Historical option data for NIFTYNXT50
22 May 2026 04:10 PM IST
| NIFTYNXT50 26-May-2026 (3d) 69500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.3
Theta: -67.42
Gamma: 0.00028
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 69783.05 | 720 | 108 (17.65%) | 18.56 | 186 | 13 | 33 | |||||||||
| 21 May | 69505.60 | 570 | -113 (-16.54%) | 16.44 | 188 | 3 | 22 | |||||||||
| 20 May | 69361.55 | 703.05 | 106.05 (17.76%) | 19.75 | 28 | 3 | 20 | |||||||||
| 19 May | 68992.35 | 557 | 17 (3.15%) | 19.74 | 22 | -5 | 18 | |||||||||
| 18 May | 68618.00 | 540 | -325 (-37.57%) | 21.88 | 21 | 4 | 23 | |||||||||
| 15 May | 69280.25 | 837 | -523 (-38.46%) | 18.2 | 119 | 2 | 20 | |||||||||
| 14 May | 69940.30 | 1360 | 160 (13.33%) | 20.29 | 28 | 2 | 18 | |||||||||
| 13 May | 69166.40 | 1200 | 320 (36.36%) | 0 | 15 | 7 | 16 | |||||||||
| 12 May | 68586.55 | 910.45 | -2601.9 (-74.08%) | 21.77 | 10 | 5 | 5 | |||||||||
| 11 May | 70297.85 | 0 | -3512.35 (-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 | |||||||||
| 4 Mar | 66799.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 68650.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 69710.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 69500 expiring on 26MAY2026
Delta for 69500 CE is 0.59
Historical price for 69500 CE is as follows
On 22 May NIFTYNXT50 was trading at 69783.05. The strike last trading price was 720, which was 108 higher than the previous day. The implied volatity was 18.56, the open interest changed by 13 which increased total open position to 33
On 21 May NIFTYNXT50 was trading at 69505.60. The strike last trading price was 570, which was -113 lower than the previous day. The implied volatity was 16.44, the open interest changed by 3 which increased total open position to 22
On 20 May NIFTYNXT50 was trading at 69361.55. The strike last trading price was 703.05, which was 106.05 higher than the previous day. The implied volatity was 19.75, the open interest changed by 3 which increased total open position to 20
On 19 May NIFTYNXT50 was trading at 68992.35. The strike last trading price was 557, which was 17 higher than the previous day. The implied volatity was 19.74, the open interest changed by -5 which decreased total open position to 18
On 18 May NIFTYNXT50 was trading at 68618.00. The strike last trading price was 540, which was -325 lower than the previous day. The implied volatity was 21.88, the open interest changed by 4 which increased total open position to 23
On 15 May NIFTYNXT50 was trading at 69280.25. The strike last trading price was 837, which was -523 lower than the previous day. The implied volatity was 18.2, the open interest changed by 2 which increased total open position to 20
On 14 May NIFTYNXT50 was trading at 69940.30. The strike last trading price was 1360, which was 160 higher than the previous day. The implied volatity was 20.29, the open interest changed by 2 which increased total open position to 18
On 13 May NIFTYNXT50 was trading at 69166.40. The strike last trading price was 1200, which was 320 higher than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 16
On 12 May NIFTYNXT50 was trading at 68586.55. The strike last trading price was 910.45, which was -2601.9 lower than the previous day. The implied volatity was 21.77, the open interest changed by 5 which increased total open position to 5
On 11 May NIFTYNXT50 was trading at 70297.85. The strike last trading price was 0, which was -3512.35 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 4 Mar NIFTYNXT50 was trading at 66799.40. 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 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
On 27 Feb NIFTYNXT50 was trading at 69710.90. 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 26-May-2026 (3d) 69500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.29
Theta: -46.58
Gamma: 0.00031
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 69783.05 | 309.95 | -289.05 (-48.26%) | 16.06 | 131 | 9 | 30 |
| 21 May | 69505.60 | 599 | -101.8 (-14.53%) | 18.45 | 96 | 20 | 22 |
| 20 May | 69361.55 | 683.15 | -269.5 (-28.29%) | 17.93 | 6 | 0 | 3 |
