NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
17 Jan 2025 04:10 PM IST
| NIFTYNXT50 30JAN2025 57000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 17 Jan | 65053.60 | 13884.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 64564.50 | 13884.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 63639.55 | 13884.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 63084.10 | 13884.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 61481.55 | 13884.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Jan | 64257.10 | 13884.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 65557.20 | 13884.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 66402.60 | 13884.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 66938.90 | 13884.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 66996.80 | 13884.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 69192.45 | 13884.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 69103.60 | 13884.35 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 57000 expiring on 30JAN2025
Delta for 57000 CE is -
Historical price for 57000 CE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 13884.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 13884.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 13884.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 13884.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 13884.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 13884.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 13884.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 13884.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 13884.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 13884.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 13884.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 13884.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTYNXT50 30JAN2025 57000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 3.03
Theta: -3.43
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 65053.60 | 11.85 | -0.65 | 30.86 | 343 | -2 | 626 |
| 16 Jan | 64564.50 | 12.5 | -11.15 | 28.73 | 325 | -1 | 628 |
| 15 Jan | 63639.55 | 23.65 | -12.45 | 27.43 | 143 | 27 | 630 |
| 14 Jan | 63084.10 | 36.1 | -92.55 | 27.13 | 226 | -54 | 603 |
| 13 Jan | 61481.55 | 128.65 | 92.80 | 26.75 | 780 | 29 | 657 |
| 10 Jan | 64257.10 | 35.85 | 10.85 | 27.16 | 1,165 | 202 | 628 |
| 9 Jan | 65557.20 | 25 | -11.55 | 28.55 | 405 | 202 | 377 |
| 8 Jan | 66402.60 | 36.55 | -20.45 | 31.56 | 665 | 6 | 175 |
| 7 Jan | 66938.90 | 57 | -9.15 | 34.56 | 405 | 31 | 168 |
| 6 Jan | 66996.80 | 66.15 | 46.05 | 34.93 | 392 | -33 | 137 |
| 3 Jan | 69192.45 | 20.1 | -5.05 | 32.06 | 269 | 97 | 170 |
| 2 Jan | 69103.60 | 25.15 | 32.50 | 97 | 18 | 72 | |
For Nifty Next 50 - strike price 57000 expiring on 30JAN2025
Delta for 57000 PE is -0.01
Historical price for 57000 PE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 11.85, which was -0.65 lower than the previous day. The implied volatity was 30.86, the open interest changed by -2 which decreased total open position to 626
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 12.5, which was -11.15 lower than the previous day. The implied volatity was 28.73, the open interest changed by -1 which decreased total open position to 628
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 23.65, which was -12.45 lower than the previous day. The implied volatity was 27.43, the open interest changed by 27 which increased total open position to 630
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 36.1, which was -92.55 lower than the previous day. The implied volatity was 27.13, the open interest changed by -54 which decreased total open position to 603
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 128.65, which was 92.80 higher than the previous day. The implied volatity was 26.75, the open interest changed by 29 which increased total open position to 657
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 35.85, which was 10.85 higher than the previous day. The implied volatity was 27.16, the open interest changed by 202 which increased total open position to 628
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 25, which was -11.55 lower than the previous day. The implied volatity was 28.55, the open interest changed by 202 which increased total open position to 377
On 8 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 36.55, which was -20.45 lower than the previous day. The implied volatity was 31.56, the open interest changed by 6 which increased total open position to 175
On 7 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 57, which was -9.15 lower than the previous day. The implied volatity was 34.56, the open interest changed by 31 which increased total open position to 168
On 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 66.15, which was 46.05 higher than the previous day. The implied volatity was 34.93, the open interest changed by -33 which decreased total open position to 137
On 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 20.1, which was -5.05 lower than the previous day. The implied volatity was 32.06, the open interest changed by 97 which increased total open position to 170
On 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 25.15, which was lower than the previous day. The implied volatity was 32.50, the open interest changed by 18 which increased total open position to 72
