CANFINHOME
Can Fin Homes Ltd
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