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[--[65.84.65.76]--]
CANFINHOME
Can Fin Homes Ltd

729.45 -0.90 (-0.12%)

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Historical option data for CANFINHOME

02 Jan 2025 04:13 PM IST
CANFINHOME 30JAN2025 750 CE
Delta: 0.42
Vega: 0.79
Theta: -0.46
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
2 Jan 729.45 15.95 -0.45 26.99 662 77 456
1 Jan 730.35 16.4 -13.90 28.51 742 109 373
31 Dec 759.30 30.3 2.10 27.54 257 9 264
30 Dec 754.30 28.2 2.80 26.71 504 -19 251
27 Dec 750.55 25.4 8.40 24.55 1,619 4 270
26 Dec 723.95 17 -1.90 25.84 205 -7 273
24 Dec 726.20 18.9 0.00 27.87 164 44 278
23 Dec 726.55 18.9 -15.95 27.53 151 48 236
20 Dec 747.70 34.85 -19.75 31.90 60 44 182
19 Dec 770.55 54.6 0.00 0.00 0 0 0
18 Dec 772.95 54.6 0.00 0.00 0 114 0
17 Dec 781.45 54.6 -15.40 31.61 117 114 138
16 Dec 801.95 70 28.24 24 1 1


For Can Fin Homes Ltd - strike price 750 expiring on 30JAN2025

Delta for 750 CE is 0.42

Historical price for 750 CE is as follows

On 2 Jan CANFINHOME was trading at 729.45. The strike last trading price was 15.95, which was -0.45 lower than the previous day. The implied volatity was 26.99, the open interest changed by 77 which increased total open position to 456


On 1 Jan CANFINHOME was trading at 730.35. The strike last trading price was 16.4, which was -13.90 lower than the previous day. The implied volatity was 28.51, the open interest changed by 109 which increased total open position to 373


On 31 Dec CANFINHOME was trading at 759.30. The strike last trading price was 30.3, which was 2.10 higher than the previous day. The implied volatity was 27.54, the open interest changed by 9 which increased total open position to 264


On 30 Dec CANFINHOME was trading at 754.30. The strike last trading price was 28.2, which was 2.80 higher than the previous day. The implied volatity was 26.71, the open interest changed by -19 which decreased total open position to 251


On 27 Dec CANFINHOME was trading at 750.55. The strike last trading price was 25.4, which was 8.40 higher than the previous day. The implied volatity was 24.55, the open interest changed by 4 which increased total open position to 270


On 26 Dec CANFINHOME was trading at 723.95. The strike last trading price was 17, which was -1.90 lower than the previous day. The implied volatity was 25.84, the open interest changed by -7 which decreased total open position to 273


On 24 Dec CANFINHOME was trading at 726.20. The strike last trading price was 18.9, which was 0.00 lower than the previous day. The implied volatity was 27.87, the open interest changed by 44 which increased total open position to 278


On 23 Dec CANFINHOME was trading at 726.55. The strike last trading price was 18.9, which was -15.95 lower than the previous day. The implied volatity was 27.53, the open interest changed by 48 which increased total open position to 236


On 20 Dec CANFINHOME was trading at 747.70. The strike last trading price was 34.85, which was -19.75 lower than the previous day. The implied volatity was 31.90, the open interest changed by 44 which increased total open position to 182


On 19 Dec CANFINHOME was trading at 770.55. The strike last trading price was 54.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 54.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 114 which increased total open position to 0


On 17 Dec CANFINHOME was trading at 781.45. The strike last trading price was 54.6, which was -15.40 lower than the previous day. The implied volatity was 31.61, the open interest changed by 114 which increased total open position to 138


On 16 Dec CANFINHOME was trading at 801.95. The strike last trading price was 70, which was lower than the previous day. The implied volatity was 28.24, the open interest changed by 1 which increased total open position to 1


CANFINHOME 30JAN2025 750 PE
Delta: -0.57
Vega: 0.79
Theta: -0.30
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
2 Jan 729.45 31.55 -2.50 29.80 113 14 256
1 Jan 730.35 34.05 14.80 30.43 559 -23 239
31 Dec 759.30 19.25 0.00 29.08 289 -4 251
30 Dec 754.30 19.25 -3.05 27.17 474 16 256
27 Dec 750.55 22.3 -9.70 27.71 622 113 242
26 Dec 723.95 32 -3.00 26.59 45 24 131
24 Dec 726.20 35 -1.40 28.33 37 12 99
23 Dec 726.55 36.4 9.50 29.45 73 28 87
20 Dec 747.70 26.9 8.00 29.96 27 13 58
19 Dec 770.55 18.9 1.70 30.02 6 3 44
18 Dec 772.95 17.2 2.70 30.03 36 32 40
17 Dec 781.45 14.5 -5.20 27.77 8 6 6
16 Dec 801.95 19.7 6.09 0 0 0


For Can Fin Homes Ltd - strike price 750 expiring on 30JAN2025

Delta for 750 PE is -0.57

Historical price for 750 PE is as follows

On 2 Jan CANFINHOME was trading at 729.45. The strike last trading price was 31.55, which was -2.50 lower than the previous day. The implied volatity was 29.80, the open interest changed by 14 which increased total open position to 256


On 1 Jan CANFINHOME was trading at 730.35. The strike last trading price was 34.05, which was 14.80 higher than the previous day. The implied volatity was 30.43, the open interest changed by -23 which decreased total open position to 239


On 31 Dec CANFINHOME was trading at 759.30. The strike last trading price was 19.25, which was 0.00 lower than the previous day. The implied volatity was 29.08, the open interest changed by -4 which decreased total open position to 251


On 30 Dec CANFINHOME was trading at 754.30. The strike last trading price was 19.25, which was -3.05 lower than the previous day. The implied volatity was 27.17, the open interest changed by 16 which increased total open position to 256


On 27 Dec CANFINHOME was trading at 750.55. The strike last trading price was 22.3, which was -9.70 lower than the previous day. The implied volatity was 27.71, the open interest changed by 113 which increased total open position to 242


On 26 Dec CANFINHOME was trading at 723.95. The strike last trading price was 32, which was -3.00 lower than the previous day. The implied volatity was 26.59, the open interest changed by 24 which increased total open position to 131


On 24 Dec CANFINHOME was trading at 726.20. The strike last trading price was 35, which was -1.40 lower than the previous day. The implied volatity was 28.33, the open interest changed by 12 which increased total open position to 99


On 23 Dec CANFINHOME was trading at 726.55. The strike last trading price was 36.4, which was 9.50 higher than the previous day. The implied volatity was 29.45, the open interest changed by 28 which increased total open position to 87


On 20 Dec CANFINHOME was trading at 747.70. The strike last trading price was 26.9, which was 8.00 higher than the previous day. The implied volatity was 29.96, the open interest changed by 13 which increased total open position to 58


On 19 Dec CANFINHOME was trading at 770.55. The strike last trading price was 18.9, which was 1.70 higher than the previous day. The implied volatity was 30.02, the open interest changed by 3 which increased total open position to 44


On 18 Dec CANFINHOME was trading at 772.95. The strike last trading price was 17.2, which was 2.70 higher than the previous day. The implied volatity was 30.03, the open interest changed by 32 which increased total open position to 40


On 17 Dec CANFINHOME was trading at 781.45. The strike last trading price was 14.5, which was -5.20 lower than the previous day. The implied volatity was 27.77, the open interest changed by 6 which increased total open position to 6


On 16 Dec CANFINHOME was trading at 801.95. The strike last trading price was 19.7, which was lower than the previous day. The implied volatity was 6.09, the open interest changed by 0 which decreased total open position to 0