NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
12 Dec 2025 04:10 PM IST
| NIFTYNXT50 30-DEC-2025 66000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 68509.70 | 2289.95 | -2228.3 | - | 0 | 0 | 1 | |||||||||
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| 11 Dec | 67939.50 | 2289.95 | -2228.3 | - | 0 | 0 | 1 | |||||||||
| 10 Dec | 67572.40 | 2289.95 | -2228.3 | - | 0 | 0 | 1 | |||||||||
| 9 Dec | 67704.45 | 2289.95 | -2228.3 | 13.73 | 1 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 66000 expiring on 30DEC2025
Delta for 66000 CE is -
Historical price for 66000 CE is as follows
On 12 Dec NIFTYNXT50 was trading at 68509.70. The strike last trading price was 2289.95, which was -2228.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec NIFTYNXT50 was trading at 67939.50. The strike last trading price was 2289.95, which was -2228.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec NIFTYNXT50 was trading at 67572.40. The strike last trading price was 2289.95, which was -2228.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec NIFTYNXT50 was trading at 67704.45. The strike last trading price was 2289.95, which was -2228.3 lower than the previous day. The implied volatity was 13.73, the open interest changed by 0 which decreased total open position to 0
| NIFTYNXT50 30DEC2025 66000 PE | |||||||
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Delta: -0.12
Vega: 31.08
Theta: -11.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 68509.70 | 156 | -102.9 | 16.47 | 146 | 30 | 108 |
| 11 Dec | 67939.50 | 243 | -53 | 16.34 | 60 | 3 | 78 |
| 10 Dec | 67572.40 | 296 | -23.25 | 15.19 | 14 | 2 | 74 |
| 9 Dec | 67704.45 | 315 | -1358.75 | 16.28 | 76 | 46 | 46 |
For Nifty Next 50 - strike price 66000 expiring on 30DEC2025
Delta for 66000 PE is -0.12
Historical price for 66000 PE is as follows
On 12 Dec NIFTYNXT50 was trading at 68509.70. The strike last trading price was 156, which was -102.9 lower than the previous day. The implied volatity was 16.47, the open interest changed by 30 which increased total open position to 108
On 11 Dec NIFTYNXT50 was trading at 67939.50. The strike last trading price was 243, which was -53 lower than the previous day. The implied volatity was 16.34, the open interest changed by 3 which increased total open position to 78
On 10 Dec NIFTYNXT50 was trading at 67572.40. The strike last trading price was 296, which was -23.25 lower than the previous day. The implied volatity was 15.19, the open interest changed by 2 which increased total open position to 74
On 9 Dec NIFTYNXT50 was trading at 67704.45. The strike last trading price was 315, which was -1358.75 lower than the previous day. The implied volatity was 16.28, the open interest changed by 46 which increased total open position to 46































































































































































































































