NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 79300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.56
Theta: -4.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 68702.65 | 6.9 | -1.20 | 40.07 | 64 | -38 | 47 | |||
| 19 Dec | 70625.70 | 8.1 | -11.90 | 31.29 | 42 | -20 | 104 | |||
| 18 Dec | 71250.00 | 20 | -2.05 | 30.70 | 4 | 0 | 124 | |||
| 17 Dec | 72188.00 | 22.05 | -20.05 | 26.43 | 6 | 0 | 123 | |||
| 16 Dec | 73155.60 | 42.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Dec | 72965.95 | 42.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 73082.60 | 42.1 | 0.00 | 20.92 | 11 | 0 | 123 | |||
| 11 Dec | 73292.15 | 42.1 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 73096.45 | 42.1 | -4.90 | 19.47 | 3 | 0 | 124 | |||
| 9 Dec | 72708.10 | 47 | -4.10 | 20.24 | 4 | -2 | 123 | |||
| 6 Dec | 73040.40 | 51.1 | 1.50 | 17.98 | 472 | -210 | 125 | |||
| 5 Dec | 72487.05 | 49.6 | -0.35 | 18.81 | 142 | 95 | 336 | |||
| 4 Dec | 72244.85 | 49.95 | 2.20 | 19.14 | 61 | 41 | 241 | |||
| 3 Dec | 71890.75 | 47.75 | 6.45 | 19.43 | 65 | 10 | 200 | |||
| 2 Dec | 71164.35 | 41.3 | -48.70 | 20.17 | 353 | 190 | 190 | |||
| 8 Nov | 69774.20 | 90 | 18.19 | 2 | 1 | 1 | ||||
For Nifty Next 50 - strike price 79300 expiring on 27DEC2024
Delta for 79300 CE is 0.01
Historical price for 79300 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 6.9, which was -1.20 lower than the previous day. The implied volatity was 40.07, the open interest changed by -38 which decreased total open position to 47
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 8.1, which was -11.90 lower than the previous day. The implied volatity was 31.29, the open interest changed by -20 which decreased total open position to 104
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 20, which was -2.05 lower than the previous day. The implied volatity was 30.70, the open interest changed by 0 which decreased total open position to 124
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 22.05, which was -20.05 lower than the previous day. The implied volatity was 26.43, the open interest changed by 0 which decreased total open position to 123
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 42.1, 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 42.1, 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 42.1, which was 0.00 lower than the previous day. The implied volatity was 20.92, the open interest changed by 0 which decreased total open position to 123
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 42.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 42.1, which was -4.90 lower than the previous day. The implied volatity was 19.47, the open interest changed by 0 which decreased total open position to 124
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 47, which was -4.10 lower than the previous day. The implied volatity was 20.24, the open interest changed by -2 which decreased total open position to 123
On 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 51.1, which was 1.50 higher than the previous day. The implied volatity was 17.98, the open interest changed by -210 which decreased total open position to 125
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 49.6, which was -0.35 lower than the previous day. The implied volatity was 18.81, the open interest changed by 95 which increased total open position to 336
On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 49.95, which was 2.20 higher than the previous day. The implied volatity was 19.14, the open interest changed by 41 which increased total open position to 241
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 47.75, which was 6.45 higher than the previous day. The implied volatity was 19.43, the open interest changed by 10 which increased total open position to 200
On 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 41.3, which was -48.70 lower than the previous day. The implied volatity was 20.17, the open interest changed by 190 which increased total open position to 190
On 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 90, which was lower than the previous day. The implied volatity was 18.19, the open interest changed by 1 which increased total open position to 1
| NIFTYNXT50 27DEC2024 79300 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 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 70625.70 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 71250.00 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 72188.00 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 73155.60 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 72965.95 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 73082.60 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 73292.15 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 73096.45 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 72708.10 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 73040.40 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 72487.05 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 72244.85 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 71890.75 | 3495.65 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 71164.35 | 3495.65 | 3495.65 | - | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 0 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 79300 expiring on 27DEC2024
Delta for 79300 PE is -
Historical price for 79300 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 3495.65, 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 3495.65, 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 3495.65, 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 3495.65, 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 3495.65, 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 3495.65, 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 3495.65, 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 3495.65, 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 3495.65, 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 3495.65, 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 3495.65, 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 3495.65, 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 3495.65, 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 3495.65, 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 3495.65, which was 3495.65 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
