NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
22 Sep 2025 08:00 PM IST
| NIFTYNXT50 30SEP2025 69800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 37.94
Theta: -30.57
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 69962.30 | 500 | -140 | 7.61 | 28 | 8 | 10 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 0.00 | 640 | -2560.4 | 10.43 | 2 | 2 | 1 | |||||||||
For Nifty Next 50 - strike price 69800 expiring on 30SEP2025
Delta for 69800 CE is 0.66
Historical price for 69800 CE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 500, which was -140 lower than the previous day. The implied volatity was 7.61, the open interest changed by 8 which increased total open position to 10
On 21 Sept NIFTYNXT50 was trading at 0.00. The strike last trading price was 640, which was -2560.4 lower than the previous day. The implied volatity was 10.43, the open interest changed by 2 which increased total open position to 1
| NIFTYNXT50 30SEP2025 69800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.02
Theta: -0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 69962.30 | 3587.1 | 0 | 0.91 | 0 | 0 | 0 |
| 21 Sept | 0.00 | 3587.1 | 0 | 0.52 | 0 | 0 | 0 |
For Nifty Next 50 - strike price 69800 expiring on 30SEP2025
Delta for 69800 PE is -0.00
Historical price for 69800 PE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 3587.1, which was 0 lower than the previous day. The implied volatity was 0.91, 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 3587.1, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
