NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
22 Sep 2025 08:00 PM IST
| NIFTYNXT50 30SEP2025 67500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 69962.30 | 2380.95 | 0 | - | 2 | -1 | 40 | |||||||||
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| 21 Sept | 0.00 | 2380.95 | 580.95 | - | 15 | 3 | 41 | |||||||||
| 18 Sept | 69334.30 | 1800 | -109.95 | - | 8 | -1 | 36 | |||||||||
| 14 Sept | 0.00 | 1152 | 84.45 | 7.58 | 39 | -3 | 47 | |||||||||
For Nifty Next 50 - strike price 67500 expiring on 30SEP2025
Delta for 67500 CE is -
Historical price for 67500 CE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 2380.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 40
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 2380.95, which was 580.95 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 41
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 1800, which was -109.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 36
On 14 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 1152, which was 84.45 higher than the previous day. The implied volatity was 7.58, the open interest changed by -3 which decreased total open position to 47
| NIFTYNXT50 30SEP2025 67500 PE | |||||||
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Delta: -0.08
Vega: 15.56
Theta: -16.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 69962.30 | 71.95 | -5.65 | 18.64 | 11 | 0 | 48 |
| 21 Sept | 0.00 | 75.1 | -72.9 | 15.76 | 68 | 4 | 48 |
| 18 Sept | 69334.30 | 148 | -10.6 | 15.78 | 12 | 8 | 44 |
| 14 Sept | 0.00 | 330 | -164.7 | 12.26 | 87 | -72 | 28 |
For Nifty Next 50 - strike price 67500 expiring on 30SEP2025
Delta for 67500 PE is -0.08
Historical price for 67500 PE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 71.95, which was -5.65 lower than the previous day. The implied volatity was 18.64, the open interest changed by 0 which decreased total open position to 48
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 75.1, which was -72.9 lower than the previous day. The implied volatity was 15.76, the open interest changed by 4 which increased total open position to 48
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 148, which was -10.6 lower than the previous day. The implied volatity was 15.78, the open interest changed by 8 which increased total open position to 44
On 14 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 330, which was -164.7 lower than the previous day. The implied volatity was 12.26, the open interest changed by -72 which decreased total open position to 28
