Historical option data for NIFTYNXT50
12 Jun 2026 04:10 PM IST
| NIFTYNXT50 30-Jun-2026 (16d) 70000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.62
Theta: -38.2
Gamma: 0.00013
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 70007.20 | 1348.55 | 623.55 (86.01%) | 19.99 | 98 | 8 | 69 | |||||||||
| 11 Jun | 68378.75 | 756 | -187 (-19.83%) | 20.65 | 98 | 11 | 60 | |||||||||
| 10 Jun | 69154.70 | 1042.25 | -399.75 (-27.72%) | 20.16 | 75 | 13 | 49 | |||||||||
| 9 Jun | 69945.85 | 1423.55 | 349.55 (32.55%) | 19.46 | 26 | 7 | 36 | |||||||||
| 8 Jun | 68975.40 | 954.6 | -694.4 (-42.11%) | 20.74 | 112 | 15 | 27 | |||||||||
| 5 Jun | 70191.95 | 1649.45 | 149.45 (9.96%) | 19.19 | 16 | 8 | 12 | |||||||||
| 4 Jun | 70010.95 | 1499.85 | -0.15 (-0.01%) | 19.69 | 1 | 0 | 4 | |||||||||
| 3 Jun | 69856.40 | 1499.85 | -100.15 (-6.26%) | 19.69 | 1 | 1 | 4 | |||||||||
| 2 Jun | 70115.80 | 1599.95 | 1177.95 (279.14%) | 17.62 | 3 | 2 | 2 | |||||||||
| 1 Jun | 69921.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 70000 expiring on 30JUN2026
Delta for 70000 CE is 0.53
Historical price for 70000 CE is as follows
On 12 Jun NIFTYNXT50 was trading at 70007.20. The strike last trading price was 1348.55, which was 623.55 higher than the previous day. The implied volatity was 19.99, the open interest changed by 8 which increased total open position to 69
On 11 Jun NIFTYNXT50 was trading at 68378.75. The strike last trading price was 756, which was -187 lower than the previous day. The implied volatity was 20.65, the open interest changed by 11 which increased total open position to 60
On 10 Jun NIFTYNXT50 was trading at 69154.70. The strike last trading price was 1042.25, which was -399.75 lower than the previous day. The implied volatity was 20.16, the open interest changed by 13 which increased total open position to 49
On 9 Jun NIFTYNXT50 was trading at 69945.85. The strike last trading price was 1423.55, which was 349.55 higher than the previous day. The implied volatity was 19.46, the open interest changed by 7 which increased total open position to 36
On 8 Jun NIFTYNXT50 was trading at 68975.40. The strike last trading price was 954.6, which was -694.4 lower than the previous day. The implied volatity was 20.74, the open interest changed by 15 which increased total open position to 27
On 5 Jun NIFTYNXT50 was trading at 70191.95. The strike last trading price was 1649.45, which was 149.45 higher than the previous day. The implied volatity was 19.19, the open interest changed by 8 which increased total open position to 12
On 4 Jun NIFTYNXT50 was trading at 70010.95. The strike last trading price was 1499.85, which was -0.15 lower than the previous day. The implied volatity was 19.69, the open interest changed by 0 which decreased total open position to 4
On 3 Jun NIFTYNXT50 was trading at 69856.40. The strike last trading price was 1499.85, which was -100.15 lower than the previous day. The implied volatity was 19.69, the open interest changed by 1 which increased total open position to 4
On 2 Jun NIFTYNXT50 was trading at 70115.80. The strike last trading price was 1599.95, which was 1177.95 higher than the previous day. The implied volatity was 17.62, the open interest changed by 2 which increased total open position to 2
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
| NIFTYNXT50 30-Jun-2026 (16d) 70000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.62
Theta: -23.26
Gamma: 0.00015
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 70007.20 | 979.65 | -930.35 (-48.71%) | 17.42 | 12 | 2 | 41 |
| 11 Jun | 68378.75 | 1910 | 333.5 (21.15%) | 15.66 | 6 | 0 | 39 |
| 10 Jun | 69154.70 | 1518.45 | 450.2 (42.14%) | 18.29 | 64 | 7 | 37 |
| 9 Jun | 69945.85 | 1038.05 | -613.55 (-37.15%) | 16.9 | 84 | 13 | 32 |
| 8 Jun | 68975.40 | 1850 | 757.55 (69.34%) | 18.64 | 80 | 7 | 19 |
| 5 Jun | 70191.95 | 1092.45 | -27.45 (-2.45%) | 17.4 | 27 | 4 | 12 |
| 4 Jun | 70010.95 | 1123.15 | -109.85 (-8.91%) | 16.71 | 14 | -4 | 7 |
| 3 Jun | 69856.40 | 1233 | 116.4 (10.42%) | 17.26 | 2 | 1 | 11 |
| 2 Jun | 70115.80 | 1051.1 | 52.1 (5.22%) | 16.19 | 9 | 7 | 8 |
| 1 Jun | 69921.85 | 999 | -7819.55 (-88.67%) | 14.11 | 1 | 1 | 1 |
For Nifty Next 50 - strike price 70000 expiring on 30JUN2026
Delta for 70000 PE is -0.46
Historical price for 70000 PE is as follows
On 12 Jun NIFTYNXT50 was trading at 70007.20. The strike last trading price was 979.65, which was -930.35 lower than the previous day. The implied volatity was 17.42, the open interest changed by 2 which increased total open position to 41
On 11 Jun NIFTYNXT50 was trading at 68378.75. The strike last trading price was 1910, which was 333.5 higher than the previous day. The implied volatity was 15.66, the open interest changed by 0 which decreased total open position to 39
On 10 Jun NIFTYNXT50 was trading at 69154.70. The strike last trading price was 1518.45, which was 450.2 higher than the previous day. The implied volatity was 18.29, the open interest changed by 7 which increased total open position to 37
On 9 Jun NIFTYNXT50 was trading at 69945.85. The strike last trading price was 1038.05, which was -613.55 lower than the previous day. The implied volatity was 16.9, the open interest changed by 13 which increased total open position to 32
On 8 Jun NIFTYNXT50 was trading at 68975.40. The strike last trading price was 1850, which was 757.55 higher than the previous day. The implied volatity was 18.64, the open interest changed by 7 which increased total open position to 19
On 5 Jun NIFTYNXT50 was trading at 70191.95. The strike last trading price was 1092.45, which was -27.45 lower than the previous day. The implied volatity was 17.4, the open interest changed by 4 which increased total open position to 12
On 4 Jun NIFTYNXT50 was trading at 70010.95. The strike last trading price was 1123.15, which was -109.85 lower than the previous day. The implied volatity was 16.71, the open interest changed by -4 which decreased total open position to 7
On 3 Jun NIFTYNXT50 was trading at 69856.40. The strike last trading price was 1233, which was 116.4 higher than the previous day. The implied volatity was 17.26, the open interest changed by 1 which increased total open position to 11
On 2 Jun NIFTYNXT50 was trading at 70115.80. The strike last trading price was 1051.1, which was 52.1 higher than the previous day. The implied volatity was 16.19, the open interest changed by 7 which increased total open position to 8
On 1 Jun NIFTYNXT50 was trading at 69921.85. The strike last trading price was 999, which was -7819.55 lower than the previous day. The implied volatity was 14.11, the open interest changed by 1 which increased total open position to 1
