CANFINHOME
Can Fin Homes Ltd
Historical option data for CANFINHOME
20 Dec 2024 04:13 PM IST
| CANFINHOME 26DEC2024 790 CE | ||||||||||
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Delta: 0.10
Vega: 0.17
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 747.70 | 1.4 | -3.20 | 31.85 | 462 | -48 | 171 | |||
| 19 Dec | 770.55 | 4.6 | -1.90 | 27.79 | 527 | -3 | 220 | |||
| 18 Dec | 772.95 | 6.5 | -3.50 | 26.12 | 680 | 72 | 222 | |||
| 17 Dec | 781.45 | 10 | -11.50 | 29.93 | 790 | 125 | 161 | |||
| 16 Dec | 801.95 | 21.5 | -3.45 | 25.83 | 20 | -5 | 34 | |||
| 13 Dec | 803.10 | 24.95 | -9.65 | 24.15 | 213 | 25 | 39 | |||
| 12 Dec | 810.85 | 34.6 | -3.75 | 30.73 | 2 | 1 | 14 | |||
| 11 Dec | 819.95 | 38.35 | 1.80 | 28.87 | 3 | 0 | 13 | |||
| 10 Dec | 818.85 | 36.55 | 7.90 | 22.50 | 6 | -2 | 14 | |||
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| 9 Dec | 804.50 | 28.65 | -1.75 | 25.63 | 33 | 4 | 14 | |||
| 6 Dec | 802.95 | 30.4 | -28.30 | 28.22 | 8 | 1 | 10 | |||
| 5 Dec | 835.55 | 58.7 | 6.75 | 33.51 | 2 | 0 | 7 | |||
| 4 Dec | 844.15 | 51.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 3 Dec | 834.60 | 51.95 | 1.15 | 19.57 | 2 | 1 | 7 | |||
| 2 Dec | 814.55 | 50.8 | -55.10 | 41.14 | 20 | 5 | 5 | |||
| 29 Nov | 823.95 | 105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 821.85 | 105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 826.25 | 105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 821.05 | 105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 844.25 | 105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 842.80 | 105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 822.65 | 105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 832.65 | 105.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 832.65 | 105.9 | - | 0 | 0 | 0 | ||||
For Can Fin Homes Ltd - strike price 790 expiring on 26DEC2024
Delta for 790 CE is 0.10
Historical price for 790 CE is as follows
On 20 Dec CANFINHOME was trading at 747.70. The strike last trading price was 1.4, which was -3.20 lower than the previous day. The implied volatity was 31.85, the open interest changed by -48 which decreased total open position to 171
On 19 Dec CANFINHOME was trading at 770.55. The strike last trading price was 4.6, which was -1.90 lower than the previous day. The implied volatity was 27.79, the open interest changed by -3 which decreased total open position to 220
On 18 Dec CANFINHOME was trading at 772.95. The strike last trading price was 6.5, which was -3.50 lower than the previous day. The implied volatity was 26.12, the open interest changed by 72 which increased total open position to 222
On 17 Dec CANFINHOME was trading at 781.45. The strike last trading price was 10, which was -11.50 lower than the previous day. The implied volatity was 29.93, the open interest changed by 125 which increased total open position to 161
On 16 Dec CANFINHOME was trading at 801.95. The strike last trading price was 21.5, which was -3.45 lower than the previous day. The implied volatity was 25.83, the open interest changed by -5 which decreased total open position to 34
On 13 Dec CANFINHOME was trading at 803.10. The strike last trading price was 24.95, which was -9.65 lower than the previous day. The implied volatity was 24.15, the open interest changed by 25 which increased total open position to 39
On 12 Dec CANFINHOME was trading at 810.85. The strike last trading price was 34.6, which was -3.75 lower than the previous day. The implied volatity was 30.73, the open interest changed by 1 which increased total open position to 14
On 11 Dec CANFINHOME was trading at 819.95. The strike last trading price was 38.35, which was 1.80 higher than the previous day. The implied volatity was 28.87, the open interest changed by 0 which decreased total open position to 13
On 10 Dec CANFINHOME was trading at 818.85. The strike last trading price was 36.55, which was 7.90 higher than the previous day. The implied volatity was 22.50, the open interest changed by -2 which decreased total open position to 14
