NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
24 Apr 2026 01:37 PM IST
| NIFTYNXT50 28-Apr-2026 (4d) 71300 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.33
Theta: -49.99
Gamma: 0.00029
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 69368.25 | 345 | 0 | 15.25 | 0 | 0 | 23 | |||||||||
| 23 Apr | 70410.35 | 345 | -123.75 | 15.25 | 14 | 12 | 24 | |||||||||
| 22 Apr | 71346.20 | 460 | -8.75 | 15.7 | 0 | 0 | 12 | |||||||||
| 21 Apr | 70824.45 | 460 | -824.9000000000001 | 15.7 | 13 | 11 | 11 | |||||||||
| 20 Apr | 70341.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Apr | 70273.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 71300 expiring on 28APR2026
Delta for 71300 CE is 0.38
Historical price for 71300 CE is as follows
On 24 Apr NIFTYNXT50 was trading at 69368.25. The strike last trading price was 345, which was 0 lower than the previous day. The implied volatity was 15.25, the open interest changed by 0 which decreased total open position to 23
On 23 Apr NIFTYNXT50 was trading at 70410.35. The strike last trading price was 345, which was -123.75 lower than the previous day. The implied volatity was 15.25, the open interest changed by 12 which increased total open position to 24
On 22 Apr NIFTYNXT50 was trading at 71346.20. The strike last trading price was 460, which was -8.75 lower than the previous day. The implied volatity was 15.7, the open interest changed by 0 which decreased total open position to 12
On 21 Apr NIFTYNXT50 was trading at 70824.45. The strike last trading price was 460, which was -824.9000000000001 lower than the previous day. The implied volatity was 15.7, the open interest changed by 11 which increased total open position to 11
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
| NIFTYNXT50 28-Apr-2026 (4d) 71300 PE | |||||||
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Delta: -0.71
Vega: 0.29
Theta: -39.56
Gamma: 0.00023
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 69368.25 | 1096.5 | 1096.5 | 17.15 | 0 | 0 | 12 |
| 23 Apr | 70410.35 | 1096.5 | -3700 | 17.15 | 96 | 12 | 12 |
| 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 |
For Nifty Next 50 - strike price 71300 expiring on 28APR2026
Delta for 71300 PE is -0.71
Historical price for 71300 PE is as follows
On 24 Apr NIFTYNXT50 was trading at 69368.25. The strike last trading price was 1096.5, which was 1096.5 higher than the previous day. The implied volatity was 17.15, the open interest changed by 0 which decreased total open position to 12
On 23 Apr NIFTYNXT50 was trading at 70410.35. The strike last trading price was 1096.5, which was -3700 lower than the previous day. The implied volatity was 17.15, the open interest changed by 12 which increased total open position to 12
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
