NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
17 Jan 2025 04:10 PM IST
| NIFTYNXT50 30JAN2025 69500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 15.13
Theta: -13.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 65053.60 | 70.15 | 19.85 | 21.35 | 26 | -7 | 75 | |||
| 16 Jan | 64564.50 | 50.3 | -2.65 | 20.80 | 1 | 0 | 82 | |||
| 15 Jan | 63639.55 | 52.95 | 24.90 | 23.60 | 7 | -2 | 82 | |||
| 14 Jan | 63084.10 | 28.05 | -42.00 | 21.90 | 2 | 0 | 84 | |||
| 13 Jan | 61481.55 | 70.05 | -82.95 | 31.20 | 7 | -3 | 85 | |||
| 10 Jan | 64257.10 | 153 | -142.00 | 23.44 | 40 | 8 | 92 | |||
| 9 Jan | 65557.20 | 295 | -115.00 | 21.88 | 31 | 0 | 88 | |||
| 8 Jan | 66402.60 | 410 | -226.05 | 20.65 | 53 | 12 | 87 | |||
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| 7 Jan | 66938.90 | 636.05 | -128.95 | 21.69 | 141 | -7 | 78 | |||
| 6 Jan | 66996.80 | 765 | -524.00 | 22.87 | 186 | 38 | 85 | |||
| 3 Jan | 69192.45 | 1289 | 49.00 | 16.17 | 381 | 25 | 44 | |||
| 2 Jan | 69103.60 | 1240 | 15.03 | 24 | 1 | 18 | ||||
For Nifty Next 50 - strike price 69500 expiring on 30JAN2025
Delta for 69500 CE is 0.06
Historical price for 69500 CE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 70.15, which was 19.85 higher than the previous day. The implied volatity was 21.35, the open interest changed by -7 which decreased total open position to 75
On 16 Jan NIFTYNXT50 was trading at 64564.50. The strike last trading price was 50.3, which was -2.65 lower than the previous day. The implied volatity was 20.80, the open interest changed by 0 which decreased total open position to 82
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 52.95, which was 24.90 higher than the previous day. The implied volatity was 23.60, the open interest changed by -2 which decreased total open position to 82
On 14 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 28.05, which was -42.00 lower than the previous day. The implied volatity was 21.90, the open interest changed by 0 which decreased total open position to 84
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 70.05, which was -82.95 lower than the previous day. The implied volatity was 31.20, the open interest changed by -3 which decreased total open position to 85
On 10 Jan NIFTYNXT50 was trading at 64257.10. The strike last trading price was 153, which was -142.00 lower than the previous day. The implied volatity was 23.44, the open interest changed by 8 which increased total open position to 92
On 9 Jan NIFTYNXT50 was trading at 65557.20. The strike last trading price was 295, which was -115.00 lower than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 88
On 8 Jan NIFTYNXT50 was trading at 66402.60. The strike last trading price was 410, which was -226.05 lower than the previous day. The implied volatity was 20.65, the open interest changed by 12 which increased total open position to 87
On 7 Jan NIFTYNXT50 was trading at 66938.90. The strike last trading price was 636.05, which was -128.95 lower than the previous day. The implied volatity was 21.69, the open interest changed by -7 which decreased total open position to 78
On 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 765, which was -524.00 lower than the previous day. The implied volatity was 22.87, the open interest changed by 38 which increased total open position to 85
On 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 1289, which was 49.00 higher than the previous day. The implied volatity was 16.17, the open interest changed by 25 which increased total open position to 44
On 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 1240, which was lower than the previous day. The implied volatity was 15.03, the open interest changed by 1 which increased total open position to 18
| NIFTYNXT50 30JAN2025 69500 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 | 6400 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 64564.50 | 6400 | 0.00 | 0.00 | 0 | 0 | 1 |
| 15 Jan | 63639.55 | 6400 | 0.00 | 0.00 | 0 | -1 | 0 |
| 14 Jan | 63084.10 | 6400 | 4689.55 | 42.28 | 1 | 0 | 2 |
| 13 Jan | 61481.55 | 1710.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 64257.10 | 1710.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 65557.20 | 1710.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 66402.60 | 1710.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Jan | 66938.90 | 1710.45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Jan | 66996.80 | 1710.45 | 280.45 | - | 1 | 0 | 1 |
| 3 Jan | 69192.45 | 1430 | -1093.30 | 20.15 | 1 | 0 | 0 |
| 2 Jan | 69103.60 | 2523.3 | 0.24 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 69500 expiring on 30JAN2025
Delta for 69500 PE is 0.00
Historical price for 69500 PE is as follows
On 17 Jan NIFTYNXT50 was trading at 65053.60. The strike last trading price was 6400, 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 6400, 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 1
On 15 Jan NIFTYNXT50 was trading at 63639.55. The strike last trading price was 6400, 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 Jan NIFTYNXT50 was trading at 63084.10. The strike last trading price was 6400, which was 4689.55 higher than the previous day. The implied volatity was 42.28, the open interest changed by 0 which decreased total open position to 2
On 13 Jan NIFTYNXT50 was trading at 61481.55. The strike last trading price was 1710.45, 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 1710.45, 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 1710.45, 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 1710.45, 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 1710.45, 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 6 Jan NIFTYNXT50 was trading at 66996.80. The strike last trading price was 1710.45, which was 280.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jan NIFTYNXT50 was trading at 69192.45. The strike last trading price was 1430, which was -1093.30 lower than the previous day. The implied volatity was 20.15, the open interest changed by 0 which decreased total open position to 0
On 2 Jan NIFTYNXT50 was trading at 69103.60. The strike last trading price was 2523.3, which was lower than the previous day. The implied volatity was 0.24, the open interest changed by 0 which decreased total open position to 0
