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[--[65.84.65.76]--]
NIFTYNXT50
Nifty Next 50

66788.8 -986.70 (-1.46%)

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Historical option data for NIFTYNXT50

19 Nov 2024 04:10 PM IST
NIFTYNXT50 29NOV2024 79700 CE
Delta: 0.01
Vega: 2.18
Theta: -4.41
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
19 Nov 67775.50 9.85 -0.65 39.19 365 313 460
18 Nov 67472.00 10.5 4.90 38.09 244 77 176
14 Nov 67408.65 5.6 0.60 30.19 238 -26 108
13 Nov 67101.45 5 1.00 29.35 29 1 135
12 Nov 68448.90 4 0.00 0.00 0 0 0
8 Nov 69774.20 4 19.96 134 86 86


For Nifty Next 50 - strike price 79700 expiring on 29NOV2024

Delta for 79700 CE is 0.01

Historical price for 79700 CE is as follows

On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 9.85, which was -0.65 lower than the previous day. The implied volatity was 39.19, the open interest changed by 313 which increased total open position to 460


On 18 Nov NIFTYNXT50 was trading at 67472.00. The strike last trading price was 10.5, which was 4.90 higher than the previous day. The implied volatity was 38.09, the open interest changed by 77 which increased total open position to 176


On 14 Nov NIFTYNXT50 was trading at 67408.65. The strike last trading price was 5.6, which was 0.60 higher than the previous day. The implied volatity was 30.19, the open interest changed by -26 which decreased total open position to 108


On 13 Nov NIFTYNXT50 was trading at 67101.45. The strike last trading price was 5, which was 1.00 higher than the previous day. The implied volatity was 29.35, the open interest changed by 1 which increased total open position to 135


On 12 Nov NIFTYNXT50 was trading at 68448.90. The strike last trading price was 4, 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 8 Nov NIFTYNXT50 was trading at 69774.20. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 19.96, the open interest changed by 86 which increased total open position to 86


NIFTYNXT50 29NOV2024 79700 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
19 Nov 67775.50 5223.5 0.00 - 0 0 0
18 Nov 67472.00 5223.5 0.00 - 0 0 0
14 Nov 67408.65 5223.5 0.00 - 0 0 0
13 Nov 67101.45 5223.5 0.00 - 0 0 0
12 Nov 68448.90 5223.5 0.00 - 0 0 0
8 Nov 69774.20 5223.5 - 0 0 0


For Nifty Next 50 - strike price 79700 expiring on 29NOV2024

Delta for 79700 PE is -

Historical price for 79700 PE is as follows

On 19 Nov NIFTYNXT50 was trading at 67775.50. The strike last trading price was 5223.5, 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 5223.5, 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 5223.5, 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 5223.5, 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 5223.5, 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 5223.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0