher than the previous day. The implied volatity was 13.79, the open interest changed by 0 which decreased total open position to 29
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 581.6, which was 51.6 higher than the previous day. The implied volatity was 15.87, the open interest changed by -7 which decreased total open position to 30
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 525, which was -47 lower than the previous day. The implied volatity was 15.5, the open interest changed by 13 which increased total open position to 36
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 565.2, which was -21.8 lower than the previous day. The implied volatity was 16.16, the open interest changed by 24 which increased total open position to 24
| NIFTY 23-Jun-2026 (27d) 23600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.33
Vega: 0.24
Theta: -4.2
Gamma: 0.00036
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 23913.70 | 222.15 | 17.7 (8.66%) | 15.15 | 172 | 32 | 73 |
| 25 May | 24031.70 | 195.45 | -155.7 (-44.34%) | 15.25 | 87 | 15 | 41 |
| 22 May | 23719.30 | 340 | -79.75 (-19.00%) | 16.21 | 25 | 10 | 27 |
| 21 May | 23654.70 | 419.35 | -43.05 (-9.31%) | 17.41 | 28 | 15 | 17 |
| 20 May | 23659.00 | 462.4 | 26.9 (6.18%) | 19.1 | 5 | 2 | 2 |
For Nifty - strike price 23600 expiring on 23JUN2026
Delta for 23600 PE is -0.33
Historical price for 23600 PE is as follows
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 222.15, which was 17.7 higher than the previous day. The implied volatity was 15.15, the open interest changed by 32 which increased total open position to 73
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 195.45, which was -155.7 lower than the previous day. The implied volatity was 15.25, the open interest changed by 15 which increased total open position to 41
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 340, which was -79.75 lower than the previous day. The implied volatity was 16.21, the open interest changed by 10 which increased total open position to 27
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 419.35, which was -43.05 lower than the previous day. The implied volatity was 17.41, the open interest changed by 15 which increased total open position to 17
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 462.4, which was 26.9 higher than the previous day. The implied volatity was 19.1, the open interest changed by 2 which increased total open position to 2
