NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 70300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 31.02
Theta: -57.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 68702.65 | 352.05 | -8990.15 | 23.61 | 1 | 0 | 0 | |||
| 19 Dec | 70625.70 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 71250.00 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 72188.00 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 73155.60 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 72965.95 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 73082.60 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 73292.15 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 73096.45 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 72708.10 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 73040.40 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 72487.05 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 72244.85 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 71890.75 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 71164.35 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 70726.85 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Nov | 69342.70 | 9342.2 | 0.00 | 0.07 | 0 | 0 | 0 | |||
| 21 Nov | 66765.45 | 9342.2 | 0.00 | 3.04 | 0 | 0 | 0 | |||
| 19 Nov | 67775.50 | 9342.2 | 0.00 | 1.53 | 0 | 0 | 0 | |||
| 18 Nov | 67472.00 | 9342.2 | 0.00 | 2.07 | 0 | 0 | 0 | |||
| 14 Nov | 67408.65 | 9342.2 | 0.00 | 2.02 | 0 | 0 | 0 | |||
| 13 Nov | 67101.45 | 9342.2 | 0.00 | 2.25 | 0 | 0 | 0 | |||
| 12 Nov | 68448.90 | 9342.2 | 0.00 | 0.62 | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 9342.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 9342.2 | 9342.20 | - | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 70300 expiring on 27DEC2024
Delta for 70300 CE is 0.26
Historical price for 70300 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 352.05, which was -8990.15 lower than the previous day. The implied volatity was 23.61, the open interest changed by 0 which decreased total open position to 0
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 9342.2, 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 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 9342.2, 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 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 9342.2, 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 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 9342.2, 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 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 9342.2, 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 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 9342.2, 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 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 9342.2, 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 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 9342.2, 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 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 9342.2, 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 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 9342.2, 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 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 9342.2, 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 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 9342.2, 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 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 9342.2, 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 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 9342.2, 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 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 9342.2, 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 25 Nov NIFTYNXT50 was trading at 69342.70. The strike last trading price was 9342.2, which was 0.00 lower than the previous day. The implied volatity was 0.07, 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 9342.2, which was 0.00 lower than the previous day. The implied volatity was 3.04, 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 9342.2, which was 0.00 lower than the previous day. The implied volatity was 1.53, 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 9342.2, which was 0.00 lower than the previous day. The implied volatity was 2.07, 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 9342.2, which was 0.00 lower than the previous day. The implied volatity was 2.02, 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 9342.2, which was 0.00 lower than the previous day. The implied volatity was 2.25, 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 9342.2, which was 0.00 lower than the previous day. The implied volatity was 0.62, 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 9342.2, 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 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 9342.2, which was 9342.20 higher than the previous day. The implied volatity was -, 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 0, 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 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTYNXT50 27DEC2024 70300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 68702.65 | 1200 | 600.00 | - | 5 | -2 | 10 |
| 19 Dec | 70625.70 | 600 | -113.40 | 19.70 | 9 | 0 | 12 |
| 18 Dec | 71250.00 | 713.4 | 0.00 | 0.00 | 0 | 0 | 12 |
| 17 Dec | 72188.00 | 713.4 | 0.00 | 0.00 | 0 | 0 | 12 |
| 16 Dec | 73155.60 | 713.4 | 0.00 | 0.00 | 0 | 0 | 12 |
| 13 Dec | 72965.95 | 713.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 73082.60 | 713.4 | 0.00 | 0.00 | 0 | 0 | 12 |
| 11 Dec | 73292.15 | 713.4 | 0.00 | 0.00 | 0 | 0 | 12 |
| 10 Dec | 73096.45 | 713.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 72708.10 | 713.4 | 0.00 | 0.00 | 0 | 0 | 12 |
| 6 Dec | 73040.40 | 713.4 | 0.00 | 0.00 | 0 | 0 | 12 |
| 5 Dec | 72487.05 | 713.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 72244.85 | 713.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 71890.75 | 713.4 | 0.00 | 0.00 | 0 | 2 | 0 |
| 2 Dec | 71164.35 | 713.4 | -536.55 | 17.26 | 7 | 2 | 12 |
| 29 Nov | 70726.85 | 1249.95 | 1249.95 | 21.68 | 10 | 8 | 8 |
| 25 Nov | 69342.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 66765.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 67775.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 67472.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 67408.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 67101.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 68448.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 69973.75 | 0 | 0.00 | 0.52 | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 0 | 0.00 | 0.51 | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 0 | 0.00 | 1.23 | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 0 | 1.75 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 70300 expiring on 27DEC2024
Delta for 70300 PE is -
Historical price for 70300 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 1200, which was 600.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 10
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 600, which was -113.40 lower than the previous day. The implied volatity was 19.70, the open interest changed by 0 which decreased total open position to 12
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 713.4, 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 12
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 713.4, 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 12
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 713.4, 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 12
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 713.4, 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 0
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 713.4, 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 12
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 713.4, 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 12
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 713.4, 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 0
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 713.4, 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 12
On 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 713.4, 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 12
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 713.4, 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 0
On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 713.4, 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 0
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 713.4, 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 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 713.4, which was -536.55 lower than the previous day. The implied volatity was 17.26, the open interest changed by 2 which increased total open position to 12
On 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 1249.95, which was 1249.95 higher than the previous day. The implied volatity was 21.68, the open interest changed by 8 which increased total open position to 8
On 25 Nov NIFTYNXT50 was trading at 69342.70. The strike last trading price was 0, 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 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.52, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.51, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.23, 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 0, which was lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
