NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 70000 CE | ||||||||||
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Delta: 0.21
Vega: 32.40
Theta: -41.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Nov | 67775.50 | 310 | 121.95 | 23.51 | 144 | 1 | 116 | |||
| 18 Nov | 67472.00 | 188.05 | -68.95 | 19.38 | 83 | 9 | 115 | |||
| 14 Nov | 67408.65 | 257 | -71.95 | 18.02 | 52 | 15 | 108 | |||
| 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 | |||
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| 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 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 310, which was 121.95 higher than the previous day. The implied volatity was 23.51, the open interest changed by 1 which increased total open position to 116
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 188.05, which was -68.95 lower than the previous day. The implied volatity was 19.38, the open interest changed by 9 which increased total open position to 115
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 257, which was -71.95 lower than the previous day. The implied volatity was 18.02, the open interest changed by 15 which increased total open position to 108
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Nov | 67775.50 | 1850 | -850.00 | - | 21 | -6 | 250 |
| 18 Nov | 67472.00 | 2700 | 100.00 | 25.28 | 13 | 0 | 256 |
| 14 Nov | 67408.65 | 2600 | 245.05 | 20.96 | 9 | -2 | 256 |
| 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 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 1850, which was -850.00 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 250
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 2700, which was 100.00 higher than the previous day. The implied volatity was 25.28, the open interest changed by 0 which decreased total open position to 256
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 2600, which was 245.05 higher than the previous day. The implied volatity was 20.96, the open interest changed by -2 which decreased total open position to 256
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
