Historical option data for NIFTYNXT50
01 Jun 2026 04:10 PM IST
| NIFTYNXT50 30-Jun-2026 (28d) 71500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 69921.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 71073.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 71957.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 71500 expiring on 30JUN2026
Delta for 71500 CE is -
Historical price for 71500 CE is as follows
On 1 Jun NIFTYNXT50 was trading at 69921.85. 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 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 (28d) 71500 PE | |||||||
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Delta: -0.46
Vega: 0.84
Theta: -12.41
Gamma: 0.00013
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 69921.85 | 1100 | 0 (0.00%) | 14.47 | 11 | 0 | 3 |
| 29 May | 71073.65 | 1100 | 15 (1.38%) | 14.47 | 11 | -1 | 3 |
| 27 May | 71957.20 | 1085 | -9069.95 (-89.32%) | 17.28 | 4 | 0 | 0 |
For Nifty Next 50 - strike price 71500 expiring on 30JUN2026
Delta for 71500 PE is -0.46
Historical price for 71500 PE is as follows
On 1 Jun NIFTYNXT50 was trading at 69921.85. The strike last trading price was 1100, which was 0 lower than the previous day. The implied volatity was 14.47, the open interest changed by 0 which decreased total open position to 3
On 29 May NIFTYNXT50 was trading at 71073.65. The strike last trading price was 1100, which was 15 higher than the previous day. The implied volatity was 14.47, the open interest changed by -1 which decreased total open position to 3
On 27 May NIFTYNXT50 was trading at 71957.20. The strike last trading price was 1085, which was -9069.95 lower than the previous day. The implied volatity was 17.28, the open interest changed by 0 which decreased total open position to 0
