NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
22 Sep 2025 08:00 PM IST
| NIFTYNXT50 30SEP2025 69300 CE | ||||||||||||||||
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Delta: 0.72
Vega: 34.89
Theta: -43.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 69962.30 | 1075.15 | 334.65 | 13.96 | 17 | -2 | 13 | |||||||||
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| 21 Sept | 0.00 | 740.5 | 176.75 | - | 12 | -10 | 16 | |||||||||
| 18 Sept | 69334.30 | 563.75 | 25.3 | 8.45 | 20 | 3 | 25 | |||||||||
For Nifty Next 50 - strike price 69300 expiring on 30SEP2025
Delta for 69300 CE is 0.72
Historical price for 69300 CE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 1075.15, which was 334.65 higher than the previous day. The implied volatity was 13.96, the open interest changed by -2 which decreased total open position to 13
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 740.5, which was 176.75 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 16
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 563.75, which was 25.3 higher than the previous day. The implied volatity was 8.45, the open interest changed by 3 which increased total open position to 25
| NIFTYNXT50 30SEP2025 69300 PE | |||||||
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Delta: -0.00
Vega: 0.01
Theta: -0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 69962.30 | 3325.7 | 0 | 1.82 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 3325.7 | 0 | 1.48 | 0 | 0 | 0 |
| 18 Sept | 69334.30 | 3325.7 | 0 | 0.49 | 0 | 0 | 0 |
For Nifty Next 50 - strike price 69300 expiring on 30SEP2025
Delta for 69300 PE is -0.00
Historical price for 69300 PE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 3325.7, which was 0 lower than the previous day. The implied volatity was 1.82, 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 3325.7, which was 0 lower than the previous day. The implied volatity was 1.48, 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 3325.7, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
