NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
24 Apr 2026 05:10 PM IST
| NIFTYNXT50 28-Apr-2026 (4d) 71100 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.2
Theta: -38.07
Gamma: 0.00022
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 69883.95 | 113 | -191.89999999999998 | 15.5 | 1 | 0 | 10 | |||||||||
| 23 Apr | 70410.35 | 304.9 | -516.5 | 16.63 | 2 | 1 | 9 | |||||||||
| 22 Apr | 71346.20 | 821.4 | -520.4 | 18.14 | 63 | 9 | 9 | |||||||||
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| 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 | 0 | 0 | |||||||||
| 26 Feb | 70628.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 71100 expiring on 28APR2026
Delta for 71100 CE is 0.18
Historical price for 71100 CE is as follows
On 24 Apr NIFTYNXT50 was trading at 69883.95. The strike last trading price was 113, which was -191.89999999999998 lower than the previous day. The implied volatity was 15.5, the open interest changed by 0 which decreased total open position to 10
On 23 Apr NIFTYNXT50 was trading at 70410.35. The strike last trading price was 304.9, which was -516.5 lower than the previous day. The implied volatity was 16.63, the open interest changed by 1 which increased total open position to 9
On 22 Apr NIFTYNXT50 was trading at 71346.20. The strike last trading price was 821.4, which was -520.4 lower than the previous day. The implied volatity was 18.14, the open interest changed by 9 which increased total open position to 9
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 -, 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) 71100 PE | |||||||
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Delta: -0.86
Vega: 0.17
Theta: -32.8
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 69883.95 | 1872.9 | 844.6000000000001 | 21.08 | 8 | -6 | 10 |
| 23 Apr | 70410.35 | 1008.7 | 537.6500000000001 | 18.54 | 34 | -16 | 16 |
| 22 Apr | 71346.20 | 471.05 | -4185.349999999999 | 16.09 | 135 | 33 | 33 |
| 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 | 0.58 | 0 | 0 | 0 |
| 26 Feb | 70628.50 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Next 50 - strike price 71100 expiring on 28APR2026
Delta for 71100 PE is -0.86
Historical price for 71100 PE is as follows
On 24 Apr NIFTYNXT50 was trading at 69883.95. The strike last trading price was 1872.9, which was 844.6000000000001 higher than the previous day. The implied volatity was 21.08, the open interest changed by -6 which decreased total open position to 10
On 23 Apr NIFTYNXT50 was trading at 70410.35. The strike last trading price was 1008.7, which was 537.6500000000001 higher than the previous day. The implied volatity was 18.54, the open interest changed by -16 which decreased total open position to 16
On 22 Apr NIFTYNXT50 was trading at 71346.20. The strike last trading price was 471.05, which was -4185.349999999999 lower than the previous day. The implied volatity was 16.09, the open interest changed by 33 which increased total open position to 33
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 0.58, 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
