NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
19 Nov 2024 04:10 PM IST
NIFTYNXT50 29NOV2024 79700 CE | ||||||||||
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Delta: 0.01
Vega: 2.18
Theta: -4.41
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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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