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[--[65.84.65.76]--]
NIFTYNXT50
Nifty Next 50

66765.45 -1010.05 (-1.49%)

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Historical option data for NIFTYNXT50

21 Nov 2024 04:10 PM IST
NIFTYNXT50 29NOV2024 71000 CE
Delta: 0.05
Vega: 9.85
Theta: -15.54
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 66765.45 46.25 -93.75 23.85 21 -5 159
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
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 0.05

Historical price for 71000 CE is as follows

On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 46.25, which was -93.75 lower than the previous day. The implied volatity was 23.85, the open interest changed by -5 which decreased total open position to 159


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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 66765.45 2648.8 0.00 0.00 0 1 0
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 0.00

Historical price for 71000 PE is as follows

On 21 Nov NIFTYNXT50 was trading at 66765.45. The strike last trading price was 2648.8, 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 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