| 19 May | 68992.35 | 989.9 | -870.15 (-46.78%) | 18.55 | 6 | 1 | 3 |
| 18 May | 68618.00 | 1860.05 | 764.45 (69.77%) | 19.98 | 4 | -2 | 2 |
| 15 May | 69280.25 | 1096 | 86 (8.51%) | 21.43 | 9 | 4 | 4 |
| 14 May | 69940.30 | 1010 | 0 (0.00%) | 0 | 0 | 0 | 0 |
| 13 May | 69166.40 | 1010 | 0 (0.00%) | 0 | 0 | 0 | 0 |
| 12 May | 68586.55 | 1010 | 0 (0.00%) | 0 | 0 | 0 | 0 |
| 11 May | 70297.85 | 1010 | 0 (0.00%) | 0 | 0 | 0 | 0 |
| 8 May | 71495.60 | 1010 | 1010 | - | 0 | 0 | 0 |
| 7 May | 71852.90 | 1010 | 1010 | - | 0 | 0 | 0 |
| 6 May | 71691.45 | 1010 | 1010 | - | 0 | 0 | 0 |
| 5 May | 70627.30 | 1010 | 1010 | - | 0 | 0 | 0 |
| 4 May | 70283.85 | 1010 | 1010 | - | 0 | 0 | 0 |
| 30 Apr | 69643.90 | 1010 | -1079.4 (-51.66%) | 16.99 | 2 | 1 | 1 |
| 29 Apr | 70521.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 66799.40 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 68650.25 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Feb | 69710.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Nifty Next 50 - strike price 69500 expiring on 26MAY2026
Delta for 69500 PE is -0.37
Historical price for 69500 PE is as follows
On 22 May NIFTYNXT50 was trading at 69783.05. The strike last trading price was 309.95, which was -289.05 lower than the previous day. The implied volatity was 16.06, the open interest changed by 9 which increased total open position to 30
On 21 May NIFTYNXT50 was trading at 69505.60. The strike last trading price was 599, which was -101.8 lower than the previous day. The implied volatity was 18.45, the open interest changed by 20 which increased total open position to 22
On 20 May NIFTYNXT50 was trading at 69361.55. The strike last trading price was 683.15, which was -269.5 lower than the previous day. The implied volatity was 17.93, the open interest changed by 0 which decreased total open position to 3
On 19 May NIFTYNXT50 was trading at 68992.35. The strike last trading price was 989.9, which was -870.15 lower than the previous day. The implied volatity was 18.55, the open interest changed by 1 which increased total open position to 3
On 18 May NIFTYNXT50 was trading at 68618.00. The strike last trading price was 1860.05, which was 764.45 higher than the previous day. The implied volatity was 19.98, the open interest changed by -2 which decreased total open position to 2
On 15 May NIFTYNXT50 was trading at 69280.25. The strike last trading price was 1096, which was 86 higher than the previous day. The implied volatity was 21.43, the open interest changed by 4 which increased total open position to 4
On 14 May NIFTYNXT50 was trading at 69940.30. The strike last trading price was 1010, 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 0
On 13 May NIFTYNXT50 was trading at 69166.40. The strike last trading price was 1010, 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 0
On 12 May NIFTYNXT50 was trading at 68586.55. The strike last trading price was 1010, 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 0
On 11 May NIFTYNXT50 was trading at 70297.85. The strike last trading price was 1010, 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 0
On 8 May NIFTYNXT50 was trading at 71495.60. The strike last trading price was 1010, which was 1010 higher 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 1010, which was 1010 higher 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 1010, which was 1010 higher 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 1010, which was 1010 higher 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 1010, which was 1010 higher 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 1010, which was -1079.4 lower than the previous day. The implied volatity was 16.99, the open interest changed by 1 which increased total open position to 1
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 4 Mar NIFTYNXT50 was trading at 66799.40. 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 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
On 27 Feb NIFTYNXT50 was trading at 69710.90. 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
