NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
22 Sep 2025 08:00 PM IST
| NIFTYNXT50 30SEP2025 69500 CE | ||||||||||||||||
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Delta: 0.68
Vega: 37.06
Theta: -43.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 69962.30 | 900.05 | -2437.35 | 13.06 | 7 | 2 | 2 | |||||||||
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| 21 Sept | 0.00 | 3337.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Nifty Next 50 - strike price 69500 expiring on 30SEP2025
Delta for 69500 CE is 0.68
Historical price for 69500 CE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 900.05, which was -2437.35 lower than the previous day. The implied volatity was 13.06, the open interest changed by 2 which increased total open position to 2
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 3337.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| NIFTYNXT50 30SEP2025 69500 PE | |||||||
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Delta: -0.34
Vega: 37.80
Theta: -28.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 69962.30 | 348.8 | -386.2 | 14.95 | 1 | 0 | 0 |
| 21 Sept | 0.00 | 735 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Next 50 - strike price 69500 expiring on 30SEP2025
Delta for 69500 PE is -0.34
Historical price for 69500 PE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 348.8, which was -386.2 lower than the previous day. The implied volatity was 14.95, 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 735, 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
