CANFINHOME
Can Fin Homes Ltd
Historical option data for CANFINHOME
02 Jan 2025 04:13 PM IST
CANFINHOME 30JAN2025 720 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.63
Vega: 0.76
Theta: -0.48
Gamma: 0.01
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
2 Jan | 729.45 | 30.5 | -0.25 | 26.68 | 308 | 100 | 147 | |||
1 Jan | 730.35 | 30.75 | -18.25 | 28.73 | 40 | 9 | 45 | |||
|
||||||||||
31 Dec | 759.30 | 49 | 0.00 | 25.92 | 2 | 0 | 37 | |||
30 Dec | 754.30 | 49 | 4.35 | 28.97 | 14 | -4 | 37 | |||
27 Dec | 750.55 | 44.65 | 12.65 | 25.22 | 107 | -28 | 40 | |||
26 Dec | 723.95 | 32 | -2.25 | 26.42 | 94 | 48 | 68 | |||
24 Dec | 726.20 | 34.25 | -138.90 | 29.17 | 36 | 20 | 20 | |||
23 Dec | 726.55 | 173.15 | 0.00 | - | 0 | 0 | 0 | |||
20 Dec | 747.70 | 173.15 | 0.00 | - | 0 | 0 | 0 | |||
19 Dec | 770.55 | 173.15 | 0.00 | - | 0 | 0 | 0 | |||
18 Dec | 772.95 | 173.15 | 173.15 | - | 0 | 0 | 0 | |||
13 Nov | 815.60 | 0 | - | 0 | 0 | 0 |
For Can Fin Homes Ltd - strike price 720 expiring on 30JAN2025
Delta for 720 CE is 0.63
Historical price for 720 CE is as follows
On 2 Jan CANFINHOME was trading at 729.45. The strike last trading price was 30.5, which was -0.25 lower than the previous day. The implied volatity was 26.68, the open interest changed by 100 which increased total open position to 147
On 1 Jan CANFINHOME was trading at 730.35. The strike last trading price was 30.75, which was -18.25 lower than the previous day. The implied volatity was 28.73, the open interest changed by 9 which increased total open position to 45
On 31 Dec CANFINHOME was trading at 759.30. The strike last trading price was 49, which was 0.00 lower than the previous day. The implied volatity was 25.92, the open interest changed by 0 which decreased total open position to 37
On 30 Dec CANFINHOME was trading at 754.30. The strike last trading price was 49, which was 4.35 higher than the previous day. The implied volatity was 28.97, the open interest changed by -4 which decreased total open position to 37
On 27 Dec CANFINHOME was trading at 750.55. The strike last trading price was 44.65, which was 12.65 higher than the previous day. The implied volatity was 25.22, the open interest changed by -28 which decreased total open position to 40
On 26 Dec CANFINHOME was trading at 723.95. The strike last trading price was 32, which was -2.25 lower than the previous day. The implied volatity was 26.42, the open interest changed by 48 which increased total open position to 68
On 24 Dec CANFINHOME was trading at 726.20. The strike last trading price was 34.25, which was -138.90 lower than the previous day. The implied volatity was 29.17, the open interest changed by 20 which increased total open position to 20
On 23 Dec CANFINHOME was trading at 726.55. The strike last trading price was 173.15, 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 173.15, 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 173.15, 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 173.15, which was 173.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov CANFINHOME was trading at 815.60. The strike last trading price was 0, 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 720 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.38
Vega: 0.77
Theta: -0.34
Gamma: 0.01
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
2 Jan | 729.45 | 17.1 | -1.90 | 30.60 | 432 | 89 | 182 |
1 Jan | 730.35 | 19 | 8.95 | 31.14 | 196 | -20 | 92 |
31 Dec | 759.30 | 10.05 | 0.00 | 30.73 | 44 | 5 | 113 |
30 Dec | 754.30 | 10.05 | -1.70 | 29.17 | 119 | -1 | 110 |
27 Dec | 750.55 | 11.75 | -7.85 | 28.94 | 182 | 23 | 111 |
26 Dec | 723.95 | 19.6 | -1.10 | 29.86 | 66 | 31 | 88 |
24 Dec | 726.20 | 20.7 | -0.75 | 29.69 | 76 | 28 | 58 |
23 Dec | 726.55 | 21.45 | 13.20 | 30.06 | 54 | 27 | 29 |
20 Dec | 747.70 | 8.25 | 0.00 | 0.00 | 0 | 2 | 0 |
19 Dec | 770.55 | 8.25 | -4.00 | 27.97 | 2 | 1 | 1 |
18 Dec | 772.95 | 12.25 | 12.25 | 6.36 | 0 | 0 | 0 |
13 Nov | 815.60 | 0 | 8.21 | 0 | 0 | 0 |
For Can Fin Homes Ltd - strike price 720 expiring on 30JAN2025
Delta for 720 PE is -0.38
Historical price for 720 PE is as follows
On 2 Jan CANFINHOME was trading at 729.45. The strike last trading price was 17.1, which was -1.90 lower than the previous day. The implied volatity was 30.60, the open interest changed by 89 which increased total open position to 182
On 1 Jan CANFINHOME was trading at 730.35. The strike last trading price was 19, which was 8.95 higher than the previous day. The implied volatity was 31.14, the open interest changed by -20 which decreased total open position to 92
On 31 Dec CANFINHOME was trading at 759.30. The strike last trading price was 10.05, which was 0.00 lower than the previous day. The implied volatity was 30.73, the open interest changed by 5 which increased total open position to 113
On 30 Dec CANFINHOME was trading at 754.30. The strike last trading price was 10.05, which was -1.70 lower than the previous day. The implied volatity was 29.17, the open interest changed by -1 which decreased total open position to 110
On 27 Dec CANFINHOME was trading at 750.55. The strike last trading price was 11.75, which was -7.85 lower than the previous day. The implied volatity was 28.94, the open interest changed by 23 which increased total open position to 111
On 26 Dec CANFINHOME was trading at 723.95. The strike last trading price was 19.6, which was -1.10 lower than the previous day. The implied volatity was 29.86, the open interest changed by 31 which increased total open position to 88
On 24 Dec CANFINHOME was trading at 726.20. The strike last trading price was 20.7, which was -0.75 lower than the previous day. The implied volatity was 29.69, the open interest changed by 28 which increased total open position to 58
On 23 Dec CANFINHOME was trading at 726.55. The strike last trading price was 21.45, which was 13.20 higher than the previous day. The implied volatity was 30.06, the open interest changed by 27 which increased total open position to 29
On 20 Dec CANFINHOME was trading at 747.70. The strike last trading price was 8.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 19 Dec CANFINHOME was trading at 770.55. The strike last trading price was 8.25, which was -4.00 lower than the previous day. The implied volatity was 27.97, the open interest changed by 1 which increased total open position to 1
On 18 Dec CANFINHOME was trading at 772.95. The strike last trading price was 12.25, which was 12.25 higher than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
On 13 Nov CANFINHOME was trading at 815.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 8.21, the open interest changed by 0 which decreased total open position to 0