NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 72500 CE | ||||||||||
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Delta: 0.04
Vega: 7.96
Theta: -12.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 68702.65 | 30.65 | -164.35 | 21.02 | 95 | 15 | 65 | |||
| 19 Dec | 70625.70 | 195 | -225.00 | 18.01 | 12 | 7 | 52 | |||
| 18 Dec | 71250.00 | 420 | -390.00 | 18.74 | 87 | -6 | 44 | |||
| 17 Dec | 72188.00 | 810 | -589.00 | 19.16 | 52 | 26 | 45 | |||
| 16 Dec | 73155.60 | 1399 | 134.00 | 18.47 | 1 | 0 | 20 | |||
| 13 Dec | 72965.95 | 1265 | -146.00 | 14.83 | 72 | -7 | 19 | |||
| 12 Dec | 73082.60 | 1411 | -155.00 | 15.52 | 4 | 3 | 25 | |||
| 11 Dec | 73292.15 | 1566 | 156.00 | 15.19 | 19 | -3 | 22 | |||
| 10 Dec | 73096.45 | 1410 | 84.00 | 13.91 | 28 | -3 | 24 | |||
| 9 Dec | 72708.10 | 1326 | -194.00 | 15.68 | 31 | 5 | 27 | |||
| 6 Dec | 73040.40 | 1520 | 270.10 | 14.38 | 104 | 2 | 23 | |||
| 5 Dec | 72487.05 | 1249.9 | 259.90 | 13.85 | 148 | 6 | 30 | |||
| 4 Dec | 72244.85 | 990 | -48.50 | 12.40 | 105 | 26 | 27 | |||
| 3 Dec | 71890.75 | 1038.5 | -6554.40 | 15.78 | 1 | 0 | 0 | |||
| 2 Dec | 71164.35 | 7592.9 | 0.00 | 1.16 | 0 | 0 | 0 | |||
| 29 Nov | 70726.85 | 7592.9 | 7592.90 | 1.48 | 0 | 0 | 0 | |||
| 25 Nov | 69342.70 | 0 | 0.00 | 2.34 | 0 | 0 | 0 | |||
| 22 Nov | 68016.85 | 0 | 0.00 | 3.84 | 0 | 0 | 0 | |||
| 21 Nov | 66765.45 | 0 | 0.00 | 5.12 | 0 | 0 | 0 | |||
| 19 Nov | 67775.50 | 0 | 0.00 | 3.85 | 0 | 0 | 0 | |||
| 18 Nov | 67472.00 | 0 | 0.00 | 4.10 | 0 | 0 | 0 | |||
| 14 Nov | 67408.65 | 0 | 0.00 | 3.96 | 0 | 0 | 0 | |||
| 13 Nov | 67101.45 | 0 | 0.00 | 4.16 | 0 | 0 | 0 | |||
| 12 Nov | 68448.90 | 0 | 0.00 | 2.62 | 0 | 0 | 0 | |||
| 11 Nov | 69973.75 | 0 | 0.00 | 1.47 | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 0 | 0.00 | 1.42 | 0 | 0 | 0 | |||
| 7 Nov | 70639.90 | 0 | 0.00 | 0.76 | 0 | 0 | 0 | |||
| 6 Nov | 71389.80 | 0 | 0.00 | 0.12 | 0 | 0 | 0 | |||
| 5 Nov | 69797.45 | 0 | 0.00 | 1.35 | 0 | 0 | 0 | |||
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| 4 Nov | 69418.25 | 0 | 0.00 | 1.64 | 0 | 0 | 0 | |||
| 1 Nov | 70400.75 | 0 | 0.00 | 0.77 | 0 | 0 | 0 | |||
| 31 Oct | 69911.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 72884.30 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 72500 expiring on 27DEC2024
Delta for 72500 CE is 0.04
Historical price for 72500 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 30.65, which was -164.35 lower than the previous day. The implied volatity was 21.02, the open interest changed by 15 which increased total open position to 65
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 195, which was -225.00 lower than the previous day. The implied volatity was 18.01, the open interest changed by 7 which increased total open position to 52
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 420, which was -390.00 lower than the previous day. The implied volatity was 18.74, the open interest changed by -6 which decreased total open position to 44
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 810, which was -589.00 lower than the previous day. The implied volatity was 19.16, the open interest changed by 26 which increased total open position to 45
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 1399, which was 134.00 higher than the previous day. The implied volatity was 18.47, the open interest changed by 0 which decreased total open position to 20
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 1265, which was -146.00 lower than the previous day. The implied volatity was 14.83, the open interest changed by -7 which decreased total open position to 19
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 1411, which was -155.00 lower than the previous day. The implied volatity was 15.52, the open interest changed by 3 which increased total open position to 25
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 1566, which was 156.00 higher than the previous day. The implied volatity was 15.19, the open interest changed by -3 which decreased total open position to 22
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 1410, which was 84.00 higher than the previous day. The implied volatity was 13.91, the open interest changed by -3 which decreased total open position to 24
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 1326, which was -194.00 lower than the previous day. The implied volatity was 15.68, the open interest changed by 5 which increased total open position to 27
On 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 1520, which was 270.10 higher than the previous day. The implied volatity was 14.38, the open interest changed by 2 which increased total open position to 23
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 1249.9, which was 259.90 higher than the previous day. The implied volatity was 13.85, the open interest changed by 6 which increased total open position to 30
On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 990, which was -48.50 lower than the previous day. The implied volatity was 12.40, the open interest changed by 26 which increased total open position to 27
