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NIFTYNXT50
Nifty Next 50

68702.65 -1923.05 (-2.72%)

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Historical option data for NIFTYNXT50

20 Dec 2024 04:10 PM IST
NIFTYNXT50 27DEC2024 68000 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 68702.65 3200 0.00 0.00 0 0 0
19 Dec 70625.70 3200 0.00 0.00 0 0 1
18 Dec 71250.00 3200 0.00 0.00 0 0 1
17 Dec 72188.00 3200 0.00 0.00 0 0 0
16 Dec 73155.60 3200 0.00 0.00 0 0 0
13 Dec 72965.95 3200 0.00 0.00 0 0 0
12 Dec 73082.60 3200 0.00 0.00 0 0 0
11 Dec 73292.15 3200 0.00 0.00 0 0 0
10 Dec 73096.45 3200 0.00 0.00 0 0 0
9 Dec 72708.10 3200 0.00 0.00 0 0 0
6 Dec 73040.40 3200 0.00 0.00 0 0 0
5 Dec 72487.05 3200 0.00 0.00 0 0 0
4 Dec 72244.85 3200 0.00 0.00 0 0 0
29 Nov 70726.85 3200 0.00 0.00 0 0 1
18 Nov 67472.00 3200 0.00 0.00 0 0 1
13 Nov 67101.45 3200 0.00 0.00 0 0 1
12 Nov 68448.90 3200 0.00 0.00 0 0 1
11 Nov 69973.75 3200 0.00 0.00 0 0 1
8 Nov 69774.20 3200 0.00 0.00 0 0 1
7 Nov 70639.90 3200 0.00 0.00 0 0 1
6 Nov 71389.80 3200 0.00 1 0 1


For Nifty Next 50 - strike price 68000 expiring on 27DEC2024

Delta for 68000 CE is 0.00

Historical price for 68000 CE is as follows

On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 3200, 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 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 3200, 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 1


On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 3200, 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 1


On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 3200, 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 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 3200, 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 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 3200, 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 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 3200, 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 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 3200, 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 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 3200, 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 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 3200, 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 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 3200, 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 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 3200, 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 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 3200, 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 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 3200, 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 1


On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 3200, 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 1


On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 3200, 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 1


On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 3200, 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 1


On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 3200, 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 1


On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 3200, 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 1


On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 3200, 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 1


On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 3200, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


NIFTYNXT50 27DEC2024 68000 PE
Delta: -0.34
Vega: 34.86
Theta: -48.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 68702.65 481.7 287.45 22.02 46 4 116
19 Dec 70625.70 194.25 0.00 0.00 0 0 0
18 Dec 71250.00 194.25 0.00 0.00 0 0 112
17 Dec 72188.00 194.25 0.00 0.00 0 0 112
16 Dec 73155.60 194.25 0.00 0.00 0 0 0
13 Dec 72965.95 194.25 0.00 0.00 0 0 0
12 Dec 73082.60 194.25 0.00 0.00 0 0 112
11 Dec 73292.15 194.25 0.00 0.00 0 0 0
10 Dec 73096.45 194.25 0.00 0.00 0 0 0
9 Dec 72708.10 194.25 0.00 0.00 0 0 0
6 Dec 73040.40 194.25 0.00 0.00 0 1 0
5 Dec 72487.05 194.25 9.25 22.85 1 0 111
4 Dec 72244.85 185 -127.95 21.12 113 111 111
29 Nov 70726.85 312.95 0.00 3.75 0 0 0
18 Nov 67472.00 312.95 0.00 0.39 0 0 0
13 Nov 67101.45 312.95 0.00 - 0 0 0
12 Nov 68448.90 312.95 0.00 1.54 0 0 0
11 Nov 69973.75 312.95 0.00 2.90 0 0 0
8 Nov 69774.20 312.95 0.00 2.51 0 0 0
7 Nov 70639.90 312.95 0.00 3.71 0 0 0
6 Nov 71389.80 312.95 2.75 0 0 0


For Nifty Next 50 - strike price 68000 expiring on 27DEC2024

Delta for 68000 PE is -0.34

Historical price for 68000 PE is as follows

On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 481.7, which was 287.45 higher than the previous day. The implied volatity was 22.02, the open interest changed by 4 which increased total open position to 116


On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 194.25, 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 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 194.25, 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 112


On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 194.25, 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 112


On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 194.25, 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 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 194.25, 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 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 194.25, 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 112


On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 194.25, 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 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 194.25, 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 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 194.25, 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 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 194.25, 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 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 194.25, which was 9.25 higher than the previous day. The implied volatity was 22.85, the open interest changed by 0 which decreased total open position to 111


On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 185, which was -127.95 lower than the previous day. The implied volatity was 21.12, the open interest changed by 111 which increased total open position to 111


On 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 312.95, which was 0.00 lower than the previous day. The implied volatity was 3.75, the open interest changed by 0 which decreased total open position to 0


On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 312.95, which was 0.00 lower than the previous day. The implied volatity was 0.39, 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 312.95, 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 312.95, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 312.95, which was 0.00 lower than the previous day. The implied volatity was 2.90, 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 312.95, which was 0.00 lower than the previous day. The implied volatity was 2.51, 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 312.95, which was 0.00 lower than the previous day. The implied volatity was 3.71, 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 312.95, which was lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0