Historical option data for NIFTYNXT50
02 Jun 2026 04:10 PM IST
| NIFTYNXT50 30-Jun-2026 (27d) 70500 CE | ||||||||||||||||
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Delta: 0.5
Vega: 0.78
Theta: -26.67
Gamma: 0.00013
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jun | 70115.80 | 1244 | 873 (235.31%) | 16.32 | 2 | 2 | 2 | |||||||||
For Nifty Next 50 - strike price 70500 expiring on 30JUN2026
Delta for 70500 CE is 0.5
Historical price for 70500 CE is as follows
On 2 Jun NIFTYNXT50 was trading at 70115.80. The strike last trading price was 1244, which was 873 higher than the previous day. The implied volatity was 16.32, the open interest changed by 2 which increased total open position to 2
| NIFTYNXT50 30-Jun-2026 (27d) 70500 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jun | 70115.80 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Next 50 - strike price 70500 expiring on 30JUN2026
Delta for 70500 PE is -
Historical price for 70500 PE is as follows
On 2 Jun NIFTYNXT50 was trading at 70115.80. 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
