Historical option data for NIFTYNXT50
23 Jun 2026 01:29 PM IST
| NIFTYNXT50 30-Jun-2026 (7d) 71500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.29
Theta: -22.86
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 72061.80 | 1686 | 0 (0.00%) | 17.37 | 2 | 0 | 31 | |||||||||
| 22 Jun | 73073.20 | 1686 | 621 (58.31%) | 17.37 | 2 | 0 | 32 | |||||||||
| 19 Jun | 72356.65 | 1065 | -233 (-17.95%) | 11.52 | 4 | -1 | 33 | |||||||||
| 18 Jun | 72595.95 | 1297.6 | -0.4 (-0.03%) | 13.99 | 79 | 0 | 34 | |||||||||
| 17 Jun | 72258.50 | 1316.3 | 204.3 (18.37%) | 13.99 | 79 | 11 | 33 | |||||||||
| 16 Jun | 71798.65 | 1145.4 | -24.6 (-2.10%) | 16.04 | 116 | 6 | 23 | |||||||||
| 15 Jun | 71685.25 | 1170 | 478 (69.08%) | 15.98 | 3 | 1 | 17 | |||||||||
| 12 Jun | 70007.20 | 689.95 | 386.95 (127.71%) | 19.21 | 8 | 0 | 10 | |||||||||
| 11 Jun | 68378.75 | 302.85 | -131.15 (-30.22%) | 19.5 | 5 | 1 | 9 | |||||||||
| 10 Jun | 69154.70 | 459.95 | -160.05 (-25.81%) | 18.66 | 10 | -2 | 8 | |||||||||
| 9 Jun | 69945.85 | 619.95 | 56.95 (10.12%) | 18.66 | 1 | -1 | 10 | |||||||||
| 8 Jun | 68975.40 | 556.9 | -315.1 (-36.14%) | 20.28 | 13 | 0 | 4 | |||||||||
| 5 Jun | 70191.95 | 853.85 | -46.15 (-5.13%) | 17.62 | 8 | 0 | 3 | |||||||||
| 4 Jun | 70010.95 | 900.05 | 0.05 (0.01%) | 18.72 | 4 | 0 | 3 | |||||||||
| 3 Jun | 69856.40 | 860 | -40 (-4.44%) | 18.72 | 4 | 0 | 2 | |||||||||
| 2 Jun | 70115.80 | 899.95 | 613.95 (214.67%) | 17.35 | 2 | 1 | 1 | |||||||||
| 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 0.82
Historical price for 71500 CE is as follows
On 23 Jun NIFTYNXT50 was trading at 72061.80. The strike last trading price was 1686, which was 0 lower than the previous day. The implied volatity was 17.37, the open interest changed by 0 which decreased total open position to 31
On 22 Jun NIFTYNXT50 was trading at 73073.20. The strike last trading price was 1686, which was 621 higher than the previous day. The implied volatity was 17.37, the open interest changed by 0 which decreased total open position to 32
On 19 Jun NIFTYNXT50 was trading at 72356.65. The strike last trading price was 1065, which was -233 lower than the previous day. The implied volatity was 11.52, the open interest changed by -1 which decreased total open position to 33
On 18 Jun NIFTYNXT50 was trading at 72595.95. The strike last trading price was 1297.6, which was -0.4 lower than the previous day. The implied volatity was 13.99, the open interest changed by 0 which decreased total open position to 34
On 17 Jun NIFTYNXT50 was trading at 72258.50. The strike last trading price was 1316.3, which was 204.3 higher than the previous day. The implied volatity was 13.99, the open interest changed by 11 which increased total open position to 33
On 16 Jun NIFTYNXT50 was trading at 71798.65. The strike last trading price was 1145.4, which was -24.6 lower than the previous day. The implied volatity was 16.04, the open interest changed by 6 which increased total open position to 23
On 15 Jun NIFTYNXT50 was trading at 71685.25. The strike last trading price was 1170, which was 478 higher than the previous day. The implied volatity was 15.98, the open interest changed by 1 which increased total open position to 17
On 12 Jun NIFTYNXT50 was trading at 70007.20. The strike last trading price was 689.95, which was 386.95 higher than the previous day. The implied volatity was 19.21, the open interest changed by 0 which decreased total open position to 10
On 11 Jun NIFTYNXT50 was trading at 68378.75. The strike last trading price was 302.85, which was -131.15 lower than the previous day. The implied volatity was 19.5, the open interest changed by 1 which increased total open position to 9
On 10 Jun NIFTYNXT50 was trading at 69154.70. The strike last trading price was 459.95, which was -160.05 lower than the previous day. The implied volatity was 18.66, the open interest changed by -2 which decreased total open position to 8
On 9 Jun NIFTYNXT50 was trading at 69945.85. The strike last trading price was 619.95, which was 56.95 higher than the previous day. The implied volatity was 18.66, the open interest changed by -1 which decreased total open position to 10
On 8 Jun NIFTYNXT50 was trading at 68975.40. The strike last trading price was 556.9, which was -315.1 lower than the previous day. The implied volatity was 20.28, the open interest changed by 0 which decreased total open position to 4
On 5 Jun NIFTYNXT50 was trading at 70191.95. The strike last trading price was 853.85, which was -46.15 lower than the previous day. The implied volatity was 17.62, the open interest changed by 0 which decreased total open position to 3
On 4 Jun NIFTYNXT50 was trading at 70010.95. The strike last trading price was 900.05, which was 0.05 higher than the previous day. The implied volatity was 18.72, the open interest changed by 0 which decreased total open position to 3
