NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 70000 CE | ||||||||||
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Delta: 0.27
Vega: 31.71
Theta: -52.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 68702.65 | 332.35 | -2367.65 | 20.98 | 20 | 14 | 14 | |||
| 19 Dec | 70625.70 | 2700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 71250.00 | 2700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 72188.00 | 2700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 73155.60 | 2700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 72965.95 | 2700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 73082.60 | 2700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 73292.15 | 2700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 73096.45 | 2700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 72708.10 | 2700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 73040.40 | 2700 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 72487.05 | 2700 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 4 Dec | 72244.85 | 2700 | 500.00 | 8.99 | 2 | -1 | 1 | |||
| 3 Dec | 71890.75 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 70726.85 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 69342.70 | 2200 | 0.00 | 26.61 | 1 | 0 | 1 | |||
| 21 Nov | 66765.45 | 2200 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 19 Nov | 67775.50 | 2200 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 18 Nov | 67472.00 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 67408.65 | 2200 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 13 Nov | 67101.45 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 68448.90 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 2200 | 0.00 | 0 | 1 | 0 | ||||
For Nifty Next 50 - strike price 70000 expiring on 27DEC2024
Delta for 70000 CE is 0.27
Historical price for 70000 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 332.35, which was -2367.65 lower than the previous day. The implied volatity was 20.98, the open interest changed by 14 which increased total open position to 14
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 2700, 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 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 2700, 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 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 2700, 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 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 2700, 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 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 2700, 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 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 2700, 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 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 2700, 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 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 2700, 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 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 2700, 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 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 2700, 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 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 2700, 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 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 2700, which was 500.00 higher than the previous day. The implied volatity was 8.99, the open interest changed by -1 which decreased total open position to 1
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 2200, 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 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 2200, 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 25 Nov NIFTYNXT50 was trading at 69342.70. The strike last trading price was 2200, which was 0.00 lower than the previous day. The implied volatity was 26.61, the open interest changed by 0 which decreased total open position to 1
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 2200, 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 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 2200, 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 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 2200, 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 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 2200, 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 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 2200, 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 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 2200, 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 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 2200, 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 2200, 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 2200, 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 2200, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| NIFTYNXT50 27DEC2024 70000 PE | |||||||
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Delta: -0.97
Vega: 6.75
Theta: 15.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 68702.65 | 1197 | 697.00 | 6.66 | 50 | 13 | 19 |
| 19 Dec | 70625.70 | 500 | 275.00 | 20.13 | 13 | 3 | 7 |
| 18 Dec | 71250.00 | 225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 72188.00 | 225 | 0.00 | 0.00 | 0 | 3 | 0 |
| 16 Dec | 73155.60 | 225 | -75.00 | 25.24 | 3 | 2 | 3 |
| 13 Dec | 72965.95 | 300 | -246.15 | 24.07 | 1 | 0 | 0 |
| 12 Dec | 73082.60 | 546.15 | 0.00 | 5.29 | 0 | 0 | 0 |
| 11 Dec | 73292.15 | 546.15 | 0.00 | 5.46 | 0 | 0 | 0 |
| 10 Dec | 73096.45 | 546.15 | 0.00 | 4.86 | 0 | 0 | 0 |
| 9 Dec | 72708.10 | 546.15 | 0.00 | 4.27 | 0 | 0 | 0 |
| 6 Dec | 73040.40 | 546.15 | 0.00 | 4.37 | 0 | 0 | 0 |
| 5 Dec | 72487.05 | 546.15 | 0.00 | 3.69 | 0 | 0 | 0 |
| 4 Dec | 72244.85 | 546.15 | 0.00 | 3.32 | 0 | 0 | 0 |
| 3 Dec | 71890.75 | 546.15 | 0.00 | 2.86 | 0 | 0 | 0 |
| 29 Nov | 70726.85 | 546.15 | 0.00 | 1.54 | 0 | 0 | 0 |
| 25 Nov | 69342.70 | 546.15 | 0.00 | 0.35 | 0 | 0 | 0 |
| 21 Nov | 66765.45 | 546.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 67775.50 | 546.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 67472.00 | 546.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 67408.65 | 546.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 67101.45 | 546.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 68448.90 | 546.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 69973.75 | 546.15 | 0.00 | 0.80 | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 546.15 | 0.00 | 0.78 | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 546.15 | 0.00 | 1.42 | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 546.15 | 2.00 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 70000 expiring on 27DEC2024
Delta for 70000 PE is -0.97
Historical price for 70000 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 1197, which was 697.00 higher than the previous day. The implied volatity was 6.66, the open interest changed by 13 which increased total open position to 19
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 500, which was 275.00 higher than the previous day. The implied volatity was 20.13, the open interest changed by 3 which increased total open position to 7
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 225, 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 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 225, 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 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 225, which was -75.00 lower than the previous day. The implied volatity was 25.24, the open interest changed by 2 which increased total open position to 3
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 300, which was -246.15 lower than the previous day. The implied volatity was 24.07, the open interest changed by 0 which decreased total open position to 0
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 546.15, which was 0.00 lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 546.15, which was 0.00 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 546.15, which was 0.00 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 546.15, which was 0.00 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
On 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 546.15, which was 0.00 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 546.15, which was 0.00 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 546.15, which was 0.00 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 546.15, which was 0.00 lower than the previous day. The implied volatity was 2.86, 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 546.15, which was 0.00 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 25 Nov NIFTYNXT50 was trading at 69342.70. The strike last trading price was 546.15, which was 0.00 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 546.15, 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 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 546.15, 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 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 546.15, 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 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 546.15, 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 546.15, 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 546.15, 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 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 546.15, which was 0.00 lower than the previous day. The implied volatity was 0.80, 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 546.15, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 546.15, which was 0.00 lower than the previous day. The implied volatity was 1.42, 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 546.15, which was lower than the previous day. The implied volatity was 2.00, the open interest changed by 0 which decreased total open position to 0
