NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
24 Apr 2026 01:33 PM IST
| NIFTYNXT50 28-Apr-2026 (4d) 71000 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.16
Theta: -32.49
Gamma: 0.00016
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 69379.70 | 79.7 | -225.90000000000003 | 17.18 | 276 | 98 | 157 | |||||||||
| 23 Apr | 70410.35 | 301 | -548.15 | 15.58 | 154 | -1 | 62 | |||||||||
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| 22 Apr | 71346.20 | 770.05 | 164.64999999999998 | 15.1 | 188 | -21 | 64 | |||||||||
| 21 Apr | 70824.45 | 614.6 | 71.85000000000002 | 16.28 | 84 | 4 | 84 | |||||||||
| 20 Apr | 70341.00 | 415 | -135.64999999999998 | 16.92 | 111 | 65 | 81 | |||||||||
| 17 Apr | 70273.80 | 541 | -829.95 | 16.61 | 18 | 15 | 15 | |||||||||
| 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 71000 expiring on 28APR2026
Delta for 71000 CE is 0.12
Historical price for 71000 CE is as follows
On 24 Apr NIFTYNXT50 was trading at 69379.70. The strike last trading price was 79.7, which was -225.90000000000003 lower than the previous day. The implied volatity was 17.18, the open interest changed by 98 which increased total open position to 157
On 23 Apr NIFTYNXT50 was trading at 70410.35. The strike last trading price was 301, which was -548.15 lower than the previous day. The implied volatity was 15.58, the open interest changed by -1 which decreased total open position to 62
On 22 Apr NIFTYNXT50 was trading at 71346.20. The strike last trading price was 770.05, which was 164.64999999999998 higher than the previous day. The implied volatity was 15.1, the open interest changed by -21 which decreased total open position to 64
On 21 Apr NIFTYNXT50 was trading at 70824.45. The strike last trading price was 614.6, which was 71.85000000000002 higher than the previous day. The implied volatity was 16.28, the open interest changed by 4 which increased total open position to 84
On 20 Apr NIFTYNXT50 was trading at 70341.00. The strike last trading price was 415, which was -135.64999999999998 lower than the previous day. The implied volatity was 16.92, the open interest changed by 65 which increased total open position to 81
On 17 Apr NIFTYNXT50 was trading at 70273.80. The strike last trading price was 541, which was -829.95 lower than the previous day. The implied volatity was 16.61, the open interest changed by 15 which increased total open position to 15
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) 71000 PE | |||||||
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Delta: -0.83
Vega: 0.2
Theta: -40.96
Gamma: 0.00015
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 69379.70 | 1812.95 | 847.75 | 22.34 | 35 | -14 | 20 |
| 23 Apr | 70410.35 | 954.45 | 499.70000000000005 | 18.86 | 61 | -34 | 37 |
| 22 Apr | 71346.20 | 480 | -300.95000000000005 | 17.37 | 192 | 47 | 72 |
| 21 Apr | 70824.45 | 770 | -3817.1000000000004 | 18.23 | 34 | 24 | 24 |
| 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 | 0.66 | 0 | 0 | 0 |
| 26 Feb | 70628.50 | 0 | 0 | 0.48 | 0 | 0 | 0 |
For Nifty Next 50 - strike price 71000 expiring on 28APR2026
Delta for 71000 PE is -0.83
Historical price for 71000 PE is as follows
On 24 Apr NIFTYNXT50 was trading at 69379.70. The strike last trading price was 1812.95, which was 847.75 higher than the previous day. The implied volatity was 22.34, the open interest changed by -14 which decreased total open position to 20
On 23 Apr NIFTYNXT50 was trading at 70410.35. The strike last trading price was 954.45, which was 499.70000000000005 higher than the previous day. The implied volatity was 18.86, the open interest changed by -34 which decreased total open position to 37
On 22 Apr NIFTYNXT50 was trading at 71346.20. The strike last trading price was 480, which was -300.95000000000005 lower than the previous day. The implied volatity was 17.37, the open interest changed by 47 which increased total open position to 72
On 21 Apr NIFTYNXT50 was trading at 70824.45. The strike last trading price was 770, which was -3817.1000000000004 lower than the previous day. The implied volatity was 18.23, the open interest changed by 24 which increased total open position to 24
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 0.66, 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 0.48, the open interest changed by 0 which decreased total open position to 0
