NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
NIFTYNXT50 29NOV2024 66500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
19 Nov | 67775.50 | 10371.4 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 67472.00 | 10371.4 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 67408.65 | 10371.4 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 67101.45 | 10371.4 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 68448.90 | 10371.4 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 69973.75 | 10371.4 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 69774.20 | 10371.4 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 70639.90 | 10371.4 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 71389.80 | 10371.4 | 0.00 | - | 0 | 0 | 0 | |||
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4 Nov | 69418.25 | 10371.4 | - | 0 | 0 | 0 |
For Nifty Next 50 - strike price 66500 expiring on 29NOV2024
Delta for 66500 CE is -
Historical price for 66500 CE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 10371.4, 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 10371.4, 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 10371.4, 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 10371.4, 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 10371.4, 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 10371.4, 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 10371.4, 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 10371.4, 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 10371.4, 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 10371.4, 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 66500 PE | |||||||
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Delta: -0.26
Vega: 36.56
Theta: -30.19
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
19 Nov | 67775.50 | 350 | -265.00 | 19.24 | 6 | 3 | 4 |
18 Nov | 67472.00 | 615 | -183.00 | 23.77 | 7 | -1 | 1 |
14 Nov | 67408.65 | 798 | 378.05 | 24.38 | 2 | 1 | 1 |
13 Nov | 67101.45 | 419.95 | 0.00 | 1.79 | 0 | 0 | 0 |
12 Nov | 68448.90 | 419.95 | 0.00 | 4.02 | 0 | 0 | 0 |
11 Nov | 69973.75 | 419.95 | 0.00 | 6.10 | 0 | 0 | 0 |
8 Nov | 69774.20 | 419.95 | 0.00 | 5.47 | 0 | 0 | 0 |
7 Nov | 70639.90 | 419.95 | 0.00 | 6.02 | 0 | 0 | 0 |
6 Nov | 71389.80 | 419.95 | 0.00 | 6.85 | 0 | 0 | 0 |
4 Nov | 69418.25 | 419.95 | 4.00 | 0 | 0 | 0 |
For Nifty Next 50 - strike price 66500 expiring on 29NOV2024
Delta for 66500 PE is -0.26
Historical price for 66500 PE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 350, which was -265.00 lower than the previous day. The implied volatity was 19.24, the open interest changed by 3 which increased total open position to 4
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 615, which was -183.00 lower than the previous day. The implied volatity was 23.77, the open interest changed by -1 which decreased total open position to 1
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 798, which was 378.05 higher than the previous day. The implied volatity was 24.38, the open interest changed by 1 which increased total open position to 1
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 419.95, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 419.95, which was 0.00 lower than the previous day. The implied volatity was 4.02, 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 419.95, which was 0.00 lower than the previous day. The implied volatity was 6.10, 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 419.95, which was 0.00 lower than the previous day. The implied volatity was 5.47, 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 419.95, which was 0.00 lower than the previous day. The implied volatity was 6.02, 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 419.95, which was 0.00 lower than the previous day. The implied volatity was 6.85, 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 419.95, which was lower than the previous day. The implied volatity was 4.00, the open interest changed by 0 which decreased total open position to 0