Historical option data for NIFTYNXT50
20 May 2026 04:10 PM IST
| NIFTYNXT50 26-May-2026 (5d) 69000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.36
Theta: -68.89
Gamma: 0.00019
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 69361.55 | 986 | 167 (20.39%) | 22.86 | 82 | 14 | 45 | |||||||||
| 19 May | 68992.35 | 803.25 | 71.25 (9.73%) | 20.24 | 166 | 5 | 31 | |||||||||
| 18 May | 68618.00 | 789.95 | -983.05 (-55.45%) | 21.9 | 188 | 26 | 27 | |||||||||
| 15 May | 69280.25 | 1773.15 | -2022.75 (-53.29%) | 32.26 | 1 | 0 | 0 | |||||||||
| 14 May | 69940.30 | 0 | -3795.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 69166.40 | 0 | -3796 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 68586.55 | 0 | -3795.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 70297.85 | 0 | -3795.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 71495.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 71852.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 71691.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 70627.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 70283.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 69643.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 70521.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 67722.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 66799.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 68650.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 69000 expiring on 26MAY2026
Delta for 69000 CE is 0.56
Historical price for 69000 CE is as follows
On 20 May NIFTYNXT50 was trading at 69361.55. The strike last trading price was 986, which was 167 higher than the previous day. The implied volatity was 22.86, the open interest changed by 14 which increased total open position to 45
On 19 May NIFTYNXT50 was trading at 68992.35. The strike last trading price was 803.25, which was 71.25 higher than the previous day. The implied volatity was 20.24, the open interest changed by 5 which increased total open position to 31
On 18 May NIFTYNXT50 was trading at 68618.00. The strike last trading price was 789.95, which was -983.05 lower than the previous day. The implied volatity was 21.9, the open interest changed by 26 which increased total open position to 27
On 15 May NIFTYNXT50 was trading at 69280.25. The strike last trading price was 1773.15, which was -2022.75 lower than the previous day. The implied volatity was 32.26, the open interest changed by 0 which decreased total open position to 0
On 14 May NIFTYNXT50 was trading at 69940.30. The strike last trading price was 0, which was -3795.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May NIFTYNXT50 was trading at 69166.40. The strike last trading price was 0, which was -3796 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May NIFTYNXT50 was trading at 68586.55. The strike last trading price was 0, which was -3795.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May NIFTYNXT50 was trading at 70297.85. The strike last trading price was 0, which was -3795.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May NIFTYNXT50 was trading at 71495.60. 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 7 May NIFTYNXT50 was trading at 71852.90. 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
On 6 May NIFTYNXT50 was trading at 71691.45. 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 5 May NIFTYNXT50 was trading at 70627.30. 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 4 May NIFTYNXT50 was trading at 70283.85. 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 30 Apr NIFTYNXT50 was trading at 69643.90. 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
On 29 Apr NIFTYNXT50 was trading at 70521.80. 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 5 Mar NIFTYNXT50 was trading at 67722.20. 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 4 Mar NIFTYNXT50 was trading at 66799.40. 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 2 Mar NIFTYNXT50 was trading at 68650.25. 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 26-May-2026 (5d) 69000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.35
Theta: -43.85
Gamma: 0.00023
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 69361.55 | 453.1 | -419.45 (-48.07%) | 18.24 | 125 | 4 | 33 |
| 19 May | 68992.35 | 984.95 | 29.95 (3.14%) | 25.62 | 114 | 22 | 46 |
| 18 May | 68618.00 | 955 | 281 (41.69%) | 18.09 | 3 | 0 | 24 |
| 15 May | 69280.25 | 674 | 144 (27.17%) | 17.93 | 6 | 1 | 23 |
