CANFINHOME
Can Fin Homes Ltd
Historical option data for CANFINHOME
02 Jan 2025 04:13 PM IST
| CANFINHOME 30JAN2025 690 CE | ||||||||||
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Delta: 0.95
Vega: 0.21
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 729.45 | 46.8 | -101.00 | 14.52 | 5 | 2 | 2 | |||
| 1 Jan | 730.35 | 147.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Dec | 759.30 | 147.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 754.30 | 147.8 | 0.00 | - | 0 | 0 | 0 | |||
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| 27 Dec | 750.55 | 147.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Dec | 723.95 | 147.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 726.20 | 147.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 726.55 | 147.8 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 747.70 | 147.8 | - | 0 | 0 | 0 | ||||
For Can Fin Homes Ltd - strike price 690 expiring on 30JAN2025
Delta for 690 CE is 0.95
Historical price for 690 CE is as follows
On 2 Jan CANFINHOME was trading at 729.45. The strike last trading price was 46.8, which was -101.00 lower than the previous day. The implied volatity was 14.52, the open interest changed by 2 which increased total open position to 2
On 1 Jan CANFINHOME was trading at 730.35. The strike last trading price was 147.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec CANFINHOME was trading at 759.30. The strike last trading price was 147.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec CANFINHOME was trading at 754.30. The strike last trading price was 147.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Dec CANFINHOME was trading at 750.55. The strike last trading price was 147.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Dec CANFINHOME was trading at 723.95. The strike last trading price was 147.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Dec CANFINHOME was trading at 726.20. The strike last trading price was 147.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Dec CANFINHOME was trading at 726.55. The strike last trading price was 147.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Dec CANFINHOME was trading at 747.70. The strike last trading price was 147.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| CANFINHOME 30JAN2025 690 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.58
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 729.45 | 7.75 | -1.20 | 30.87 | 193 | -12 | 76 |
| 1 Jan | 730.35 | 8.95 | 4.20 | 31.32 | 53 | 13 | 87 |
| 31 Dec | 759.30 | 4.75 | -0.40 | 32.26 | 18 | 3 | 73 |
| 30 Dec | 754.30 | 5.15 | -0.70 | 31.73 | 63 | 13 | 69 |
| 27 Dec | 750.55 | 5.85 | -4.15 | 30.70 | 40 | 16 | 55 |
| 26 Dec | 723.95 | 10 | -2.00 | 30.64 | 10 | 1 | 35 |
| 24 Dec | 726.20 | 12 | 0.10 | 32.10 | 14 | -6 | 34 |
| 23 Dec | 726.55 | 11.9 | 2.40 | 31.49 | 193 | 6 | 41 |
| 20 Dec | 747.70 | 9.5 | 33.67 | 328 | 33 | 33 | |
For Can Fin Homes Ltd - strike price 690 expiring on 30JAN2025
Delta for 690 PE is -0.21
Historical price for 690 PE is as follows
On 2 Jan CANFINHOME was trading at 729.45. The strike last trading price was 7.75, which was -1.20 lower than the previous day. The implied volatity was 30.87, the open interest changed by -12 which decreased total open position to 76
On 1 Jan CANFINHOME was trading at 730.35. The strike last trading price was 8.95, which was 4.20 higher than the previous day. The implied volatity was 31.32, the open interest changed by 13 which increased total open position to 87
On 31 Dec CANFINHOME was trading at 759.30. The strike last trading price was 4.75, which was -0.40 lower than the previous day. The implied volatity was 32.26, the open interest changed by 3 which increased total open position to 73
On 30 Dec CANFINHOME was trading at 754.30. The strike last trading price was 5.15, which was -0.70 lower than the previous day. The implied volatity was 31.73, the open interest changed by 13 which increased total open position to 69
On 27 Dec CANFINHOME was trading at 750.55. The strike last trading price was 5.85, which was -4.15 lower than the previous day. The implied volatity was 30.70, the open interest changed by 16 which increased total open position to 55
On 26 Dec CANFINHOME was trading at 723.95. The strike last trading price was 10, which was -2.00 lower than the previous day. The implied volatity was 30.64, the open interest changed by 1 which increased total open position to 35
On 24 Dec CANFINHOME was trading at 726.20. The strike last trading price was 12, which was 0.10 higher than the previous day. The implied volatity was 32.10, the open interest changed by -6 which decreased total open position to 34
On 23 Dec CANFINHOME was trading at 726.55. The strike last trading price was 11.9, which was 2.40 higher than the previous day. The implied volatity was 31.49, the open interest changed by 6 which increased total open position to 41
On 20 Dec CANFINHOME was trading at 747.70. The strike last trading price was 9.5, which was lower than the previous day. The implied volatity was 33.67, the open interest changed by 33 which increased total open position to 33
