NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 72000 CE | ||||||||||
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Delta: 0.07
Vega: 12.73
Theta: -21.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 68702.65 | 62.95 | -226.95 | 21.75 | 330 | 66 | 117 | |||
| 19 Dec | 70625.70 | 289.9 | -353.65 | 17.79 | 12 | -2 | 52 | |||
| 18 Dec | 71250.00 | 643.55 | -506.45 | 19.88 | 72 | -22 | 54 | |||
| 17 Dec | 72188.00 | 1150 | -251.00 | 21.07 | 13 | -9 | 77 | |||
| 16 Dec | 73155.60 | 1401 | 0.00 | 0.00 | 0 | 33 | 0 | |||
| 13 Dec | 72965.95 | 1401 | -649.00 | 10.26 | 66 | 34 | 87 | |||
| 12 Dec | 73082.60 | 2050 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 11 Dec | 73292.15 | 2050 | 450.00 | 17.74 | 2 | 0 | 54 | |||
| 10 Dec | 73096.45 | 1600 | -227.00 | 10.62 | 3 | 0 | 54 | |||
| 9 Dec | 72708.10 | 1827 | 87.00 | 19.05 | 1 | 0 | 54 | |||
| 6 Dec | 73040.40 | 1740 | 242.20 | 11.55 | 35 | 8 | 54 | |||
| 5 Dec | 72487.05 | 1497.8 | 287.80 | 13.14 | 294 | 22 | 51 | |||
| 4 Dec | 72244.85 | 1210 | 40.10 | 11.50 | 313 | 27 | 31 | |||
| 3 Dec | 71890.75 | 1169.9 | -6806.10 | 13.49 | 6 | 4 | 4 | |||
| 2 Dec | 71164.35 | 7976 | 0.00 | 0.47 | 0 | 0 | 0 | |||
| 29 Nov | 70726.85 | 7976 | 0.00 | 0.87 | 0 | 0 | 0 | |||
| 25 Nov | 69342.70 | 7976 | 0.00 | 1.91 | 0 | 0 | 0 | |||
| 22 Nov | 68016.85 | 7976 | 0.00 | 3.36 | 0 | 0 | 0 | |||
| 21 Nov | 66765.45 | 7976 | 0.00 | 4.67 | 0 | 0 | 0 | |||
| 19 Nov | 67775.50 | 7976 | 0.00 | 3.41 | 0 | 0 | 0 | |||
| 18 Nov | 67472.00 | 7976 | 0.00 | 3.66 | 0 | 0 | 0 | |||
| 14 Nov | 67408.65 | 7976 | 0.00 | 3.54 | 0 | 0 | 0 | |||
| 13 Nov | 67101.45 | 7976 | 0.00 | 3.73 | 0 | 0 | 0 | |||
| 12 Nov | 68448.90 | 7976 | 0.00 | 2.19 | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 7976 | 0.00 | 1.09 | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 7976 | 7976.00 | 0.88 | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 0 | 0.00 | 0.33 | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 69797.45 | 0 | 0.00 | 0.99 | 0 | 0 | 0 | |||
| 4 Nov | 69418.25 | 0 | 0.00 | 1.29 | 0 | 0 | 0 | |||
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| 1 Nov | 70400.75 | 0 | 0.00 | 0.36 | 0 | 0 | 0 | |||
| 31 Oct | 69911.75 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 72000 expiring on 27DEC2024
Delta for 72000 CE is 0.07
Historical price for 72000 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 62.95, which was -226.95 lower than the previous day. The implied volatity was 21.75, the open interest changed by 66 which increased total open position to 117
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 289.9, which was -353.65 lower than the previous day. The implied volatity was 17.79, the open interest changed by -2 which decreased total open position to 52
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 643.55, which was -506.45 lower than the previous day. The implied volatity was 19.88, the open interest changed by -22 which decreased total open position to 54
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 1150, which was -251.00 lower than the previous day. The implied volatity was 21.07, the open interest changed by -9 which decreased total open position to 77
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 1401, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 33 which increased total open position to 0
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 1401, which was -649.00 lower than the previous day. The implied volatity was 10.26, the open interest changed by 34 which increased total open position to 87
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 2050, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 2050, which was 450.00 higher than the previous day. The implied volatity was 17.74, the open interest changed by 0 which decreased total open position to 54
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 1600, which was -227.00 lower than the previous day. The implied volatity was 10.62, the open interest changed by 0 which decreased total open position to 54
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 1827, which was 87.00 higher than the previous day. The implied volatity was 19.05, the open interest changed by 0 which decreased total open position to 54
On 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 1740, which was 242.20 higher than the previous day. The implied volatity was 11.55, the open interest changed by 8 which increased total open position to 54
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 1497.8, which was 287.80 higher than the previous day. The implied volatity was 13.14, the open interest changed by 22 which increased total open position to 51
On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 1210, which was 40.10 higher than the previous day. The implied volatity was 11.50, the open interest changed by 27 which increased total open position to 31
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 1169.9, which was -6806.10 lower than the previous day. The implied volatity was 13.49, the open interest changed by 4 which increased total open position to 4
On 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 7976, which was 0.00 lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0
On 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 7976, which was 0.00 lower than the previous day. The implied volatity was 0.87, 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 7976, which was 0.00 lower than the previous day. The implied volatity was 1.91, 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 7976, which was 0.00 lower than the previous day. The implied volatity was 3.36, 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 7976, which was 0.00 lower than the previous day. The implied volatity was 4.67, 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 7976, which was 0.00 lower than the previous day. The implied volatity was 3.41, 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 7976, which was 0.00 lower than the previous day. The implied volatity was 3.66, 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 7976, which was 0.00 lower than the previous day. The implied volatity was 3.54, 