NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
12 Dec 2025 04:10 PM IST
| NIFTYNXT50 30-DEC-2025 67000 CE | ||||||||||||||||
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Delta: 0.95
Vega: 16.10
Theta: -20.60
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.21
Vega: 44.12
Theta: -14.73
Gamma: 0.00
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| 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































































































































































































