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 1038.5, which was -6554.40 lower than the previous day. The implied volatity was 15.78, 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 7592.9, which was 0.00 lower than the previous day. The implied volatity was 1.16, 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 7592.9, which was 7592.90 higher than the previous day. The implied volatity was 1.48, 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 2.34, 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 3.84, 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 5.12, 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 3.85, 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 4.10, 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 3.96, 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 4.16, 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 2.62, 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 1.47, 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 1.42, 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 0.76, 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 0.12, 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 1.35, 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 1.64, 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 0.77, 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTYNXT50 was trading at 72884.30. 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 72500 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 | 2700 | 795.05 | - | 6 | -3 | 11 |
| 19 Dec | 70625.70 | 1904.95 | 554.95 | 17.97 | 3 | -2 | 14 |
| 18 Dec | 71250.00 | 1350 | 499.00 | 15.62 | 8 | 5 | 17 |
| 17 Dec | 72188.00 | 851 | 150.95 | 15.51 | 10 | 1 | 13 |
| 16 Dec | 73155.60 | 700.05 | 63.10 | 21.52 | 8 | -1 | 12 |
| 13 Dec | 72965.95 | 636.95 | 5.85 | 16.97 | 2 | 0 | 12 |
| 12 Dec | 73082.60 | 631.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 73292.15 | 631.1 | -75.95 | 17.91 | 9 | 1 | 12 |
| 10 Dec | 73096.45 | 707.05 | -212.95 | 17.73 | 26 | 4 | 10 |
| 9 Dec | 72708.10 | 920 | 0.00 | 0.00 | 0 | 2 | 0 |
| 6 Dec | 73040.40 | 920 | -130.05 | 19.19 | 25 | 3 | 7 |
| 5 Dec | 72487.05 | 1050.05 | -249.95 | 17.91 | 5 | 1 | 3 |
| 4 Dec | 72244.85 | 1300 | 297.70 | 19.24 | 3 | 1 | 1 |
| 3 Dec | 71890.75 | 1002.3 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 71164.35 | 1002.3 | 1002.30 | - | 0 | 0 | 0 |
| 29 Nov | 70726.85 | 0 | 0.00 | - | 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 | 0 | 0 |
| 6 Nov | 71389.80 | 0 | 0.00 | - | 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 | 0 | 0 |
| 31 Oct | 69911.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 72884.30 | 0 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 72500 expiring on 27DEC2024
Delta for 72500 PE is -
Historical price for 72500 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 2700, which was 795.05 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 11
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 1904.95, which was 554.95 higher than the previous day. The implied volatity was 17.97, the open interest changed by -2 which decreased total open position to 14
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 1350, which was 499.00 higher than the previous day. The implied volatity was 15.62, the open interest changed by 5 which increased total open position to 17
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 851, which was 150.95 higher than the previous day. The implied volatity was 15.51, the open interest changed by 1 which increased total open position to 13
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 700.05, which was 63.10 higher than the previous day. The implied volatity was 21.52, the open interest changed by -1 which decreased total open position to 12
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 636.95, which was 5.85 higher than the previous day. The implied volatity was 16.97, the open interest changed by 0 which decreased total open position to 12
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 631.1, 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 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 631.1, which was -75.95 lower than the previous day. The implied volatity was 17.91, the open interest changed by 1 which increased total open position to 12
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 707.05, which was -212.95 lower than the previous day. The implied volatity was 17.73, the open interest changed by 4 which increased total open position to 10
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 920, 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 920, which was -130.05 lower than the previous day. The implied volatity was 19.19, the open interest changed by 3 which increased total open position to 7
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 1050.05, which was -249.95 lower than the previous day. The implied volatity was 17.91, the open interest changed by 1 which increased total open position to 3
On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 1300, which was 297.70 higher than the previous day. The implied volatity was 19.24, the open interest changed by 1 which increased total open position to 1
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 1002.3, 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 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 1002.3, which was 1002.30 higher 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 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 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 -, 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 -, 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 -, 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct NIFTYNXT50 was trading at 72884.30. 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
