[--[65.84.65.76]--]

NIFTYNXT50

Nifty Next 50
67704.45 +401.95 (0.60%)
L: 66403.35 H: 67775.35

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Historical option data for NIFTYNXT50

09 Dec 2025 04:10 PM IST
NIFTYNXT50 30-DEC-2025 66000 CE
Delta: 0.83
Vega: 40.56
Theta: -28.10
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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 0.83

Historical price for 66000 CE is as follows

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
Delta: -0.21
Vega: 46.45
Theta: -14.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
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 -0.21

Historical price for 66000 PE is as follows

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