Historical option data for NIFTY
05 Jun 2026 04:10 PM IST
| NIFTY 09-Jun-2026 (1d) 24400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.01
Theta: -2.92
Gamma: 0.0001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 23366.70 | 3.6 | -2.25 (-38.46%) | 18.95 | 11,08,578 | 19,040 | 78,696 | |||||||||
| 4 Jun | 23416.55 | 5.65 | -6.35 (-52.92%) | 17.25 | 4,24,439 | 14,824 | 59,466 | |||||||||
| 3 Jun | 23405.60 | 8.9 | 0.9 (11.25%) | 17.75 | 5,38,928 | 11,477 | 44,792 | |||||||||
| 2 Jun | 23483.55 | 8.75 | -6.25 (-41.67%) | 14.6 | 1,25,292 | 12,825 | 33,327 | |||||||||
| 1 Jun | 23382.60 | 14.1 | -31.9 (-69.35%) | 17.09 | 94,827 | 6,040 | 20,531 | |||||||||
| 29 May | 23547.75 | 48.55 | -32.45 (-40.06%) | 16.33 | 50,106 | 3,690 | 14,394 | |||||||||
| 27 May | 23907.15 | 86.35 | -14.65 (-14.50%) | 13.22 | 24,944 | 7,822 | 10,885 | |||||||||
| 26 May | 23913.70 | 100.1 | -47.9 (-32.36%) | 13.33 | 8,781 | 901 | 3,063 | |||||||||
| 25 May | 24031.70 | 169.95 | 70.95 (71.67%) | 14.86 | 6,612 | 944 | 2,164 | |||||||||
| 22 May | 23719.30 | 105.9 | 9.9 (10.31%) | 14.69 | 1,774 | 518 | 1,177 | |||||||||
| 21 May | 23654.70 | 94.2 | -16.8 (-15.14%) | 14.89 | 1,033 | 146 | 655 | |||||||||
| 20 May | 23659.00 | 115.8 | 7.8 (7.22%) | 15.58 | 1,306 | 117 | 507 | |||||||||
| 19 May | 23618.00 | 106 | -39 (-26.90%) | 15.35 | 457 | 20 | 391 | |||||||||
| 18 May | 23649.95 | 144.8 | -8.2 (-5.36%) | 16.53 | 477 | 37 | 372 | |||||||||
| 15 May | 23643.50 | 156.2 | -12.9 (-7.63%) | 16.05 | 253 | 9 | 333 | |||||||||
| 14 May | 23689.60 | 176.95 | 34.05 (23.83%) | 16.08 | 171 | 40 | 325 | |||||||||
| 13 May | 23412.60 | 140.1 | 2.85 (2.08%) | 0 | 354 | 170 | 285 | |||||||||
| 12 May | 23379.55 | 140 | -119 (-45.95%) | 16.8 | 156 | 55 | 114 | |||||||||
| 11 May | 23815.85 | 254.1 | -138.9 (-35.34%) | 0 | 132 | 19 | 58 | |||||||||
| 8 May | 24176.15 | 393.2 | -78.9 (-16.71%) | 15.57 | 33 | 5 | 39 | |||||||||
| 7 May | 24326.65 | 467.7 | 55.6 (13.49%) | 14.96 | 53 | 34 | 34 | |||||||||
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty - strike price 24400 expiring on 09JUN2026
Delta for 24400 CE is 0.02
Historical price for 24400 CE is as follows
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 3.6, which was -2.25 lower than the previous day. The implied volatity was 18.95, the open interest changed by 19040 which increased total open position to 78696
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 5.65, which was -6.35 lower than the previous day. The implied volatity was 17.25, the open interest changed by 14824 which increased total open position to 59466
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 8.9, which was 0.9 higher than the previous day. The implied volatity was 17.75, the open interest changed by 11477 which increased total open position to 44792
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 8.75, which was -6.25 lower than the previous day. The implied volatity was 14.6, the open interest changed by 12825 which increased total open position to 33327
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 14.1, which was -31.9 lower than the previous day. The implied volatity was 17.09, the open interest changed by 6040 which increased total open position to 20531
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 48.55, which was -32.45 lower than the previous day. The implied volatity was 16.33, the open interest changed by 3690 which increased total open position to 14394
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 86.35, which was -14.65 lower than the previous day. The implied volatity was 13.22, the open interest changed by 7822 which increased total open position to 10885
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 100.1, which was -47.9 lower than the previous day. The implied volatity was 13.33, the open interest changed by 901 which increased total open position to 3063
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 169.95, which was 70.95 higher than the previous day. The implied volatity was 14.86, the open interest changed by 944 which increased total open position to 2164
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 105.9, which was 9.9 higher than the previous day. The implied volatity was 14.69, the open interest changed by 518 which increased total open position to 1177
