NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 70500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 26.17
Theta: -40.61
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 68702.65 | 200 | -2000.00 | 19.80 | 42 | 21 | 41 | |||
|
|
||||||||||
| 19 Dec | 70625.70 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 71250.00 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 72188.00 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 73155.60 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 72965.95 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 73082.60 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 73292.15 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 73096.45 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 72708.10 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 73040.40 | 2200 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 72487.05 | 2200 | 50.00 | - | 1 | 0 | 20 | |||
| 4 Dec | 72244.85 | 2150 | 180.05 | - | 4 | 2 | 20 | |||
| 3 Dec | 71890.75 | 1969.95 | 361.90 | 9.71 | 6 | 0 | 18 | |||
| 2 Dec | 71164.35 | 1608.05 | 108.05 | 12.57 | 153 | 1 | 18 | |||
| 29 Nov | 70726.85 | 1500 | -7676.65 | 14.35 | 29 | 16 | 16 | |||
| 25 Nov | 69342.70 | 9176.65 | 0.00 | 0.31 | 0 | 0 | 0 | |||
| 21 Nov | 66765.45 | 9176.65 | 0.00 | 3.24 | 0 | 0 | 0 | |||
| 19 Nov | 67775.50 | 9176.65 | 0.00 | 1.97 | 0 | 0 | 0 | |||
| 18 Nov | 67472.00 | 9176.65 | 0.00 | 2.26 | 0 | 0 | 0 | |||
| 14 Nov | 67408.65 | 9176.65 | 0.00 | 2.20 | 0 | 0 | 0 | |||
| 13 Nov | 67101.45 | 9176.65 | 0.00 | 2.43 | 0 | 0 | 0 | |||
| 12 Nov | 68448.90 | 9176.65 | 0.00 | 0.76 | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 9176.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 9176.65 | 9176.65 | - | 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 70500 expiring on 27DEC2024
Delta for 70500 CE is 0.19
Historical price for 70500 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 200, which was -2000.00 lower than the previous day. The implied volatity was 19.80, the open interest changed by 21 which increased total open position to 41
On 19 Dec NIFTYNXT50 was trading at 70625.70. 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 18 Dec NIFTYNXT50 was trading at 71250.00. 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 17 Dec NIFTYNXT50 was trading at 72188.00. 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 16 Dec NIFTYNXT50 was trading at 73155.60. 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 13 Dec NIFTYNXT50 was trading at 72965.95. 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 Dec NIFTYNXT50 was trading at 73082.60. 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 Dec NIFTYNXT50 was trading at 73292.15. 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 10 Dec NIFTYNXT50 was trading at 73096.45. 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 9 Dec NIFTYNXT50 was trading at 72708.10. 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 Dec NIFTYNXT50 was trading at 73040.40. 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 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 2200, which was 50.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 2150, which was 180.05 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 20
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 1969.95, which was 361.90 higher than the previous day. The implied volatity was 9.71, the open interest changed by 0 which decreased total open position to 18
On 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 1608.05, which was 108.05 higher than the previous day. The implied volatity was 12.57, the open interest changed by 1 which increased total open position to 18
On 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 1500, which was -7676.65 lower than the previous day. The implied volatity was 14.35, the open interest changed by 16 which increased total open position to 16
On 25 Nov NIFTYNXT50 was trading at 69342.70. The strike last trading price was 9176.65, which was 0.00 lower than the previous day. The implied volatity was 0.31, 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 9176.65, which was 0.00 lower than the previous day. The implied volatity was 3.24, 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 9176.65, which was 0.00 lower than the previous day. The implied volatity was 1.97, 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 9176.65, which was 0.00 lower than the previous day. The implied volatity was 2.26, 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 9176.65, which was 0.00 lower than the previous day. The implied volatity was 2.20, 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 9176.65, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 9176.65, which was 0.00 lower than the previous day. The implied volatity was 0.76, 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 9176.65, 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 9176.65, which was 9176.65 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 70500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 68702.65 | 1200 | 600.00 | - | 3 | 0 | 3 |
| 19 Dec | 70625.70 | 600 | -200.00 | 17.56 | 1 | 0 | 3 |
| 18 Dec | 71250.00 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 72188.00 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 73155.60 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 72965.95 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 73082.60 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 73292.15 | 800 | 0.00 | 0.00 | 0 | 0 | 3 |
| 10 Dec | 73096.45 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 72708.10 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 73040.40 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 72487.05 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 72244.85 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 71890.75 | 800 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 71164.35 | 800 | -699.95 | 17.48 | 6 | 0 | 2 |
| 29 Nov | 70726.85 | 1499.95 | 878.65 | 23.86 | 2 | 1 | 1 |
| 25 Nov | 69342.70 | 621.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 66765.45 | 621.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 67775.50 | 621.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 67472.00 | 621.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 67408.65 | 621.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 67101.45 | 621.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 68448.90 | 621.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 69973.75 | 621.3 | 0.00 | 0.35 | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 621.3 | 0.00 | 0.34 | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 621.3 | 0.00 | 1.04 | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 621.3 | 1.58 | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 70500 expiring on 27DEC2024
Delta for 70500 PE is -
Historical price for 70500 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 0 which decreased total open position to 3
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 600, which was -200.00 lower than the previous day. The implied volatity was 17.56, the open interest changed by 0 which decreased total open position to 3
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 800, 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 800, 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 800, 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 800, 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 800, 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 800, 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 3
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 800, 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 800, 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 800, 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 800, 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 800, 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 800, 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 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 800, which was -699.95 lower than the previous day. The implied volatity was 17.48, the open interest changed by 0 which decreased total open position to 2
On 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 1499.95, which was 878.65 higher than the previous day. The implied volatity was 23.86, the open interest changed by 1 which increased total open position to 1
On 25 Nov NIFTYNXT50 was trading at 69342.70. The strike last trading price was 621.3, 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 621.3, 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 621.3, 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 621.3, 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 621.3, 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 621.3, 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 621.3, 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 621.3, 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 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 621.3, which was 0.00 lower than the previous day. The implied volatity was 0.34, 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 621.3, which was 0.00 lower than the previous day. The implied volatity was 1.04, 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 621.3, which was lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0
