NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
21 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 67900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 38.12
Theta: -90.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 66765.45 | 946.05 | 45.05 | 34.91 | 1 | 0 | 2 | |||
| 19 Nov | 67775.50 | 901 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Nov | 67472.00 | 901 | -8286.10 | 21.57 | 3 | 1 | 1 | |||
| 14 Nov | 67408.65 | 9187.1 | 0.00 | 0.27 | 0 | 0 | 0 | |||
| 13 Nov | 67101.45 | 9187.1 | 0.00 | 0.60 | 0 | 0 | 0 | |||
| 12 Nov | 68448.90 | 9187.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 9187.1 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 9187.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 70639.90 | 9187.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 9187.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 69418.25 | 9187.1 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 67900 expiring on 29NOV2024
Delta for 67900 CE is 0.40
Historical price for 67900 CE is as follows
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 946.05, which was 45.05 higher than the previous day. The implied volatity was 34.91, the open interest changed by 0 which decreased total open position to 2
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 901, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 901, which was -8286.10 lower than the previous day. The implied volatity was 21.57, the open interest changed by 1 which increased total open position to 1
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 9187.1, which was 0.00 lower than the previous day. The implied volatity was 0.27, 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 9187.1, which was 0.00 lower than the previous day. The implied volatity was 0.60, 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 9187.1, 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 9187.1, 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 9187.1, 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 9187.1, 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 9187.1, 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 9187.1, 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 67900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 35.22
Theta: -32.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 66765.45 | 1430 | 406.15 | 20.79 | 4 | -2 | 3 |
| 19 Nov | 67775.50 | 1023.85 | -296.95 | 23.05 | 1 | 0 | 4 |
| 18 Nov | 67472.00 | 1320.8 | 709.80 | 25.84 | 4 | 3 | 3 |
| 14 Nov | 67408.65 | 611 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 67101.45 | 611 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 68448.90 | 611 | 0.00 | 1.44 | 0 | 0 | 0 |
| 11 Nov | 69973.75 | 611 | 0.00 | 3.96 | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 611 | 0.00 | 3.23 | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 611 | 0.00 | 4.15 | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 611 | 0.00 | 4.86 | 0 | 0 | 0 |
| 4 Nov | 69418.25 | 611 | 2.52 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 67900 expiring on 29NOV2024
Delta for 67900 PE is -0.68
Historical price for 67900 PE is as follows
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 1430, which was 406.15 higher than the previous day. The implied volatity was 20.79, the open interest changed by -2 which decreased total open position to 3
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 1023.85, which was -296.95 lower than the previous day. The implied volatity was 23.05, the open interest changed by 0 which decreased total open position to 4
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 1320.8, which was 709.80 higher than the previous day. The implied volatity was 25.84, the open interest changed by 3 which increased total open position to 3
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 611, 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 611, 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 611, which was 0.00 lower than the previous day. The implied volatity was 1.44, 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 611, which was 0.00 lower than the previous day. The implied volatity was 3.96, 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 611, which was 0.00 lower than the previous day. The implied volatity was 3.23, 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 611, which was 0.00 lower than the previous day. The implied volatity was 4.15, 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 611, which was 0.00 lower than the previous day. The implied volatity was 4.86, 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 611, which was lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0
