NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 71000 CE | ||||||||||
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Delta: 0.14
Vega: 20.73
Theta: -32.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 68702.65 | 130 | -442.05 | 20.15 | 358 | 41 | 94 | |||
| 19 Dec | 70625.70 | 572.05 | -695.60 | 16.03 | 87 | 24 | 54 | |||
| 18 Dec | 71250.00 | 1267.65 | -1132.35 | 23.17 | 21 | 1 | 30 | |||
| 17 Dec | 72188.00 | 2400 | -100.00 | 35.66 | 3 | 0 | 27 | |||
| 16 Dec | 73155.60 | 2500 | 800.00 | 17.96 | 1 | 0 | 26 | |||
| 13 Dec | 72965.95 | 1700 | -835.00 | - | 1 | 0 | 27 | |||
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| 12 Dec | 73082.60 | 2535 | 35.00 | 15.46 | 5 | -2 | 28 | |||
| 11 Dec | 73292.15 | 2500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 73096.45 | 2500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 72708.10 | 2500 | 50.00 | 18.84 | 1 | 0 | 30 | |||
| 6 Dec | 73040.40 | 2450 | 570.05 | 8.90 | 1 | 0 | 30 | |||
| 5 Dec | 72487.05 | 1879.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 72244.85 | 1879.95 | 204.95 | 10.79 | 13 | 0 | 30 | |||
| 3 Dec | 71890.75 | 1675 | 308.00 | 11.59 | 47 | 8 | 31 | |||
| 2 Dec | 71164.35 | 1367 | -119.05 | 13.67 | 240 | 20 | 22 | |||
| 29 Nov | 70726.85 | 1486.05 | -7282.20 | 17.50 | 2 | 1 | 1 | |||
| 28 Nov | 70254.25 | 8768.25 | 0.00 | 0.38 | 0 | 0 | 0 | |||
| 25 Nov | 69342.70 | 8768.25 | 0.00 | 0.81 | 0 | 0 | 0 | |||
| 22 Nov | 68016.85 | 8768.25 | 0.00 | 2.38 | 0 | 0 | 0 | |||
| 21 Nov | 66765.45 | 8768.25 | 0.00 | 3.52 | 0 | 0 | 0 | |||
| 19 Nov | 67775.50 | 8768.25 | 0.00 | 2.46 | 0 | 0 | 0 | |||
| 18 Nov | 67472.00 | 8768.25 | 0.00 | 2.74 | 0 | 0 | 0 | |||
| 14 Nov | 67408.65 | 8768.25 | 0.00 | 2.66 | 0 | 0 | 0 | |||
| 13 Nov | 67101.45 | 8768.25 | 0.00 | 2.87 | 0 | 0 | 0 | |||
| 12 Nov | 68448.90 | 8768.25 | 0.00 | 0.61 | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 8768.25 | 0.00 | 0.19 | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 8768.25 | 0.00 | 0.05 | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 8768.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 8768.25 | 8768.25 | - | 0 | 0 | 0 | |||
| 5 Nov | 69797.45 | 0 | 0.00 | 0.12 | 0 | 0 | 0 | |||
| 4 Nov | 69418.25 | 0 | 0.00 | 0.43 | 0 | 0 | 0 | |||
| 1 Nov | 70400.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 69911.75 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 71000 expiring on 27DEC2024
Delta for 71000 CE is 0.14
Historical price for 71000 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 130, which was -442.05 lower than the previous day. The implied volatity was 20.15, the open interest changed by 41 which increased total open position to 94
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 572.05, which was -695.60 lower than the previous day. The implied volatity was 16.03, the open interest changed by 24 which increased total open position to 54
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 1267.65, which was -1132.35 lower than the previous day. The implied volatity was 23.17, the open interest changed by 1 which increased total open position to 30
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 2400, which was -100.00 lower than the previous day. The implied volatity was 35.66, the open interest changed by 0 which decreased total open position to 27
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 2500, which was 800.00 higher than the previous day. The implied volatity was 17.96, the open interest changed by 0 which decreased total open position to 26
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 1700, which was -835.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 2535, which was 35.00 higher than the previous day. The implied volatity was 15.46, the open interest changed by -2 which decreased total open position to 28
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 2500, 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 2500, 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 2500, which was 50.00 higher than the previous day. The implied volatity was 18.84, the open interest changed by 0 which decreased total open position to 30
On 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 2450, which was 570.05 higher than the previous day. The implied volatity was 8.90, the open interest changed by 0 which decreased total open position to 30
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 1879.95, 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 1879.95, which was 204.95 higher than the previous day. The implied volatity was 10.79, the open interest changed by 0 which decreased total open position to 30
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 1675, which was 308.00 higher than the previous day. The implied volatity was 11.59, the open interest changed by 8 which increased total open position to 31
On 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 1367, which was -119.05 lower than the previous day. The implied volatity was 13.67, the open interest changed by 20 which increased total open position to 22
On 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 1486.05, which was -7282.20 lower than the previous day. The implied volatity was 17.50, the open interest changed by 1 which increased total open position to 1
On 28 Nov NIFTYNXT50 was trading at 70254.25. The strike last trading price was 8768.25, which was 0.00 lower than the previous day. The implied volatity was 0.38, 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 8768.25, which was 0.00 lower than the previous day. The implied volatity was 0.81, 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 8768.25, which was 0.00 lower than the previous day. The implied volatity was 2.38, 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 8768.25, which was 0.00 lower than the previous day. The implied volatity was 3.52, 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 8768.25, which was 0.00 lower than the previous day. The implied volatity was 2.46, 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 8768.25, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 8768.25, which was 0.00 lower than the previous day. The implied volatity was 2.66, 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 8768.25, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 8768.25, which was 0.00 lower than the previous day. The implied volatity was 0.61, 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 8768.25, which was 0.00 lower than the previous day. The implied volatity was 0.19, 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 8768.25, which was 0.00 lower than the previous day. The implied volatity was 0.05, 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 8768.25, 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 8768.25, which was 8768.25 higher 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 0.12, 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 0.43, 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 71000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 21.30
