NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
17 Jan 2025 04:10 PM IST
| NIFTYNXT50 30JAN2025 64000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 43.45
Theta: -49.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 65053.60 | 1852.5 | 377.50 | 22.54 | 78 | 56 | 127 | |||
| 16 Jan | 64564.50 | 1475 | 275.00 | 19.37 | 86 | 11 | 71 | |||
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| 15 Jan | 63639.55 | 1200 | 150.05 | 23.70 | 217 | 17 | 63 | |||
| 14 Jan | 63084.10 | 1049.95 | 449.95 | 23.69 | 73 | 1 | 46 | |||
| 13 Jan | 61481.55 | 600 | -1337.25 | 26.92 | 100 | 38 | 45 | |||
| 10 Jan | 64257.10 | 1937.25 | -5789.25 | 27.34 | 19 | 5 | 5 | |||
| 9 Jan | 65557.20 | 7726.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 66402.60 | 7726.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 66938.90 | 7726.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 66996.80 | 7726.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 69192.45 | 7726.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 69103.60 | 7726.5 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 64000 expiring on 30JAN2025
Delta for 64000 CE is 0.69
Historical price for 64000 CE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 1852.5, which was 377.50 higher than the previous day. The implied volatity was 22.54, the open interest changed by 56 which increased total open position to 127
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 1475, which was 275.00 higher than the previous day. The implied volatity was 19.37, the open interest changed by 11 which increased total open position to 71
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 1200, which was 150.05 higher than the previous day. The implied volatity was 23.70, the open interest changed by 17 which increased total open position to 63
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 1049.95, which was 449.95 higher than the previous day. The implied volatity was 23.69, the open interest changed by 1 which increased total open position to 46
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 600, which was -1337.25 lower than the previous day. The implied volatity was 26.92, the open interest changed by 38 which increased total open position to 45
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 1937.25, which was -5789.25 lower than the previous day. The implied volatity was 27.34, the open interest changed by 5 which increased total open position to 5
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 7726.5, 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 7726.5, 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 7726.5, 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 7726.5, 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 7726.5, 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 7726.5, 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 64000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 65053.60 | 1430 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 64564.50 | 1430 | 0.00 | 0.00 | 0 | 1 | 0 |
| 15 Jan | 63639.55 | 1430 | 830.00 | 27.38 | 5 | 1 | 2 |
| 14 Jan | 63084.10 | 600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 61481.55 | 600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 64257.10 | 600 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Jan | 65557.20 | 600 | -196.20 | 21.74 | 1 | 0 | 0 |
| 8 Jan | 66402.60 | 796.2 | 0.00 | 3.80 | 0 | 0 | 0 |
| 7 Jan | 66938.90 | 796.2 | 0.00 | 4.57 | 0 | 0 | 0 |
| 6 Jan | 66996.80 | 796.2 | 0.00 | 4.36 | 0 | 0 | 0 |
| 3 Jan | 69192.45 | 796.2 | 0.00 | 6.63 | 0 | 0 | 0 |
| 2 Jan | 69103.60 | 796.2 | 6.36 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 64000 expiring on 30JAN2025
Delta for 64000 PE is 0.00
Historical price for 64000 PE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 1430, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 1430, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 1430, which was 830.00 higher than the previous day. The implied volatity was 27.38, the open interest changed by 1 which increased total open position to 2
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 600, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 600, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 600, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 600, which was -196.20 lower than the previous day. The implied volatity was 21.74, 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 796.2, which was 0.00 lower than the previous day. The implied volatity was 3.80, 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 796.2, which was 0.00 lower than the previous day. The implied volatity was 4.57, 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 796.2, which was 0.00 lower than the previous day. The implied volatity was 4.36, 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 796.2, which was 0.00 lower than the previous day. The implied volatity was 6.63, 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 796.2, which was lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
