NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
20 Dec 2024 04:10 PM IST
| NIFTYNXT50 27DEC2024 80000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 1.24
Theta: -3.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 68702.65 | 5.35 | -4.65 | 41.18 | 571 | 29 | 678 | |||
| 19 Dec | 70625.70 | 10 | -2.70 | 34.22 | 376 | 77 | 653 | |||
| 18 Dec | 71250.00 | 12.7 | -1.10 | 31.05 | 312 | 20 | 580 | |||
| 17 Dec | 72188.00 | 13.8 | -8.70 | 27.13 | 537 | -176 | 561 | |||
| 16 Dec | 73155.60 | 22.5 | -2.00 | 24.23 | 597 | 172 | 736 | |||
| 13 Dec | 72965.95 | 24.5 | 0.50 | 22.04 | 944 | 51 | 564 | |||
| 12 Dec | 73082.60 | 24 | -16.10 | 20.84 | 674 | 14 | 513 | |||
| 11 Dec | 73292.15 | 40.1 | 1.05 | 21.27 | 542 | -16 | 499 | |||
| 10 Dec | 73096.45 | 39.05 | 6.35 | 21.02 | 1,002 | 34 | 521 | |||
| 9 Dec | 72708.10 | 32.7 | -15.50 | 20.75 | 360 | 214 | 487 | |||
| 6 Dec | 73040.40 | 48.2 | 5.15 | 19.61 | 811 | -3 | 273 | |||
| 5 Dec | 72487.05 | 43.05 | 6.10 | 20.00 | 605 | -14 | 281 | |||
| 4 Dec | 72244.85 | 36.95 | -4.85 | 19.67 | 844 | 145 | 295 | |||
| 3 Dec | 71890.75 | 41.8 | 8.80 | 20.45 | 100 | 30 | 150 | |||
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| 2 Dec | 71164.35 | 33 | 20.87 | 163 | 126 | 126 | ||||
For Nifty Next 50 - strike price 80000 expiring on 27DEC2024
Delta for 80000 CE is 0.00
Historical price for 80000 CE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 5.35, which was -4.65 lower than the previous day. The implied volatity was 41.18, the open interest changed by 29 which increased total open position to 678
On 19 Dec NIFTYNXT50 was trading at 70625.70. The strike last trading price was 10, which was -2.70 lower than the previous day. The implied volatity was 34.22, the open interest changed by 77 which increased total open position to 653
On 18 Dec NIFTYNXT50 was trading at 71250.00. The strike last trading price was 12.7, which was -1.10 lower than the previous day. The implied volatity was 31.05, the open interest changed by 20 which increased total open position to 580
On 17 Dec NIFTYNXT50 was trading at 72188.00. The strike last trading price was 13.8, which was -8.70 lower than the previous day. The implied volatity was 27.13, the open interest changed by -176 which decreased total open position to 561
On 16 Dec NIFTYNXT50 was trading at 73155.60. The strike last trading price was 22.5, which was -2.00 lower than the previous day. The implied volatity was 24.23, the open interest changed by 172 which increased total open position to 736
On 13 Dec NIFTYNXT50 was trading at 72965.95. The strike last trading price was 24.5, which was 0.50 higher than the previous day. The implied volatity was 22.04, the open interest changed by 51 which increased total open position to 564
On 12 Dec NIFTYNXT50 was trading at 73082.60. The strike last trading price was 24, which was -16.10 lower than the previous day. The implied volatity was 20.84, the open interest changed by 14 which increased total open position to 513
On 11 Dec NIFTYNXT50 was trading at 73292.15. The strike last trading price was 40.1, which was 1.05 higher than the previous day. The implied volatity was 21.27, the open interest changed by -16 which decreased total open position to 499
On 10 Dec NIFTYNXT50 was trading at 73096.45. The strike last trading price was 39.05, which was 6.35 higher than the previous day. The implied volatity was 21.02, the open interest changed by 34 which increased total open position to 521
On 9 Dec NIFTYNXT50 was trading at 72708.10. The strike last trading price was 32.7, which was -15.50 lower than the previous day. The implied volatity was 20.75, the open interest changed by 214 which increased total open position to 487
On 6 Dec NIFTYNXT50 was trading at 73040.40. The strike last trading price was 48.2, which was 5.15 higher than the previous day. The implied volatity was 19.61, the open interest changed by -3 which decreased total open position to 273
On 5 Dec NIFTYNXT50 was trading at 72487.05. The strike last trading price was 43.05, which was 6.10 higher than the previous day. The implied volatity was 20.00, the open interest changed by -14 which decreased total open position to 281
On 4 Dec NIFTYNXT50 was trading at 72244.85. The strike last trading price was 36.95, which was -4.85 lower than the previous day. The implied volatity was 19.67, the open interest changed by 145 which increased total open position to 295
On 3 Dec NIFTYNXT50 was trading at 71890.75. The strike last trading price was 41.8, which was 8.80 higher than the previous day. The implied volatity was 20.45, the open interest changed by 30 which increased total open position to 150
On 2 Dec NIFTYNXT50 was trading at 71164.35. The strike last trading price was 33, which was lower than the previous day. The implied volatity was 20.87, the open interest changed by 126 which increased total open position to 126
| NIFTYNXT50 27DEC2024 80000 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 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 70625.70 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 71250.00 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 72188.00 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 73155.60 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 72965.95 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 73082.60 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 73292.15 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 73096.45 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 72708.10 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 73040.40 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 72487.05 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 72244.85 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 71890.75 | 3868.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 71164.35 | 3868.35 | - | 0 | 0 | 0 | |
For Nifty Next 50 - strike price 80000 expiring on 27DEC2024
Delta for 80000 PE is -
Historical price for 80000 PE is as follows
On 20 Dec NIFTYNXT50 was trading at 68702.65. The strike last trading price was 3868.35, 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 3868.35, 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 3868.35, 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 3868.35, 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 3868.35, 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 3868.35, 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 3868.35, 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 3868.35, 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 3868.35, 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 3868.35, 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 3868.35, 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 3868.35, 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 3868.35, 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 3868.35, 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 3868.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
