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[--[65.84.65.76]--]
NIFTYNXT50
Nifty Next 50

66913.05 -862.45 (-1.27%)

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Historical option data for NIFTYNXT50

19 Nov 2024 04:10 PM IST
NIFTYNXT50 29NOV2024 68900 CE
Delta: 0.35
Vega: 41.41
Theta: -55.59
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Nov 67775.50 611.75 72.80 23.81 3 -1 2
18 Nov 67472.00 538.95 0.00 0.00 0 0 3
14 Nov 67408.65 538.95 0.00 0.00 0 0 3
13 Nov 67101.45 538.95 -1462.05 18.97 3 2 3
12 Nov 68448.90 2001 0.00 0.00 0 0 0
11 Nov 69973.75 2001 0.00 0.00 0 0 0
8 Nov 69774.20 2001 0.00 0.00 0 0 0
7 Nov 70639.90 2001 0.00 0.00 0 -2 0
6 Nov 71389.80 2001 76.25 - 2 0 3
5 Nov 69797.45 1924.75 -75.25 16.77 1 0 2
4 Nov 69418.25 2000 -6377.20 20.82 2 0 0
31 Oct 69911.75 8377.2 0.00 - 0 0 0
30 Oct 70268.35 8377.2 0.00 - 0 0 0
29 Oct 70538.35 8377.2 - 0 0 0


For Nifty Next 50 - strike price 68900 expiring on 29NOV2024

Delta for 68900 CE is 0.35

Historical price for 68900 CE is as follows

On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 611.75, which was 72.80 higher than the previous day. The implied volatity was 23.81, the open interest changed by -1 which decreased total open position to 2


On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 538.95, 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 3


On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 538.95, 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 3


On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 538.95, which was -1462.05 lower than the previous day. The implied volatity was 18.97, the open interest changed by 2 which increased total open position to 3


On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 2001, 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 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 2001, 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 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 2001, 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 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 2001, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 2001, which was 76.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 1924.75, which was -75.25 lower than the previous day. The implied volatity was 16.77, the open interest changed by 0 which decreased total open position to 2


On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 2000, which was -6377.20 lower than the previous day. The implied volatity was 20.82, 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 8377.2, 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 8377.2, 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 8377.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NIFTYNXT50 29NOV2024 68900 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Nov 67775.50 1134 0.00 0.00 0 0 2
18 Nov 67472.00 1134 0.00 0.00 0 0 2
14 Nov 67408.65 1134 0.00 0.00 0 0 2
13 Nov 67101.45 1134 0.00 0.00 0 0 2
12 Nov 68448.90 1134 0.00 0.00 0 0 0
11 Nov 69973.75 1134 0.00 0.00 0 0 0
8 Nov 69774.20 1134 0.00 0.00 0 0 0
7 Nov 70639.90 1134 0.00 0.00 0 0 0
6 Nov 71389.80 1134 0.00 0.00 0 0 0
5 Nov 69797.45 1134 0.00 0.00 0 0 0
4 Nov 69418.25 1134 324.00 22.09 2 0 2
31 Oct 69911.75 810 0.00 - 0 0 2
30 Oct 70268.35 810 0.00 - 0 0 2
29 Oct 70538.35 810 - 6 3 3


For Nifty Next 50 - strike price 68900 expiring on 29NOV2024

Delta for 68900 PE is 0.00

Historical price for 68900 PE is as follows

On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 1134, 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 2


On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 1134, 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 2


On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 1134, 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 2


On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 1134, 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 2


On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 1134, 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 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 1134, 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 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 1134, 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 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 1134, 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 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 1134, 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 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 1134, 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 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 1134, which was 324.00 higher than the previous day. The implied volatity was 22.09, the open interest changed by 0 which decreased total open position to 2


On 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 810, 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 810, 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 810, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to