NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 70900 CE | ||||||||||
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Delta: 0.20
Vega: 26.28
Theta: -49.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 68702.65 | 250 | -2350.00 | 24.61 | 4 | 0 | 6 | |||
| 19 Dec | 70625.70 | 2600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 71250.00 | 2600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 72188.00 | 2600 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 73155.60 | 2600 | 640.00 | 16.91 | 1 | 0 | 6 | |||
| 13 Dec | 72965.95 | 1960 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 73082.60 | 1960 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 73292.15 | 1960 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 73096.45 | 1960 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 72708.10 | 1960 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 73040.40 | 1960 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 72487.05 | 1960 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 72244.85 | 1960 | 592.50 | 10.80 | 5 | 0 | 6 | |||
| 3 Dec | 71890.75 | 1367.5 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 2 Dec | 71164.35 | 1367.5 | -7481.80 | 12.76 | 8 | 5 | 5 | |||
| 29 Nov | 70726.85 | 8849.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 69342.70 | 8849.3 | 0.00 | 0.70 | 0 | 0 | 0 | |||
| 22 Nov | 68016.85 | 8849.3 | 0.00 | 2.28 | 0 | 0 | 0 | |||
| 21 Nov | 66765.45 | 8849.3 | 0.00 | 3.63 | 0 | 0 | 0 | |||
| 19 Nov | 67775.50 | 8849.3 | 0.00 | 2.35 | 0 | 0 | 0 | |||
| 18 Nov | 67472.00 | 8849.3 | 0.00 | 2.64 | 0 | 0 | 0 | |||
| 14 Nov | 67408.65 | 8849.3 | 0.00 | 2.56 | 0 | 0 | 0 | |||
| 13 Nov | 67101.45 | 8849.3 | 0.00 | 2.78 | 0 | 0 | 0 | |||
| 12 Nov | 68448.90 | 8849.3 | 0.00 | 1.14 | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 8849.3 | 0.00 | 0.27 | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 8849.3 | 8849.30 | - | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 69797.45 | 0 | 0.00 | 0.02 | 0 | 0 | 0 | |||
| 4 Nov | 69418.25 | 0 | 0.00 | 0.36 | 0 | 0 | 0 | |||
| 1 Nov | 70400.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 69911.75 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 70900 expiring on 27DEC2024
Delta for 70900 CE is 0.20
Historical price for 70900 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 250, which was -2350.00 lower than the previous day. The implied volatity was 24.61, the open interest changed by 0 which decreased total open position to 6
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 2600, 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 2600, 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 2600, 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 2600, which was 640.00 higher than the previous day. The implied volatity was 16.91, the open interest changed by 0 which decreased total open position to 6
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 1960, 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 1960, 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 1960, 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 1960, 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 1960, 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 1960, 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 1960, 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 1960, which was 592.50 higher than the previous day. The implied volatity was 10.80, the open interest changed by 0 which decreased total open position to 6
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 1367.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 1367.5, which was -7481.80 lower than the previous day. The implied volatity was 12.76, the open interest changed by 5 which increased total open position to 5
On 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 8849.3, 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 25 Nov NIFTYNXT50 was trading at 69342.70. The strike last trading price was 8849.3, which was 0.00 lower than the previous day. The implied volatity was 0.70, the open interest changed by 0 which decreased total open position to 0
On 22 Nov NIFTYNXT50 was trading at 68016.85. The strike last trading price was 8849.3, which was 0.00 lower than the previous day. The implied volatity was 2.28, 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 8849.3, which was 0.00 lower than the previous day. The implied volatity was 3.63, 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 8849.3, which was 0.00 lower than the previous day. The implied volatity was 2.35, 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 8849.3, which was 0.00 lower than the previous day. The implied volatity was 2.64, 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 8849.3, which was 0.00 lower than the previous day. The implied volatity was 2.56, 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 8849.3, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 8849.3, which was 0.00 lower than the previous day. The implied volatity was 1.14, 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 8849.3, which was 0.00 lower than the previous day. The implied volatity was 0.27, 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 8849.3, which was 8849.30 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 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 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.02, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.36, 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 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 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTYNXT50 27DEC2024 70900 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 | 2000 | 1650.00 | - | 2 | 1 | 7 |
| 19 Dec | 70625.70 | 350 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 71250.00 | 350 | 0.00 | 0.00 | 0 | 0 | 6 |
| 17 Dec | 72188.00 | 350 | 80.00 | 19.46 | 1 | 0 | 6 |
| 16 Dec | 73155.60 | 270 | -330.00 | 21.79 | 1 | 0 | 7 |
| 13 Dec | 72965.95 | 600 | 0.00 | 0.00 | 0 | 0 | 7 |
| 12 Dec | 73082.60 | 600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 73292.15 | 600 | 0.00 | 0.00 | 0 | 0 | 7 |
| 10 Dec | 73096.45 | 600 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 72708.10 | 600 | 0.00 | 0.00 | 1 | 0 | 7 |
| 6 Dec | 73040.40 | 600 | -160.00 | 22.52 | 1 | 0 | 8 |
| 5 Dec | 72487.05 | 760 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 72244.85 | 760 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 71890.75 | 760 | -100.05 | 18.16 | 2 | 1 | 8 |
| 2 Dec | 71164.35 | 860.05 | 173.15 | 16.15 | 39 | 7 | 7 |
| 29 Nov | 70726.85 | 686.9 | 686.90 | 0.47 | 0 | 0 | 0 |
| 25 Nov | 69342.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 68016.85 | 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 | 0 | 0 |
| 8 Nov | 69774.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 0 | 0.00 | 0.68 | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 0 | 0.00 | 1.31 | 0 | 0 | 0 |
| 5 Nov | 69797.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 69418.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 70400.75 | 0 | 0.00 | 0.60 | 0 | 0 | 0 |
| 31 Oct | 69911.75 | 0 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 70900 expiring on 27DEC2024
Delta for 70900 PE is -
Historical price for 70900 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 2000, which was 1650.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 350, 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 350, 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 6
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 350, which was 80.00 higher than the previous day. The implied volatity was 19.46, the open interest changed by 0 which decreased total open position to 6
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 270, which was -330.00 lower than the previous day. The implied volatity was 21.79, the open interest changed by 0 which decreased total open position to 7
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 600, 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 7
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 600, 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 600, 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 7
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 600, 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 600, 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 7
On 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 600, which was -160.00 lower than the previous day. The implied volatity was 22.52, the open interest changed by 0 which decreased total open position to 8
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 760, 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 760, 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 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 760, which was -100.05 lower than the previous day. The implied volatity was 18.16, the open interest changed by 1 which increased total open position to 8
On 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 860.05, which was 173.15 higher than the previous day. The implied volatity was 16.15, the open interest changed by 7 which increased total open position to 7
On 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 686.9, which was 686.90 higher than the previous day. The implied volatity was 0.47, 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 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 22 Nov NIFTYNXT50 was trading at 68016.85. 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 -, 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 -, 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 0.68, 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 0.00 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
On 5 Nov NIFTYNXT50 was trading at 69797.45. 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 4 Nov NIFTYNXT50 was trading at 69418.25. 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 1 Nov NIFTYNXT50 was trading at 70400.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.60, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
