Historical option data for NIFTYNXT50
29 May 2026 04:10 PM IST
| NIFTYNXT50 30-Jun-2026 (31d) 72000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.84
Theta: -25.17
Gamma: 0.00012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 71073.65 | 1200 | -400 (-25.00%) | 16 | 11 | 1 | 11 | |||||||||
| 27 May | 71957.20 | 1600 | 1350 (540.00%) | 15.48 | 15 | 10 | 10 | |||||||||
For Nifty Next 50 - strike price 72000 expiring on 30JUN2026
Delta for 72000 CE is 0.47
Historical price for 72000 CE is as follows
On 29 May NIFTYNXT50 was trading at 71073.65. The strike last trading price was 1200, which was -400 lower than the previous day. The implied volatity was 16, the open interest changed by 1 which increased total open position to 11
On 27 May NIFTYNXT50 was trading at 71957.20. The strike last trading price was 1600, which was 1350 higher than the previous day. The implied volatity was 15.48, the open interest changed by 10 which increased total open position to 10
| NIFTYNXT50 30-Jun-2026 (31d) 72000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 71073.65 | 0 | 0 | - | 0 | 0 | 0 |
| 27 May | 71957.20 | 0 | 0 | - | 0 | 0 | 0 |
For Nifty Next 50 - strike price 72000 expiring on 30JUN2026
Delta for 72000 PE is -
Historical price for 72000 PE is as follows
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
