NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
21 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 67000 CE | ||||||||||
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Delta: 0.50
Vega: 39.43
Theta: -112.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 66765.45 | 1613.2 | -218.30 | 42.09 | 1 | 0 | 2 | |||
| 19 Nov | 67775.50 | 1831.5 | -8110.65 | 31.05 | 2 | 1 | 1 | |||
| 18 Nov | 67472.00 | 9942.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 67408.65 | 9942.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Nov | 67101.45 | 9942.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 68448.90 | 9942.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 9942.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 9942.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 9942.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 9942.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 69418.25 | 9942.15 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 67000 expiring on 29NOV2024
Delta for 67000 CE is 0.50
Historical price for 67000 CE is as follows
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 1613.2, which was -218.30 lower than the previous day. The implied volatity was 42.09, the open interest changed by 0 which decreased total open position to 2
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 1831.5, which was -8110.65 lower than the previous day. The implied volatity was 31.05, the open interest changed by 1 which increased total open position to 1
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 9942.15, 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 9942.15, 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 9942.15, 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 9942.15, 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 9942.15, 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 9942.15, 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 9942.15, 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 9942.15, 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 9942.15, 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 67000 PE | |||||||
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Delta: -0.51
Vega: 39.40
Theta: -37.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 66765.45 | 799.95 | 479.85 | 19.04 | 3 | 2 | 21 |
| 19 Nov | 67775.50 | 320.1 | -382.00 | 15.08 | 4 | -1 | 19 |
| 18 Nov | 67472.00 | 702.1 | -27.90 | 21.59 | 28 | 3 | 20 |
| 14 Nov | 67408.65 | 730 | 330.00 | 19.67 | 20 | 16 | 17 |
| 13 Nov | 67101.45 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 68448.90 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 69973.75 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 400 | -81.90 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 69418.25 | 481.9 | 3.51 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 67000 expiring on 29NOV2024
Delta for 67000 PE is -0.51
Historical price for 67000 PE is as follows
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 799.95, which was 479.85 higher than the previous day. The implied volatity was 19.04, the open interest changed by 2 which increased total open position to 21
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 320.1, which was -382.00 lower than the previous day. The implied volatity was 15.08, the open interest changed by -1 which decreased total open position to 19
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 702.1, which was -27.90 lower than the previous day. The implied volatity was 21.59, the open interest changed by 3 which increased total open position to 20
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 730, which was 330.00 higher than the previous day. The implied volatity was 19.67, the open interest changed by 16 which increased total open position to 17
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 400, 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 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 400, 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 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 400, 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 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 400, 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 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 400, 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 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 400, which was -81.90 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 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 481.9, which was lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
