NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
17 Jan 2025 04:10 PM IST
| NIFTYNXT50 30JAN2025 67000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 39.87
Theta: -37.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 65053.60 | 402 | 102.00 | 21.19 | 175 | 10 | 124 | |||
| 16 Jan | 64564.50 | 300 | 80.00 | 20.13 | 154 | 42 | 115 | |||
| 15 Jan | 63639.55 | 220 | -40.00 | 22.16 | 32 | 12 | 74 | |||
| 14 Jan | 63084.10 | 260 | 59.95 | 24.39 | 24 | 6 | 60 | |||
| 13 Jan | 61481.55 | 200.05 | -259.95 | 29.75 | 59 | 14 | 54 | |||
| 10 Jan | 64257.10 | 460 | -392.00 | 21.76 | 31 | 11 | 40 | |||
| 9 Jan | 65557.20 | 852 | -396.00 | 20.54 | 41 | 15 | 27 | |||
| 8 Jan | 66402.60 | 1248 | -4310.50 | 21.31 | 24 | 12 | 12 | |||
| 7 Jan | 66938.90 | 5558.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 66996.80 | 5558.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Jan | 69192.45 | 5558.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 69103.60 | 5558.5 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 67000 expiring on 30JAN2025
Delta for 67000 CE is 0.26
Historical price for 67000 CE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 402, which was 102.00 higher than the previous day. The implied volatity was 21.19, the open interest changed by 10 which increased total open position to 124
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 300, which was 80.00 higher than the previous day. The implied volatity was 20.13, the open interest changed by 42 which increased total open position to 115
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 220, which was -40.00 lower than the previous day. The implied volatity was 22.16, the open interest changed by 12 which increased total open position to 74
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 260, which was 59.95 higher than the previous day. The implied volatity was 24.39, the open interest changed by 6 which increased total open position to 60
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 200.05, which was -259.95 lower than the previous day. The implied volatity was 29.75, the open interest changed by 14 which increased total open position to 54
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 460, which was -392.00 lower than the previous day. The implied volatity was 21.76, the open interest changed by 11 which increased total open position to 40
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 852, which was -396.00 lower than the previous day. The implied volatity was 20.54, the open interest changed by 15 which increased total open position to 27
On 8 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 1248, which was -4310.50 lower than the previous day. The implied volatity was 21.31, the open interest changed by 12 which increased total open position to 12
On 7 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 5558.5, 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 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 5558.5, 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 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 5558.5, 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 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 5558.5, 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 30JAN2025 67000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 65053.60 | 1639.9 | 189.90 | - | 1 | 0 | 4 |
| 16 Jan | 64564.50 | 1450 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 63639.55 | 1450 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 63084.10 | 1450 | 0.00 | 0.00 | 0 | 0 | 4 |
| 13 Jan | 61481.55 | 1450 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 64257.10 | 1450 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 65557.20 | 1450 | 0.00 | 0.00 | 0 | 3 | 0 |
| 8 Jan | 66402.60 | 1450 | 950.00 | 20.32 | 6 | 4 | 5 |
| 7 Jan | 66938.90 | 500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 66996.80 | 500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Jan | 69192.45 | 500 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Jan | 69103.60 | 500 | 0.00 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 67000 expiring on 30JAN2025
Delta for 67000 PE is -
Historical price for 67000 PE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 1639.9, which was 189.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 1450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 1450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 1450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 1450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 1450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 1450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 8 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 1450, which was 950.00 higher than the previous day. The implied volatity was 20.32, the open interest changed by 4 which increased total open position to 5
On 7 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 500, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 500, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 500, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 500, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
