Historical option data for NIFTYNXT50
03 Jun 2026 04:10 PM IST
| NIFTYNXT50 30-Jun-2026 (27d) 70000 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.76
Theta: -31.54
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 3 Jun | 69856.40 | 1499.85 | -100.15 (-6.26%) | 19.69 | 1 | 1 | 4 | |||||||||
| 2 Jun | 70115.80 | 1599.95 | 1177.95 (279.14%) | 17.62 | 3 | 2 | 2 | |||||||||
| 1 Jun | 69921.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 70000 expiring on 30JUN2026
Delta for 70000 CE is 0.51
Historical price for 70000 CE is as follows
On 3 Jun NIFTYNXT50 was trading at 69856.40. The strike last trading price was 1499.85, which was -100.15 lower than the previous day. The implied volatity was 19.69, the open interest changed by 1 which increased total open position to 4
On 2 Jun NIFTYNXT50 was trading at 70115.80. The strike last trading price was 1599.95, which was 1177.95 higher than the previous day. The implied volatity was 17.62, the open interest changed by 2 which increased total open position to 2
On 1 Jun NIFTYNXT50 was trading at 69921.85. 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
| NIFTYNXT50 30-Jun-2026 (27d) 70000 PE | |||||||
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Delta: -0.47
Vega: 0.76
Theta: -17.71
Gamma: 0.00012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 3 Jun | 69856.40 | 1233 | 116.4 (10.42%) | 17.26 | 2 | 1 | 11 |
| 2 Jun | 70115.80 | 1051.1 | 52.1 (5.22%) | 16.19 | 9 | 7 | 8 |
| 1 Jun | 69921.85 | 999 | -7819.55 (-88.67%) | 14.11 | 1 | 1 | 1 |
For Nifty Next 50 - strike price 70000 expiring on 30JUN2026
Delta for 70000 PE is -0.47
Historical price for 70000 PE is as follows
On 3 Jun NIFTYNXT50 was trading at 69856.40. The strike last trading price was 1233, which was 116.4 higher than the previous day. The implied volatity was 17.26, the open interest changed by 1 which increased total open position to 11
On 2 Jun NIFTYNXT50 was trading at 70115.80. The strike last trading price was 1051.1, which was 52.1 higher than the previous day. The implied volatity was 16.19, the open interest changed by 7 which increased total open position to 8
On 1 Jun NIFTYNXT50 was trading at 69921.85. The strike last trading price was 999, which was -7819.55 lower than the previous day. The implied volatity was 14.11, the open interest changed by 1 which increased total open position to 1
