Historical option data for NIFTYNXT50
22 Jun 2026 04:10 PM IST
| NIFTYNXT50 30-Jun-2026 (7d) 71000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.8
Vega: 0.31
Theta: -36.33
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 73073.20 | 1910 | 536 (39.01%) | 18.39 | 12 | -6 | 28 | |||||||||
| 19 Jun | 72356.65 | 1374 | -207 (-13.09%) | 9.8 | 2 | 0 | 33 | |||||||||
| 18 Jun | 72595.95 | 1581.4 | 0.4 (0.03%) | 11.82 | 9 | 0 | 33 | |||||||||
| 17 Jun | 72258.50 | 1585.55 | 309.55 (24.26%) | 11.82 | 9 | -1 | 33 | |||||||||
| 16 Jun | 71798.65 | 1275.5 | -43.5 (-3.30%) | 14.9 | 2 | -1 | 34 | |||||||||
| 15 Jun | 71685.25 | 1375 | 534 (63.50%) | 14.96 | 45 | -2 | 35 | |||||||||
| 12 Jun | 70007.20 | 830 | 427 (105.96%) | 18.62 | 41 | 9 | 37 | |||||||||
| 11 Jun | 68378.75 | 400 | -205 (-33.88%) | 20 | 35 | 1 | 26 | |||||||||
| 10 Jun | 69154.70 | 662.5 | -220.5 (-24.97%) | 19.84 | 26 | 5 | 31 | |||||||||
| 9 Jun | 69945.85 | 883.1 | 215.1 (32.20%) | 18.89 | 61 | 4 | 25 | |||||||||
| 8 Jun | 68975.40 | 610 | -476 (-43.83%) | 19.78 | 22 | 3 | 22 | |||||||||
| 5 Jun | 70191.95 | 1054.55 | -62.45 (-5.59%) | 17.66 | 38 | 2 | 18 | |||||||||
| 4 Jun | 70010.95 | 1084.65 | 51.65 (5.00%) | 18.82 | 14 | 0 | 16 | |||||||||
| 3 Jun | 69856.40 | 1033 | -7 (-0.67%) | 18.51 | 11 | 8 | 15 | |||||||||
| 2 Jun | 70115.80 | 1040 | -120 (-10.34%) | 19.22 | 10 | 6 | 7 | |||||||||
| 1 Jun | 69921.85 | 1160.05 | 834.05 (255.84%) | 18.98 | 28 | 2 | 2 | |||||||||
| 29 May | 71073.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 71957.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 71000 expiring on 30JUN2026
Delta for 71000 CE is 0.8
Historical price for 71000 CE is as follows
On 22 Jun NIFTYNXT50 was trading at 73073.20. The strike last trading price was 1910, which was 536 higher than the previous day. The implied volatity was 18.39, the open interest changed by -6 which decreased total open position to 28
On 19 Jun NIFTYNXT50 was trading at 72356.65. The strike last trading price was 1374, which was -207 lower than the previous day. The implied volatity was 9.8, the open interest changed by 0 which decreased total open position to 33
On 18 Jun NIFTYNXT50 was trading at 72595.95. The strike last trading price was 1581.4, which was 0.4 higher than the previous day. The implied volatity was 11.82, the open interest changed by 0 which decreased total open position to 33
On 17 Jun NIFTYNXT50 was trading at 72258.50. The strike last trading price was 1585.55, which was 309.55 higher than the previous day. The implied volatity was 11.82, the open interest changed by -1 which decreased total open position to 33
On 16 Jun NIFTYNXT50 was trading at 71798.65. The strike last trading price was 1275.5, which was -43.5 lower than the previous day. The implied volatity was 14.9, the open interest changed by -1 which decreased total open position to 34
On 15 Jun NIFTYNXT50 was trading at 71685.25. The strike last trading price was 1375, which was 534 higher than the previous day. The implied volatity was 14.96, the open interest changed by -2 which decreased total open position to 35
On 12 Jun NIFTYNXT50 was trading at 70007.20. The strike last trading price was 830, which was 427 higher than the previous day. The implied volatity was 18.62, the open interest changed by 9 which increased total open position to 37
On 11 Jun NIFTYNXT50 was trading at 68378.75. The strike last trading price was 400, which was -205 lower than the previous day. The implied volatity was 20, the open interest changed by 1 which increased total open position to 26
On 10 Jun NIFTYNXT50 was trading at 69154.70. The strike last trading price was 662.5, which was -220.5 lower than the previous day. The implied volatity was 19.84, the open interest changed by 5 which increased total open position to 31
On 9 Jun NIFTYNXT50 was trading at 69945.85. The strike last trading price was 883.1, which was 215.1 higher than the previous day. The implied volatity was 18.89, the open interest changed by 4 which increased total open position to 25
On 8 Jun NIFTYNXT50 was trading at 68975.40. The strike last trading price was 610, which was -476 lower than the previous day. The implied volatity was 19.78, the open interest changed by 3 which increased total open position to 22
On 5 Jun NIFTYNXT50 was trading at 70191.95. The strike last trading price was 1054.55, which was -62.45 lower than the previous day. The implied volatity was 17.66, the open interest changed by 2 which increased total open position to 18
On 4 Jun NIFTYNXT50 was trading at 70010.95. The strike last trading price was 1084.65, which was 51.65 higher than the previous day. The implied volatity was 18.82, the open interest changed by 0 which decreased total open position to 16
On 3 Jun NIFTYNXT50 was trading at 69856.40. The strike last trading price was 1033, which was -7 lower than the previous day. The implied volatity was 18.51, the open interest changed by 8 which increased total open position to 15
On 2 Jun NIFTYNXT50 was trading at 70115.80. The strike last trading price was 1040, which was -120 lower than the previous day. The implied volatity was 19.22, the open interest changed by 6 which increased total open position to 7
