NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
17 Jan 2025 04:10 PM IST
| NIFTYNXT50 30JAN2025 67500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 34.32
Theta: -31.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 65053.60 | 280 | 49.95 | 20.87 | 26 | -1 | 19 | |||
| 16 Jan | 64564.50 | 230.05 | 48.05 | 20.73 | 6 | -1 | 20 | |||
| 15 Jan | 63639.55 | 182 | -8.00 | 23.05 | 9 | 3 | 20 | |||
| 14 Jan | 63084.10 | 190 | 34.00 | 24.19 | 21 | 11 | 17 | |||
| 13 Jan | 61481.55 | 156 | -229.00 | 29.69 | 11 | 0 | 6 | |||
| 10 Jan | 64257.10 | 385 | -305.00 | 22.38 | 37 | -5 | 5 | |||
| 9 Jan | 65557.20 | 690 | -460.00 | 20.76 | 21 | 1 | 3 | |||
| 8 Jan | 66402.60 | 1150 | -250.00 | 22.85 | 1 | 0 | 1 | |||
| 7 Jan | 66938.90 | 1400 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 6 Jan | 66996.80 | 1400 | -3835.15 | 21.30 | 1 | 0 | 0 | |||
| 3 Jan | 69192.45 | 5235.15 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 69103.60 | 5235.15 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 67500 expiring on 30JAN2025
Delta for 67500 CE is 0.20
Historical price for 67500 CE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 280, which was 49.95 higher than the previous day. The implied volatity was 20.87, the open interest changed by -1 which decreased total open position to 19
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 230.05, which was 48.05 higher than the previous day. The implied volatity was 20.73, the open interest changed by -1 which decreased total open position to 20
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 182, which was -8.00 lower than the previous day. The implied volatity was 23.05, the open interest changed by 3 which increased total open position to 20
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 190, which was 34.00 higher than the previous day. The implied volatity was 24.19, the open interest changed by 11 which increased total open position to 17
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 156, which was -229.00 lower than the previous day. The implied volatity was 29.69, the open interest changed by 0 which decreased total open position to 6
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 385, which was -305.00 lower than the previous day. The implied volatity was 22.38, the open interest changed by -5 which decreased total open position to 5
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 690, which was -460.00 lower than the previous day. The implied volatity was 20.76, the open interest changed by 1 which increased total open position to 3
On 8 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 1150, which was -250.00 lower than the previous day. The implied volatity was 22.85, the open interest changed by 0 which decreased total open position to 1
On 7 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 1400, which was 0.00 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 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 1400, which was -3835.15 lower than the previous day. The implied volatity was 21.30, the open interest changed by 0 which decreased total open position to 0
On 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 5235.15, 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 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 5235.15, 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 30JAN2025 67500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 65053.60 | 1738.5 | 0.00 | - | 0 | 0 | 0 |
| 16 Jan | 64564.50 | 1738.5 | 0.00 | - | 0 | 0 | 0 |
| 15 Jan | 63639.55 | 1738.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Jan | 63084.10 | 1738.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Jan | 61481.55 | 1738.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Jan | 64257.10 | 1738.5 | 0.00 | - | 0 | 0 | 0 |
| 9 Jan | 65557.20 | 1738.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Jan | 66402.60 | 1738.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Jan | 66938.90 | 1738.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Jan | 66996.80 | 1738.5 | 0.00 | - | 0 | 0 | 0 |
| 3 Jan | 69192.45 | 1738.5 | 0.00 | 2.75 | 0 | 0 | 0 |
| 2 Jan | 69103.60 | 1738.5 | 2.58 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 67500 expiring on 30JAN2025
Delta for 67500 PE is -
Historical price for 67500 PE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 1738.5, 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 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 1738.5, 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 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 1738.5, 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 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 1738.5, 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 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 1738.5, 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 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 1738.5, 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 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 1738.5, 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 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 1738.5, 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 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 1738.5, 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 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 1738.5, 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 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 1738.5, which was 0.00 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 1738.5, which was lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
