NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 69800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 30.87
Theta: -30.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Nov | 67775.50 | 207.4 | -1103.10 | 17.44 | 1 | 0 | 6 | |||
| 18 Nov | 67472.00 | 1310.5 | 0.00 | 0.00 | 0 | 0 | 6 | |||
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| 14 Nov | 67408.65 | 1310.5 | 0.00 | 0.00 | 0 | 0 | 6 | |||
| 13 Nov | 67101.45 | 1310.5 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 12 Nov | 68448.90 | 1310.5 | -789.50 | 29.94 | 4 | 2 | 5 | |||
| 11 Nov | 69973.75 | 2100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 2100 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 2100 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 6 Nov | 71389.80 | 2100 | 1001.00 | 6.10 | 5 | 0 | 1 | |||
| 5 Nov | 69797.45 | 1099 | -701.00 | 12.64 | 1 | 0 | 1 | |||
| 4 Nov | 69418.25 | 1800 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 70400.75 | 1800 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 31 Oct | 69911.75 | 1800 | -187.95 | - | 1 | 0 | 1 | |||
| 30 Oct | 70268.35 | 1987.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 70538.35 | 1987.95 | 0.00 | - | 0 | 1 | 0 | |||
| 28 Oct | 70030.55 | 1987.95 | - | 1 | 0 | 0 | ||||
For Nifty Next 50 - strike price 69800 expiring on 29NOV2024
Delta for 69800 CE is 0.19
Historical price for 69800 CE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 207.4, which was -1103.10 lower than the previous day. The implied volatity was 17.44, the open interest changed by 0 which decreased total open position to 6
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 1310.5, 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 6
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 1310.5, 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 6
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 1310.5, 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 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 1310.5, which was -789.50 lower than the previous day. The implied volatity was 29.94, the open interest changed by 2 which increased total open position to 5
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 2100, 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 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 2100, 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 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 2100, 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 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 2100, which was 1001.00 higher than the previous day. The implied volatity was 6.10, the open interest changed by 0 which decreased total open position to 1
On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 1099, which was -701.00 lower than the previous day. The implied volatity was 12.64, the open interest changed by 0 which decreased total open position to 1
On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 1800, 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 1800, 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 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 1800, which was -187.95 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 1987.95, 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 1987.95, 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 28 Oct NIFTYNXT50 was trading at 70030.55. The strike last trading price was 1987.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTYNXT50 29NOV2024 69800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Nov | 67775.50 | 1300 | -1208.00 | - | 1 | 0 | 8 |
| 18 Nov | 67472.00 | 2508 | 1614.00 | 26.02 | 13 | 2 | 12 |
| 14 Nov | 67408.65 | 894 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 67101.45 | 894 | 0.00 | 0.00 | 0 | -2 | 0 |
| 12 Nov | 68448.90 | 894 | -3.90 | - | 13 | -2 | 10 |
| 11 Nov | 69973.75 | 897.9 | 247.90 | 18.09 | 4 | 0 | 11 |
| 8 Nov | 69774.20 | 650 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 650 | 0.00 | 0.00 | 0 | 1 | 0 |
| 6 Nov | 71389.80 | 650 | -645.00 | 20.30 | 1 | 0 | 10 |
| 5 Nov | 69797.45 | 1295 | 365.00 | 20.73 | 6 | 0 | 10 |
| 4 Nov | 69418.25 | 930 | 0.00 | 0.00 | 0 | 4 | 0 |
| 1 Nov | 70400.75 | 930 | -70.00 | 18.27 | 5 | 4 | 10 |
| 31 Oct | 69911.75 | 1000 | -109.80 | - | 21 | 1 | 6 |
| 30 Oct | 70268.35 | 1109.8 | 142.25 | - | 5 | 0 | 0 |
| 29 Oct | 70538.35 | 967.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 70030.55 | 967.55 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 69800 expiring on 29NOV2024
Delta for 69800 PE is -
Historical price for 69800 PE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 1300, which was -1208.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 2508, which was 1614.00 higher than the previous day. The implied volatity was 26.02, the open interest changed by 2 which increased total open position to 12
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 894, 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 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 894, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 894, which was -3.90 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 10
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 897.9, which was 247.90 higher than the previous day. The implied volatity was 18.09, the open interest changed by 0 which decreased total open position to 11
On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 650, 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 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 650, 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 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 650, which was -645.00 lower than the previous day. The implied volatity was 20.30, the open interest changed by 0 which decreased total open position to 10
On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 1295, which was 365.00 higher than the previous day. The implied volatity was 20.73, the open interest changed by 0 which decreased total open position to 10
On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 930, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 1 Nov NIFTYNXT50 was trading at 70400.75. The strike last trading price was 930, which was -70.00 lower than the previous day. The implied volatity was 18.27, the open interest changed by 4 which increased total open position to 10
On 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 1000, which was -109.80 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 1109.8, which was 142.25 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 967.55, 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 28 Oct NIFTYNXT50 was trading at 70030.55. The strike last trading price was 967.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
