NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
22 Sep 2025 08:00 PM IST
| NIFTYNXT50 30SEP2025 69400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 37.97
Theta: -54.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 69962.30 | 1150 | 365.1 | 17.72 | 9 | -3 | 4 | |||||||||
| 21 Sept | 0.00 | 784.9 | 272.9 | 7.79 | 19 | 4 | 8 | |||||||||
| 18 Sept | 69334.30 | 512 | -2871.95 | 8.69 | 10 | 4 | 4 | |||||||||
For Nifty Next 50 - strike price 69400 expiring on 30SEP2025
Delta for 69400 CE is 0.66
Historical price for 69400 CE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 1150, which was 365.1 higher than the previous day. The implied volatity was 17.72, the open interest changed by -3 which decreased total open position to 4
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 784.9, which was 272.9 higher than the previous day. The implied volatity was 7.79, the open interest changed by 4 which increased total open position to 8
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 512, which was -2871.95 lower than the previous day. The implied volatity was 8.69, the open interest changed by 4 which increased total open position to 4
| NIFTYNXT50 30SEP2025 69400 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 | 569.35 | 0 | 0.00 | 0 | 1 | 0 |
| 21 Sept | 0.00 | 569.35 | -2807.7 | 17.82 | 1 | 1 | 0 |
| 18 Sept | 69334.30 | 3377.05 | 0 | 0.34 | 0 | 0 | 0 |
For Nifty Next 50 - strike price 69400 expiring on 30SEP2025
Delta for 69400 PE is 0.00
Historical price for 69400 PE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 569.35, 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
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 569.35, which was -2807.7 lower than the previous day. The implied volatity was 17.82, the open interest changed by 1 which increased total open position to 0
On 18 Sept NIFTYNXT50 was trading at 69334.30. The strike last trading price was 3377.05, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
