NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
17 Jan 2025 04:10 PM IST
| NIFTYNXT50 30JAN2025 69000 CE | ||||||||||
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Delta: 0.09
Vega: 20.70
Theta: -19.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 65053.60 | 118 | 35.00 | 22.04 | 62 | -4 | 127 | |||
| 16 Jan | 64564.50 | 83 | 18.00 | 21.34 | 77 | -5 | 130 | |||
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| 15 Jan | 63639.55 | 65 | -17.80 | 22.88 | 109 | -1 | 136 | |||
| 14 Jan | 63084.10 | 82.8 | 4.30 | 24.77 | 65 | 18 | 137 | |||
| 13 Jan | 61481.55 | 78.5 | -151.50 | 30.31 | 67 | 0 | 119 | |||
| 10 Jan | 64257.10 | 230 | -109.95 | 24.37 | 65 | 2 | 120 | |||
| 9 Jan | 65557.20 | 339.95 | -173.05 | 20.95 | 43 | 6 | 117 | |||
| 8 Jan | 66402.60 | 513 | -258.00 | 20.51 | 116 | 38 | 113 | |||
| 7 Jan | 66938.90 | 771 | -101.65 | 21.58 | 85 | 10 | 76 | |||
| 6 Jan | 66996.80 | 872.65 | -688.35 | 22.11 | 95 | 29 | 66 | |||
| 3 Jan | 69192.45 | 1561 | -76.90 | 16.18 | 69 | 6 | 36 | |||
| 2 Jan | 69103.60 | 1637.9 | 16.68 | 36 | -2 | 29 | ||||
For Nifty Next 50 - strike price 69000 expiring on 30JAN2025
Delta for 69000 CE is 0.09
Historical price for 69000 CE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 118, which was 35.00 higher than the previous day. The implied volatity was 22.04, the open interest changed by -4 which decreased total open position to 127
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 83, which was 18.00 higher than the previous day. The implied volatity was 21.34, the open interest changed by -5 which decreased total open position to 130
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 65, which was -17.80 lower than the previous day. The implied volatity was 22.88, the open interest changed by -1 which decreased total open position to 136
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 82.8, which was 4.30 higher than the previous day. The implied volatity was 24.77, the open interest changed by 18 which increased total open position to 137
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 78.5, which was -151.50 lower than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 119
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 230, which was -109.95 lower than the previous day. The implied volatity was 24.37, the open interest changed by 2 which increased total open position to 120
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 339.95, which was -173.05 lower than the previous day. The implied volatity was 20.95, the open interest changed by 6 which increased total open position to 117
On 8 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 513, which was -258.00 lower than the previous day. The implied volatity was 20.51, the open interest changed by 38 which increased total open position to 113
On 7 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 771, which was -101.65 lower than the previous day. The implied volatity was 21.58, the open interest changed by 10 which increased total open position to 76
On 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 872.65, which was -688.35 lower than the previous day. The implied volatity was 22.11, the open interest changed by 29 which increased total open position to 66
On 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 1561, which was -76.90 lower than the previous day. The implied volatity was 16.18, the open interest changed by 6 which increased total open position to 36
On 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 1637.9, which was lower than the previous day. The implied volatity was 16.68, the open interest changed by -2 which decreased total open position to 29
| NIFTYNXT50 30JAN2025 69000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 13.20
Theta: 8.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 65053.60 | 3773.8 | -526.20 | 18.04 | 2 | 0 | 39 |
| 16 Jan | 64564.50 | 4300 | -988.30 | 26.05 | 2 | -1 | 40 |
| 15 Jan | 63639.55 | 5288.3 | -1439.00 | 32.22 | 4 | -1 | 42 |
| 14 Jan | 63084.10 | 6727.3 | 0.00 | 0.00 | 0 | 3 | 0 |
| 13 Jan | 61481.55 | 6727.3 | 2029.90 | - | 3 | 2 | 42 |
| 10 Jan | 64257.10 | 4697.4 | 1927.95 | 26.34 | 4 | 2 | 39 |
| 9 Jan | 65557.20 | 2769.45 | -330.55 | - | 1 | 0 | 36 |
| 8 Jan | 66402.60 | 3100 | 901.20 | 26.28 | 2 | 1 | 35 |
| 7 Jan | 66938.90 | 2198.8 | -1.20 | 17.19 | 6 | 4 | 34 |
| 6 Jan | 66996.80 | 2200 | 999.00 | 18.33 | 22 | -11 | 30 |
| 3 Jan | 69192.45 | 1201 | -272.00 | 20.18 | 113 | 10 | 28 |
| 2 Jan | 69103.60 | 1473 | 23.69 | 3 | 1 | 18 | |
For Nifty Next 50 - strike price 69000 expiring on 30JAN2025
Delta for 69000 PE is -0.95
Historical price for 69000 PE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 3773.8, which was -526.20 lower than the previous day. The implied volatity was 18.04, the open interest changed by 0 which decreased total open position to 39
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 4300, which was -988.30 lower than the previous day. The implied volatity was 26.05, the open interest changed by -1 which decreased total open position to 40
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 5288.3, which was -1439.00 lower than the previous day. The implied volatity was 32.22, the open interest changed by -1 which decreased total open position to 42
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 6727.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 6727.3, which was 2029.90 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 42
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 4697.4, which was 1927.95 higher than the previous day. The implied volatity was 26.34, the open interest changed by 2 which increased total open position to 39
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 2769.45, which was -330.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 8 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 3100, which was 901.20 higher than the previous day. The implied volatity was 26.28, the open interest changed by 1 which increased total open position to 35
On 7 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 2198.8, which was -1.20 lower than the previous day. The implied volatity was 17.19, the open interest changed by 4 which increased total open position to 34
On 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 2200, which was 999.00 higher than the previous day. The implied volatity was 18.33, the open interest changed by -11 which decreased total open position to 30
On 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 1201, which was -272.00 lower than the previous day. The implied volatity was 20.18, the open interest changed by 10 which increased total open position to 28
On 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 1473, which was lower than the previous day. The implied volatity was 23.69, the open interest changed by 1 which increased total open position to 18
