NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 69600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 38.03
Theta: -44.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Nov | 67775.50 | 400 | -1182.40 | 20.68 | 4 | 0 | 15 | |||
| 18 Nov | 67472.00 | 1582.4 | 0.00 | 0.00 | 0 | 0 | 15 | |||
| 14 Nov | 67408.65 | 1582.4 | 0.00 | 0.00 | 0 | 0 | 15 | |||
| 13 Nov | 67101.45 | 1582.4 | 0.00 | 0.00 | 0 | 0 | 15 | |||
| 12 Nov | 68448.90 | 1582.4 | -117.60 | 33.55 | 1 | 0 | 14 | |||
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| 11 Nov | 69973.75 | 1700 | 124.95 | 19.74 | 1 | 0 | 15 | |||
| 8 Nov | 69774.20 | 1575.05 | -375.95 | 20.53 | 6 | -2 | 14 | |||
| 7 Nov | 70639.90 | 1951 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 6 Nov | 71389.80 | 1951 | 601.00 | - | 7 | -5 | 16 | |||
| 5 Nov | 69797.45 | 1350 | -349.00 | 14.63 | 8 | 0 | 22 | |||
| 4 Nov | 69418.25 | 1699 | -1.05 | 21.91 | 19 | 13 | 21 | |||
| 1 Nov | 70400.75 | 1700.05 | -599.90 | 11.96 | 2 | 0 | 8 | |||
| 31 Oct | 69911.75 | 2299.95 | 0.00 | - | 1 | 0 | 7 | |||
| 30 Oct | 70268.35 | 2299.95 | 0.00 | - | 0 | 2 | 0 | |||
| 29 Oct | 70538.35 | 2299.95 | 201.95 | - | 2 | 1 | 6 | |||
| 28 Oct | 70030.55 | 2098 | - | 8 | 5 | 5 | ||||
For Nifty Next 50 - strike price 69600 expiring on 29NOV2024
Delta for 69600 CE is 0.28
Historical price for 69600 CE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 400, which was -1182.40 lower than the previous day. The implied volatity was 20.68, the open interest changed by 0 which decreased total open position to 15
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 1582.4, 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 15
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 1582.4, 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 15
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 1582.4, 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 15
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 1582.4, which was -117.60 lower than the previous day. The implied volatity was 33.55, the open interest changed by 0 which decreased total open position to 14
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 1700, which was 124.95 higher than the previous day. The implied volatity was 19.74, the open interest changed by 0 which decreased total open position to 15
On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 1575.05, which was -375.95 lower than the previous day. The implied volatity was 20.53, the open interest changed by -2 which decreased total open position to 14
On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 1951, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 1951, which was 601.00 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 16
On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 1350, which was -349.00 lower than the previous day. The implied volatity was 14.63, the open interest changed by 0 which decreased total open position to 22
On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 1699, which was -1.05 lower than the previous day. The implied volatity was 21.91, the open interest changed by 13 which increased total open position to 21
On 1 Nov NIFTYNXT50 was trading at 70400.75. The strike last trading price was 1700.05, which was -599.90 lower than the previous day. The implied volatity was 11.96, the open interest changed by 0 which decreased total open position to 8
On 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 2299.95, 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 2299.95, 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 2299.95, which was 201.95 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 2098, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTYNXT50 29NOV2024 69600 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 |
| 19 Nov | 67775.50 | 2350 | 0.00 | 0.00 | 0 | -29 | 0 |
| 18 Nov | 67472.00 | 2350 | 1369.95 | 25.13 | 59 | -16 | 17 |
| 14 Nov | 67408.65 | 980.05 | 0.00 | 0.00 | 0 | 0 | 33 |
| 13 Nov | 67101.45 | 980.05 | 0.00 | 0.00 | 0 | 31 | 0 |
| 12 Nov | 68448.90 | 980.05 | 180.05 | 6.66 | 64 | 31 | 33 |
| 11 Nov | 69973.75 | 800 | 150.00 | 18.09 | 3 | 0 | 2 |
| 8 Nov | 69774.20 | 650 | 49.00 | 12.60 | 1 | 0 | 3 |
| 7 Nov | 70639.90 | 601 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 601 | -595.60 | 20.91 | 1 | 0 | 3 |
| 5 Nov | 69797.45 | 1196.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 69418.25 | 1196.6 | 295.60 | 18.07 | 7 | 0 | 2 |
| 1 Nov | 70400.75 | 901 | 0.00 | 0.00 | 0 | -1 | 0 |
| 31 Oct | 69911.75 | 901 | -369.50 | - | 3 | 0 | 3 |
| 30 Oct | 70268.35 | 1270.5 | 0.00 | - | 0 | 3 | 0 |
| 29 Oct | 70538.35 | 1270.5 | 346.35 | - | 6 | 2 | 2 |
| 28 Oct | 70030.55 | 924.15 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 69600 expiring on 29NOV2024
Delta for 69600 PE is 0.00
Historical price for 69600 PE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 2350, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -29 which decreased total open position to 0
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 2350, which was 1369.95 higher than the previous day. The implied volatity was 25.13, the open interest changed by -16 which decreased total open position to 17
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 980.05, 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 33
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 980.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 980.05, which was 180.05 higher than the previous day. The implied volatity was 6.66, the open interest changed by 31 which increased total open position to 33
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 800, which was 150.00 higher than the previous day. The implied volatity was 18.09, the open interest changed by 0 which decreased total open position to 2
On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 650, which was 49.00 higher than the previous day. The implied volatity was 12.60, the open interest changed by 0 which decreased total open position to 3
On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 601, 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 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 601, which was -595.60 lower than the previous day. The implied volatity was 20.91, the open interest changed by 0 which decreased total open position to 3
On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 1196.6, 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 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 1196.6, which was 295.60 higher than the previous day. The implied volatity was 18.07, the open interest changed by 0 which decreased total open position to 2
On 1 Nov NIFTYNXT50 was trading at 70400.75. The strike last trading price was 901, 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 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 901, which was -369.50 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 1270.5, 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 1270.5, which was 346.35 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 924.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
