NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
17 Jan 2025 04:10 PM IST
| NIFTYNXT50 30JAN2025 69400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.07
Vega: 16.31
Theta: -14.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 65053.60 | 80 | -2.00 | 21.72 | 6 | -4 | 5 | |||
| 16 Jan | 64564.50 | 82 | -89.00 | 22.73 | 2 | -1 | 8 | |||
| 15 Jan | 63639.55 | 171 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Jan | 63084.10 | 171 | 0.00 | 0.00 | 0 | 0 | 9 | |||
| 13 Jan | 61481.55 | 171 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 10 Jan | 64257.10 | 171 | -129.00 | 23.46 | 6 | 1 | 9 | |||
| 9 Jan | 65557.20 | 300 | -160.00 | 21.90 | 6 | 3 | 8 | |||
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| 8 Jan | 66402.60 | 460 | -241.00 | 21.28 | 13 | -1 | 8 | |||
| 7 Jan | 66938.90 | 701 | -378.30 | 22.38 | 6 | 1 | 10 | |||
| 6 Jan | 66996.80 | 1079.3 | -320.70 | 27.44 | 1 | 0 | 8 | |||
| 3 Jan | 69192.45 | 1400 | 278.90 | 17.05 | 31 | 0 | 10 | |||
| 2 Jan | 69103.60 | 1121.1 | 12.79 | 12 | 10 | 10 | ||||
For Nifty Next 50 - strike price 69400 expiring on 30JAN2025
Delta for 69400 CE is 0.07
Historical price for 69400 CE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 80, which was -2.00 lower than the previous day. The implied volatity was 21.72, the open interest changed by -4 which decreased total open position to 5
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 82, which was -89.00 lower than the previous day. The implied volatity was 22.73, the open interest changed by -1 which decreased total open position to 8
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 171, 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 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 171, 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 9
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 171, 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 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 171, which was -129.00 lower than the previous day. The implied volatity was 23.46, the open interest changed by 1 which increased total open position to 9
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 300, which was -160.00 lower than the previous day. The implied volatity was 21.90, the open interest changed by 3 which increased total open position to 8
On 8 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 460, which was -241.00 lower than the previous day. The implied volatity was 21.28, the open interest changed by -1 which decreased total open position to 8
On 7 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 701, which was -378.30 lower than the previous day. The implied volatity was 22.38, the open interest changed by 1 which increased total open position to 10
On 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 1079.3, which was -320.70 lower than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 8
On 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 1400, which was 278.90 higher than the previous day. The implied volatity was 17.05, the open interest changed by 0 which decreased total open position to 10
On 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 1121.1, which was lower than the previous day. The implied volatity was 12.79, the open interest changed by 10 which increased total open position to 10
| NIFTYNXT50 30JAN2025 69400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 65053.60 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 64564.50 | 1900 | 0.00 | 0.00 | 0 | 0 | 3 |
| 15 Jan | 63639.55 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 63084.10 | 1900 | 0.00 | 0.00 | 0 | 0 | 3 |
| 13 Jan | 61481.55 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 64257.10 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 65557.20 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 66402.60 | 1900 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 66938.90 | 1900 | 0.00 | 0.00 | 0 | -1 | 0 |
| 6 Jan | 66996.80 | 1900 | 799.95 | - | 4 | -1 | 3 |
| 3 Jan | 69192.45 | 1100.05 | -1379.55 | 16.16 | 6 | 5 | 5 |
| 2 Jan | 69103.60 | 2479.6 | 0.21 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 69400 expiring on 30JAN2025
Delta for 69400 PE is 0.00
Historical price for 69400 PE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 1900, 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 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 1900, 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 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 1900, 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 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 1900, 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 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 1900, 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 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 1900, 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 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 1900, 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 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 1900, 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 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 1900, 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 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 1900, which was 799.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 3
On 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 1100.05, which was -1379.55 lower than the previous day. The implied volatity was 16.16, the open interest changed by 5 which increased total open position to 5
On 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 2479.6, which was lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
