NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 73000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 8.10
Theta: -14.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 68702.65 | 35.95 | -104.05 | 24.09 | 96 | 1 | 108 | |||
| 19 Dec | 70625.70 | 140 | -158.95 | 19.04 | 59 | 15 | 107 | |||
| 18 Dec | 71250.00 | 298.95 | -282.05 | 19.04 | 147 | 7 | 93 | |||
| 17 Dec | 72188.00 | 581 | -507.00 | 18.65 | 267 | 13 | 85 | |||
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| 16 Dec | 73155.60 | 1088 | -11.85 | 18.14 | 290 | 16 | 71 | |||
| 13 Dec | 72965.95 | 1099.85 | -5.15 | 17.24 | 286 | -2 | 55 | |||
| 12 Dec | 73082.60 | 1105 | -243.90 | 15.38 | 201 | 18 | 58 | |||
| 11 Dec | 73292.15 | 1348.9 | 83.90 | 16.87 | 140 | -4 | 41 | |||
| 10 Dec | 73096.45 | 1265 | 159.00 | 16.61 | 214 | 3 | 46 | |||
| 9 Dec | 72708.10 | 1106 | -105.00 | 16.54 | 101 | 19 | 44 | |||
| 6 Dec | 73040.40 | 1211 | 261.05 | 14.15 | 166 | 25 | 27 | |||
| 5 Dec | 72487.05 | 949.95 | 189.95 | 13.48 | 2 | 1 | 2 | |||
| 4 Dec | 72244.85 | 760 | -6459.00 | 12.50 | 2 | 1 | 1 | |||
| 3 Dec | 71890.75 | 7219 | 0.00 | 0.99 | 0 | 0 | 0 | |||
| 2 Dec | 71164.35 | 7219 | 0.00 | 1.78 | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 7219 | 7219.00 | 1.60 | 0 | 0 | 0 | |||
| 7 Oct | 72884.30 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 73000 expiring on 27DEC2024
Delta for 73000 CE is 0.04
Historical price for 73000 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 35.95, which was -104.05 lower than the previous day. The implied volatity was 24.09, the open interest changed by 1 which increased total open position to 108
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 140, which was -158.95 lower than the previous day. The implied volatity was 19.04, the open interest changed by 15 which increased total open position to 107
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 298.95, which was -282.05 lower than the previous day. The implied volatity was 19.04, the open interest changed by 7 which increased total open position to 93
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 581, which was -507.00 lower than the previous day. The implied volatity was 18.65, the open interest changed by 13 which increased total open position to 85
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 1088, which was -11.85 lower than the previous day. The implied volatity was 18.14, the open interest changed by 16 which increased total open position to 71
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 1099.85, which was -5.15 lower than the previous day. The implied volatity was 17.24, the open interest changed by -2 which decreased total open position to 55
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 1105, which was -243.90 lower than the previous day. The implied volatity was 15.38, the open interest changed by 18 which increased total open position to 58
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 1348.9, which was 83.90 higher than the previous day. The implied volatity was 16.87, the open interest changed by -4 which decreased total open position to 41
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 1265, which was 159.00 higher than the previous day. The implied volatity was 16.61, the open interest changed by 3 which increased total open position to 46
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 1106, which was -105.00 lower than the previous day. The implied volatity was 16.54, the open interest changed by 19 which increased total open position to 44
On 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 1211, which was 261.05 higher than the previous day. The implied volatity was 14.15, the open interest changed by 25 which increased total open position to 27
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 949.95, which was 189.95 higher than the previous day. The implied volatity was 13.48, the open interest changed by 1 which increased total open position to 2
On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 760, which was -6459.00 lower than the previous day. The implied volatity was 12.50, 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 7219, 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 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 7219, which was 0.00 lower than the previous day. The implied volatity was 1.78, 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 7219, which was 7219.00 higher than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
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 73000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 68702.65 | 3050 | 250.00 | - | 17 | 1 | 59 |
| 19 Dec | 70625.70 | 2800 | 999.90 | 33.71 | 4 | 0 | 62 |
| 18 Dec | 71250.00 | 1800.1 | 423.35 | 17.70 | 5 | 0 | 65 |
| 17 Dec | 72188.00 | 1376.75 | 526.75 | 20.49 | 24 | -12 | 67 |
| 16 Dec | 73155.60 | 850 | -41.55 | 20.07 | 194 | 21 | 78 |
| 13 Dec | 72965.95 | 891.55 | -7.45 | 17.69 | 71 | 31 | 58 |
| 12 Dec | 73082.60 | 899 | 98.00 | 18.20 | 41 | 2 | 28 |
| 11 Dec | 73292.15 | 801 | -199.00 | 17.50 | 21 | 0 | 26 |
| 10 Dec | 73096.45 | 1000 | -151.00 | 19.09 | 138 | 25 | 27 |
| 9 Dec | 72708.10 | 1151 | -348.90 | 18.49 | 7 | 2 | 3 |
| 6 Dec | 73040.40 | 1499.9 | 380.30 | 24.45 | 1 | 0 | 0 |
| 5 Dec | 72487.05 | 1119.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 72244.85 | 1119.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 71890.75 | 1119.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 71164.35 | 1119.6 | 1119.60 | - | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 72884.30 | 0 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 73000 expiring on 27DEC2024
Delta for 73000 PE is -
Historical price for 73000 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 3050, which was 250.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 59
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 2800, which was 999.90 higher than the previous day. The implied volatity was 33.71, the open interest changed by 0 which decreased total open position to 62
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 1800.1, which was 423.35 higher than the previous day. The implied volatity was 17.70, the open interest changed by 0 which decreased total open position to 65
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 1376.75, which was 526.75 higher than the previous day. The implied volatity was 20.49, the open interest changed by -12 which decreased total open position to 67
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 850, which was -41.55 lower than the previous day. The implied volatity was 20.07, the open interest changed by 21 which increased total open position to 78
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 891.55, which was -7.45 lower than the previous day. The implied volatity was 17.69, the open interest changed by 31 which increased total open position to 58
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 899, which was 98.00 higher than the previous day. The implied volatity was 18.20, the open interest changed by 2 which increased total open position to 28
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 801, which was -199.00 lower than the previous day. The implied volatity was 17.50, the open interest changed by 0 which decreased total open position to 26
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 1000, which was -151.00 lower than the previous day. The implied volatity was 19.09, the open interest changed by 25 which increased total open position to 27
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 1151, which was -348.90 lower than the previous day. The implied volatity was 18.49, the open interest changed by 2 which increased total open position to 3
On 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 1499.9, which was 380.30 higher than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 0
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 1119.6, 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 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 1119.6, 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 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 1119.6, 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 1119.6, which was 1119.60 higher 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 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
