NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 66000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Nov | 67775.50 | 10807.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 67472.00 | 10807.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 67408.65 | 10807.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 67101.45 | 10807.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 68448.90 | 10807.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 10807.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 10807.05 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 7 Nov | 70639.90 | 10807.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 10807.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 69418.25 | 10807.05 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 66000 expiring on 29NOV2024
Delta for 66000 CE is -
Historical price for 66000 CE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 10807.05, 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 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 10807.05, 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 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 10807.05, 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 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 10807.05, 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 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 10807.05, 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 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 10807.05, 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 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 10807.05, 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 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 10807.05, 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 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 10807.05, 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 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 10807.05, 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 66000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 32.46
Theta: -30.16
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Nov | 67775.50 | 288.75 | -112.30 | 21.06 | 36 | 6 | 83 |
| 18 Nov | 67472.00 | 401.05 | -47.05 | 22.39 | 15 | 4 | 78 |
| 14 Nov | 67408.65 | 448.1 | -151.85 | 20.68 | 71 | 37 | 75 |
| 13 Nov | 67101.45 | 599.95 | 370.55 | 22.03 | 44 | 15 | 38 |
| 12 Nov | 68448.90 | 229.4 | 103.50 | 18.46 | 116 | 51 | 62 |
| 11 Nov | 69973.75 | 125.9 | 5.95 | 20.80 | 7 | 1 | 11 |
| 8 Nov | 69774.20 | 119.95 | 0.00 | 18.82 | 1 | 0 | 10 |
| 7 Nov | 70639.90 | 119.95 | 0.00 | 21.18 | 1 | 0 | 10 |
| 6 Nov | 71389.80 | 119.95 | -121.65 | 22.87 | 12 | 8 | 10 |
| 4 Nov | 69418.25 | 241.6 | 19.96 | 2 | 1 | 1 | |
For Nifty Next 50 - strike price 66000 expiring on 29NOV2024
Delta for 66000 PE is -0.21
Historical price for 66000 PE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 288.75, which was -112.30 lower than the previous day. The implied volatity was 21.06, the open interest changed by 6 which increased total open position to 83
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 401.05, which was -47.05 lower than the previous day. The implied volatity was 22.39, the open interest changed by 4 which increased total open position to 78
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 448.1, which was -151.85 lower than the previous day. The implied volatity was 20.68, the open interest changed by 37 which increased total open position to 75
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 599.95, which was 370.55 higher than the previous day. The implied volatity was 22.03, the open interest changed by 15 which increased total open position to 38
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 229.4, which was 103.50 higher than the previous day. The implied volatity was 18.46, the open interest changed by 51 which increased total open position to 62
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 125.9, which was 5.95 higher than the previous day. The implied volatity was 20.80, the open interest changed by 1 which increased total open position to 11
On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 119.95, which was 0.00 lower than the previous day. The implied volatity was 18.82, the open interest changed by 0 which decreased total open position to 10
On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 119.95, which was 0.00 lower than the previous day. The implied volatity was 21.18, the open interest changed by 0 which decreased total open position to 10
On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 119.95, which was -121.65 lower than the previous day. The implied volatity was 22.87, the open interest changed by 8 which increased total open position to 10
On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 241.6, which was lower than the previous day. The implied volatity was 19.96, the open interest changed by 1 which increased total open position to 1
