NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 57500 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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| 19 Nov | 67775.50 | 18807.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 67472.00 | 18807.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 67408.65 | 18807.75 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 57500 expiring on 29NOV2024
Delta for 57500 CE is -
Historical price for 57500 CE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 18807.75, 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 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 18807.75, 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 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 18807.75, 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 29NOV2024 57500 PE | |||||||
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Delta: -0.00
Vega: 1.36
Theta: -2.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Nov | 67775.50 | 5.6 | -15.40 | 38.47 | 45 | 16 | 100 |
| 18 Nov | 67472.00 | 21 | 0.55 | 42.22 | 66 | 30 | 82 |
| 14 Nov | 67408.65 | 20.45 | 36.13 | 52 | 44 | 44 | |
For Nifty Next 50 - strike price 57500 expiring on 29NOV2024
Delta for 57500 PE is -0.00
Historical price for 57500 PE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 5.6, which was -15.40 lower than the previous day. The implied volatity was 38.47, the open interest changed by 16 which increased total open position to 100
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 21, which was 0.55 higher than the previous day. The implied volatity was 42.22, the open interest changed by 30 which increased total open position to 82
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 20.45, which was lower than the previous day. The implied volatity was 36.13, the open interest changed by 44 which increased total open position to 44
