[--[65.84.65.76]--]

NIFTYNXT50

Nifty Next 50
68509.7 +570.20 (0.84%)
L: 68031.85 H: 68564

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Historical option data for NIFTYNXT50

12 Dec 2025 04:10 PM IST
NIFTYNXT50 30-DEC-2025 67000 CE
Delta: 0.95
Vega: 16.10
Theta: -20.60
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 68509.70 1821.7 151.05 7.39 3 0 2
11 Dec 67939.50 1670.65 276.65 14.14 7 0 6
10 Dec 67572.40 1394 185.2 - 0 0 6
9 Dec 67704.45 1394 185.2 11.39 18 6 8
8 Dec 67302.50 1208.8 -2712 12.72 2 1 1
5 Dec 68709.85 3920.8 0 - 0 0 0
4 Dec 68560.80 3920.8 0 - 0 0 0
3 Dec 68400.85 3920.8 0 - 0 0 0
2 Dec 69154.45 3920.8 0 - 0 0 0


For Nifty Next 50 - strike price 67000 expiring on 30DEC2025

Delta for 67000 CE is 0.95

Historical price for 67000 CE is as follows

On 12 Dec NIFTYNXT50 was trading at 68509.70. The strike last trading price was 1821.7, which was 151.05 higher than the previous day. The implied volatity was 7.39, the open interest changed by 0 which decreased total open position to 2


On 11 Dec NIFTYNXT50 was trading at 67939.50. The strike last trading price was 1670.65, which was 276.65 higher than the previous day. The implied volatity was 14.14, the open interest changed by 0 which decreased total open position to 6


On 10 Dec NIFTYNXT50 was trading at 67572.40. The strike last trading price was 1394, which was 185.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 9 Dec NIFTYNXT50 was trading at 67704.45. The strike last trading price was 1394, which was 185.2 higher than the previous day. The implied volatity was 11.39, the open interest changed by 6 which increased total open position to 8


On 8 Dec NIFTYNXT50 was trading at 67302.50. The strike last trading price was 1208.8, which was -2712 lower than the previous day. The implied volatity was 12.72, the open interest changed by 1 which increased total open position to 1


On 5 Dec NIFTYNXT50 was trading at 68709.85. The strike last trading price was 3920.8, 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 4 Dec NIFTYNXT50 was trading at 68560.80. The strike last trading price was 3920.8, 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 3 Dec NIFTYNXT50 was trading at 68400.85. The strike last trading price was 3920.8, 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 2 Dec NIFTYNXT50 was trading at 69154.45. The strike last trading price was 3920.8, 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 67000 PE
Delta: -0.21
Vega: 44.12
Theta: -14.73
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 68509.70 286 -216 15.34 27 11 47
11 Dec 67939.50 502 -112.95 16.63 2 0 34
10 Dec 67572.40 614.95 68.95 15.77 38 13 36
9 Dec 67704.45 546 -1515.1 15.46 29 22 22
8 Dec 67302.50 2061.1 0 0.96 0 0 0
5 Dec 68709.85 2061.1 0 - 0 0 0
4 Dec 68560.80 2061.1 0 2.45 0 0 0
3 Dec 68400.85 2061.1 0 - 0 0 0
2 Dec 69154.45 2061.1 0 - 0 0 0


For Nifty Next 50 - strike price 67000 expiring on 30DEC2025

Delta for 67000 PE is -0.21

Historical price for 67000 PE is as follows

On 12 Dec NIFTYNXT50 was trading at 68509.70. The strike last trading price was 286, which was -216 lower than the previous day. The implied volatity was 15.34, the open interest changed by 11 which increased total open position to 47


On 11 Dec NIFTYNXT50 was trading at 67939.50. The strike last trading price was 502, which was -112.95 lower than the previous day. The implied volatity was 16.63, the open interest changed by 0 which decreased total open position to 34


On 10 Dec NIFTYNXT50 was trading at 67572.40. The strike last trading price was 614.95, which was 68.95 higher than the previous day. The implied volatity was 15.77, the open interest changed by 13 which increased total open position to 36


On 9 Dec NIFTYNXT50 was trading at 67704.45. The strike last trading price was 546, which was -1515.1 lower than the previous day. The implied volatity was 15.46, the open interest changed by 22 which increased total open position to 22


On 8 Dec NIFTYNXT50 was trading at 67302.50. The strike last trading price was 2061.1, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0


On 5 Dec NIFTYNXT50 was trading at 68709.85. The strike last trading price was 2061.1, 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 4 Dec NIFTYNXT50 was trading at 68560.80. The strike last trading price was 2061.1, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0


On 3 Dec NIFTYNXT50 was trading at 68400.85. The strike last trading price was 2061.1, 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 2 Dec NIFTYNXT50 was trading at 69154.45. The strike last trading price was 2061.1, 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