CANFINHOME
Can Fin Homes Ltd
Historical option data for CANFINHOME
02 Jan 2025 04:13 PM IST
| CANFINHOME 30JAN2025 730 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.80
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 729.45 | 25.05 | -0.30 | 26.94 | 857 | 200 | 315 | |||
| 1 Jan | 730.35 | 25.35 | -13.65 | 28.72 | 120 | 61 | 111 | |||
| 31 Dec | 759.30 | 39 | 0.50 | 22.06 | 4 | 2 | 50 | |||
| 30 Dec | 754.30 | 38.5 | 1.05 | 24.15 | 4 | 0 | 49 | |||
| 27 Dec | 750.55 | 37.45 | 11.95 | 24.81 | 155 | 2 | 49 | |||
| 26 Dec | 723.95 | 25.5 | -2.50 | 25.28 | 51 | 20 | 48 | |||
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| 24 Dec | 726.20 | 28 | -87.60 | 28.14 | 81 | 28 | 28 | |||
| 23 Dec | 726.55 | 115.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 747.70 | 115.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 770.55 | 115.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 772.95 | 115.6 | - | 0 | 0 | 0 | ||||
For Can Fin Homes Ltd - strike price 730 expiring on 30JAN2025
Delta for 730 CE is 0.56
Historical price for 730 CE is as follows
On 2 Jan CANFINHOME was trading at 729.45. The strike last trading price was 25.05, which was -0.30 lower than the previous day. The implied volatity was 26.94, the open interest changed by 200 which increased total open position to 315
On 1 Jan CANFINHOME was trading at 730.35. The strike last trading price was 25.35, which was -13.65 lower than the previous day. The implied volatity was 28.72, the open interest changed by 61 which increased total open position to 111
On 31 Dec CANFINHOME was trading at 759.30. The strike last trading price was 39, which was 0.50 higher than the previous day. The implied volatity was 22.06, the open interest changed by 2 which increased total open position to 50
On 30 Dec CANFINHOME was trading at 754.30. The strike last trading price was 38.5, which was 1.05 higher than the previous day. The implied volatity was 24.15, the open interest changed by 0 which decreased total open position to 49
On 27 Dec CANFINHOME was trading at 750.55. The strike last trading price was 37.45, which was 11.95 higher than the previous day. The implied volatity was 24.81, the open interest changed by 2 which increased total open position to 49
On 26 Dec CANFINHOME was trading at 723.95. The strike last trading price was 25.5, which was -2.50 lower than the previous day. The implied volatity was 25.28, the open interest changed by 20 which increased total open position to 48
On 24 Dec CANFINHOME was trading at 726.20. The strike last trading price was 28, which was -87.60 lower than the previous day. The implied volatity was 28.14, the open interest changed by 28 which increased total open position to 28
On 23 Dec CANFINHOME was trading at 726.55. The strike last trading price was 115.6, 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 115.6, 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 115.6, 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 115.6, 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 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.80
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 729.45 | 21.45 | -2.05 | 30.55 | 339 | 22 | 174 |
| 1 Jan | 730.35 | 23.5 | 11.05 | 31.02 | 349 | 43 | 155 |
| 31 Dec | 759.30 | 12.45 | 0.05 | 29.97 | 47 | 4 | 112 |
| 30 Dec | 754.30 | 12.4 | -2.10 | 28.25 | 75 | 7 | 108 |
| 27 Dec | 750.55 | 14.5 | -9.90 | 28.27 | 158 | 57 | 100 |
| 26 Dec | 723.95 | 24.4 | 0.00 | 30.18 | 24 | 14 | 43 |
| 24 Dec | 726.20 | 24.4 | -1.70 | 28.70 | 42 | 10 | 28 |
| 23 Dec | 726.55 | 26.1 | 8.30 | 30.08 | 36 | 14 | 17 |
| 20 Dec | 747.70 | 17.8 | 3.20 | 29.42 | 3 | 2 | 2 |
| 19 Dec | 770.55 | 14.6 | 0.00 | 5.13 | 0 | 0 | 0 |
| 18 Dec | 772.95 | 14.6 | 5.62 | 0 | 0 | 0 | |
For Can Fin Homes Ltd - strike price 730 expiring on 30JAN2025
Delta for 730 PE is -0.44
Historical price for 730 PE is as follows
On 2 Jan CANFINHOME was trading at 729.45. The strike last trading price was 21.45, which was -2.05 lower than the previous day. The implied volatity was 30.55, the open interest changed by 22 which increased total open position to 174
On 1 Jan CANFINHOME was trading at 730.35. The strike last trading price was 23.5, which was 11.05 higher than the previous day. The implied volatity was 31.02, the open interest changed by 43 which increased total open position to 155
On 31 Dec CANFINHOME was trading at 759.30. The strike last trading price was 12.45, which was 0.05 higher than the previous day. The implied volatity was 29.97, the open interest changed by 4 which increased total open position to 112
On 30 Dec CANFINHOME was trading at 754.30. The strike last trading price was 12.4, which was -2.10 lower than the previous day. The implied volatity was 28.25, the open interest changed by 7 which increased total open position to 108
On 27 Dec CANFINHOME was trading at 750.55. The strike last trading price was 14.5, which was -9.90 lower than the previous day. The implied volatity was 28.27, the open interest changed by 57 which increased total open position to 100
On 26 Dec CANFINHOME was trading at 723.95. The strike last trading price was 24.4, which was 0.00 lower than the previous day. The implied volatity was 30.18, the open interest changed by 14 which increased total open position to 43
On 24 Dec CANFINHOME was trading at 726.20. The strike last trading price was 24.4, which was -1.70 lower than the previous day. The implied volatity was 28.70, the open interest changed by 10 which increased total open position to 28
On 23 Dec CANFINHOME was trading at 726.55. The strike last trading price was 26.1, which was 8.30 higher than the previous day. The implied volatity was 30.08, the open interest changed by 14 which increased total open position to 17
On 20 Dec CANFINHOME was trading at 747.70. The strike last trading price was 17.8, which was 3.20 higher than the previous day. The implied volatity was 29.42, the open interest changed by 2 which increased total open position to 2
On 19 Dec CANFINHOME was trading at 770.55. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was 5.13, 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 14.6, which was lower than the previous day. The implied volatity was 5.62, the open interest changed by 0 which decreased total open position to 0
