NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
NIFTYNXT50 27DEC2024 63000 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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 | |||
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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 | |||||||
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Delta: -0.01
Vega: 3.59
Theta: -7.30
Gamma: 0.00
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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