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

67282.5 -1909.95 (-2.76%)

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Historical option data for NIFTYNXT50

03 Jan 2025 04:10 PM IST
NIFTYNXT50 30JAN2025 69400 CE
Delta: 0.54
Vega: 74.65
Theta: -33.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.54

Historical price for 69400 CE is as follows

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: -0.46
Vega: 74.64
Theta: -13.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.46

Historical price for 69400 PE is as follows

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