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[--[65.84.65.76]--]
NIFTYNXT50
Nifty Next 50

67444.95 343.50 (0.51%)

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Historical option data for NIFTYNXT50

13 Nov 2024 04:10 PM IST
NIFTYNXT50 29NOV2024 70000 CE
Delta: 0.21
Vega: 40.37
Theta: -29.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Nov 67101.45 328.95 -331.00 20.29 100 15 94
12 Nov 68448.90 659.95 -543.15 20.54 163 11 81
11 Nov 69973.75 1203.1 3.10 17.18 132 19 71
8 Nov 69774.20 1200 -600.00 17.97 46 2 53
7 Nov 70639.90 1800 -400.00 17.88 4 -1 51
6 Nov 71389.80 2200 775.00 13.84 58 -6 52
5 Nov 69797.45 1425 49.00 18.76 89 -5 56
4 Nov 69418.25 1376 -236.00 20.14 63 22 60
1 Nov 70400.75 1612 62.00 14.28 7 4 39
31 Oct 69911.75 1550 -202.00 - 66 2 35
30 Oct 70268.35 1752 -9.50 - 39 4 33
29 Oct 70538.35 1761.5 -188.50 - 98 3 31
28 Oct 70030.55 1950 53.10 - 94 20 28
25 Oct 69716.50 1896.9 - 9 8 8


For Nifty Next 50 - strike price 70000 expiring on 29NOV2024

Delta for 70000 CE is 0.21

Historical price for 70000 CE is as follows

On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 328.95, which was -331.00 lower than the previous day. The implied volatity was 20.29, the open interest changed by 15 which increased total open position to 94


On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 659.95, which was -543.15 lower than the previous day. The implied volatity was 20.54, the open interest changed by 11 which increased total open position to 81


On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 1203.1, which was 3.10 higher than the previous day. The implied volatity was 17.18, the open interest changed by 19 which increased total open position to 71


On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 1200, which was -600.00 lower than the previous day. The implied volatity was 17.97, the open interest changed by 2 which increased total open position to 53


On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 1800, which was -400.00 lower than the previous day. The implied volatity was 17.88, the open interest changed by -1 which decreased total open position to 51


On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 2200, which was 775.00 higher than the previous day. The implied volatity was 13.84, the open interest changed by -6 which decreased total open position to 52


On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 1425, which was 49.00 higher than the previous day. The implied volatity was 18.76, the open interest changed by -5 which decreased total open position to 56


On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 1376, which was -236.00 lower than the previous day. The implied volatity was 20.14, the open interest changed by 22 which increased total open position to 60


On 1 Nov NIFTYNXT50 was trading at 70400.75. The strike last trading price was 1612, which was 62.00 higher than the previous day. The implied volatity was 14.28, the open interest changed by 4 which increased total open position to 39


On 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 1550, which was -202.00 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 1752, which was -9.50 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 1761.5, which was -188.50 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 1950, which was 53.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct NIFTYNXT50 was trading at 69716.50. The strike last trading price was 1896.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


NIFTYNXT50 29NOV2024 70000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
13 Nov 67101.45 2354.95 671.75 - 26 -13 258
12 Nov 68448.90 1683.2 843.10 14.08 131 -30 271
11 Nov 69973.75 840.1 -59.90 15.68 37 0 301
8 Nov 69774.20 900 215.00 13.57 293 78 305
7 Nov 70639.90 685 195.00 16.32 267 91 226
6 Nov 71389.80 490 -621.10 17.10 78 9 135
5 Nov 69797.45 1111.1 -218.95 16.80 41 6 124
4 Nov 69418.25 1330.05 155.05 17.14 60 26 118
1 Nov 70400.75 1175 125.00 20.69 107 31 46
31 Oct 69911.75 1050 48.00 - 117 6 16
30 Oct 70268.35 1002 139.95 - 16 5 10
29 Oct 70538.35 862.05 -512.90 - 30 1 4
28 Oct 70030.55 1374.95 362.55 - 3 0 0
25 Oct 69716.50 1012.4 - 0 0 0


For Nifty Next 50 - strike price 70000 expiring on 29NOV2024

Delta for 70000 PE is -

Historical price for 70000 PE is as follows

On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 2354.95, which was 671.75 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 258


On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 1683.2, which was 843.10 higher than the previous day. The implied volatity was 14.08, the open interest changed by -30 which decreased total open position to 271


On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 840.1, which was -59.90 lower than the previous day. The implied volatity was 15.68, the open interest changed by 0 which decreased total open position to 301


On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 900, which was 215.00 higher than the previous day. The implied volatity was 13.57, the open interest changed by 78 which increased total open position to 305


On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 685, which was 195.00 higher than the previous day. The implied volatity was 16.32, the open interest changed by 91 which increased total open position to 226


On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 490, which was -621.10 lower than the previous day. The implied volatity was 17.10, the open interest changed by 9 which increased total open position to 135


On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 1111.1, which was -218.95 lower than the previous day. The implied volatity was 16.80, the open interest changed by 6 which increased total open position to 124


On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 1330.05, which was 155.05 higher than the previous day. The implied volatity was 17.14, the open interest changed by 26 which increased total open position to 118


On 1 Nov NIFTYNXT50 was trading at 70400.75. The strike last trading price was 1175, which was 125.00 higher than the previous day. The implied volatity was 20.69, the open interest changed by 31 which increased total open position to 46


On 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 1050, which was 48.00 higher 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 1002, which was 139.95 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 862.05, which was -512.90 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 1374.95, which was 362.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct NIFTYNXT50 was trading at 69716.50. The strike last trading price was 1012.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to