NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
21 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 69500 CE | ||||||||||
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Delta: 0.17
Vega: 24.82
Theta: -43.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 66765.45 | 227 | -243.00 | 26.13 | 17 | 7 | 35 | |||
| 19 Nov | 67775.50 | 470 | 51.70 | 24.62 | 51 | 5 | 28 | |||
| 18 Nov | 67472.00 | 418.3 | -38.65 | 23.19 | 5 | 0 | 22 | |||
| 14 Nov | 67408.65 | 456.95 | 101.45 | 20.08 | 16 | 0 | 21 | |||
| 13 Nov | 67101.45 | 355.5 | -395.50 | 18.43 | 17 | 7 | 22 | |||
| 12 Nov | 68448.90 | 751 | -800.00 | 19.07 | 28 | 7 | 15 | |||
| 11 Nov | 69973.75 | 1551 | -149.00 | 18.32 | 2 | 1 | 8 | |||
| 8 Nov | 69774.20 | 1700 | -399.90 | 21.65 | 2 | 0 | 6 | |||
| 7 Nov | 70639.90 | 2099.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 6 Nov | 71389.80 | 2099.9 | 599.40 | - | 12 | 5 | 8 | |||
| 5 Nov | 69797.45 | 1500.5 | -477.45 | 15.97 | 7 | 4 | 4 | |||
| 4 Nov | 69418.25 | 1977.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 70400.75 | 1977.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 31 Oct | 69911.75 | 1977.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 70268.35 | 1977.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 70538.35 | 1977.95 | -5929.35 | - | 2 | 1 | 1 | |||
| 28 Oct | 70030.55 | 7907.3 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 69500 expiring on 29NOV2024
Delta for 69500 CE is 0.17
Historical price for 69500 CE is as follows
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 227, which was -243.00 lower than the previous day. The implied volatity was 26.13, the open interest changed by 7 which increased total open position to 35
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 470, which was 51.70 higher than the previous day. The implied volatity was 24.62, the open interest changed by 5 which increased total open position to 28
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 418.3, which was -38.65 lower than the previous day. The implied volatity was 23.19, the open interest changed by 0 which decreased total open position to 22
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 456.95, which was 101.45 higher than the previous day. The implied volatity was 20.08, the open interest changed by 0 which decreased total open position to 21
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 355.5, which was -395.50 lower than the previous day. The implied volatity was 18.43, the open interest changed by 7 which increased total open position to 22
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 751, which was -800.00 lower than the previous day. The implied volatity was 19.07, the open interest changed by 7 which increased total open position to 15
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 1551, which was -149.00 lower than the previous day. The implied volatity was 18.32, the open interest changed by 1 which increased total open position to 8
On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 1700, which was -399.90 lower than the previous day. The implied volatity was 21.65, the open interest changed by 0 which decreased total open position to 6
On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 2099.9, 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 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 2099.9, which was 599.40 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 8
On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 1500.5, which was -477.45 lower than the previous day. The implied volatity was 15.97, the open interest changed by 4 which increased total open position to 4
On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 1977.95, 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 1 Nov NIFTYNXT50 was trading at 70400.75. The strike last trading price was 1977.95, 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 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 1977.95, 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 1977.95, 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 1977.95, which was -5929.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTYNXT50 was trading at 70030.55. The strike last trading price was 7907.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTYNXT50 29NOV2024 69500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 66765.45 | 2350 | 700.00 | - | 5 | 0 | 16 |
| 19 Nov | 67775.50 | 1650 | -400.00 | - | 7 | 2 | 15 |
| 18 Nov | 67472.00 | 2050 | 0.00 | 17.87 | 1 | 0 | 12 |
| 14 Nov | 67408.65 | 2050 | 50.00 | 16.95 | 3 | -1 | 11 |
| 13 Nov | 67101.45 | 2000 | 1150.00 | 10.50 | 11 | -1 | 12 |
| 12 Nov | 68448.90 | 850 | 250.90 | - | 39 | -1 | 13 |
| 11 Nov | 69973.75 | 599.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 8 Nov | 69774.20 | 599.1 | -0.90 | 12.43 | 5 | 2 | 15 |
| 7 Nov | 70639.90 | 600 | -489.90 | 17.72 | 9 | -3 | 13 |
| 6 Nov | 71389.80 | 1089.9 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Nov | 69797.45 | 1089.9 | 39.90 | 19.72 | 12 | 2 | 16 |
| 4 Nov | 69418.25 | 1050 | 182.00 | 16.69 | 34 | -1 | 14 |
| 1 Nov | 70400.75 | 868 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 69911.75 | 868 | 0.00 | - | 1 | 0 | 15 |
| 30 Oct | 70268.35 | 868 | 79.95 | - | 13 | 3 | 16 |
| 29 Oct | 70538.35 | 788.05 | 32.80 | - | 249 | 3 | 13 |
| 28 Oct | 70030.55 | 755.25 | - | 11 | 9 | 9 | |
For Nifty Next 50 - strike price 69500 expiring on 29NOV2024
Delta for 69500 PE is -
Historical price for 69500 PE is as follows
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 2350, which was 700.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 1650, which was -400.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 15
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 2050, which was 0.00 lower than the previous day. The implied volatity was 17.87, the open interest changed by 0 which decreased total open position to 12
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 2050, which was 50.00 higher than the previous day. The implied volatity was 16.95, the open interest changed by -1 which decreased total open position to 11
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 2000, which was 1150.00 higher than the previous day. The implied volatity was 10.50, the open interest changed by -1 which decreased total open position to 12
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 850, which was 250.90 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 599.1, 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 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 599.1, which was -0.90 lower than the previous day. The implied volatity was 12.43, the open interest changed by 2 which increased total open position to 15
On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 600, which was -489.90 lower than the previous day. The implied volatity was 17.72, the open interest changed by -3 which decreased total open position to 13
On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 1089.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 1089.9, which was 39.90 higher than the previous day. The implied volatity was 19.72, the open interest changed by 2 which increased total open position to 16
On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 1050, which was 182.00 higher than the previous day. The implied volatity was 16.69, the open interest changed by -1 which decreased total open position to 14
On 1 Nov NIFTYNXT50 was trading at 70400.75. The strike last trading price was 868, 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 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 868, 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 868, which was 79.95 higher 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 788.05, which was 32.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct NIFTYNXT50 was trading at 70030.55. The strike last trading price was 755.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
