NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
17 Jan 2025 04:10 PM IST
| NIFTYNXT50 30JAN2025 65000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 48.55
Theta: -48.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 65053.60 | 1162 | 247.00 | 20.72 | 815 | 125 | 320 | |||
| 16 Jan | 64564.50 | 915 | 273.95 | 19.25 | 418 | 70 | 194 | |||
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| 15 Jan | 63639.55 | 641.05 | -20.05 | 20.90 | 116 | 16 | 125 | |||
| 14 Jan | 63084.10 | 661.1 | 236.15 | 23.35 | 41 | 15 | 109 | |||
| 13 Jan | 61481.55 | 424.95 | -1171.40 | 28.10 | 129 | 92 | 94 | |||
| 10 Jan | 64257.10 | 1596.35 | -5366.95 | 29.78 | 2 | 0 | 0 | |||
| 9 Jan | 65557.20 | 6963.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 66402.60 | 6963.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 66938.90 | 6963.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 66996.80 | 6963.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 69192.45 | 6963.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 69103.60 | 6963.3 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 65000 expiring on 30JAN2025
Delta for 65000 CE is 0.55
Historical price for 65000 CE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 1162, which was 247.00 higher than the previous day. The implied volatity was 20.72, the open interest changed by 125 which increased total open position to 320
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 915, which was 273.95 higher than the previous day. The implied volatity was 19.25, the open interest changed by 70 which increased total open position to 194
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 641.05, which was -20.05 lower than the previous day. The implied volatity was 20.90, the open interest changed by 16 which increased total open position to 125
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 661.1, which was 236.15 higher than the previous day. The implied volatity was 23.35, the open interest changed by 15 which increased total open position to 109
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 424.95, which was -1171.40 lower than the previous day. The implied volatity was 28.10, the open interest changed by 92 which increased total open position to 94
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 1596.35, which was -5366.95 lower than the previous day. The implied volatity was 29.78, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 6963.3, 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 6963.3, 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 6963.3, 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 6963.3, 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 6963.3, 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 6963.3, 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 65000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 48.65
Theta: -33.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 65053.60 | 980 | -120.10 | 22.56 | 72 | 28 | 31 |
| 16 Jan | 64564.50 | 1100.1 | 86.05 | 20.17 | 3 | 2 | 2 |
| 15 Jan | 63639.55 | 1014.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 63084.10 | 1014.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 61481.55 | 1014.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 64257.10 | 1014.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 65557.20 | 1014.05 | 0.00 | 1.67 | 0 | 0 | 0 |
| 8 Jan | 66402.60 | 1014.05 | 0.00 | 2.50 | 0 | 0 | 0 |
| 7 Jan | 66938.90 | 1014.05 | 0.00 | 3.42 | 0 | 0 | 0 |
| 6 Jan | 66996.80 | 1014.05 | 0.00 | 3.19 | 0 | 0 | 0 |
| 3 Jan | 69192.45 | 1014.05 | 0.00 | 5.48 | 0 | 0 | 0 |
| 2 Jan | 69103.60 | 1014.05 | 5.49 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 65000 expiring on 30JAN2025
Delta for 65000 PE is -0.46
Historical price for 65000 PE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 980, which was -120.10 lower than the previous day. The implied volatity was 22.56, the open interest changed by 28 which increased total open position to 31
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 1100.1, which was 86.05 higher than the previous day. The implied volatity was 20.17, the open interest changed by 2 which increased total open position to 2
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 1014.05, 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 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 1014.05, 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 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 1014.05, 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 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 1014.05, 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 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 1014.05, which was 0.00 lower than the previous day. The implied volatity was 1.67, 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 1014.05, which was 0.00 lower than the previous day. The implied volatity was 2.50, 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 1014.05, which was 0.00 lower than the previous day. The implied volatity was 3.42, 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 1014.05, which was 0.00 lower than the previous day. The implied volatity was 3.19, 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 1014.05, which was 0.00 lower than the previous day. The implied volatity was 5.48, 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 1014.05, which was lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0
