NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
22 Sep 2025 08:00 PM IST
| NIFTYNXT50 30SEP2025 68600 CE | ||||||||||||||||
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Delta: 0.79
Vega: 30.01
Theta: -48.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 69962.30 | 1700 | 631 | 18.25 | 1 | 0 | 3 | |||||||||
| 21 Sept | 0.00 | 1069 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 69334.30 | 1069 | 0 | 0.00 | 0 | 2 | 0 | |||||||||
For Nifty Next 50 - strike price 68600 expiring on 30SEP2025
Delta for 68600 CE is 0.79
Historical price for 68600 CE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 1700, which was 631 higher than the previous day. The implied volatity was 18.25, the open interest changed by 0 which decreased total open position to 3
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 1069, 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 1069, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
| NIFTYNXT50 30SEP2025 68600 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 525.05 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 525.05 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 69334.30 | 525.05 | 0 | 0.00 | 0 | 0 | 2 |
For Nifty Next 50 - strike price 68600 expiring on 30SEP2025
Delta for 68600 PE is 0.00
Historical price for 68600 PE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 525.05, 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 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 525.05, 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 525.05, 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 2
