NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
22 Sep 2025 08:00 PM IST
| NIFTYNXT50 30SEP2025 68700 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 | |||||||||
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| 22 Sept | 69962.30 | 1000 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 0.00 | 1000 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 69334.30 | 1000 | 0 | 0.00 | 0 | 1 | 0 | |||||||||
For Nifty Next 50 - strike price 68700 expiring on 30SEP2025
Delta for 68700 CE is 0.00
Historical price for 68700 CE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 1000, 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 1000, 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 1000, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
| NIFTYNXT50 30SEP2025 68700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 32.10
Theta: -35.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 69962.30 | 294.95 | -45.05 | 20.01 | 1 | 0 | 19 |
| 21 Sept | 0.00 | 340 | 0 | 17.68 | 3 | 0 | 19 |
| 18 Sept | 69334.30 | 340 | -32 | 13.62 | 1 | 0 | 19 |
For Nifty Next 50 - strike price 68700 expiring on 30SEP2025
Delta for 68700 PE is -0.24
Historical price for 68700 PE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 294.95, which was -45.05 lower than the previous day. The implied volatity was 20.01, the open interest changed by 0 which decreased total open position to 19
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 340, which was 0 lower than the previous day. The implied volatity was 17.68, the open interest changed by 0 which decreased total open position to 19
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 340, which was -32 lower than the previous day. The implied volatity was 13.62, the open interest changed by 0 which decreased total open position to 19
