Historical option data for NIFTY
26 May 2026 04:10 PM IST
| NIFTY 02-Jun-2026 (6d) 24000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.13
Theta: -13.55
Gamma: 0.00089
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 23913.70 | 159.2 | -87.25 (-35.40%) | 13.18 | 5,93,598 | 61,071 | 92,078 | |||||||||
| 25 May | 24031.70 | 281.7 | 139.9 (98.66%) | 16.57 | 3,01,848 | 8,881 | 31,195 | |||||||||
| 22 May | 23719.30 | 155 | 23.45 (17.83%) | 14.69 | 93,081 | 4,113 | 22,453 | |||||||||
| 21 May | 23654.70 | 129.1 | -30.9 (-19.31%) | 14.56 | 59,878 | 5,876 | 18,411 | |||||||||
| 20 May | 23659.00 | 169.15 | 11.15 (7.06%) | 15.99 | 46,990 | 6,684 | 12,728 | |||||||||
| 19 May | 23618.00 | 151.1 | -51.9 (-25.57%) | 15.46 | 17,330 | 1,561 | 6,045 | |||||||||
| 18 May | 23649.95 | 208.4 | -9.6 (-4.40%) | 17.42 | 13,993 | 1,173 | 4,494 | |||||||||
| 15 May | 23643.50 | 225.5 | -19.1 (-7.81%) | 16.54 | 5,525 | 456 | 3,330 | |||||||||
| 14 May | 23689.60 | 259.9 | 65.9 (33.97%) | 16.82 | 6,906 | -245 | 2,978 | |||||||||
| 13 May | 23412.60 | 194.5 | 5.6 (2.96%) | 0 | 4,604 | 785 | 3,225 | |||||||||
| 12 May | 23379.55 | 199 | -164.45 (-45.25%) | 0 | 5,041 | 1,253 | 2,496 | |||||||||
| 11 May | 23815.85 | 358.05 | -199.25 (-35.75%) | 0 | 3,215 | 925 | 1,241 | |||||||||
| 8 May | 24176.15 | 566.4 | -87.1 (-13.33%) | 16.55 | 337 | 76 | 315 | |||||||||
| 7 May | 24326.65 | 657.45 | -44.95 (-6.40%) | 15.98 | 391 | 33 | 239 | |||||||||
| 6 May | 24330.95 | 704.15 | 184.95 (35.62%) | 17.15 | 712 | -106 | 208 | |||||||||
| 5 May | 24032.80 | 536 | -66.15 (-10.99%) | 17.04 | 591 | 135 | 314 | |||||||||
| 4 May | 24119.30 | 604.05 | 35.2 (6.19%) | 17.65 | 260 | 120 | 180 | |||||||||
| 30 Apr | 23997.55 | 583.65 | -79.05 (-11.93%) | 17.4 | 469 | 134 | 194 | |||||||||
| 29 Apr | 24177.65 | 666.1 | 98.15 (17.28%) | 16.77 | 80 | -17 | 60 | |||||||||
| 28 Apr | 23995.70 | 574.55 | -95.45 (-14.25%) | 16.88 | 107 | 16 | 71 | |||||||||
| 27 Apr | 24092.70 | 670 | 47.25 (7.59%) | 17.89 | 73 | -17 | 54 | |||||||||
| 24 Apr | 23897.95 | 625 | -391.15 (-38.49%) | 19.24 | 110 | 70 | 70 | |||||||||
For Nifty - strike price 24000 expiring on 02JUN2026
Delta for 24000 CE is 0.47
Historical price for 24000 CE is as follows
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 159.2, which was -87.25 lower than the previous day. The implied volatity was 13.18, the open interest changed by 61071 which increased total open position to 92078
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 281.7, which was 139.9 higher than the previous day. The implied volatity was 16.57, the open interest changed by 8881 which increased total open position to 31195
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 155, which was 23.45 higher than the previous day. The implied volatity was 14.69, the open interest changed by 4113 which increased total open position to 22453
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 129.1, which was -30.9 lower than the previous day. The implied volatity was 14.56, the open interest changed by 5876 which increased total open position to 18411
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 169.15, which was 11.15 higher than the previous day. The implied volatity was 15.99, the open interest changed by 6684 which increased total open position to 12728
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 151.1, which was -51.9 lower than the previous day. The implied volatity was 15.46, the open interest changed by 1561 which increased total open position to 6045
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 208.4, which was -9.6 lower than the previous day. The implied volatity was 17.42, the open interest changed by 1173 which increased total open position to 4494
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 225.5, which was -19.1 lower than the previous day. The implied volatity was 16.54, the open interest changed by 456 which increased total open position to 3330
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 259.9, which was 65.9 higher than the previous day. The implied volatity was 16.82, the open interest changed by -245 which decreased total open position to 2978
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 194.5, which was 5.6 higher than the previous day. The implied volatity was 0, the open interest changed by 785 which increased total open position to 3225
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 199, which was -164.45 lower than the previous day. The implied volatity was 0, the open interest changed by 1253 which increased total open position to 2496
