NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
22 Sep 2025 08:00 PM IST
| NIFTYNXT50 30SEP2025 68000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 69962.30 | 1955 | 305 | - | 12 | -4 | 48 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 0.00 | 1650 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 69334.30 | 1650 | 223.25 | 11.74 | 9 | -2 | 53 | |||||||||
| 14 Sept | 0.00 | 858 | 75.3 | 9.03 | 118 | 18 | 78 | |||||||||
For Nifty Next 50 - strike price 68000 expiring on 30SEP2025
Delta for 68000 CE is -
Historical price for 68000 CE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 1955, which was 305 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 48
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 1650, 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
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 1650, which was 223.25 higher than the previous day. The implied volatity was 11.74, the open interest changed by -2 which decreased total open position to 53
On 14 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 858, which was 75.3 higher than the previous day. The implied volatity was 9.03, the open interest changed by 18 which increased total open position to 78
| NIFTYNXT50 30SEP2025 68000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 19.54
Theta: -18.83
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 69962.30 | 96 | 0.95 | 17.18 | 112 | 26 | 86 |
| 21 Sept | 0.00 | 95 | -48.1 | 14.25 | 69 | 8 | 61 |
| 18 Sept | 69334.30 | 143.1 | -26.95 | 12.88 | 59 | 0 | 51 |
| 14 Sept | 0.00 | 529.25 | -1145.05 | 12.80 | 52 | 4 | 5 |
For Nifty Next 50 - strike price 68000 expiring on 30SEP2025
Delta for 68000 PE is -0.11
Historical price for 68000 PE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 96, which was 0.95 higher than the previous day. The implied volatity was 17.18, the open interest changed by 26 which increased total open position to 86
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 95, which was -48.1 lower than the previous day. The implied volatity was 14.25, the open interest changed by 8 which increased total open position to 61
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 143.1, which was -26.95 lower than the previous day. The implied volatity was 12.88, the open interest changed by 0 which decreased total open position to 51
On 14 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 529.25, which was -1145.05 lower than the previous day. The implied volatity was 12.80, the open interest changed by 4 which increased total open position to 5
