NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 71000 CE | ||||||||||
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Delta: 0.11
Vega: 21.68
Theta: -26.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Nov | 67775.50 | 140 | 15.50 | 22.76 | 37 | 8 | 165 | |||
| 18 Nov | 67472.00 | 124.5 | -5.50 | 21.67 | 15 | 8 | 156 | |||
| 14 Nov | 67408.65 | 130 | 20.00 | 18.39 | 2 | -1 | 147 | |||
| 13 Nov | 67101.45 | 110 | -289.95 | 17.85 | 19 | 2 | 149 | |||
| 12 Nov | 68448.90 | 399.95 | -345.65 | 20.65 | 48 | 13 | 146 | |||
| 11 Nov | 69973.75 | 745.6 | -4.40 | 17.16 | 181 | 12 | 133 | |||
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| 8 Nov | 69774.20 | 750 | -469.90 | 17.57 | 142 | 34 | 121 | |||
| 7 Nov | 70639.90 | 1219.9 | -270.10 | 17.50 | 81 | 14 | 85 | |||
| 6 Nov | 71389.80 | 1490 | 560.20 | 13.74 | 288 | 31 | 72 | |||
| 5 Nov | 69797.45 | 929.8 | 29.75 | 18.13 | 75 | 1 | 41 | |||
| 4 Nov | 69418.25 | 900.05 | -224.95 | 19.16 | 67 | 17 | 40 | |||
| 1 Nov | 70400.75 | 1125 | 162.00 | 14.94 | 31 | 2 | 23 | |||
| 31 Oct | 69911.75 | 963 | -249.35 | - | 10 | -3 | 20 | |||
| 30 Oct | 70268.35 | 1212.35 | -286.45 | - | 130 | 43 | 48 | |||
| 29 Oct | 70538.35 | 1498.8 | 153.60 | - | 12 | 4 | 5 | |||
| 28 Oct | 70030.55 | 1345.2 | -5447.30 | - | 4 | 1 | 1 | |||
| 25 Oct | 69716.50 | 6792.5 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 71000 expiring on 29NOV2024
Delta for 71000 CE is 0.11
Historical price for 71000 CE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 140, which was 15.50 higher than the previous day. The implied volatity was 22.76, the open interest changed by 8 which increased total open position to 165
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 124.5, which was -5.50 lower than the previous day. The implied volatity was 21.67, the open interest changed by 8 which increased total open position to 156
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 130, which was 20.00 higher than the previous day. The implied volatity was 18.39, the open interest changed by -1 which decreased total open position to 147
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 110, which was -289.95 lower than the previous day. The implied volatity was 17.85, the open interest changed by 2 which increased total open position to 149
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 399.95, which was -345.65 lower than the previous day. The implied volatity was 20.65, the open interest changed by 13 which increased total open position to 146
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 745.6, which was -4.40 lower than the previous day. The implied volatity was 17.16, the open interest changed by 12 which increased total open position to 133
On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 750, which was -469.90 lower than the previous day. The implied volatity was 17.57, the open interest changed by 34 which increased total open position to 121
On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 1219.9, which was -270.10 lower than the previous day. The implied volatity was 17.50, the open interest changed by 14 which increased total open position to 85
On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 1490, which was 560.20 higher than the previous day. The implied volatity was 13.74, the open interest changed by 31 which increased total open position to 72
On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 929.8, which was 29.75 higher than the previous day. The implied volatity was 18.13, the open interest changed by 1 which increased total open position to 41
On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 900.05, which was -224.95 lower than the previous day. The implied volatity was 19.16, the open interest changed by 17 which increased total open position to 40
On 1 Nov NIFTYNXT50 was trading at 70400.75. The strike last trading price was 1125, which was 162.00 higher than the previous day. The implied volatity was 14.94, the open interest changed by 2 which increased total open position to 23
On 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 963, which was -249.35 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 1212.35, which was -286.45 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 1498.8, which was 153.60 higher 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 1345.2, which was -5447.30 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 6792.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| NIFTYNXT50 29NOV2024 71000 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 | 2648.8 | -901.20 | - | 2 | 1 | 17 |
| 18 Nov | 67472.00 | 3550 | 872.35 | 26.16 | 7 | -1 | 16 |
| 14 Nov | 67408.65 | 2677.65 | 0.00 | 0.00 | 0 | 0 | 17 |
| 13 Nov | 67101.45 | 2677.65 | 827.65 | - | 2 | 0 | 18 |
| 12 Nov | 68448.90 | 1850 | 501.70 | - | 6 | -4 | 18 |
| 11 Nov | 69973.75 | 1348.3 | 37.30 | 15.16 | 14 | -1 | 24 |
| 8 Nov | 69774.20 | 1311 | 351.00 | 10.60 | 8 | 4 | 24 |
| 7 Nov | 70639.90 | 960 | 207.95 | 14.04 | 52 | 6 | 19 |
| 6 Nov | 71389.80 | 752.05 | -1347.95 | 16.10 | 22 | 10 | 12 |
| 5 Nov | 69797.45 | 2100 | 500.00 | 23.08 | 1 | 0 | 2 |
| 4 Nov | 69418.25 | 1600 | 0.00 | 0.00 | 0 | 1 | 0 |
| 1 Nov | 70400.75 | 1600 | 1.00 | 20.06 | 2 | 1 | 2 |
| 31 Oct | 69911.75 | 1599 | 210.05 | - | 14 | -5 | 9 |
| 30 Oct | 70268.35 | 1388.95 | -221.05 | - | 14 | 10 | 14 |
| 29 Oct | 70538.35 | 1610 | 139.00 | - | 4 | 0 | 4 |
| 28 Oct | 70030.55 | 1471 | 209.20 | - | 16 | 3 | 3 |
| 25 Oct | 69716.50 | 1261.8 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 71000 expiring on 29NOV2024
Delta for 71000 PE is -
Historical price for 71000 PE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 2648.8, which was -901.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 17
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 3550, which was 872.35 higher than the previous day. The implied volatity was 26.16, the open interest changed by -1 which decreased total open position to 16
On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 2677.65, 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 17
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 2677.65, which was 827.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 1850, which was 501.70 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 18
On 11 Nov NIFTYNXT50 was trading at 69973.75. The strike last trading price was 1348.3, which was 37.30 higher than the previous day. The implied volatity was 15.16, the open interest changed by -1 which decreased total open position to 24
On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 1311, which was 351.00 higher than the previous day. The implied volatity was 10.60, the open interest changed by 4 which increased total open position to 24
On 7 Nov NIFTYNXT50 was trading at 70639.90. The strike last trading price was 960, which was 207.95 higher than the previous day. The implied volatity was 14.04, the open interest changed by 6 which increased total open position to 19
On 6 Nov NIFTYNXT50 was trading at 71389.80. The strike last trading price was 752.05, which was -1347.95 lower than the previous day. The implied volatity was 16.10, the open interest changed by 10 which increased total open position to 12
On 5 Nov NIFTYNXT50 was trading at 69797.45. The strike last trading price was 2100, which was 500.00 higher than the previous day. The implied volatity was 23.08, the open interest changed by 0 which decreased total open position to 2
On 4 Nov NIFTYNXT50 was trading at 69418.25. The strike last trading price was 1600, 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 1 Nov NIFTYNXT50 was trading at 70400.75. The strike last trading price was 1600, which was 1.00 higher than the previous day. The implied volatity was 20.06, the open interest changed by 1 which increased total open position to 2
On 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 1599, which was 210.05 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 1388.95, which was -221.05 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 1610, which was 139.00 higher 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 1471, which was 209.20 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 1261.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