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 358.05, which was -199.25 lower than the previous day. The implied volatity was 0, the open interest changed by 925 which increased total open position to 1241
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 566.4, which was -87.1 lower than the previous day. The implied volatity was 16.55, the open interest changed by 76 which increased total open position to 315
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 657.45, which was -44.95 lower than the previous day. The implied volatity was 15.98, the open interest changed by 33 which increased total open position to 239
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 704.15, which was 184.95 higher than the previous day. The implied volatity was 17.15, the open interest changed by -106 which decreased total open position to 208
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 536, which was -66.15 lower than the previous day. The implied volatity was 17.04, the open interest changed by 135 which increased total open position to 314
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 604.05, which was 35.2 higher than the previous day. The implied volatity was 17.65, the open interest changed by 120 which increased total open position to 180
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 583.65, which was -79.05 lower than the previous day. The implied volatity was 17.4, the open interest changed by 134 which increased total open position to 194
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 666.1, which was 98.15 higher than the previous day. The implied volatity was 16.77, the open interest changed by -17 which decreased total open position to 60
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 574.55, which was -95.45 lower than the previous day. The implied volatity was 16.88, the open interest changed by 16 which increased total open position to 71
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 670, which was 47.25 higher than the previous day. The implied volatity was 17.89, the open interest changed by -17 which decreased total open position to 54
On 24 Apr NIFTY was trading at 23897.95. The strike last trading price was 625, which was -391.15 lower than the previous day. The implied volatity was 19.24, the open interest changed by 70 which increased total open position to 70
| NIFTY 02-Jun-2026 (6d) 24000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.13
Theta: -10.44
Gamma: 0.00086
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 23913.70 | 206.4 | 33.6 (19.44%) | 13.71 | 5,69,450 | 28,704 | 63,574 |
| 25 May | 24031.70 | 155.8 | -227.95 (-59.40%) | 13.34 | 2,27,146 | 29,903 | 34,930 |
| 22 May | 23719.30 | 353 | -120.85 (-25.50%) | 13.86 | 17,860 | 1,669 | 4,986 |
| 21 May | 23654.70 | 476.9 | 3.2 (0.68%) | 17.12 | 10,947 | 873 | 3,318 |
| 20 May | 23659.00 | 443.25 | -76.95 (-14.79%) | 15.28 | 4,272 | 474 | 2,451 |
| 19 May | 23618.00 | 520 | -5.25 (-1.00%) | 16.92 | 3,280 | 346 | 1,982 |
| 18 May | 23649.95 | 516.45 | -22 (-4.09%) | 17.63 | 1,894 | -20 | 1,637 |
| 15 May | 23643.50 | 528 | 19.4 (3.81%) | 17.15 | 1,795 | 100 | 1,672 |
| 14 May | 23689.60 | 486.95 | -200.7 (-29.19%) | 16.18 | 1,179 | 284 | 1,572 |
| 13 May | 23412.60 | 683.05 | -41 (-5.66%) | 0 | 729 | 237 | 1,286 |
| 12 May | 23379.55 | 690.85 | 237.6 (52.42%) | 0 | 968 | 206 | 1,051 |
| 11 May | 23815.85 | 464.25 | 180.25 (63.47%) | 0 | 1,689 | 427 | 857 |
| 8 May | 24176.15 | 286 | 53.6 (23.06%) | 16.13 | 761 | 75 | 428 |
| 7 May | 24326.65 | 226.7 | -3.65 (-1.58%) | 15.72 | 659 | -2 | 354 |
| 6 May | 24330.95 | 225.4 | -156.85 (-41.03%) | 15.5 | 924 | 13 | 355 |
| 5 May | 24032.80 | 372.15 | 10.7 (2.96%) | 16.71 | 361 | 35 | 342 |
| 4 May | 24119.30 | 370 | -67.45 (-15.42%) | 17.47 | 457 | 180 | 316 |
| 30 Apr | 23997.55 | 426.6 | 68.75 (19.21%) | 16.93 | 707 | 59 | 195 |
| 29 Apr | 24177.65 | 365 | -89 (-19.60%) | 16.81 | 204 | 107 | 135 |
| 28 Apr | 23995.70 | 453 | 40.9 (9.92%) | 17.22 | 55 | 15 | 41 |
| 27 Apr | 24092.70 | 412.1 | 132.2 (47.23%) | 17.35 | 26 | 24 | 24 |
| 24 Apr | 23897.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24000 expiring on 02JUN2026
Delta for 24000 PE is -0.53
Historical price for 24000 PE is as follows
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 206.4, which was 33.6 higher than the previous day. The implied volatity was 13.71, the open interest changed by 28704 which increased total open position to 63574
