NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
| NIFTYNXT50 29NOV2024 79500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.90
Theta: -3.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 19 Nov | 67775.50 | 8 | -1.00 | 37.75 | 20 | 5 | 5 | |||
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| 18 Nov | 67472.00 | 9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 67408.65 | 9 | -2267.00 | 31.41 | 22 | 1 | 1 | |||
| 13 Nov | 67101.45 | 2276 | 0.00 | 15.79 | 0 | 0 | 0 | |||
| 12 Nov | 68448.90 | 2276 | 0.00 | 13.69 | 0 | 0 | 0 | |||
| 8 Nov | 69774.20 | 2276 | 10.86 | 0 | 0 | 0 | ||||
For Nifty Next 50 - strike price 79500 expiring on 29NOV2024
Delta for 79500 CE is 0.01
Historical price for 79500 CE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 8, which was -1.00 lower than the previous day. The implied volatity was 37.75, the open interest changed by 5 which increased total open position to 5
On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 9, 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 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 9, which was -2267.00 lower than the previous day. The implied volatity was 31.41, the open interest changed by 1 which increased total open position to 1
On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 2276, which was 0.00 lower than the previous day. The implied volatity was 15.79, the open interest changed by 0 which decreased total open position to 0
On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 2276, which was 0.00 lower than the previous day. The implied volatity was 13.69, 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 2276, which was lower than the previous day. The implied volatity was 10.86, the open interest changed by 0 which decreased total open position to 0
| NIFTYNXT50 29NOV2024 79500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 19 Nov | 67775.50 | 5095.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 67472.00 | 5095.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 67408.65 | 5095.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 67101.45 | 5095.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 68448.90 | 5095.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 69774.20 | 5095.55 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 79500 expiring on 29NOV2024
Delta for 79500 PE is -
Historical price for 79500 PE is as follows
On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 5095.55, 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 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 5095.55, 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 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 5095.55, 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 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 5095.55, 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 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 5095.55, 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 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 5095.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