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 94.2, which was -16.8 lower than the previous day. The implied volatity was 14.89, the open interest changed by 146 which increased total open position to 655
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 115.8, which was 7.8 higher than the previous day. The implied volatity was 15.58, the open interest changed by 117 which increased total open position to 507
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 106, which was -39 lower than the previous day. The implied volatity was 15.35, the open interest changed by 20 which increased total open position to 391
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 144.8, which was -8.2 lower than the previous day. The implied volatity was 16.53, the open interest changed by 37 which increased total open position to 372
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 156.2, which was -12.9 lower than the previous day. The implied volatity was 16.05, the open interest changed by 9 which increased total open position to 333
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 176.95, which was 34.05 higher than the previous day. The implied volatity was 16.08, the open interest changed by 40 which increased total open position to 325
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 140.1, which was 2.85 higher than the previous day. The implied volatity was 0, the open interest changed by 170 which increased total open position to 285
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 140, which was -119 lower than the previous day. The implied volatity was 16.8, the open interest changed by 55 which increased total open position to 114
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 254.1, which was -138.9 lower than the previous day. The implied volatity was 0, the open interest changed by 19 which increased total open position to 58
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 393.2, which was -78.9 lower than the previous day. The implied volatity was 15.57, the open interest changed by 5 which increased total open position to 39
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 467.7, which was 55.6 higher than the previous day. The implied volatity was 14.96, the open interest changed by 34 which increased total open position to 34
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
| NIFTY 09-Jun-2026 (1d) 24400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.98
Vega: 0.01
Theta: -3.23
Gamma: 0.00011
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 23366.70 | 975.8 | 79.95 (8.92%) | 19.34 | 784 | -256 | 1,417 |
| 4 Jun | 23416.55 | 895.3 | -27.5 (-2.98%) | 17.15 | 555 | 99 | 1,678 |
| 3 Jun | 23405.60 | 934.85 | 128.1 (15.88%) | 17.72 | 311 | 13 | 1,579 |
| 2 Jun | 23483.55 | 805.55 | -134.15 (-14.28%) | 14.89 | 704 | 342 | 1,568 |
| 1 Jun | 23382.60 | 951.1 | 252.55 (36.15%) | 17.08 | 1,176 | 765 | 1,224 |
| 29 May | 23547.75 | 704.05 | 203.05 (40.53%) | 16.88 | 629 | 90 | 459 |
| 27 May | 23907.15 | 496 | -42.1 (-7.82%) | 11.73 | 274 | 12 | 368 |
| 26 May | 23913.70 | 524.2 | 60.35 (13.01%) | 13.97 | 287 | 85 | 354 |
| 25 May | 24031.70 | 427.2 | -286.2 (-40.12%) | 12.81 | 357 | 236 | 270 |
| 22 May | 23719.30 | 666 | -194.5 (-22.60%) | 13.26 | 21 | 7 | 33 |
| 21 May | 23654.70 | 860.5 | 860.5 | - | 1 | 0 | 26 |
| 20 May | 23659.00 | 860.5 | 860.5 (3.18%) | 17.68 | 1 | 0 | 26 |
| 19 May | 23618.00 | 862.15 | 26.6 (3.18%) | 17.68 | 59 | 18 | 28 |
| 18 May | 23649.95 | 835.55 | 835.55 (0.00%) | - | 3 | 0 | 10 |
| 15 May | 23643.50 | 835.55 | 28.45 (3.52%) | 17.2 | 226 | 2 | 12 |
| 14 May | 23689.60 | 803.35 | -166.65 (-17.18%) | 17.46 | 169 | -4 | 11 |
| 13 May | 23412.60 | 970 | 0 (0.00%) | 0 | 0 | 0 | 15 |
| 12 May | 23379.55 | 970 | 252.1 (35.12%) | 0 | 19 | -9 | 11 |
| 11 May | 23815.85 | 718 | 219.65 (44.08%) | 0 | 44 | -23 | 25 |
| 8 May | 24176.15 | 498.35 | 84.15 (20.32%) | 15.29 | 59 | 18 | 57 |
| 7 May | 24326.65 | 414.4 | -227.7 (-35.46%) | 15.1 | 44 | 40 | 40 |
| 6 May | 24330.95 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty - strike price 24400 expiring on 09JUN2026
Delta for 24400 PE is -0.98
Historical price for 24400 PE is as follows
On 5 Jun NIFTY was trading at 23366.70. The strike last trading price was 975.8, which was 79.95 higher than the previous day. The implied volatity was 19.34, the open interest changed by -256 which decreased total open position to 1417
