NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 73100 CE | ||||||||||
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Delta: 0.04
Vega: 7.86
Theta: -14.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 68702.65 | 35.05 | -50.00 | 24.49 | 7 | 2 | 33 | |||
| 19 Dec | 70625.70 | 85.05 | -484.95 | 17.00 | 30 | -4 | 34 | |||
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| 18 Dec | 71250.00 | 570 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 17 Dec | 72188.00 | 570 | -465.00 | 19.23 | 56 | -10 | 33 | |||
| 16 Dec | 73155.60 | 1035 | 114.00 | 18.03 | 335 | 24 | 42 | |||
| 13 Dec | 72965.95 | 921 | -101.05 | 14.96 | 14 | 2 | 18 | |||
| 12 Dec | 73082.60 | 1022.05 | -153.95 | 14.94 | 34 | 8 | 16 | |||
| 11 Dec | 73292.15 | 1176 | 172.95 | 14.86 | 4 | 1 | 9 | |||
| 10 Dec | 73096.45 | 1003.05 | -127.95 | 13.15 | 27 | 3 | 9 | |||
| 9 Dec | 72708.10 | 1131 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 6 Dec | 73040.40 | 1131 | -58.55 | 13.85 | 20 | 3 | 6 | |||
| 5 Dec | 72487.05 | 1189.55 | -5955.85 | 17.72 | 3 | 0 | 0 | |||
| 4 Dec | 72244.85 | 7145.4 | 0.00 | 0.58 | 0 | 0 | 0 | |||
| 3 Dec | 71890.75 | 7145.4 | 0.00 | 1.14 | 0 | 0 | 0 | |||
| 2 Dec | 71164.35 | 7145.4 | 0.00 | 1.85 | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 7145.4 | 7145.40 | 1.61 | 0 | 0 | 0 | |||
| 7 Oct | 72884.30 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 73100 expiring on 27DEC2024
Delta for 73100 CE is 0.04
Historical price for 73100 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 35.05, which was -50.00 lower than the previous day. The implied volatity was 24.49, the open interest changed by 2 which increased total open position to 33
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 85.05, which was -484.95 lower than the previous day. The implied volatity was 17.00, the open interest changed by -4 which decreased total open position to 34
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 570, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 570, which was -465.00 lower than the previous day. The implied volatity was 19.23, the open interest changed by -10 which decreased total open position to 33
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 1035, which was 114.00 higher than the previous day. The implied volatity was 18.03, the open interest changed by 24 which increased total open position to 42
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 921, which was -101.05 lower than the previous day. The implied volatity was 14.96, the open interest changed by 2 which increased total open position to 18
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 1022.05, which was -153.95 lower than the previous day. The implied volatity was 14.94, the open interest changed by 8 which increased total open position to 16
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 1176, which was 172.95 higher than the previous day. The implied volatity was 14.86, the open interest changed by 1 which increased total open position to 9
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 1003.05, which was -127.95 lower than the previous day. The implied volatity was 13.15, the open interest changed by 3 which increased total open position to 9
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 1131, 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 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 1131, which was -58.55 lower than the previous day. The implied volatity was 13.85, the open interest changed by 3 which increased total open position to 6
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 1189.55, which was -5955.85 lower than the previous day. The implied volatity was 17.72, 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 7145.4, which was 0.00 lower than the previous day. The implied volatity was 0.58, 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 7145.4, which was 0.00 lower than the previous day. The implied volatity was 1.14, 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 7145.4, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 7145.4, which was 7145.40 higher than the previous day. The implied volatity was 1.61, 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 73100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 1401 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 70625.70 | 1401 | 0.00 | 0.00 | 0 | 2 | 0 |
| 18 Dec | 71250.00 | 1401 | -291.80 | - | 6 | 2 | 10 |
| 17 Dec | 72188.00 | 1692.8 | 892.75 | 26.01 | 10 | -5 | 10 |
| 16 Dec | 73155.60 | 800.05 | -299.90 | 18.13 | 20 | 8 | 11 |
| 13 Dec | 72965.95 | 1099.95 | 237.90 | 20.51 | 1 | 0 | 4 |
| 12 Dec | 73082.60 | 862.05 | -237.95 | 16.80 | 8 | 2 | 4 |
| 11 Dec | 73292.15 | 1100 | 0.00 | 0.00 | 0 | 2 | 0 |
| 10 Dec | 73096.45 | 1100 | -44.20 | 20.04 | 4 | 1 | 1 |
| 9 Dec | 72708.10 | 1144.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 73040.40 | 1144.2 | 0.00 | 0.44 | 0 | 0 | 0 |
| 5 Dec | 72487.05 | 1144.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 72244.85 | 1144.2 | 1144.20 | - | 0 | 0 | 0 |
| 3 Dec | 71890.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 71164.35 | 0 | 0.00 | - | 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 73100 expiring on 27DEC2024
Delta for 73100 PE is 0.00
Historical price for 73100 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. 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 0 which decreased total open position to 0
On 19 Dec NIFTYNXT50 was trading at 70625.70. 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 2 which increased total open position to 0
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 1401, which was -291.80 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 1692.8, which was 892.75 higher than the previous day. The implied volatity was 26.01, the open interest changed by -5 which decreased total open position to 10
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 800.05, which was -299.90 lower than the previous day. The implied volatity was 18.13, the open interest changed by 8 which increased total open position to 11
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 1099.95, which was 237.90 higher than the previous day. The implied volatity was 20.51, the open interest changed by 0 which decreased total open position to 4
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 862.05, which was -237.95 lower than the previous day. The implied volatity was 16.80, the open interest changed by 2 which increased total open position to 4
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 1100, 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 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 1100, which was -44.20 lower than the previous day. The implied volatity was 20.04, the open interest changed by 1 which increased total open position to 1
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 1144.2, 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 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 1144.2, which was 0.00 lower than the previous day. The implied volatity was 0.44, 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 1144.2, 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 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 1144.2, which was 1144.20 higher 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 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 2 Dec NIFTYNXT50 was trading at 71164.35. 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 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
