NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
21 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 67500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 38.76
Theta: -76.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 66765.45 | 861.05 | -539.95 | 28.52 | 75 | 5 | 22 | |||
| 19 Nov | 67775.50 | 1401 | 466.00 | 27.63 | 4 | -2 | 16 | |||
| 18 Nov | 67472.00 | 935 | -215.00 | 18.18 | 80 | 11 | 21 | |||
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| 14 Nov | 67408.65 | 1150 | -821.90 | 18.60 | 9 | 8 | 11 | |||
| 13 Nov | 67101.45 | 1971.9 | -7547.90 | 34.57 | 3 | 2 | 2 | |||
| 12 Nov | 68448.90 | 9519.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 9519.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 9519.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 9519.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 9519.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 69418.25 | 9519.8 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 67500 expiring on 29NOV2024
Delta for 67500 CE is 0.43
Historical price for 67500 CE is as follows
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 861.05, which was -539.95 lower than the previous day. The implied volatity was 28.52, the open interest changed by 5 which increased total open position to 22
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 1401, which was 466.00 higher than the previous day. The implied volatity was 27.63, the open interest changed by -2 which decreased total open position to 16
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 935, which was -215.00 lower than the previous day. The implied volatity was 18.18, the open interest changed by 11 which increased total open position to 21
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 1150, which was -821.90 lower than the previous day. The implied volatity was 18.60, the open interest changed by 8 which increased total open position to 11
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 1971.9, which was -7547.90 lower than the previous day. The implied volatity was 34.57, the open interest changed by 2 which increased total open position to 2
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 9519.8, 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 9519.8, 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 9519.8, 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 9519.8, 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 9519.8, 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 9519.8, 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 67500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 36.10
Theta: -19.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 66765.45 | 898.75 | 208.75 | 13.92 | 7 | 0 | 7 |
| 19 Nov | 67775.50 | 690 | -190.15 | 18.92 | 2 | 0 | 7 |
| 18 Nov | 67472.00 | 880.15 | 50.15 | 20.51 | 30 | 2 | 7 |
| 14 Nov | 67408.65 | 830 | 279.30 | 17.67 | 34 | 5 | 5 |
| 13 Nov | 67101.45 | 550.7 | 0.00 | 0.12 | 0 | 0 | 0 |
| 12 Nov | 68448.90 | 550.7 | 0.00 | 2.46 | 0 | 0 | 0 |
| 11 Nov | 69973.75 | 550.7 | 0.00 | 4.40 | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 550.7 | 0.00 | 4.01 | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 550.7 | 0.00 | 4.74 | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 550.7 | 0.00 | 5.35 | 0 | 0 | 0 |
| 4 Nov | 69418.25 | 550.7 | 2.67 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 67500 expiring on 29NOV2024
Delta for 67500 PE is -0.66
Historical price for 67500 PE is as follows
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 898.75, which was 208.75 higher than the previous day. The implied volatity was 13.92, the open interest changed by 0 which decreased total open position to 7
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 690, which was -190.15 lower than the previous day. The implied volatity was 18.92, the open interest changed by 0 which decreased total open position to 7
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 880.15, which was 50.15 higher than the previous day. The implied volatity was 20.51, the open interest changed by 2 which increased total open position to 7
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 830, which was 279.30 higher than the previous day. The implied volatity was 17.67, the open interest changed by 5 which increased total open position to 5
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 550.7, which was 0.00 lower than the previous day. The implied volatity was 0.12, 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 550.7, which was 0.00 lower than the previous day. The implied volatity was 2.46, 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 550.7, which was 0.00 lower than the previous day. The implied volatity was 4.40, 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 550.7, which was 0.00 lower than the previous day. The implied volatity was 4.01, 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 550.7, which was 0.00 lower than the previous day. The implied volatity was 4.74, 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 550.7, which was 0.00 lower than the previous day. The implied volatity was 5.35, 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 550.7, which was lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0
