NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
22 Sep 2025 08:00 PM IST
| NIFTYNXT50 30SEP2025 69000 CE | ||||||||||||||||
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Delta: 0.86
Vega: 22.87
Theta: -30.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 69962.30 | 1199.2 | 107.4 | 10.13 | 14 | 2 | 12 | |||||||||
| 21 Sept | 0.00 | 1076.25 | 236.25 | 6.14 | 132 | 8 | 10 | |||||||||
| 18 Sept | 69334.30 | 840 | -2734.8 | 10.25 | 2 | 1 | 1 | |||||||||
For Nifty Next 50 - strike price 69000 expiring on 30SEP2025
Delta for 69000 CE is 0.86
Historical price for 69000 CE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 1199.2, which was 107.4 higher than the previous day. The implied volatity was 10.13, the open interest changed by 2 which increased total open position to 12
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 1076.25, which was 236.25 higher than the previous day. The implied volatity was 6.14, the open interest changed by 8 which increased total open position to 10
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 840, which was -2734.8 lower than the previous day. The implied volatity was 10.25, the open interest changed by 1 which increased total open position to 1
| NIFTYNXT50 30SEP2025 69000 PE | |||||||
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Delta: -0.19
Vega: 28.45
Theta: -19.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 69962.30 | 143.55 | -112.95 | 12.81 | 48 | 2 | 30 |
| 21 Sept | 0.00 | 252 | -98 | 13.54 | 153 | 20 | 27 |
| 18 Sept | 69334.30 | 350 | -68.45 | 11.65 | 64 | 3 | 8 |
For Nifty Next 50 - strike price 69000 expiring on 30SEP2025
Delta for 69000 PE is -0.19
Historical price for 69000 PE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 143.55, which was -112.95 lower than the previous day. The implied volatity was 12.81, the open interest changed by 2 which increased total open position to 30
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 252, which was -98 lower than the previous day. The implied volatity was 13.54, the open interest changed by 20 which increased total open position to 27
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 350, which was -68.45 lower than the previous day. The implied volatity was 11.65, the open interest changed by 3 which increased total open position to 8