On 1 Jun NIFTYNXT50 was trading at 69921.85. The strike last trading price was 1160.05, which was 834.05 higher than the previous day. The implied volatity was 18.98, the open interest changed by 2 which increased total open position to 2
On 29 May NIFTYNXT50 was trading at 71073.65. 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 May NIFTYNXT50 was trading at 71957.20. 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
| NIFTYNXT50 30-Jun-2026 (7d) 71000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.34
Theta: -51.1
Gamma: 0.0001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 73073.20 | 450 | -4.3 (-0.95%) | 28.52 | 2 | 0 | 4 |
| 19 Jun | 72356.65 | 454.3 | 454.3 | - | 5 | 0 | 4 |
| 18 Jun | 72595.95 | 454.3 | 454.3 (-23.71%) | 18.09 | 5 | 0 | 4 |
| 17 Jun | 72258.50 | 450.9 | -140.1 (-23.71%) | 18.09 | 5 | -1 | 4 |
| 16 Jun | 71798.65 | 586 | -196 (-25.06%) | 17.56 | 4 | 0 | 4 |
| 15 Jun | 71685.25 | 770 | -380 (-33.04%) | 19.76 | 4 | 3 | 4 |
| 12 Jun | 70007.20 | 1150 | 1150 | - | 1 | 0 | 1 |
| 11 Jun | 68378.75 | 1150 | 1150 | - | 1 | 0 | 1 |
| 10 Jun | 69154.70 | 1150 | 1150 | - | 1 | 0 | 1 |
| 9 Jun | 69945.85 | 1150 | 1150 | - | 1 | 0 | 1 |
| 8 Jun | 68975.40 | 1150 | 1150 | - | 1 | 0 | 1 |
| 5 Jun | 70191.95 | 1150 | 1150 | - | 1 | 0 | 1 |
| 4 Jun | 70010.95 | 1150 | 1150 | - | 1 | 0 | 1 |
| 3 Jun | 69856.40 | 1150 | 1150 | - | 1 | 0 | 1 |
| 2 Jun | 70115.80 | 1150 | 1150 (0.00%) | - | 1 | 0 | 1 |
| 1 Jun | 69921.85 | 1150 | 0 (0.00%) | 15.64 | 1 | 0 | 1 |
| 29 May | 71073.65 | 1150 | 200 (21.05%) | 15.64 | 1 | 0 | 1 |
| 27 May | 71957.20 | 950 | -8754.4 (-90.21%) | 17.98 | 1 | 1 | 1 |
For Nifty Next 50 - strike price 71000 expiring on 30JUN2026
Delta for 71000 PE is -0.24
Historical price for 71000 PE is as follows
On 22 Jun NIFTYNXT50 was trading at 73073.20. The strike last trading price was 450, which was -4.3 lower than the previous day. The implied volatity was 28.52, the open interest changed by 0 which decreased total open position to 4
On 19 Jun NIFTYNXT50 was trading at 72356.65. The strike last trading price was 454.3, which was 454.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Jun NIFTYNXT50 was trading at 72595.95. The strike last trading price was 454.3, which was 454.3 higher than the previous day. The implied volatity was 18.09, the open interest changed by 0 which decreased total open position to 4
On 17 Jun NIFTYNXT50 was trading at 72258.50. The strike last trading price was 450.9, which was -140.1 lower than the previous day. The implied volatity was 18.09, the open interest changed by -1 which decreased total open position to 4
On 16 Jun NIFTYNXT50 was trading at 71798.65. The strike last trading price was 586, which was -196 lower than the previous day. The implied volatity was 17.56, the open interest changed by 0 which decreased total open position to 4
On 15 Jun NIFTYNXT50 was trading at 71685.25. The strike last trading price was 770, which was -380 lower than the previous day. The implied volatity was 19.76, the open interest changed by 3 which increased total open position to 4
On 12 Jun NIFTYNXT50 was trading at 70007.20. The strike last trading price was 1150, which was 1150 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Jun NIFTYNXT50 was trading at 68378.75. The strike last trading price was 1150, which was 1150 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Jun NIFTYNXT50 was trading at 69154.70. The strike last trading price was 1150, which was 1150 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jun NIFTYNXT50 was trading at 69945.85. The strike last trading price was 1150, which was 1150 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun NIFTYNXT50 was trading at 68975.40. The strike last trading price was 1150, which was 1150 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun NIFTYNXT50 was trading at 70191.95. The strike last trading price was 1150, which was 1150 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun NIFTYNXT50 was trading at 70010.95. The strike last trading price was 1150, which was 1150 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun NIFTYNXT50 was trading at 69856.40. The strike last trading price was 1150, which was 1150 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun NIFTYNXT50 was trading at 70115.80. The strike last trading price was 1150, which was 1150 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jun NIFTYNXT50 was trading at 69921.85. The strike last trading price was 1150, which was 0 lower than the previous day. The implied volatity was 15.64, the open interest changed by 0 which decreased total open position to 1
On 29 May NIFTYNXT50 was trading at 71073.65. The strike last trading price was 1150, which was 200 higher than the previous day. The implied volatity was 15.64, the open interest changed by 0 which decreased total open position to 1
On 27 May NIFTYNXT50 was trading at 71957.20. The strike last trading price was 950, which was -8754.4 lower than the previous day. The implied volatity was 17.98, the open interest changed by 1 which increased total open position to 1
