NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
12 Dec 2025 04:10 PM IST
| NIFTYNXT50 30-DEC-2025 67500 CE | ||||||||||||||||
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Delta: 0.78
Vega: 45.00
Theta: -28.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 68509.70 | 1520 | 352.75 | 11.35 | 18 | 4 | 34 | |||||||||
| 11 Dec | 67939.50 | 1200 | 170 | 12.04 | 22 | -6 | 30 | |||||||||
| 10 Dec | 67572.40 | 1030 | -106.65 | 13.26 | 20 | 6 | 37 | |||||||||
| 9 Dec | 67704.45 | 1148.4 | 99.5 | 12.80 | 58 | 1 | 31 | |||||||||
| 8 Dec | 67302.50 | 1024.6 | -725.35 | 14.26 | 42 | 28 | 30 | |||||||||
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| 5 Dec | 68709.85 | 1749.95 | -1891.9 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 68560.80 | 1749.95 | -1891.9 | - | 0 | 2 | 0 | |||||||||
| 3 Dec | 68400.85 | 1749.95 | -1891.9 | 11.13 | 2 | 0 | 0 | |||||||||
| 2 Dec | 69154.45 | 3641.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 67500 expiring on 30DEC2025
Delta for 67500 CE is 0.78
Historical price for 67500 CE is as follows
On 12 Dec NIFTYNXT50 was trading at 68509.70. The strike last trading price was 1520, which was 352.75 higher than the previous day. The implied volatity was 11.35, the open interest changed by 4 which increased total open position to 34
On 11 Dec NIFTYNXT50 was trading at 67939.50. The strike last trading price was 1200, which was 170 higher than the previous day. The implied volatity was 12.04, the open interest changed by -6 which decreased total open position to 30
On 10 Dec NIFTYNXT50 was trading at 67572.40. The strike last trading price was 1030, which was -106.65 lower than the previous day. The implied volatity was 13.26, the open interest changed by 6 which increased total open position to 37
On 9 Dec NIFTYNXT50 was trading at 67704.45. The strike last trading price was 1148.4, which was 99.5 higher than the previous day. The implied volatity was 12.80, the open interest changed by 1 which increased total open position to 31
On 8 Dec NIFTYNXT50 was trading at 67302.50. The strike last trading price was 1024.6, which was -725.35 lower than the previous day. The implied volatity was 14.26, the open interest changed by 28 which increased total open position to 30
On 5 Dec NIFTYNXT50 was trading at 68709.85. The strike last trading price was 1749.95, which was -1891.9 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 1749.95, which was -1891.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 3 Dec NIFTYNXT50 was trading at 68400.85. The strike last trading price was 1749.95, which was -1891.9 lower than the previous day. The implied volatity was 11.13, 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 3641.85, 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 67500 PE | |||||||
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Delta: -0.27
Vega: 49.86
Theta: -14.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 68509.70 | 353.1 | -192.9 | 14.14 | 6 | 1 | 7 |
| 11 Dec | 67939.50 | 546 | -254 | 14.39 | 6 | 4 | 5 |
| 10 Dec | 67572.40 | 800 | -1474.6 | 15.48 | 1 | 0 | 0 |
| 9 Dec | 67704.45 | 2274.6 | 0 | 0.86 | 0 | 0 | 0 |
| 8 Dec | 67302.50 | 2274.6 | 0 | 0.26 | 0 | 0 | 0 |
| 5 Dec | 68709.85 | 2274.6 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 68560.80 | 2274.6 | 0 | 1.93 | 0 | 0 | 0 |
| 3 Dec | 68400.85 | 2274.6 | 0 | 1.86 | 0 | 0 | 0 |
| 2 Dec | 69154.45 | 2274.6 | 0 | - | 0 | 0 | 0 |
For Nifty Next 50 - strike price 67500 expiring on 30DEC2025
Delta for 67500 PE is -0.27
Historical price for 67500 PE is as follows
On 12 Dec NIFTYNXT50 was trading at 68509.70. The strike last trading price was 353.1, which was -192.9 lower than the previous day. The implied volatity was 14.14, the open interest changed by 1 which increased total open position to 7
On 11 Dec NIFTYNXT50 was trading at 67939.50. The strike last trading price was 546, which was -254 lower than the previous day. The implied volatity was 14.39, the open interest changed by 4 which increased total open position to 5
On 10 Dec NIFTYNXT50 was trading at 67572.40. The strike last trading price was 800, which was -1474.6 lower than the previous day. The implied volatity was 15.48, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NIFTYNXT50 was trading at 67704.45. The strike last trading price was 2274.6, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0
On 8 Dec NIFTYNXT50 was trading at 67302.50. The strike last trading price was 2274.6, which was 0 lower than the previous day. The implied volatity was 0.26, 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 2274.6, 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 2274.6, which was 0 lower than the previous day. The implied volatity was 1.93, 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 2274.6, which was 0 lower than the previous day. The implied volatity was 1.86, 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 2274.6, 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































































































































































































































