NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 64000 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 | 15023.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 70625.70 | 15023.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 71250.00 | 15023.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 72188.00 | 15023.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 73155.60 | 15023.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 72965.95 | 15023.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 73082.60 | 15023.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 73292.15 | 15023.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 73096.45 | 15023.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 72708.10 | 15023.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 73040.40 | 15023.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Dec | 72487.05 | 15023.15 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 64000 expiring on 27DEC2024
Delta for 64000 CE is -
Historical price for 64000 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 15023.15, 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 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 15023.15, 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 15023.15, 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 15023.15, 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 15023.15, 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 15023.15, 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 15023.15, 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 15023.15, 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 15023.15, 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 15023.15, 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 15023.15, 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 15023.15, 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 64000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 4.13
Theta: -6.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 68702.65 | 15 | 1.00 | 24.55 | 45 | 10 | 41 |
| 19 Dec | 70625.70 | 14 | -1.20 | 30.60 | 10 | 0 | 31 |
| 18 Dec | 71250.00 | 15.2 | -2.75 | 31.35 | 22 | 5 | 45 |
| 17 Dec | 72188.00 | 17.95 | 2.95 | 33.33 | 67 | -16 | 40 |
| 16 Dec | 73155.60 | 15 | -5.00 | 34.18 | 10 | -3 | 55 |
| 13 Dec | 72965.95 | 20 | 0.00 | 31.21 | 23 | 20 | 55 |
| 12 Dec | 73082.60 | 20 | 0.00 | 30.58 | 5 | 2 | 32 |
| 11 Dec | 73292.15 | 20 | -62.35 | 30.10 | 30 | 0 | 0 |
| 10 Dec | 73096.45 | 82.35 | 0.00 | 13.38 | 0 | 0 | 0 |
| 9 Dec | 72708.10 | 82.35 | 0.00 | 12.77 | 0 | 0 | 0 |
| 6 Dec | 73040.40 | 82.35 | 0.00 | 12.37 | 0 | 0 | 0 |
| 5 Dec | 72487.05 | 82.35 | 11.65 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 64000 expiring on 27DEC2024
Delta for 64000 PE is -0.02
Historical price for 64000 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 15, which was 1.00 higher than the previous day. The implied volatity was 24.55, the open interest changed by 10 which increased total open position to 41
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 14, which was -1.20 lower than the previous day. The implied volatity was 30.60, the open interest changed by 0 which decreased total open position to 31
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 15.2, which was -2.75 lower than the previous day. The implied volatity was 31.35, the open interest changed by 5 which increased total open position to 45
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 17.95, which was 2.95 higher than the previous day. The implied volatity was 33.33, the open interest changed by -16 which decreased total open position to 40
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 15, which was -5.00 lower than the previous day. The implied volatity was 34.18, the open interest changed by -3 which decreased total open position to 55
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 31.21, the open interest changed by 20 which increased total open position to 55
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 30.58, the open interest changed by 2 which increased total open position to 32
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 20, which was -62.35 lower than the previous day. The implied volatity was 30.10, 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 82.35, which was 0.00 lower than the previous day. The implied volatity was 13.38, 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 82.35, which was 0.00 lower than the previous day. The implied volatity was 12.77, 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 82.35, which was 0.00 lower than the previous day. The implied volatity was 12.37, 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 82.35, which was lower than the previous day. The implied volatity was 11.65, the open interest changed by 0 which decreased total open position to 0
