[--[65.84.65.76]--]

NIFTYNXT50

Nifty Next 50
67830.25 -246.60 (-0.36%)
L: 67332.9 H: 68069.8

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Historical option data for NIFTYNXT50

18 Dec 2025 04:10 PM IST
NIFTYNXT50 30-DEC-2025 66500 CE
Delta: 0.89
Vega: 23.58
Theta: -26.32
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 67830.25 1598.95 -361 10.46 2 0 5
17 Dec 68076.85 1959.95 -2253.05 - 0 0 5
16 Dec 68337.20 1959.95 -2253.05 - 0 0 5
15 Dec 68622.45 1959.95 -2253.05 - 0 0 0
12 Dec 68509.70 1959.95 -2253.05 - 0 0 5
11 Dec 67939.50 1959.95 -2253.05 12.40 7 4 4
10 Dec 67572.40 4213 0 - 0 0 0
9 Dec 67704.45 4213 0 - 0 0 0


For Nifty Next 50 - strike price 66500 expiring on 30DEC2025

Delta for 66500 CE is 0.89

Historical price for 66500 CE is as follows

On 18 Dec NIFTYNXT50 was trading at 67830.25. The strike last trading price was 1598.95, which was -361 lower than the previous day. The implied volatity was 10.46, the open interest changed by 0 which decreased total open position to 5


On 17 Dec NIFTYNXT50 was trading at 68076.85. The strike last trading price was 1959.95, which was -2253.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 16 Dec NIFTYNXT50 was trading at 68337.20. The strike last trading price was 1959.95, which was -2253.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 15 Dec NIFTYNXT50 was trading at 68622.45. The strike last trading price was 1959.95, which was -2253.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec NIFTYNXT50 was trading at 68509.70. The strike last trading price was 1959.95, which was -2253.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 11 Dec NIFTYNXT50 was trading at 67939.50. The strike last trading price was 1959.95, which was -2253.05 lower than the previous day. The implied volatity was 12.40, the open interest changed by 4 which increased total open position to 4


On 10 Dec NIFTYNXT50 was trading at 67572.40. The strike last trading price was 4213, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec NIFTYNXT50 was trading at 67704.45. The strike last trading price was 4213, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


NIFTYNXT50 30DEC2025 66500 PE
Delta: -0.25
Vega: 38.85
Theta: -25.87
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
18 Dec 67830.25 347.25 -1513.6 18.88 1 0 0
17 Dec 68076.85 1860.85 0 3.14 0 0 0
16 Dec 68337.20 1860.85 0 3.55 0 0 0
15 Dec 68622.45 1860.85 0 - 0 0 0
12 Dec 68509.70 1860.85 0 - 0 0 0
11 Dec 67939.50 1860.85 0 - 0 0 0
10 Dec 67572.40 1860.85 0 2.02 0 0 0
9 Dec 67704.45 1860.85 0 - 0 0 0


For Nifty Next 50 - strike price 66500 expiring on 30DEC2025

Delta for 66500 PE is -0.25

Historical price for 66500 PE is as follows

On 18 Dec NIFTYNXT50 was trading at 67830.25. The strike last trading price was 347.25, which was -1513.6 lower than the previous day. The implied volatity was 18.88, the open interest changed by 0 which decreased total open position to 0


On 17 Dec NIFTYNXT50 was trading at 68076.85. The strike last trading price was 1860.85, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0


On 16 Dec NIFTYNXT50 was trading at 68337.20. The strike last trading price was 1860.85, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0


On 15 Dec NIFTYNXT50 was trading at 68622.45. The strike last trading price was 1860.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec NIFTYNXT50 was trading at 68509.70. The strike last trading price was 1860.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec NIFTYNXT50 was trading at 67939.50. The strike last trading price was 1860.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec NIFTYNXT50 was trading at 67572.40. The strike last trading price was 1860.85, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0


On 9 Dec NIFTYNXT50 was trading at 67704.45. The strike last trading price was 1860.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0