NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
17 Jan 2025 04:10 PM IST
| NIFTYNXT50 30JAN2025 68000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 29.59
Theta: -27.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 65053.60 | 215 | 65.00 | 21.55 | 26 | -4 | 72 | |||
| 16 Jan | 64564.50 | 150 | 24.00 | 20.24 | 63 | -5 | 85 | |||
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| 15 Jan | 63639.55 | 126 | -12.50 | 22.59 | 29 | -8 | 90 | |||
| 14 Jan | 63084.10 | 138.5 | 23.50 | 24.14 | 190 | -55 | 100 | |||
| 13 Jan | 61481.55 | 115 | -210.00 | 29.41 | 62 | 9 | 155 | |||
| 10 Jan | 64257.10 | 325 | -235.00 | 23.15 | 83 | 5 | 146 | |||
| 9 Jan | 65557.20 | 560 | -241.00 | 21.00 | 45 | 2 | 143 | |||
| 8 Jan | 66402.60 | 801 | -320.00 | 20.29 | 112 | 41 | 140 | |||
| 7 Jan | 66938.90 | 1121 | -94.00 | 21.38 | 54 | 26 | 100 | |||
| 6 Jan | 66996.80 | 1215 | -683.95 | 21.65 | 96 | 58 | 73 | |||
| 3 Jan | 69192.45 | 1898.95 | 0.00 | 0.00 | 0 | 15 | 0 | |||
| 2 Jan | 69103.60 | 1898.95 | 10.73 | 14 | 10 | 14 | ||||
For Nifty Next 50 - strike price 68000 expiring on 30JAN2025
Delta for 68000 CE is 0.16
Historical price for 68000 CE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 215, which was 65.00 higher than the previous day. The implied volatity was 21.55, the open interest changed by -4 which decreased total open position to 72
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 150, which was 24.00 higher than the previous day. The implied volatity was 20.24, the open interest changed by -5 which decreased total open position to 85
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 126, which was -12.50 lower than the previous day. The implied volatity was 22.59, the open interest changed by -8 which decreased total open position to 90
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 138.5, which was 23.50 higher than the previous day. The implied volatity was 24.14, the open interest changed by -55 which decreased total open position to 100
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 115, which was -210.00 lower than the previous day. The implied volatity was 29.41, the open interest changed by 9 which increased total open position to 155
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 325, which was -235.00 lower than the previous day. The implied volatity was 23.15, the open interest changed by 5 which increased total open position to 146
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 560, which was -241.00 lower than the previous day. The implied volatity was 21.00, the open interest changed by 2 which increased total open position to 143
On 8 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 801, which was -320.00 lower than the previous day. The implied volatity was 20.29, the open interest changed by 41 which increased total open position to 140
On 7 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 1121, which was -94.00 lower than the previous day. The implied volatity was 21.38, the open interest changed by 26 which increased total open position to 100
On 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 1215, which was -683.95 lower than the previous day. The implied volatity was 21.65, the open interest changed by 58 which increased total open position to 73
On 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 1898.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 1898.95, which was lower than the previous day. The implied volatity was 10.73, the open interest changed by 10 which increased total open position to 14
| NIFTYNXT50 30JAN2025 68000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 65053.60 | 2500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 64564.50 | 2500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 63639.55 | 2500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 63084.10 | 2500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 61481.55 | 2500 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 64257.10 | 2500 | 0.00 | 0.00 | 0 | 2 | 0 |
| 9 Jan | 65557.20 | 2500 | 339.90 | 19.20 | 2 | 1 | 17 |
| 8 Jan | 66402.60 | 2160.1 | 428.30 | 22.08 | 1 | 0 | 16 |
| 7 Jan | 66938.90 | 1731.8 | -68.20 | 20.16 | 5 | 3 | 15 |
| 6 Jan | 66996.80 | 1800 | 1060.00 | 21.04 | 7 | 1 | 13 |
| 3 Jan | 69192.45 | 740 | -62.05 | 19.03 | 23 | 1 | 11 |
| 2 Jan | 69103.60 | 802.05 | 19.71 | 18 | 6 | 10 | |
For Nifty Next 50 - strike price 68000 expiring on 30JAN2025
Delta for 68000 PE is 0.00
Historical price for 68000 PE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 2500, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2500, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2500, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2500, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2500, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2500, 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 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 2500, which was 339.90 higher than the previous day. The implied volatity was 19.20, the open interest changed by 1 which increased total open position to 17
On 8 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 2160.1, which was 428.30 higher than the previous day. The implied volatity was 22.08, the open interest changed by 0 which decreased total open position to 16
On 7 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 1731.8, which was -68.20 lower than the previous day. The implied volatity was 20.16, the open interest changed by 3 which increased total open position to 15
On 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 1800, which was 1060.00 higher than the previous day. The implied volatity was 21.04, the open interest changed by 1 which increased total open position to 13
On 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 740, which was -62.05 lower than the previous day. The implied volatity was 19.03, the open interest changed by 1 which increased total open position to 11
On 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 802.05, which was lower than the previous day. The implied volatity was 19.71, the open interest changed by 6 which increased total open position to 10
