NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 68000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 44.63
Theta: -65.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Nov | 67775.50 | 1058.9 | 338.85 | 25.61 | 182 | 20 | 136 | |||
| 18 Nov | 67472.00 | 720.05 | -119.95 | 18.79 | 145 | 24 | 117 | |||
| 14 Nov | 67408.65 | 840 | -110.05 | 17.43 | 303 | 37 | 93 | |||
| 13 Nov | 67101.45 | 950.05 | -8154.60 | 20.49 | 122 | 54 | 54 | |||
| 12 Nov | 68448.90 | 9104.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 69973.75 | 9104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 9104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 9104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 9104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 69797.45 | 9104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 69418.25 | 9104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 69911.75 | 9104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 70268.35 | 9104.65 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 70538.35 | 9104.65 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 68000 expiring on 29NOV2024
Delta for 68000 CE is 0.48
Historical price for 68000 CE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 1058.9, which was 338.85 higher than the previous day. The implied volatity was 25.61, the open interest changed by 20 which increased total open position to 136
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 720.05, which was -119.95 lower than the previous day. The implied volatity was 18.79, the open interest changed by 24 which increased total open position to 117
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 840, which was -110.05 lower than the previous day. The implied volatity was 17.43, the open interest changed by 37 which increased total open position to 93
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 950.05, which was -8154.60 lower than the previous day. The implied volatity was 20.49, the open interest changed by 54 which increased total open position to 54
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 9104.65, 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 9104.65, 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 9104.65, 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 9104.65, 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 9104.65, 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 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 9104.65, 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 9104.65, 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 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 9104.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTYNXT50 was trading at 70268.35. The strike last trading price was 9104.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTYNXT50 was trading at 70538.35. The strike last trading price was 9104.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTYNXT50 29NOV2024 68000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 44.48
Theta: -23.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Nov | 67775.50 | 773 | -378.05 | 15.22 | 80 | 21 | 139 |
| 18 Nov | 67472.00 | 1151.05 | -169.05 | 21.00 | 40 | 5 | 119 |
| 14 Nov | 67408.65 | 1320.1 | 69.10 | 21.93 | 94 | 16 | 115 |
| 13 Nov | 67101.45 | 1251 | 651.60 | 18.06 | 138 | -1 | 98 |
| 12 Nov | 68448.90 | 599.4 | 288.90 | 15.05 | 4 | 0 | 99 |
| 11 Nov | 69973.75 | 310.5 | 8.30 | 17.81 | 10 | 5 | 99 |
| 8 Nov | 69774.20 | 302.2 | 113.20 | 15.21 | 6 | -1 | 95 |
| 7 Nov | 70639.90 | 189 | 9.00 | 16.31 | 1 | 0 | 96 |
| 6 Nov | 71389.80 | 180 | -320.00 | 18.49 | 74 | 15 | 116 |
| 5 Nov | 69797.45 | 500 | -205.00 | 18.54 | 108 | 32 | 83 |
| 4 Nov | 69418.25 | 705 | 205.00 | 20.06 | 56 | 42 | 50 |
| 31 Oct | 69911.75 | 500 | 289.95 | - | 4 | 1 | 5 |
| 30 Oct | 70268.35 | 210.05 | -139.95 | - | 1 | 0 | 5 |
| 29 Oct | 70538.35 | 350 | - | 16 | 6 | 6 | |
For Nifty Next 50 - strike price 68000 expiring on 29NOV2024
Delta for 68000 PE is -0.54
Historical price for 68000 PE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 773, which was -378.05 lower than the previous day. The implied volatity was 15.22, the open interest changed by 21 which increased total open position to 139
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 1151.05, which was -169.05 lower than the previous day. The implied volatity was 21.00, the open interest changed by 5 which increased total open position to 119
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 1320.1, which was 69.10 higher than the previous day. The implied volatity was 21.93, the open interest changed by 16 which increased total open position to 115
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 1251, which was 651.60 higher than the previous day. The implied volatity was 18.06, the open interest changed by -1 which decreased total open position to 98
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 599.4, which was 288.90 higher than the previous day. The implied volatity was 15.05, the open interest changed by 0 which decreased total open position to 99
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 310.5, which was 8.30 higher than the previous day. The implied volatity was 17.81, the open interest changed by 5 which increased total open position to 99
On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 302.2, which was 113.20 higher than the previous day. The implied volatity was 15.21, the open interest changed by -1 which decreased total open position to 95
On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 189, which was 9.00 higher than the previous day. The implied volatity was 16.31, the open interest changed by 0 which decreased total open position to 96
On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 180, which was -320.00 lower than the previous day. The implied volatity was 18.49, the open interest changed by 15 which increased total open position to 116
On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 500, which was -205.00 lower than the previous day. The implied volatity was 18.54, the open interest changed by 32 which increased total open position to 83
On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 705, which was 205.00 higher than the previous day. The implied volatity was 20.06, the open interest changed by 42 which increased total open position to 50
On 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 500, which was 289.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct NIFTYNXT50 was trading at 70268.35. The strike last trading price was 210.05, which was -139.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct NIFTYNXT50 was trading at 70538.35. The strike last trading price was 350, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