| 14 May | 69940.30 | 530 | -335 (-38.73%) | 19.5 | 18 | 0 | 21 |
| 13 May | 69166.40 | 859.1 | -374.2 (-30.34%) | 0 | 63 | 4 | 21 |
| 12 May | 68586.55 | 1233 | 651 (111.86%) | 0 | 14 | 7 | 16 |
| 11 May | 70297.85 | 577 | 277 (92.33%) | 0 | 5 | 1 | 9 |
| 8 May | 71495.60 | 300 | 0 (0.00%) | 19.02 | 1 | 0 | 7 |
| 7 May | 71852.90 | 300 | -144 (-32.43%) | 19.78 | 2 | 0 | 6 |
| 6 May | 71691.45 | 444 | -145 (-24.62%) | 20.12 | 10 | -1 | 7 |
| 5 May | 70627.30 | 589 | -81 (-12.09%) | 19.7 | 8 | 3 | 8 |
| 4 May | 70283.85 | 670 | -235.4 (-26.00%) | 19.51 | 6 | 3 | 6 |
| 30 Apr | 69643.90 | 799 | -1082.2 (-57.53%) | 16.9 | 8 | 4 | 4 |
| 29 Apr | 70521.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 67722.20 | - | - | - | 0 | 0 | 0 |
| 4 Mar | 66799.40 | 0 | 0 (0.00%) | 0.88 | 0 | 0 | 0 |
| 2 Mar | 68650.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty Next 50 - strike price 69000 expiring on 26MAY2026
Delta for 69000 PE is -0.38
Historical price for 69000 PE is as follows
On 20 May NIFTYNXT50 was trading at 69361.55. The strike last trading price was 453.1, which was -419.45 lower than the previous day. The implied volatity was 18.24, the open interest changed by 4 which increased total open position to 33
On 19 May NIFTYNXT50 was trading at 68992.35. The strike last trading price was 984.95, which was 29.95 higher than the previous day. The implied volatity was 25.62, the open interest changed by 22 which increased total open position to 46
On 18 May NIFTYNXT50 was trading at 68618.00. The strike last trading price was 955, which was 281 higher than the previous day. The implied volatity was 18.09, the open interest changed by 0 which decreased total open position to 24
On 15 May NIFTYNXT50 was trading at 69280.25. The strike last trading price was 674, which was 144 higher than the previous day. The implied volatity was 17.93, the open interest changed by 1 which increased total open position to 23
On 14 May NIFTYNXT50 was trading at 69940.30. The strike last trading price was 530, which was -335 lower than the previous day. The implied volatity was 19.5, the open interest changed by 0 which decreased total open position to 21
On 13 May NIFTYNXT50 was trading at 69166.40. The strike last trading price was 859.1, which was -374.2 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 21
On 12 May NIFTYNXT50 was trading at 68586.55. The strike last trading price was 1233, which was 651 higher than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 16
On 11 May NIFTYNXT50 was trading at 70297.85. The strike last trading price was 577, which was 277 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 9
On 8 May NIFTYNXT50 was trading at 71495.60. The strike last trading price was 300, which was 0 lower than the previous day. The implied volatity was 19.02, the open interest changed by 0 which decreased total open position to 7
On 7 May NIFTYNXT50 was trading at 71852.90. The strike last trading price was 300, which was -144 lower than the previous day. The implied volatity was 19.78, the open interest changed by 0 which decreased total open position to 6
On 6 May NIFTYNXT50 was trading at 71691.45. The strike last trading price was 444, which was -145 lower than the previous day. The implied volatity was 20.12, the open interest changed by -1 which decreased total open position to 7
On 5 May NIFTYNXT50 was trading at 70627.30. The strike last trading price was 589, which was -81 lower than the previous day. The implied volatity was 19.7, the open interest changed by 3 which increased total open position to 8
On 4 May NIFTYNXT50 was trading at 70283.85. The strike last trading price was 670, which was -235.4 lower than the previous day. The implied volatity was 19.51, the open interest changed by 3 which increased total open position to 6
On 30 Apr NIFTYNXT50 was trading at 69643.90. The strike last trading price was 799, which was -1082.2 lower than the previous day. The implied volatity was 16.9, the open interest changed by 4 which increased total open position to 4
On 29 Apr NIFTYNXT50 was trading at 70521.80. 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 5 Mar NIFTYNXT50 was trading at 67722.20. 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 4 Mar NIFTYNXT50 was trading at 66799.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
On 2 Mar NIFTYNXT50 was trading at 68650.25. 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