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 7976, which was 0.00 lower than the previous day. The implied volatity was 3.73, 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 7976, which was 0.00 lower than the previous day. The implied volatity was 2.19, 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 7976, which was 0.00 lower than the previous day. The implied volatity was 1.09, 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 7976, which was 7976.00 higher than the previous day. The implied volatity was 0.88, 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 0.33, 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 0.99, 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 1.29, 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 0.36, 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 72000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 68702.65 | 1700 | 0.00 | 0.00 | 0 | -1 | 0 |
| 19 Dec | 70625.70 | 1700 | 500.00 | 23.15 | 1 | 0 | 16 |
| 18 Dec | 71250.00 | 1200 | 330.00 | 20.13 | 39 | 7 | 16 |
| 17 Dec | 72188.00 | 870 | 0.00 | 21.23 | 4 | 1 | 7 |
| 16 Dec | 73155.60 | 870 | 0.00 | 0.00 | 0 | 3 | 0 |
| 13 Dec | 72965.95 | 870 | -150.00 | 24.75 | 3 | 0 | 3 |
| 12 Dec | 73082.60 | 1020 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 73292.15 | 1020 | 0.00 | 0.00 | 0 | 0 | 3 |
| 10 Dec | 73096.45 | 1020 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 72708.10 | 1020 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 73040.40 | 1020 | 0.00 | 0.00 | 0 | 2 | 0 |
| 5 Dec | 72487.05 | 1020 | -174.55 | 20.65 | 6 | 2 | 3 |
| 4 Dec | 72244.85 | 1194.55 | -30.45 | 20.96 | 2 | 1 | 2 |
| 3 Dec | 71890.75 | 1225 | 330.80 | 18.95 | 1 | 0 | 0 |
| 2 Dec | 71164.35 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 70726.85 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 69342.70 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 68016.85 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 66765.45 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 67775.50 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 67472.00 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 67408.65 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 67101.45 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 68448.90 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 69973.75 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 70639.90 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 71389.80 | 894.2 | 0.00 | 0.35 | 0 | 0 | 0 |
| 5 Nov | 69797.45 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 69418.25 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 70400.75 | 894.2 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 69911.75 | 894.2 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 72000 expiring on 27DEC2024
Delta for 72000 PE is 0.00
Historical price for 72000 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 1700, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 1700, which was 500.00 higher than the previous day. The implied volatity was 23.15, the open interest changed by 0 which decreased total open position to 16
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 1200, which was 330.00 higher than the previous day. The implied volatity was 20.13, the open interest changed by 7 which increased total open position to 16
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 870, which was 0.00 lower than the previous day. The implied volatity was 21.23, the open interest changed by 1 which increased total open position to 7
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 870, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 870, which was -150.00 lower than the previous day. The implied volatity was 24.75, the open interest changed by 0 which decreased total open position to 3
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 1020, 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 1020, 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 3
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 1020, 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 1020, 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 1020, 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 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 1020, which was -174.55 lower than the previous day. The implied volatity was 20.65, the open interest changed by 2 which increased total open position to 3
On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 1194.55, which was -30.45 lower than the previous day. The implied volatity was 20.96, the open interest changed by 1 which increased total open position to 2
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 1225, which was 330.80 higher than the previous day. The implied volatity was 18.95, the open interest changed by 0 which decreased total open position to 0
On 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 894.2, 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 29 Nov NIFTYNXT50 was trading at 70726.85. The strike last trading price was 894.2, 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 894.2, 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 894.2, 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 894.2, 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 894.2, 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 894.2, 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 894.2, 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 894.2, 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 894.2, 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 894.2, 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 894.2, 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 894.2, 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 894.2, which was 0.00 lower than the previous day. The implied volatity was 0.35, 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 894.2, 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 894.2, 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 894.2, 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 894.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
