NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 70500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 26.92
Theta: -32.57
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Nov | 67775.50 | 200 | 17.55 | 22.09 | 14 | -11 | 32 | |||
| 18 Nov | 67472.00 | 182.45 | 25.45 | 21.66 | 11 | 1 | 42 | |||
| 14 Nov | 67408.65 | 157 | -118.00 | 17.32 | 13 | 4 | 47 | |||
| 13 Nov | 67101.45 | 275 | -224.95 | 21.21 | 4 | 0 | 43 | |||
| 12 Nov | 68448.90 | 499.95 | -428.10 | 20.25 | 38 | 8 | 44 | |||
| 11 Nov | 69973.75 | 928.05 | -123.05 | 16.72 | 371 | 10 | 36 | |||
| 8 Nov | 69774.20 | 1051.1 | -248.90 | 19.13 | 22 | -8 | 32 | |||
| 7 Nov | 70639.90 | 1300 | -419.55 | 14.74 | 5 | -1 | 40 | |||
| 6 Nov | 71389.80 | 1719.55 | 699.40 | 11.95 | 69 | 4 | 42 | |||
| 5 Nov | 69797.45 | 1020.15 | -63.90 | 16.43 | 11 | -6 | 38 | |||
| 4 Nov | 69418.25 | 1084.05 | -365.90 | 19.14 | 35 | 12 | 44 | |||
| 1 Nov | 70400.75 | 1449.95 | 149.95 | 15.84 | 5 | 3 | 32 | |||
| 31 Oct | 69911.75 | 1300 | -152.05 | - | 49 | 6 | 29 | |||
| 30 Oct | 70268.35 | 1452.05 | 79.50 | - | 72 | 5 | 24 | |||
| 29 Oct | 70538.35 | 1372.55 | -152.55 | - | 38 | 12 | 19 | |||
| 28 Oct | 70030.55 | 1525.1 | -5627.95 | - | 22 | 7 | 7 | |||
|
|
||||||||||
| 25 Oct | 69716.50 | 7153.05 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 70500 expiring on 29NOV2024
Delta for 70500 CE is 0.16
Historical price for 70500 CE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 200, which was 17.55 higher than the previous day. The implied volatity was 22.09, the open interest changed by -11 which decreased total open position to 32
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 182.45, which was 25.45 higher than the previous day. The implied volatity was 21.66, the open interest changed by 1 which increased total open position to 42
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 157, which was -118.00 lower than the previous day. The implied volatity was 17.32, the open interest changed by 4 which increased total open position to 47
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 275, which was -224.95 lower than the previous day. The implied volatity was 21.21, the open interest changed by 0 which decreased total open position to 43
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 499.95, which was -428.10 lower than the previous day. The implied volatity was 20.25, the open interest changed by 8 which increased total open position to 44
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 928.05, which was -123.05 lower than the previous day. The implied volatity was 16.72, the open interest changed by 10 which increased total open position to 36
On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 1051.1, which was -248.90 lower than the previous day. The implied volatity was 19.13, the open interest changed by -8 which decreased total open position to 32
On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 1300, which was -419.55 lower than the previous day. The implied volatity was 14.74, the open interest changed by -1 which decreased total open position to 40
On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 1719.55, which was 699.40 higher than the previous day. The implied volatity was 11.95, the open interest changed by 4 which increased total open position to 42
On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 1020.15, which was -63.90 lower than the previous day. The implied volatity was 16.43, the open interest changed by -6 which decreased total open position to 38
On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 1084.05, which was -365.90 lower than the previous day. The implied volatity was 19.14, the open interest changed by 12 which increased total open position to 44
On 1 Nov NIFTYNXT50 was trading at 70400.75. The strike last trading price was 1449.95, which was 149.95 higher than the previous day. The implied volatity was 15.84, the open interest changed by 3 which increased total open position to 32
On 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 1300, which was -152.05 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 1452.05, which was 79.50 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 1372.55, which was -152.55 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 1525.1, which was -5627.95 lower 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 7153.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTYNXT50 29NOV2024 70500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Nov | 67775.50 | 950.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 67472.00 | 950.05 | 0.00 | 0.00 | 0 | 0 | 2 |
| 14 Nov | 67408.65 | 950.05 | 0.00 | 0.00 | 0 | 0 | 2 |
| 13 Nov | 67101.45 | 950.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 68448.90 | 950.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 69973.75 | 950.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 950.05 | 201.95 | 10.27 | 8 | 1 | 3 |
| 7 Nov | 70639.90 | 748.1 | -1.90 | 14.31 | 2 | 1 | 3 |
| 6 Nov | 71389.80 | 750 | -266.05 | 18.65 | 1 | 0 | 1 |
| 5 Nov | 69797.45 | 1016.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 69418.25 | 1016.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 70400.75 | 1016.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 69911.75 | 1016.05 | 0.00 | - | 0 | 1 | 0 |
| 30 Oct | 70268.35 | 1016.05 | -115.10 | - | 5 | 2 | 2 |
| 29 Oct | 70538.35 | 1131.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 70030.55 | 1131.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 69716.50 | 1131.15 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 70500 expiring on 29NOV2024
Delta for 70500 PE is 0.00
Historical price for 70500 PE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 950.05, 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 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 950.05, 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 2
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 950.05, 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 2
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 950.05, 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 950.05, 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 950.05, 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 950.05, which was 201.95 higher than the previous day. The implied volatity was 10.27, the open interest changed by 1 which increased total open position to 3
On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 748.1, which was -1.90 lower than the previous day. The implied volatity was 14.31, the open interest changed by 1 which increased total open position to 3
On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 750, which was -266.05 lower than the previous day. The implied volatity was 18.65, the open interest changed by 0 which decreased total open position to 1
On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 1016.05, 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 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 1016.05, 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 1 Nov NIFTYNXT50 was trading at 70400.75. The strike last trading price was 1016.05, 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 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 1016.05, which was 0.00 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 1016.05, which was -115.10 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 1131.15, which was 0.00 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 1131.15, which was 0.00 lower 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 1131.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
