NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
07 May 2026 11:51 AM IST
| NIFTYNXT50 26-May-2026 (19d) 70500 CE | ||||||||||||||||
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Delta: 0.73
Vega: 0.55
Theta: -27.56
Gamma: 0.00012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 7 May | 71672.55 | 2100 | 225.04999999999995 (12.00%) | 16.9 | 1 | 0 | 16 | |||||||||
| 6 May | 71691.45 | 1874.95 | 446 (31.21%) | 18.68 | 10 | -1 | 16 | |||||||||
| 5 May | 70627.30 | 1479.95 | 265.45000000000005 (21.86%) | 18.37 | 62 | 13 | 16 | |||||||||
| 4 May | 70283.85 | 1214.5 | -1772.6999999999998 (-59.34%) | 16.91 | 7 | 4 | 4 | |||||||||
| 30 Apr | 69643.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 70521.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 68650.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 69710.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 70500 expiring on 26MAY2026
Delta for 70500 CE is 0.73
Historical price for 70500 CE is as follows
On 7 May NIFTYNXT50 was trading at 71672.55. The strike last trading price was 2100, which was 225.04999999999995 higher than the previous day. The implied volatity was 16.9, the open interest changed by 0 which decreased total open position to 16
On 6 May NIFTYNXT50 was trading at 71691.45. The strike last trading price was 1874.95, which was 446 higher than the previous day. The implied volatity was 18.68, the open interest changed by -1 which decreased total open position to 16
On 5 May NIFTYNXT50 was trading at 70627.30. The strike last trading price was 1479.95, which was 265.45000000000005 higher than the previous day. The implied volatity was 18.37, the open interest changed by 13 which increased total open position to 16
On 4 May NIFTYNXT50 was trading at 70283.85. The strike last trading price was 1214.5, which was -1772.6999999999998 lower than the previous day. The implied volatity was 16.91, the open interest changed by 4 which increased total open position to 4
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 2 Mar NIFTYNXT50 was trading at 68650.25. 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 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 (19d) 70500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 71672.55 | 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 |
| 2 Mar | 68650.25 | - | - | - | 0 | 0 | 0 |
| 27 Feb | 69710.90 | 0 | 0 (0.00%) | 1.19 | 0 | 0 | 0 |
For Nifty Next 50 - strike price 70500 expiring on 26MAY2026
Delta for 70500 PE is -
Historical price for 70500 PE is as follows
On 7 May NIFTYNXT50 was trading at 71672.55. 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 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 2 Mar NIFTYNXT50 was trading at 68650.25. 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 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 1.19, the open interest changed by 0 which decreased total open position to 0
