NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 68500 CE | ||||||||||
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Delta: 0.41
Vega: 43.62
Theta: -62.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Nov | 67775.50 | 820 | 232.05 | 25.04 | 263 | 3 | 40 | |||
| 18 Nov | 67472.00 | 587.95 | -43.05 | 20.08 | 77 | 19 | 37 | |||
| 14 Nov | 67408.65 | 631 | 15.95 | 17.26 | 25 | 11 | 18 | |||
| 13 Nov | 67101.45 | 615.05 | -8082.25 | 17.93 | 9 | 4 | 4 | |||
| 12 Nov | 68448.90 | 8697.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 69973.75 | 8697.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 8697.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 8697.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 8697.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 69797.45 | 8697.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 69418.25 | 8697.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 69911.75 | 8697.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 70268.35 | 8697.3 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 70538.35 | 8697.3 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 68500 expiring on 29NOV2024
Delta for 68500 CE is 0.41
Historical price for 68500 CE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 820, which was 232.05 higher than the previous day. The implied volatity was 25.04, the open interest changed by 3 which increased total open position to 40
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 587.95, which was -43.05 lower than the previous day. The implied volatity was 20.08, the open interest changed by 19 which increased total open position to 37
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 631, which was 15.95 higher than the previous day. The implied volatity was 17.26, the open interest changed by 11 which increased total open position to 18
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 615.05, which was -8082.25 lower than the previous day. The implied volatity was 17.93, the open interest changed by 4 which increased total open position to 4
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 8697.3, 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 8697.3, 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 8697.3, 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 8697.3, 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 8697.3, 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 8697.3, 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 8697.3, 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 8697.3, 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 8697.3, 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 8697.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTYNXT50 29NOV2024 68500 PE | |||||||
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Delta: -0.84
Vega: 26.74
Theta: 7.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Nov | 67775.50 | 751.45 | 40.85 | 6.08 | 13 | 4 | 4 |
| 18 Nov | 67472.00 | 710.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 67408.65 | 710.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 67101.45 | 710.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 68448.90 | 710.6 | 0.00 | 0.39 | 0 | 0 | 0 |
| 11 Nov | 69973.75 | 710.6 | 0.00 | 2.71 | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 710.6 | 0.00 | 2.37 | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 710.6 | 0.00 | 3.47 | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 710.6 | 0.00 | 4.13 | 0 | 0 | 0 |
| 5 Nov | 69797.45 | 710.6 | 0.00 | 2.26 | 0 | 0 | 0 |
| 4 Nov | 69418.25 | 710.6 | 0.00 | 1.76 | 0 | 0 | 0 |
| 31 Oct | 69911.75 | 710.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 70268.35 | 710.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 70538.35 | 710.6 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 68500 expiring on 29NOV2024
Delta for 68500 PE is -0.84
Historical price for 68500 PE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 751.45, which was 40.85 higher than the previous day. The implied volatity was 6.08, the open interest changed by 4 which increased total open position to 4
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 710.6, 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 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 710.6, 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 710.6, 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 710.6, 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 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 710.6, which was 0.00 lower than the previous day. The implied volatity was 2.71, 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 710.6, which was 0.00 lower than the previous day. The implied volatity was 2.37, 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 710.6, which was 0.00 lower than the previous day. The implied volatity was 3.47, 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 710.6, which was 0.00 lower than the previous day. The implied volatity was 4.13, 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 710.6, which was 0.00 lower than the previous day. The implied volatity was 2.26, 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 710.6, which was 0.00 lower than the previous day. The implied volatity was 1.76, 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 710.6, 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 710.6, 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 710.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
