NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
22 Sep 2025 08:00 PM IST
| NIFTYNXT50 30SEP2025 67000 CE | ||||||||||||||||
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Delta: 0.87
Vega: 22.31
Theta: -55.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 69962.30 | 3325.25 | 685.25 | 28.31 | 2 | -1 | 65 | |||||||||
| 21 Sept | 0.00 | 2640 | 340.05 | - | 1 | 1 | 65 | |||||||||
| 18 Sept | 69334.30 | 2299.95 | -89.45 | - | 1 | 0 | 66 | |||||||||
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| 14 Sept | 0.00 | 1543.1 | 119.1 | 4.12 | 3 | -3 | 72 | |||||||||
For Nifty Next 50 - strike price 67000 expiring on 30SEP2025
Delta for 67000 CE is 0.87
Historical price for 67000 CE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 3325.25, which was 685.25 higher than the previous day. The implied volatity was 28.31, the open interest changed by -1 which decreased total open position to 65
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 2640, which was 340.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 65
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 2299.95, which was -89.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 14 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 1543.1, which was 119.1 higher than the previous day. The implied volatity was 4.12, the open interest changed by -3 which decreased total open position to 72
| NIFTYNXT50 30SEP2025 67000 PE | |||||||
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Delta: -0.06
Vega: 11.87
Theta: -13.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 69962.30 | 50 | -14 | 19.58 | 21 | -12 | 116 |
| 21 Sept | 0.00 | 64 | -15.8 | 17.34 | 42 | 17 | 128 |
| 18 Sept | 69334.30 | 75 | -30.05 | 15.27 | 20 | 1 | 110 |
| 14 Sept | 0.00 | 240 | -115.8 | 13.04 | 116 | 10 | 73 |
For Nifty Next 50 - strike price 67000 expiring on 30SEP2025
Delta for 67000 PE is -0.06
Historical price for 67000 PE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 50, which was -14 lower than the previous day. The implied volatity was 19.58, the open interest changed by -12 which decreased total open position to 116
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 64, which was -15.8 lower than the previous day. The implied volatity was 17.34, the open interest changed by 17 which increased total open position to 128
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 75, which was -30.05 lower than the previous day. The implied volatity was 15.27, the open interest changed by 1 which increased total open position to 110
On 14 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 240, which was -115.8 lower than the previous day. The implied volatity was 13.04, the open interest changed by 10 which increased total open position to 73