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 155.8, which was -227.95 lower than the previous day. The implied volatity was 13.34, the open interest changed by 29903 which increased total open position to 34930
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 353, which was -120.85 lower than the previous day. The implied volatity was 13.86, the open interest changed by 1669 which increased total open position to 4986
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 476.9, which was 3.2 higher than the previous day. The implied volatity was 17.12, the open interest changed by 873 which increased total open position to 3318
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 443.25, which was -76.95 lower than the previous day. The implied volatity was 15.28, the open interest changed by 474 which increased total open position to 2451
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 520, which was -5.25 lower than the previous day. The implied volatity was 16.92, the open interest changed by 346 which increased total open position to 1982
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 516.45, which was -22 lower than the previous day. The implied volatity was 17.63, the open interest changed by -20 which decreased total open position to 1637
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 528, which was 19.4 higher than the previous day. The implied volatity was 17.15, the open interest changed by 100 which increased total open position to 1672
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 486.95, which was -200.7 lower than the previous day. The implied volatity was 16.18, the open interest changed by 284 which increased total open position to 1572
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 683.05, which was -41 lower than the previous day. The implied volatity was 0, the open interest changed by 237 which increased total open position to 1286
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 690.85, which was 237.6 higher than the previous day. The implied volatity was 0, the open interest changed by 206 which increased total open position to 1051
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 464.25, which was 180.25 higher than the previous day. The implied volatity was 0, the open interest changed by 427 which increased total open position to 857
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 286, which was 53.6 higher than the previous day. The implied volatity was 16.13, the open interest changed by 75 which increased total open position to 428
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 226.7, which was -3.65 lower than the previous day. The implied volatity was 15.72, the open interest changed by -2 which decreased total open position to 354
On 6 May NIFTY was trading at 24330.95. The strike last trading price was 225.4, which was -156.85 lower than the previous day. The implied volatity was 15.5, the open interest changed by 13 which increased total open position to 355
On 5 May NIFTY was trading at 24032.80. The strike last trading price was 372.15, which was 10.7 higher than the previous day. The implied volatity was 16.71, the open interest changed by 35 which increased total open position to 342
On 4 May NIFTY was trading at 24119.30. The strike last trading price was 370, which was -67.45 lower than the previous day. The implied volatity was 17.47, the open interest changed by 180 which increased total open position to 316
On 30 Apr NIFTY was trading at 23997.55. The strike last trading price was 426.6, which was 68.75 higher than the previous day. The implied volatity was 16.93, the open interest changed by 59 which increased total open position to 195
On 29 Apr NIFTY was trading at 24177.65. The strike last trading price was 365, which was -89 lower than the previous day. The implied volatity was 16.81, the open interest changed by 107 which increased total open position to 135
On 28 Apr NIFTY was trading at 23995.70. The strike last trading price was 453, which was 40.9 higher than the previous day. The implied volatity was 17.22, the open interest changed by 15 which increased total open position to 41
On 27 Apr NIFTY was trading at 24092.70. The strike last trading price was 412.1, which was 132.2 higher than the previous day. The implied volatity was 17.35, the open interest changed by 24 which increased total open position to 24
On 24 Apr NIFTY was trading at 23897.95. 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
