NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
21 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 65000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 66765.45 | 11695.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 67775.50 | 11695.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 67472.00 | 11695.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 67408.65 | 11695.75 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 65000 expiring on 29NOV2024
Delta for 65000 CE is -
Historical price for 65000 CE is as follows
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 11695.75, 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 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 11695.75, 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 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 11695.75, 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 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 11695.75, 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 29NOV2024 65000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 27.21
Theta: -35.66
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 66765.45 | 250 | 107.90 | 23.10 | 149 | 56 | 65 |
| 19 Nov | 67775.50 | 142.1 | -308.90 | 21.92 | 9 | 1 | 8 |
| 18 Nov | 67472.00 | 451 | 0.00 | 0.00 | 0 | 0 | 7 |
| 14 Nov | 67408.65 | 451 | 0.00 | 0 | 7 | 0 | |
For Nifty Next 50 - strike price 65000 expiring on 29NOV2024
Delta for 65000 PE is -0.19
Historical price for 65000 PE is as follows
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 250, which was 107.90 higher than the previous day. The implied volatity was 23.10, the open interest changed by 56 which increased total open position to 65
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 142.1, which was -308.90 lower than the previous day. The implied volatity was 21.92, the open interest changed by 1 which increased total open position to 8
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 451, 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 7
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 451, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
