NIFTYNXT50
Nifty Next 50
Historical option data for NIFTYNXT50
22 Sep 2025 08:00 PM IST
| NIFTYNXT50 30SEP2025 70200 CE | ||||||||||||||||
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Delta: 0.49
Vega: 41.38
Theta: -54.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 69962.30 | 693.95 | -2330.1 | 17.41 | 2 | 1 | 1 | |||||||||
For Nifty Next 50 - strike price 70200 expiring on 30SEP2025
Delta for 70200 CE is 0.49
Historical price for 70200 CE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 693.95, which was -2330.1 lower than the previous day. The implied volatity was 17.41, the open interest changed by 1 which increased total open position to 1
| NIFTYNXT50 30SEP2025 70200 PE | |||||||
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Delta: -0.52
Vega: 41.27
Theta: -16.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 69962.30 | 470 | -3334.35 | 10.46 | 3 | 2 | 2 |
For Nifty Next 50 - strike price 70200 expiring on 30SEP2025
Delta for 70200 PE is -0.52
Historical price for 70200 PE is as follows
On 22 Sept NIFTYNXT50 was trading at 69962.30. The strike last trading price was 470, which was -3334.35 lower than the previous day. The implied volatity was 10.46, the open interest changed by 2 which increased total open position to 2
