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[--[65.84.65.76]--]
NIFTYNXT50
Nifty Next 50

68702.65 -1923.05 (-2.72%)

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Historical option data for NIFTYNXT50

20 Dec 2024 04:10 PM IST
NIFTYNXT50 27DEC2024 63000 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 68702.65 15979.2 0.00 - 0 0 0
18 Dec 71250.00 15979.2 0.00 - 0 0 0
17 Dec 72188.00 15979.2 0.00 - 0 0 0
16 Dec 73155.60 15979.2 0.00 - 0 0 0
13 Dec 72965.95 15979.2 0.00 - 0 0 0
12 Dec 73082.60 15979.2 0.00 - 0 0 0
11 Dec 73292.15 15979.2 0.00 - 0 0 0
10 Dec 73096.45 15979.2 0.00 - 0 0 0
9 Dec 72708.10 15979.2 0.00 - 0 0 0
6 Dec 73040.40 15979.2 0.00 - 0 0 0
5 Dec 72487.05 15979.2 - 0 0 0


For Nifty Next 50 - strike price 63000 expiring on 27DEC2024

Delta for 63000 CE is -

Historical price for 63000 CE is as follows

On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 15979.2, 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 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 15979.2, 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 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 15979.2, 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 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 15979.2, 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 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 15979.2, 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 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 15979.2, 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 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 15979.2, 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 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 15979.2, 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 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 15979.2, 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 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 15979.2, 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 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 15979.2, 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 27DEC2024 63000 PE
Delta: -0.01
Vega: 3.59
Theta: -7.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 68702.65 15.1 10.00 29.55 1,014 411 722
18 Dec 71250.00 5.1 -9.05 31.08 322 -167 319
17 Dec 72188.00 14.15 6.35 35.93 592 245 494
16 Dec 73155.60 7.8 -1.90 34.79 92 32 257
13 Dec 72965.95 9.7 -0.40 31.38 26 4 229
12 Dec 73082.60 10.1 -1.90 30.79 163 -4 230
11 Dec 73292.15 12 -6.90 30.94 283 82 234
10 Dec 73096.45 18.9 -11.15 31.42 966 -167 151
9 Dec 72708.10 30.05 9.15 31.73 369 312 318
6 Dec 73040.40 20.9 -0.60 28.64 5 0 3
5 Dec 72487.05 21.5 27.05 3 1 1


For Nifty Next 50 - strike price 63000 expiring on 27DEC2024

Delta for 63000 PE is -0.01

Historical price for 63000 PE is as follows

On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 15.1, which was 10.00 higher than the previous day. The implied volatity was 29.55, the open interest changed by 411 which increased total open position to 722


On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 5.1, which was -9.05 lower than the previous day. The implied volatity was 31.08, the open interest changed by -167 which decreased total open position to 319


On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 14.15, which was 6.35 higher than the previous day. The implied volatity was 35.93, the open interest changed by 245 which increased total open position to 494


On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 7.8, which was -1.90 lower than the previous day. The implied volatity was 34.79, the open interest changed by 32 which increased total open position to 257


On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 9.7, which was -0.40 lower than the previous day. The implied volatity was 31.38, the open interest changed by 4 which increased total open position to 229


On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 10.1, which was -1.90 lower than the previous day. The implied volatity was 30.79, the open interest changed by -4 which decreased total open position to 230


On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 12, which was -6.90 lower than the previous day. The implied volatity was 30.94, the open interest changed by 82 which increased total open position to 234


On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 18.9, which was -11.15 lower than the previous day. The implied volatity was 31.42, the open interest changed by -167 which decreased total open position to 151


On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 30.05, which was 9.15 higher than the previous day. The implied volatity was 31.73, the open interest changed by 312 which increased total open position to 318


On 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 20.9, which was -0.60 lower than the previous day. The implied volatity was 28.64, the open interest changed by 0 which decreased total open position to 3


On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 21.5, which was lower than the previous day. The implied volatity was 27.05, the open interest changed by 1 which increased total open position to 1