NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
24 Apr 2026 05:00 PM IST
| NIFTYNXT50 28-Apr-2026 (4d) 70900 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.32
Theta: -51.79
Gamma: 0.00028
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 69883.95 | 344.45 | 0 | 15.82 | 0 | 0 | 9 | |||||||||
| 23 Apr | 70410.35 | 344.45 | -655.55 | 15.82 | 12 | -2 | 9 | |||||||||
| 22 Apr | 71346.20 | 1000 | 294.1 | 17.56 | 6 | -2 | 11 | |||||||||
| 21 Apr | 70824.45 | 705.9 | 80.79999999999995 | 17.26 | 19 | 11 | 14 | |||||||||
| 20 Apr | 70341.00 | 625.25 | -775.4000000000001 | 21.04 | 4 | 2 | 2 | |||||||||
| 17 Apr | 70273.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Mar | 68650.25 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 69710.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 70628.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 70900 expiring on 28APR2026
Delta for 70900 CE is 0.37
Historical price for 70900 CE is as follows
On 24 Apr NIFTYNXT50 was trading at 69883.95. The strike last trading price was 344.45, which was 0 lower than the previous day. The implied volatity was 15.82, the open interest changed by 0 which decreased total open position to 9
On 23 Apr NIFTYNXT50 was trading at 70410.35. The strike last trading price was 344.45, which was -655.55 lower than the previous day. The implied volatity was 15.82, the open interest changed by -2 which decreased total open position to 9
On 22 Apr NIFTYNXT50 was trading at 71346.20. The strike last trading price was 1000, which was 294.1 higher than the previous day. The implied volatity was 17.56, the open interest changed by -2 which decreased total open position to 11
On 21 Apr NIFTYNXT50 was trading at 70824.45. The strike last trading price was 705.9, which was 80.79999999999995 higher than the previous day. The implied volatity was 17.26, the open interest changed by 11 which increased total open position to 14
On 20 Apr NIFTYNXT50 was trading at 70341.00. The strike last trading price was 625.25, which was -775.4000000000001 lower than the previous day. The implied volatity was 21.04, the open interest changed by 2 which increased total open position to 2
On 17 Apr NIFTYNXT50 was trading at 70273.80. 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
On 26 Feb NIFTYNXT50 was trading at 70628.50. 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 28-Apr-2026 (4d) 70900 PE | |||||||
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Delta: -0.71
Vega: 0.29
Theta: -19.93
Gamma: 0.0004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 69883.95 | 630 | 630 | 9.92 | 0 | 0 | 0 |
| 23 Apr | 70410.35 | 630 | -3888.3 | 9.92 | 2 | 1 | 1 |
| 22 Apr | 71346.20 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 70824.45 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 70341.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 70273.80 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 68650.25 | - | - | - | 0 | 0 | 0 |
| 27 Feb | 69710.90 | 0 | 0 | 0.74 | 0 | 0 | 0 |
| 26 Feb | 70628.50 | 0 | 0 | 0.56 | 0 | 0 | 0 |
For Nifty Next 50 - strike price 70900 expiring on 28APR2026
Delta for 70900 PE is -0.71
Historical price for 70900 PE is as follows
On 24 Apr NIFTYNXT50 was trading at 69883.95. The strike last trading price was 630, which was 630 higher than the previous day. The implied volatity was 9.92, the open interest changed by 0 which decreased total open position to 0
On 23 Apr NIFTYNXT50 was trading at 70410.35. The strike last trading price was 630, which was -3888.3 lower than the previous day. The implied volatity was 9.92, the open interest changed by 1 which increased total open position to 1
On 22 Apr NIFTYNXT50 was trading at 71346.20. 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 21 Apr NIFTYNXT50 was trading at 70824.45. 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 20 Apr NIFTYNXT50 was trading at 70341.00. 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 17 Apr NIFTYNXT50 was trading at 70273.80. 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 0.74, the open interest changed by 0 which decreased total open position to 0
On 26 Feb NIFTYNXT50 was trading at 70628.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.56, the open interest changed by 0 which decreased total open position to 0
