NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 69000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 41.07
Theta: -55.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Nov | 67775.50 | 598.8 | 126.40 | 24.07 | 77 | 5 | 34 | |||
| 18 Nov | 67472.00 | 472.4 | -17.60 | 21.25 | 29 | 5 | 29 | |||
| 14 Nov | 67408.65 | 490 | 77.95 | 17.90 | 26 | 2 | 24 | |||
| 13 Nov | 67101.45 | 412.05 | -907.95 | 16.97 | 42 | 17 | 21 | |||
| 12 Nov | 68448.90 | 1320 | -526.30 | 25.32 | 3 | 2 | 3 | |||
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| 11 Nov | 69973.75 | 1846.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 1846.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 1846.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 1846.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 69797.45 | 1846.3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 69418.25 | 1846.3 | -6451.70 | 19.42 | 3 | 1 | 1 | |||
| 31 Oct | 69911.75 | 8298 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 70268.35 | 8298 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 70538.35 | 8298 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 69000 expiring on 29NOV2024
Delta for 69000 CE is 0.34
Historical price for 69000 CE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 598.8, which was 126.40 higher than the previous day. The implied volatity was 24.07, the open interest changed by 5 which increased total open position to 34
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 472.4, which was -17.60 lower than the previous day. The implied volatity was 21.25, the open interest changed by 5 which increased total open position to 29
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 490, which was 77.95 higher than the previous day. The implied volatity was 17.90, the open interest changed by 2 which increased total open position to 24
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 412.05, which was -907.95 lower than the previous day. The implied volatity was 16.97, the open interest changed by 17 which increased total open position to 21
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 1320, which was -526.30 lower than the previous day. The implied volatity was 25.32, the open interest changed by 2 which increased total open position to 3
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 1846.3, 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 1846.3, 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 1846.3, 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 1846.3, 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 1846.3, 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 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 1846.3, which was -6451.70 lower than the previous day. The implied volatity was 19.42, the open interest changed by 1 which increased total open position to 1
On 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 8298, 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 8298, 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 8298, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTYNXT50 29NOV2024 69000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Nov | 67775.50 | 1008.6 | -667.05 | - | 18 | 10 | 78 |
| 18 Nov | 67472.00 | 1675.65 | 0.00 | 0.00 | 0 | -1 | 0 |
| 14 Nov | 67408.65 | 1675.65 | -514.35 | 16.96 | 12 | -1 | 68 |
| 13 Nov | 67101.45 | 2190 | 1175.00 | 23.87 | 28 | 9 | 69 |
| 12 Nov | 68448.90 | 1015 | 495.00 | 13.95 | 147 | 15 | 59 |
| 11 Nov | 69973.75 | 520 | -30.05 | 16.81 | 23 | 5 | 39 |
| 8 Nov | 69774.20 | 550.05 | 168.90 | 14.66 | 27 | 11 | 35 |
| 7 Nov | 70639.90 | 381.15 | -7.65 | 16.25 | 4 | -2 | 26 |
| 6 Nov | 71389.80 | 388.8 | -455.15 | 19.63 | 16 | 8 | 27 |
| 5 Nov | 69797.45 | 843.95 | -116.05 | 18.97 | 106 | 9 | 19 |
| 4 Nov | 69418.25 | 960 | 385.00 | 18.49 | 60 | 6 | 9 |
| 31 Oct | 69911.75 | 575 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 70268.35 | 575 | 0.00 | - | 0 | 3 | 0 |
| 29 Oct | 70538.35 | 575 | - | 6 | 4 | 4 | |
For Nifty Next 50 - strike price 69000 expiring on 29NOV2024
Delta for 69000 PE is -
Historical price for 69000 PE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 1008.6, which was -667.05 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 78
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 1675.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 1675.65, which was -514.35 lower than the previous day. The implied volatity was 16.96, the open interest changed by -1 which decreased total open position to 68
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 2190, which was 1175.00 higher than the previous day. The implied volatity was 23.87, the open interest changed by 9 which increased total open position to 69
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 1015, which was 495.00 higher than the previous day. The implied volatity was 13.95, the open interest changed by 15 which increased total open position to 59
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 520, which was -30.05 lower than the previous day. The implied volatity was 16.81, the open interest changed by 5 which increased total open position to 39
On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 550.05, which was 168.90 higher than the previous day. The implied volatity was 14.66, the open interest changed by 11 which increased total open position to 35
On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 381.15, which was -7.65 lower than the previous day. The implied volatity was 16.25, the open interest changed by -2 which decreased total open position to 26
On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 388.8, which was -455.15 lower than the previous day. The implied volatity was 19.63, the open interest changed by 8 which increased total open position to 27
On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 843.95, which was -116.05 lower than the previous day. The implied volatity was 18.97, the open interest changed by 9 which increased total open position to 19
On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 960, which was 385.00 higher than the previous day. The implied volatity was 18.49, the open interest changed by 6 which increased total open position to 9
On 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 575, 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 575, 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 575, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
