NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
22 Sep 2025 08:00 PM IST
| NIFTYNXT50 30SEP2025 66000 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 69962.30 | 2299.95 | 0 | 0.00 | 0 | 0 | 4 | |||||||||
| 21 Sept | 0.00 | 2299.95 | 0 | 0.00 | 0 | 0 | 4 | |||||||||
| 18 Sept | 69334.30 | 2299.95 | 0 | 0.00 | 0 | 0 | 4 | |||||||||
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| 14 Sept | 0.00 | 2299.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 66000 expiring on 30SEP2025
Delta for 66000 CE is 0.00
Historical price for 66000 CE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 2299.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 2299.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 2299.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4
On 14 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 2299.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| NIFTYNXT50 30SEP2025 66000 PE | |||||||
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Delta: -0.03
Vega: 7.09
Theta: -9.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 69962.30 | 27 | -3 | 21.99 | 6 | -1 | 105 |
| 21 Sept | 0.00 | 30 | -22 | 18.85 | 23 | 5 | 105 |
| 18 Sept | 69334.30 | 52 | -5.85 | 18.12 | 21 | 13 | 109 |
| 14 Sept | 0.00 | 132.2 | -46.65 | 14.67 | 44 | -14 | 85 |
For Nifty Next 50 - strike price 66000 expiring on 30SEP2025
Delta for 66000 PE is -0.03
Historical price for 66000 PE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 27, which was -3 lower than the previous day. The implied volatity was 21.99, the open interest changed by -1 which decreased total open position to 105
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 30, which was -22 lower than the previous day. The implied volatity was 18.85, the open interest changed by 5 which increased total open position to 105
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 52, which was -5.85 lower than the previous day. The implied volatity was 18.12, the open interest changed by 13 which increased total open position to 109
On 14 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 132.2, which was -46.65 lower than the previous day. The implied volatity was 14.67, the open interest changed by -14 which decreased total open position to 85
