NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
02 Apr 2026 04:10 PM IST
| NIFTYNXT50 28-Apr-2026 (25d) 61000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.65
Vega: 61.2
Theta: -38.52
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 61957.60 | 2350 | -4739.05 | 23.89 | 7 | 6 | 6 | |||||||||
| 1 Apr | 61912.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 60349.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 63620.60 | - | - | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 24 Mar | 62360.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 61414.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 61000 expiring on 28APR2026
Delta for 61000 CE is 0.65
Historical price for 61000 CE is as follows
On 2 Apr NIFTYNXT50 was trading at 61957.60. The strike last trading price was 2350, which was -4739.05 lower than the previous day. The implied volatity was 23.89, the open interest changed by 6 which increased total open position to 6
On 1 Apr NIFTYNXT50 was trading at 61912.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar NIFTYNXT50 was trading at 60349.80. 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 25 Mar NIFTYNXT50 was trading at 63620.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NIFTYNXT50 was trading at 62360.70. 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 23 Mar NIFTYNXT50 was trading at 61414.90. 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
| NIFTYNXT50 28-Apr-2026 (25d) 61000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 62.76
Theta: -30.58
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 61957.60 | 1399 | 940.65 | 30.95 | 32 | 29 | 29 |
| 1 Apr | 61912.75 | - | - | - | 0 | 0 | 0 |
| 30 Mar | 60349.80 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 63620.60 | - | - | - | 0 | 0 | 0 |
| 24 Mar | 62360.70 | 0 | 0 | 1.26 | 0 | 0 | 0 |
| 23 Mar | 61414.90 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Next 50 - strike price 61000 expiring on 28APR2026
Delta for 61000 PE is -0.38
Historical price for 61000 PE is as follows
On 2 Apr NIFTYNXT50 was trading at 61957.60. The strike last trading price was 1399, which was 940.65 higher than the previous day. The implied volatity was 30.95, the open interest changed by 29 which increased total open position to 29
On 1 Apr NIFTYNXT50 was trading at 61912.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar NIFTYNXT50 was trading at 60349.80. 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 25 Mar NIFTYNXT50 was trading at 63620.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar NIFTYNXT50 was trading at 62360.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.26, the open interest changed by 0 which decreased total open position to 0
On 23 Mar NIFTYNXT50 was trading at 61414.90. 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
