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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 67500 CE
Delta: 0.78
Vega: 45.00
Theta: -28.41
Gamma: 0.00
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
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
Delta: -0.27
Vega: 49.86
Theta: -14.50
Gamma: 0.00
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