NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
17 Jan 2025 04:10 PM IST
| NIFTYNXT50 30JAN2025 66000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 47.52
Theta: -46.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 65053.60 | 750 | 230.00 | 21.70 | 163 | 27 | 55 | |||
| 16 Jan | 64564.50 | 520 | 145.00 | 19.26 | 37 | 11 | 28 | |||
| 15 Jan | 63639.55 | 375 | -435.25 | 21.32 | 29 | 3 | 16 | |||
| 14 Jan | 63084.10 | 810.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Jan | 61481.55 | 810.25 | 0.00 | 0.00 | 0 | 13 | 0 | |||
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| 10 Jan | 64257.10 | 810.25 | -5431.60 | 23.17 | 17 | 13 | 13 | |||
| 9 Jan | 65557.20 | 6241.85 | 0.00 | 0.09 | 0 | 0 | 0 | |||
| 8 Jan | 66402.60 | 6241.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 66938.90 | 6241.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 66996.80 | 6241.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 69192.45 | 6241.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 69103.60 | 6241.85 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 66000 expiring on 30JAN2025
Delta for 66000 CE is 0.40
Historical price for 66000 CE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 750, which was 230.00 higher than the previous day. The implied volatity was 21.70, the open interest changed by 27 which increased total open position to 55
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 520, which was 145.00 higher than the previous day. The implied volatity was 19.26, the open interest changed by 11 which increased total open position to 28
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 375, which was -435.25 lower than the previous day. The implied volatity was 21.32, the open interest changed by 3 which increased total open position to 16
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 810.25, 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 810.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 810.25, which was -5431.60 lower than the previous day. The implied volatity was 23.17, the open interest changed by 13 which increased total open position to 13
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 6241.85, which was 0.00 lower than the previous day. The implied volatity was 0.09, 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 6241.85, 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 6241.85, 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 6241.85, 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 6241.85, 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 6241.85, 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 66000 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 | 1687.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 64564.50 | 1687.8 | -1812.20 | 19.83 | 1 | 0 | 27 |
| 15 Jan | 63639.55 | 3500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 63084.10 | 3500 | 0.00 | 0.00 | 0 | 0 | 27 |
| 13 Jan | 61481.55 | 3500 | 1400.00 | - | 3 | 0 | 26 |
| 10 Jan | 64257.10 | 2100 | 728.75 | 21.01 | 10 | 0 | 36 |
| 9 Jan | 65557.20 | 1371.25 | 420.20 | 21.51 | 13 | 2 | 36 |
| 8 Jan | 66402.60 | 951.05 | 51.10 | 19.78 | 42 | 11 | 34 |
| 7 Jan | 66938.90 | 899.95 | 399.95 | 22.08 | 32 | 22 | 23 |
| 6 Jan | 66996.80 | 500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 69192.45 | 500 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Jan | 69103.60 | 500 | 0.00 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 66000 expiring on 30JAN2025
Delta for 66000 PE is 0.00
Historical price for 66000 PE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 1687.8, 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 1687.8, which was -1812.20 lower than the previous day. The implied volatity was 19.83, the open interest changed by 0 which decreased total open position to 27
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 3500, 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 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 3500, 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 27
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 3500, which was 1400.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 2100, which was 728.75 higher than the previous day. The implied volatity was 21.01, the open interest changed by 0 which decreased total open position to 36
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 1371.25, which was 420.20 higher than the previous day. The implied volatity was 21.51, the open interest changed by 2 which increased total open position to 36
On 8 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 951.05, which was 51.10 higher than the previous day. The implied volatity was 19.78, the open interest changed by 11 which increased total open position to 34
On 7 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 899.95, which was 399.95 higher than the previous day. The implied volatity was 22.08, the open interest changed by 22 which increased total open position to 23
On 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 500, 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 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 500, 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 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 500, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
