NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 73500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 5.34
Theta: -9.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 68702.65 | 20 | -75.00 | 23.79 | 29 | 2 | 40 | |||
| 19 Dec | 70625.70 | 95 | -78.00 | 19.54 | 1 | 0 | 38 | |||
| 18 Dec | 71250.00 | 173 | -262.00 | 18.08 | 39 | -3 | 38 | |||
| 17 Dec | 72188.00 | 435 | -370.00 | 19.19 | 79 | 8 | 43 | |||
| 16 Dec | 73155.60 | 805 | 28.00 | 17.46 | 60 | 19 | 37 | |||
| 13 Dec | 72965.95 | 777 | -52.05 | 15.81 | 12 | 1 | 16 | |||
| 12 Dec | 73082.60 | 829.05 | -178.95 | 15.15 | 42 | 4 | 14 | |||
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| 11 Dec | 73292.15 | 1008 | 87.95 | 15.79 | 21 | 7 | 8 | |||
| 10 Dec | 73096.45 | 920.05 | -240.95 | 15.15 | 1 | 0 | 1 | |||
| 9 Dec | 72708.10 | 1161 | -5696.20 | 21.05 | 1 | 0 | 0 | |||
| 6 Dec | 73040.40 | 6857.2 | 0.00 | 0.11 | 0 | 0 | 0 | |||
| 5 Dec | 72487.05 | 6857.2 | 0.00 | 0.71 | 0 | 0 | 0 | |||
| 4 Dec | 72244.85 | 6857.2 | 0.00 | 1.06 | 0 | 0 | 0 | |||
| 3 Dec | 71890.75 | 6857.2 | 0.00 | 1.51 | 0 | 0 | 0 | |||
| 2 Dec | 71164.35 | 6857.2 | 0.00 | 2.29 | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 6857.2 | 1.93 | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 73500 expiring on 27DEC2024
Delta for 73500 CE is 0.02
Historical price for 73500 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 20, which was -75.00 lower than the previous day. The implied volatity was 23.79, the open interest changed by 2 which increased total open position to 40
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 95, which was -78.00 lower than the previous day. The implied volatity was 19.54, the open interest changed by 0 which decreased total open position to 38
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 173, which was -262.00 lower than the previous day. The implied volatity was 18.08, the open interest changed by -3 which decreased total open position to 38
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 435, which was -370.00 lower than the previous day. The implied volatity was 19.19, the open interest changed by 8 which increased total open position to 43
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 805, which was 28.00 higher than the previous day. The implied volatity was 17.46, the open interest changed by 19 which increased total open position to 37
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 777, which was -52.05 lower than the previous day. The implied volatity was 15.81, the open interest changed by 1 which increased total open position to 16
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 829.05, which was -178.95 lower than the previous day. The implied volatity was 15.15, the open interest changed by 4 which increased total open position to 14
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 1008, which was 87.95 higher than the previous day. The implied volatity was 15.79, the open interest changed by 7 which increased total open position to 8
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 920.05, which was -240.95 lower than the previous day. The implied volatity was 15.15, the open interest changed by 0 which decreased total open position to 1
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 1161, which was -5696.20 lower than the previous day. The implied volatity was 21.05, 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 6857.2, which was 0.00 lower than the previous day. The implied volatity was 0.11, 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 6857.2, which was 0.00 lower than the previous day. The implied volatity was 0.71, 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 6857.2, which was 0.00 lower than the previous day. The implied volatity was 1.06, 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 6857.2, which was 0.00 lower than the previous day. The implied volatity was 1.51, 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 6857.2, which was 0.00 lower than the previous day. The implied volatity was 2.29, 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 6857.2, which was lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
| NIFTYNXT50 27DEC2024 73500 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 | 1225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 70625.70 | 1225 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 71250.00 | 1225 | 0.00 | 0.00 | 0 | 0 | 1 |
| 17 Dec | 72188.00 | 1225 | 0.00 | 0.00 | 0 | 1 | 0 |
| 16 Dec | 73155.60 | 1225 | -175.00 | 22.47 | 2 | 1 | 1 |
| 13 Dec | 72965.95 | 1400 | 320.00 | 22.13 | 1 | 0 | 1 |
| 12 Dec | 73082.60 | 1080 | 0.00 | 0.00 | 0 | 1 | 0 |
| 11 Dec | 73292.15 | 1080 | -168.95 | 18.40 | 2 | 1 | 1 |
| 10 Dec | 73096.45 | 1248.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 72708.10 | 1248.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 73040.40 | 1248.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 72487.05 | 1248.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 72244.85 | 1248.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 71890.75 | 1248.95 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 71164.35 | 1248.95 | 1248.95 | - | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 0 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 73500 expiring on 27DEC2024
Delta for 73500 PE is 0.00
Historical price for 73500 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 1225, 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 1225, 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 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 1225, 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 1
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 1225, 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 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 1225, which was -175.00 lower than the previous day. The implied volatity was 22.47, the open interest changed by 1 which increased total open position to 1
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 1400, which was 320.00 higher than the previous day. The implied volatity was 22.13, the open interest changed by 0 which decreased total open position to 1
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 1080, 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 1080, which was -168.95 lower than the previous day. The implied volatity was 18.40, the open interest changed by 1 which increased total open position to 1
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 1248.95, 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 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 1248.95, 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 1248.95, 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 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 1248.95, 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 1248.95, 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 1248.95, 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 1248.95, which was 1248.95 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