On 4 Jun NIFTY was trading at 23416.55. The strike last trading price was 895.3, which was -27.5 lower than the previous day. The implied volatity was 17.15, the open interest changed by 99 which increased total open position to 1678
On 3 Jun NIFTY was trading at 23405.60. The strike last trading price was 934.85, which was 128.1 higher than the previous day. The implied volatity was 17.72, the open interest changed by 13 which increased total open position to 1579
On 2 Jun NIFTY was trading at 23483.55. The strike last trading price was 805.55, which was -134.15 lower than the previous day. The implied volatity was 14.89, the open interest changed by 342 which increased total open position to 1568
On 1 Jun NIFTY was trading at 23382.60. The strike last trading price was 951.1, which was 252.55 higher than the previous day. The implied volatity was 17.08, the open interest changed by 765 which increased total open position to 1224
On 29 May NIFTY was trading at 23547.75. The strike last trading price was 704.05, which was 203.05 higher than the previous day. The implied volatity was 16.88, the open interest changed by 90 which increased total open position to 459
On 27 May NIFTY was trading at 23907.15. The strike last trading price was 496, which was -42.1 lower than the previous day. The implied volatity was 11.73, the open interest changed by 12 which increased total open position to 368
On 26 May NIFTY was trading at 23913.70. The strike last trading price was 524.2, which was 60.35 higher than the previous day. The implied volatity was 13.97, the open interest changed by 85 which increased total open position to 354
On 25 May NIFTY was trading at 24031.70. The strike last trading price was 427.2, which was -286.2 lower than the previous day. The implied volatity was 12.81, the open interest changed by 236 which increased total open position to 270
On 22 May NIFTY was trading at 23719.30. The strike last trading price was 666, which was -194.5 lower than the previous day. The implied volatity was 13.26, the open interest changed by 7 which increased total open position to 33
On 21 May NIFTY was trading at 23654.70. The strike last trading price was 860.5, which was 860.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 20 May NIFTY was trading at 23659.00. The strike last trading price was 860.5, which was 860.5 higher than the previous day. The implied volatity was 17.68, the open interest changed by 0 which decreased total open position to 26
On 19 May NIFTY was trading at 23618.00. The strike last trading price was 862.15, which was 26.6 higher than the previous day. The implied volatity was 17.68, the open interest changed by 18 which increased total open position to 28
On 18 May NIFTY was trading at 23649.95. The strike last trading price was 835.55, which was 835.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 15 May NIFTY was trading at 23643.50. The strike last trading price was 835.55, which was 28.45 higher than the previous day. The implied volatity was 17.2, the open interest changed by 2 which increased total open position to 12
On 14 May NIFTY was trading at 23689.60. The strike last trading price was 803.35, which was -166.65 lower than the previous day. The implied volatity was 17.46, the open interest changed by -4 which decreased total open position to 11
On 13 May NIFTY was trading at 23412.60. The strike last trading price was 970, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 15
On 12 May NIFTY was trading at 23379.55. The strike last trading price was 970, which was 252.1 higher than the previous day. The implied volatity was 0, the open interest changed by -9 which decreased total open position to 11
On 11 May NIFTY was trading at 23815.85. The strike last trading price was 718, which was 219.65 higher than the previous day. The implied volatity was 0, the open interest changed by -23 which decreased total open position to 25
On 8 May NIFTY was trading at 24176.15. The strike last trading price was 498.35, which was 84.15 higher than the previous day. The implied volatity was 15.29, the open interest changed by 18 which increased total open position to 57
On 7 May NIFTY was trading at 24326.65. The strike last trading price was 414.4, which was -227.7 lower than the previous day. The implied volatity was 15.1, the open interest changed by 40 which increased total open position to 40
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
