NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
03 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 69500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 71890.75 | 10015.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 70726.85 | 10015.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 67472.00 | 10015.9 | 0.00 | 1.36 | 0 | 0 | 0 | |||
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| 13 Nov | 67101.45 | 10015.9 | 0.00 | 1.60 | 0 | 0 | 0 | |||
| 12 Nov | 68448.90 | 10015.9 | 10015.90 | - | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 69500 expiring on 27DEC2024
Delta for 69500 CE is -
Historical price for 69500 CE is as follows
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 10015.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 10015.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 10015.9, which was 0.00 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 10015.9, which was 0.00 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 10015.9, which was 10015.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was 0.00 lower than the previous day. The implied volatity was -, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTYNXT50 27DEC2024 69500 PE | |||||||
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Delta: -0.18
Vega: 48.31
Theta: -13.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 71890.75 | 320.1 | -158.05 | 17.46 | 2 | 1 | 1 |
| 29 Nov | 70726.85 | 478.15 | 0.00 | 2.12 | 0 | 0 | 0 |
| 18 Nov | 67472.00 | 478.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 67101.45 | 478.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 68448.90 | 478.15 | 0.00 | 0.08 | 0 | 0 | 0 |
| 11 Nov | 69973.75 | 478.15 | 0.00 | 1.28 | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 478.15 | 0.00 | 1.25 | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 478.15 | 0.00 | 1.86 | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 478.15 | 2.42 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 69500 expiring on 27DEC2024
Delta for 69500 PE is -0.18
Historical price for 69500 PE is as follows
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 320.1, which was -158.05 lower than the previous day. The implied volatity was 17.46, the open interest changed by 1 which increased total open position to 1
On 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 478.15, which was 0.00 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 478.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 478.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 478.15, which was 0.00 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 478.15, which was 0.00 lower than the previous day. The implied volatity was 1.28, 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 478.15, which was 0.00 lower than the previous day. The implied volatity was 1.25, 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 478.15, which was 0.00 lower than the previous day. The implied volatity was 1.86, 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 478.15, which was lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0
