CANFINHOME
Can Fin Homes Ltd
Historical option data for CANFINHOME
02 Jan 2025 04:13 PM IST
| CANFINHOME 30JAN2025 700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.63
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 729.45 | 44.35 | 1.15 | 27.37 | 59 | 7 | 41 | |||
| 1 Jan | 730.35 | 43.2 | -20.55 | 28.30 | 14 | 7 | 34 | |||
| 31 Dec | 759.30 | 63.75 | -3.55 | 21.91 | 1 | 0 | 27 | |||
| 30 Dec | 754.30 | 67.3 | 7.30 | 34.18 | 7 | 3 | 26 | |||
| 27 Dec | 750.55 | 60 | 18.50 | 25.01 | 26 | 4 | 13 | |||
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| 26 Dec | 723.95 | 41.5 | -4.00 | 21.57 | 5 | 4 | 9 | |||
| 24 Dec | 726.20 | 45.5 | -144.15 | 27.80 | 8 | 5 | 5 | |||
| 23 Dec | 726.55 | 189.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 747.70 | 189.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 770.55 | 189.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 772.95 | 189.65 | - | 0 | 0 | 0 | ||||
For Can Fin Homes Ltd - strike price 700 expiring on 30JAN2025
Delta for 700 CE is 0.76
Historical price for 700 CE is as follows
On 2 Jan CANFINHOME was trading at 729.45. The strike last trading price was 44.35, which was 1.15 higher than the previous day. The implied volatity was 27.37, the open interest changed by 7 which increased total open position to 41
On 1 Jan CANFINHOME was trading at 730.35. The strike last trading price was 43.2, which was -20.55 lower than the previous day. The implied volatity was 28.30, the open interest changed by 7 which increased total open position to 34
On 31 Dec CANFINHOME was trading at 759.30. The strike last trading price was 63.75, which was -3.55 lower than the previous day. The implied volatity was 21.91, the open interest changed by 0 which decreased total open position to 27
On 30 Dec CANFINHOME was trading at 754.30. The strike last trading price was 67.3, which was 7.30 higher than the previous day. The implied volatity was 34.18, the open interest changed by 3 which increased total open position to 26
On 27 Dec CANFINHOME was trading at 750.55. The strike last trading price was 60, which was 18.50 higher than the previous day. The implied volatity was 25.01, the open interest changed by 4 which increased total open position to 13
On 26 Dec CANFINHOME was trading at 723.95. The strike last trading price was 41.5, which was -4.00 lower than the previous day. The implied volatity was 21.57, the open interest changed by 4 which increased total open position to 9
On 24 Dec CANFINHOME was trading at 726.20. The strike last trading price was 45.5, which was -144.15 lower than the previous day. The implied volatity was 27.80, the open interest changed by 5 which increased total open position to 5
On 23 Dec CANFINHOME was trading at 726.55. The strike last trading price was 189.65, 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 189.65, 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 19 Dec CANFINHOME was trading at 770.55. The strike last trading price was 189.65, 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 18 Dec CANFINHOME was trading at 772.95. The strike last trading price was 189.65, 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 700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.66
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 729.45 | 10.15 | -1.75 | 30.56 | 1,392 | -380 | 473 |
| 1 Jan | 730.35 | 11.9 | 5.70 | 31.50 | 917 | -116 | 853 |
| 31 Dec | 759.30 | 6.2 | -0.05 | 31.82 | 297 | 52 | 977 |
| 30 Dec | 754.30 | 6.25 | -1.30 | 30.49 | 611 | 73 | 926 |
| 27 Dec | 750.55 | 7.55 | -4.95 | 30.28 | 1,170 | 310 | 852 |
| 26 Dec | 723.95 | 12.5 | -2.20 | 30.14 | 401 | 113 | 529 |
| 24 Dec | 726.20 | 14.7 | 0.20 | 31.59 | 635 | 111 | 411 |
| 23 Dec | 726.55 | 14.5 | 5.15 | 30.88 | 853 | 217 | 296 |
| 20 Dec | 747.70 | 9.35 | 4.30 | 30.20 | 567 | 71 | 79 |
| 19 Dec | 770.55 | 5.05 | -1.90 | 28.69 | 10 | 4 | 7 |
| 18 Dec | 772.95 | 6.95 | 33.09 | 5 | 2 | 2 | |
For Can Fin Homes Ltd - strike price 700 expiring on 30JAN2025
Delta for 700 PE is -0.26
Historical price for 700 PE is as follows
On 2 Jan CANFINHOME was trading at 729.45. The strike last trading price was 10.15, which was -1.75 lower than the previous day. The implied volatity was 30.56, the open interest changed by -380 which decreased total open position to 473
On 1 Jan CANFINHOME was trading at 730.35. The strike last trading price was 11.9, which was 5.70 higher than the previous day. The implied volatity was 31.50, the open interest changed by -116 which decreased total open position to 853
On 31 Dec CANFINHOME was trading at 759.30. The strike last trading price was 6.2, which was -0.05 lower than the previous day. The implied volatity was 31.82, the open interest changed by 52 which increased total open position to 977
On 30 Dec CANFINHOME was trading at 754.30. The strike last trading price was 6.25, which was -1.30 lower than the previous day. The implied volatity was 30.49, the open interest changed by 73 which increased total open position to 926
On 27 Dec CANFINHOME was trading at 750.55. The strike last trading price was 7.55, which was -4.95 lower than the previous day. The implied volatity was 30.28, the open interest changed by 310 which increased total open position to 852
On 26 Dec CANFINHOME was trading at 723.95. The strike last trading price was 12.5, which was -2.20 lower than the previous day. The implied volatity was 30.14, the open interest changed by 113 which increased total open position to 529
On 24 Dec CANFINHOME was trading at 726.20. The strike last trading price was 14.7, which was 0.20 higher than the previous day. The implied volatity was 31.59, the open interest changed by 111 which increased total open position to 411
On 23 Dec CANFINHOME was trading at 726.55. The strike last trading price was 14.5, which was 5.15 higher than the previous day. The implied volatity was 30.88, the open interest changed by 217 which increased total open position to 296
On 20 Dec CANFINHOME was trading at 747.70. The strike last trading price was 9.35, which was 4.30 higher than the previous day. The implied volatity was 30.20, the open interest changed by 71 which increased total open position to 79
On 19 Dec CANFINHOME was trading at 770.55. The strike last trading price was 5.05, which was -1.90 lower than the previous day. The implied volatity was 28.69, the open interest changed by 4 which increased total open position to 7
On 18 Dec CANFINHOME was trading at 772.95. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was 33.09, the open interest changed by 2 which increased total open position to 2