Theta: -14.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 68702.65 | 2300 | 1498.95 | 20.53 | 39 | -13 | 26 |
| 19 Dec | 70625.70 | 801.05 | 186.00 | 16.62 | 8 | -5 | 39 |
| 18 Dec | 71250.00 | 615.05 | 215.05 | 18.47 | 80 | -13 | 44 |
| 17 Dec | 72188.00 | 400 | 70.05 | 19.18 | 10 | 0 | 57 |
| 16 Dec | 73155.60 | 329.95 | 8.85 | 22.77 | 8 | -2 | 56 |
| 13 Dec | 72965.95 | 321.1 | 16.05 | 19.45 | 10 | -3 | 58 |
| 12 Dec | 73082.60 | 305.05 | 4.60 | 19.05 | 12 | -1 | 62 |
| 11 Dec | 73292.15 | 300.45 | -54.65 | 19.27 | 59 | -31 | 64 |
| 10 Dec | 73096.45 | 355.1 | -234.90 | 19.29 | 2 | 0 | 95 |
| 9 Dec | 72708.10 | 590 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Dec | 73040.40 | 590 | -108.95 | 21.79 | 2 | 1 | 94 |
| 5 Dec | 72487.05 | 698.95 | 37.45 | 21.13 | 53 | 34 | 93 |
| 4 Dec | 72244.85 | 661.5 | -25.55 | 18.66 | 32 | 20 | 54 |
| 3 Dec | 71890.75 | 687.05 | -268.75 | 17.06 | 25 | 7 | 36 |
| 2 Dec | 71164.35 | 955.8 | -1210.35 | 16.94 | 111 | 19 | 29 |
| 29 Nov | 70726.85 | 2166.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 70254.25 | 2166.15 | 1462.05 | 0.00 | 0 | 0 | 10 |
| 25 Nov | 69342.70 | 704.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 68016.85 | 704.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 66765.45 | 704.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 67775.50 | 704.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 67472.00 | 704.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 67408.65 | 704.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 67101.45 | 704.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 68448.90 | 704.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 69973.75 | 704.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 704.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 704.1 | 0.00 | 0.59 | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 704.1 | 0.00 | 1.22 | 0 | 0 | 0 |
| 5 Nov | 69797.45 | 704.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 69418.25 | 704.1 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 70400.75 | 704.1 | 0.00 | 0.51 | 0 | 0 | 0 |
| 31 Oct | 69911.75 | 704.1 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 71000 expiring on 27DEC2024
Delta for 71000 PE is -0.86
Historical price for 71000 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 2300, which was 1498.95 higher than the previous day. The implied volatity was 20.53, the open interest changed by -13 which decreased total open position to 26
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 801.05, which was 186.00 higher than the previous day. The implied volatity was 16.62, the open interest changed by -5 which decreased total open position to 39
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 615.05, which was 215.05 higher than the previous day. The implied volatity was 18.47, the open interest changed by -13 which decreased total open position to 44
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 400, which was 70.05 higher than the previous day. The implied volatity was 19.18, the open interest changed by 0 which decreased total open position to 57
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 329.95, which was 8.85 higher than the previous day. The implied volatity was 22.77, the open interest changed by -2 which decreased total open position to 56
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 321.1, which was 16.05 higher than the previous day. The implied volatity was 19.45, the open interest changed by -3 which decreased total open position to 58
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 305.05, which was 4.60 higher than the previous day. The implied volatity was 19.05, the open interest changed by -1 which decreased total open position to 62
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 300.45, which was -54.65 lower than the previous day. The implied volatity was 19.27, the open interest changed by -31 which decreased total open position to 64
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 355.1, which was -234.90 lower than the previous day. The implied volatity was 19.29, the open interest changed by 0 which decreased total open position to 95
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 590, 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 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 590, which was -108.95 lower than the previous day. The implied volatity was 21.79, the open interest changed by 1 which increased total open position to 94
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 698.95, which was 37.45 higher than the previous day. The implied volatity was 21.13, the open interest changed by 34 which increased total open position to 93
On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 661.5, which was -25.55 lower than the previous day. The implied volatity was 18.66, the open interest changed by 20 which increased total open position to 54
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 687.05, which was -268.75 lower than the previous day. The implied volatity was 17.06, the open interest changed by 7 which increased total open position to 36
On 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 955.8, which was -1210.35 lower than the previous day. The implied volatity was 16.94, the open interest changed by 19 which increased total open position to 29
On 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 2166.15, 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 28 Nov NIFTYNXT50 was trading at 70254.25. The strike last trading price was 2166.15, which was 1462.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 10
On 25 Nov NIFTYNXT50 was trading at 69342.70. The strike last trading price was 704.1, 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 704.1, 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 704.1, 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 704.1, 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 704.1, 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 704.1, 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 704.1, 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 704.1, 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 704.1, 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 704.1, 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 704.1, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 704.1, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 704.1, 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 704.1, 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 704.1, 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 31 Oct NIFTYNXT50 was trading at 69911.75. The strike last trading price was 704.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