On 3 Jun NIFTYNXT50 was trading at 69856.40. The strike last trading price was 860, which was -40 lower than the previous day. The implied volatity was 18.72, the open interest changed by 0 which decreased total open position to 2
On 2 Jun NIFTYNXT50 was trading at 70115.80. The strike last trading price was 899.95, which was 613.95 higher than the previous day. The implied volatity was 17.35, the open interest changed by 1 which increased total open position to 1
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 (7d) 71500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.29
Theta: -21.67
Gamma: 0.00014
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 72061.80 | 188.7 | 188.7 (-65.06%) | 16.72 | 28 | 0 | 39 |
| 22 Jun | 73073.20 | 188.05 | -350.15 (-65.06%) | 16.72 | 28 | 7 | 40 |
| 19 Jun | 72356.65 | 538.2 | 87.15 (19.32%) | 17.42 | 3 | 0 | 33 |
| 18 Jun | 72595.95 | 442.1 | -134.8 (-23.37%) | 16.81 | 19 | 9 | 33 |
| 17 Jun | 72258.50 | 584.95 | -218.1 (-27.16%) | 17.81 | 142 | 15 | 24 |
| 16 Jun | 71798.65 | 786.2 | -150.1 (-16.03%) | 17.36 | 114 | -2 | 11 |
| 15 Jun | 71685.25 | 997.8 | -102.2 (-9.29%) | 19.47 | 142 | 11 | 14 |
| 12 Jun | 70007.20 | 1100 | 1100 | - | 11 | 0 | 3 |
| 11 Jun | 68378.75 | 1100 | 1100 | - | 11 | 0 | 3 |
| 10 Jun | 69154.70 | 1100 | 1100 | - | 11 | 0 | 3 |
| 9 Jun | 69945.85 | 1100 | 1100 | - | 11 | 0 | 3 |
| 8 Jun | 68975.40 | 1100 | 1100 | - | 11 | 0 | 3 |
| 5 Jun | 70191.95 | 1100 | 1100 | - | 11 | 0 | 3 |
| 4 Jun | 70010.95 | 1100 | 1100 | - | 11 | 0 | 3 |
| 3 Jun | 69856.40 | 1100 | 1100 (0.00%) | - | 11 | 0 | 3 |
| 2 Jun | 70115.80 | 1100 | 0 (0.00%) | - | 11 | 0 | 3 |
| 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 -0.18
Historical price for 71500 PE is as follows
On 23 Jun NIFTYNXT50 was trading at 72061.80. The strike last trading price was 188.7, which was 188.7 higher than the previous day. The implied volatity was 16.72, the open interest changed by 0 which decreased total open position to 39
On 22 Jun NIFTYNXT50 was trading at 73073.20. The strike last trading price was 188.05, which was -350.15 lower than the previous day. The implied volatity was 16.72, the open interest changed by 7 which increased total open position to 40
On 19 Jun NIFTYNXT50 was trading at 72356.65. The strike last trading price was 538.2, which was 87.15 higher than the previous day. The implied volatity was 17.42, 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 442.1, which was -134.8 lower than the previous day. The implied volatity was 16.81, the open interest changed by 9 which increased total open position to 33
On 17 Jun NIFTYNXT50 was trading at 72258.50. The strike last trading price was 584.95, which was -218.1 lower than the previous day. The implied volatity was 17.81, the open interest changed by 15 which increased total open position to 24
On 16 Jun NIFTYNXT50 was trading at 71798.65. The strike last trading price was 786.2, which was -150.1 lower than the previous day. The implied volatity was 17.36, the open interest changed by -2 which decreased total open position to 11
On 15 Jun NIFTYNXT50 was trading at 71685.25. The strike last trading price was 997.8, which was -102.2 lower than the previous day. The implied volatity was 19.47, the open interest changed by 11 which increased total open position to 14
On 12 Jun NIFTYNXT50 was trading at 70007.20. The strike last trading price was 1100, which was 1100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Jun NIFTYNXT50 was trading at 68378.75. The strike last trading price was 1100, which was 1100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Jun NIFTYNXT50 was trading at 69154.70. The strike last trading price was 1100, which was 1100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Jun NIFTYNXT50 was trading at 69945.85. The strike last trading price was 1100, which was 1100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Jun NIFTYNXT50 was trading at 68975.40. The strike last trading price was 1100, which was 1100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun NIFTYNXT50 was trading at 70191.95. The strike last trading price was 1100, which was 1100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Jun NIFTYNXT50 was trading at 70010.95. The strike last trading price was 1100, which was 1100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Jun NIFTYNXT50 was trading at 69856.40. The strike last trading price was 1100, which was 1100 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jun NIFTYNXT50 was trading at 70115.80. The strike last trading price was 1100, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
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
