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NIFTYNXT50

Nifty Next 50
67227.95 +1157.30 (1.75%)
L: 66431.6 H: 67391.35

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Historical option data for NIFTYNXT50

10 Mar 2026 04:10 PM IST
Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV
NIFTYNXT50 30-MAR-2026 66000 CE
Delta: 0.78
Vega: 46.58
Theta: -30.52
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
10 Mar 67227.95 1975 318.5 14.3 13 0 25
9 Mar 66070.65 1656.5 -737.3 22.16 47 19 26
6 Mar 67476.65 2393.8 -2426.7 17.52 7 6 6
5 Mar 67722.20 4820.5 0 - 0 0 0
3 Feb 68849.40 - - - 0 0 0
2 Feb 67073.20 0 0 - 0 0 0
1 Feb 66360.55 0 0 - 0 0 0
28 Jan 68205.65 - - - 0 0 0
27 Jan 66696.55 0 0 - 0 0 0
23 Jan 66260.55 0 0 - 0 0 0

For Nifty Next 50 - strike price 66000 expiring on 30MAR2026

Delta for 66000 CE is 0.78

Historical price for 66000 CE is as follows

On 10 Mar NIFTYNXT50 was trading at 67227.95. The strike last trading price was 1975, which was 318.5 higher than the previous day. The implied volatity was 14.3, the open interest changed by 0 which decreased total open position to 25


On 9 Mar NIFTYNXT50 was trading at 66070.65. The strike last trading price was 1656.5, which was -737.3 lower than the previous day. The implied volatity was 22.16, the open interest changed by 19 which increased total open position to 26


On 6 Mar NIFTYNXT50 was trading at 67476.65. The strike last trading price was 2393.8, which was -2426.7 lower than the previous day. The implied volatity was 17.52, the open interest changed by 6 which increased total open position to 6


On 5 Mar NIFTYNXT50 was trading at 67722.20. The strike last trading price was 4820.5, 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 3 Feb NIFTYNXT50 was trading at 68849.40. 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 2 Feb NIFTYNXT50 was trading at 67073.20. 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 1 Feb NIFTYNXT50 was trading at 66360.55. 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 28 Jan NIFTYNXT50 was trading at 68205.65. 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 27 Jan NIFTYNXT50 was trading at 66696.55. 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 Jan NIFTYNXT50 was trading at 66260.55. 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 30MAR2026 66000 PE
Delta: -0.32
Vega: 56.42
Theta: -28.91
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
10 Mar 67227.95 844 -661 24.86 134 7 39
9 Mar 66070.65 1505 622.9 27.61 39 -2 33
6 Mar 67476.65 900 256.5 24.85 131 15 30
5 Mar 67722.20 641 -534.5 21.45 31 12 12
3 Feb 68849.40 - - - 0 0 0
2 Feb 67073.20 0 0 1.26 0 0 0
1 Feb 66360.55 0 0 - 0 0 0
28 Jan 68205.65 - - - 0 0 0
27 Jan 66696.55 0 0 1.21 0 0 0
23 Jan 66260.55 0 0 - 0 0 0

For Nifty Next 50 - strike price 66000 expiring on 30MAR2026

Delta for 66000 PE is -0.32

Historical price for 66000 PE is as follows

On 10 Mar NIFTYNXT50 was trading at 67227.95. The strike last trading price was 844, which was -661 lower than the previous day. The implied volatity was 24.86, the open interest changed by 7 which increased total open position to 39


On 9 Mar NIFTYNXT50 was trading at 66070.65. The strike last trading price was 1505, which was 622.9 higher than the previous day. The implied volatity was 27.61, the open interest changed by -2 which decreased total open position to 33


On 6 Mar NIFTYNXT50 was trading at 67476.65. The strike last trading price was 900, which was 256.5 higher than the previous day. The implied volatity was 24.85, the open interest changed by 15 which increased total open position to 30


On 5 Mar NIFTYNXT50 was trading at 67722.20. The strike last trading price was 641, which was -534.5 lower than the previous day. The implied volatity was 21.45, the open interest changed by 12 which increased total open position to 12


On 3 Feb NIFTYNXT50 was trading at 68849.40. 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 2 Feb NIFTYNXT50 was trading at 67073.20. 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 1 Feb NIFTYNXT50 was trading at 66360.55. 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 28 Jan NIFTYNXT50 was trading at 68205.65. 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 27 Jan NIFTYNXT50 was trading at 66696.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0


On 23 Jan NIFTYNXT50 was trading at 66260.55. 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