NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
21 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 67400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 38.52
Theta: -59.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 66765.45 | 625.05 | -824.95 | 21.47 | 2 | 1 | 4 | |||
| 19 Nov | 67775.50 | 1450 | 649.00 | 26.55 | 11 | -2 | 3 | |||
| 18 Nov | 67472.00 | 801 | -8802.70 | 14.25 | 7 | 5 | 5 | |||
| 14 Nov | 67408.65 | 9603.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 67101.45 | 9603.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Nov | 68448.90 | 9603.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 9603.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 9603.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 9603.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 9603.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 69418.25 | 9603.7 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 67400 expiring on 29NOV2024
Delta for 67400 CE is 0.41
Historical price for 67400 CE is as follows
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 625.05, which was -824.95 lower than the previous day. The implied volatity was 21.47, the open interest changed by 1 which increased total open position to 4
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 1450, which was 649.00 higher than the previous day. The implied volatity was 26.55, the open interest changed by -2 which decreased total open position to 3
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 801, which was -8802.70 lower than the previous day. The implied volatity was 14.25, the open interest changed by 5 which increased total open position to 5
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 9603.7, 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 9603.7, 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 9603.7, 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 9603.7, 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 9603.7, 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 9603.7, 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 9603.7, 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 9603.7, 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 67400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 33.70
Theta: -5.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 66765.45 | 650.1 | -351.95 | 8.80 | 8 | -5 | 3 |
| 19 Nov | 67775.50 | 1002.05 | 0.00 | 0.00 | 0 | 5 | 0 |
| 18 Nov | 67472.00 | 1002.05 | -247.85 | 24.48 | 5 | 0 | 3 |
| 14 Nov | 67408.65 | 1249.9 | 616.35 | 25.89 | 2 | 1 | 2 |
| 13 Nov | 67101.45 | 633.55 | 97.15 | 12.67 | 1 | 0 | 0 |
| 12 Nov | 68448.90 | 536.4 | 0.00 | 2.62 | 0 | 0 | 0 |
| 11 Nov | 69973.75 | 536.4 | 0.00 | 4.18 | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 536.4 | 0.00 | 3.88 | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 536.4 | 0.00 | 4.77 | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 536.4 | 0.00 | 5.47 | 0 | 0 | 0 |
| 4 Nov | 69418.25 | 536.4 | 3.20 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 67400 expiring on 29NOV2024
Delta for 67400 PE is -0.71
Historical price for 67400 PE is as follows
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 650.1, which was -351.95 lower than the previous day. The implied volatity was 8.80, the open interest changed by -5 which decreased total open position to 3
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 1002.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 1002.05, which was -247.85 lower than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 3
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 1249.9, which was 616.35 higher than the previous day. The implied volatity was 25.89, the open interest changed by 1 which increased total open position to 2
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 633.55, which was 97.15 higher than the previous day. The implied volatity was 12.67, 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 536.4, which was 0.00 lower than the previous day. The implied volatity was 2.62, 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 536.4, which was 0.00 lower than the previous day. The implied volatity was 4.18, 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 536.4, which was 0.00 lower than the previous day. The implied volatity was 3.88, 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 536.4, which was 0.00 lower than the previous day. The implied volatity was 4.77, 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 536.4, 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 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 536.4, which was lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
