NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
18 Dec 2025 04:10 PM IST
| NIFTYNXT50 30-DEC-2025 66500 CE | ||||||||||||||||
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Delta: 0.89
Vega: 23.58
Theta: -26.32
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.25
Vega: 38.85
Theta: -25.87
Gamma: 0.00
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| 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































































































































































































































