NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 79000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.66
Theta: -4.79
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 68702.65 | 7.35 | -2.15 | 39.36 | 514 | 43 | 373 | |||
| 19 Dec | 70625.70 | 9.5 | 0.50 | 31.02 | 247 | 195 | 333 | |||
| 18 Dec | 71250.00 | 9 | -35.95 | 26.82 | 3 | 0 | 138 | |||
| 17 Dec | 72188.00 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 73155.60 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 72965.95 | 44.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 73082.60 | 44.95 | -3.95 | 20.29 | 25 | 0 | 138 | |||
| 11 Dec | 73292.15 | 48.9 | -2.15 | 19.29 | 28 | 0 | 138 | |||
| 10 Dec | 73096.45 | 51.05 | 2.80 | 19.29 | 7 | 2 | 138 | |||
| 9 Dec | 72708.10 | 48.25 | -25.25 | 19.62 | 42 | 24 | 136 | |||
| 6 Dec | 73040.40 | 73.5 | 3.50 | 18.66 | 2 | 0 | 110 | |||
| 5 Dec | 72487.05 | 70 | 9.80 | 19.30 | 75 | 73 | 110 | |||
| 4 Dec | 72244.85 | 60.2 | -3487.45 | 18.96 | 37 | 0 | 0 | |||
|
|
||||||||||
| 3 Dec | 71890.75 | 3547.65 | 0.00 | 7.56 | 0 | 0 | 0 | |||
| 2 Dec | 71164.35 | 3547.65 | 0.00 | 8.23 | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 3547.65 | 6.17 | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 79000 expiring on 27DEC2024
Delta for 79000 CE is 0.01
Historical price for 79000 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 7.35, which was -2.15 lower than the previous day. The implied volatity was 39.36, the open interest changed by 43 which increased total open position to 373
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 9.5, which was 0.50 higher than the previous day. The implied volatity was 31.02, the open interest changed by 195 which increased total open position to 333
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 9, which was -35.95 lower than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 138
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 44.95, 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 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 44.95, 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 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 44.95, 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 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 44.95, which was -3.95 lower than the previous day. The implied volatity was 20.29, the open interest changed by 0 which decreased total open position to 138
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 48.9, which was -2.15 lower than the previous day. The implied volatity was 19.29, the open interest changed by 0 which decreased total open position to 138
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 51.05, which was 2.80 higher than the previous day. The implied volatity was 19.29, the open interest changed by 2 which increased total open position to 138
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 48.25, which was -25.25 lower than the previous day. The implied volatity was 19.62, the open interest changed by 24 which increased total open position to 136
On 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 73.5, which was 3.50 higher than the previous day. The implied volatity was 18.66, the open interest changed by 0 which decreased total open position to 110
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 70, which was 9.80 higher than the previous day. The implied volatity was 19.30, the open interest changed by 73 which increased total open position to 110
On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 60.2, which was -3487.45 lower than the previous day. The implied volatity was 18.96, 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 3547.65, which was 0.00 lower than the previous day. The implied volatity was 7.56, 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 3547.65, which was 0.00 lower than the previous day. The implied volatity was 8.23, 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 3547.65, which was lower than the previous day. The implied volatity was 6.17, the open interest changed by 0 which decreased total open position to 0
| NIFTYNXT50 27DEC2024 79000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 68702.65 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 70625.70 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 71250.00 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 72188.00 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 73155.60 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 72965.95 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 73082.60 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 73292.15 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 73096.45 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 72708.10 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 73040.40 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 72487.05 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 72244.85 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 71890.75 | 3342.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 71164.35 | 3342.55 | 3342.55 | - | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 0 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 79000 expiring on 27DEC2024
Delta for 79000 PE is -
Historical price for 79000 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 3342.55, 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 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 3342.55, 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 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 3342.55, 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 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 3342.55, 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 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 3342.55, 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 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 3342.55, 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 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 3342.55, 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 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 3342.55, 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 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 3342.55, 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 3342.55, 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 3342.55, 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 3342.55, 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 3342.55, 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 3342.55, 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 3342.55, which was 3342.55 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