On 9 Dec CANFINHOME was trading at 804.50. The strike last trading price was 28.65, which was -1.75 lower than the previous day. The implied volatity was 25.63, the open interest changed by 4 which increased total open position to 14
On 6 Dec CANFINHOME was trading at 802.95. The strike last trading price was 30.4, which was -28.30 lower than the previous day. The implied volatity was 28.22, the open interest changed by 1 which increased total open position to 10
On 5 Dec CANFINHOME was trading at 835.55. The strike last trading price was 58.7, which was 6.75 higher than the previous day. The implied volatity was 33.51, the open interest changed by 0 which decreased total open position to 7
On 4 Dec CANFINHOME was trading at 844.15. The strike last trading price was 51.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 3 Dec CANFINHOME was trading at 834.60. The strike last trading price was 51.95, which was 1.15 higher than the previous day. The implied volatity was 19.57, the open interest changed by 1 which increased total open position to 7
On 2 Dec CANFINHOME was trading at 814.55. The strike last trading price was 50.8, which was -55.10 lower than the previous day. The implied volatity was 41.14, the open interest changed by 5 which increased total open position to 5
On 29 Nov CANFINHOME was trading at 823.95. The strike last trading price was 105.9, 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 28 Nov CANFINHOME was trading at 821.85. The strike last trading price was 105.9, 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 27 Nov CANFINHOME was trading at 826.25. The strike last trading price was 105.9, 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 26 Nov CANFINHOME was trading at 821.05. The strike last trading price was 105.9, 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 25 Nov CANFINHOME was trading at 844.25. The strike last trading price was 105.9, 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 22 Nov CANFINHOME was trading at 842.80. The strike last trading price was 105.9, 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 21 Nov CANFINHOME was trading at 822.65. The strike last trading price was 105.9, 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 Nov CANFINHOME was trading at 832.65. The strike last trading price was 105.9, 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 Nov CANFINHOME was trading at 832.65. The strike last trading price was 105.9, 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 26DEC2024 790 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.15
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 747.70 | 42.1 | 15.35 | 29.60 | 12 | -6 | 99 |
| 19 Dec | 770.55 | 26.75 | 5.80 | 34.60 | 17 | -3 | 105 |
| 18 Dec | 772.95 | 20.95 | 0.40 | 28.45 | 133 | -29 | 108 |
| 17 Dec | 781.45 | 20.55 | 11.85 | 29.93 | 831 | -1 | 136 |
| 16 Dec | 801.95 | 8.7 | 1.45 | 27.71 | 192 | 0 | 139 |
| 13 Dec | 803.10 | 7.25 | -0.55 | 23.98 | 248 | -18 | 140 |
| 12 Dec | 810.85 | 7.8 | 1.15 | 28.35 | 91 | 4 | 157 |
| 11 Dec | 819.95 | 6.65 | -1.45 | 27.98 | 221 | -23 | 156 |
| 10 Dec | 818.85 | 8.1 | -4.60 | 30.35 | 360 | 52 | 178 |
| 9 Dec | 804.50 | 12.7 | -3.45 | 30.40 | 209 | 22 | 126 |
| 6 Dec | 802.95 | 16.15 | 9.85 | 31.85 | 245 | 45 | 101 |
| 5 Dec | 835.55 | 6.3 | 0.00 | 30.15 | 28 | 0 | 60 |
| 4 Dec | 844.15 | 6.3 | -1.85 | 32.13 | 71 | 6 | 54 |
| 3 Dec | 834.60 | 8.15 | -6.90 | 31.81 | 115 | -2 | 45 |
| 2 Dec | 814.55 | 15.05 | 3.00 | 33.64 | 214 | 16 | 48 |
| 29 Nov | 823.95 | 12.05 | -2.95 | 31.24 | 52 | 12 | 30 |
| 28 Nov | 821.85 | 15 | -0.10 | 34.54 | 14 | 6 | 18 |
| 27 Nov | 826.25 | 15.1 | 0.00 | 35.23 | 1 | 0 | 11 |
| 26 Nov | 821.05 | 15.1 | -4.10 | 34.07 | 20 | 11 | 11 |
| 25 Nov | 844.25 | 19.2 | 0.00 | 6.70 | 0 | 0 | 0 |
| 22 Nov | 842.80 | 19.2 | 0.00 | 6.71 | 0 | 0 | 0 |
| 21 Nov | 822.65 | 19.2 | 0.00 | 4.62 | 0 | 0 | 0 |
| 20 Nov | 832.65 | 19.2 | 0.00 | 5.64 | 0 | 0 | 0 |
| 19 Nov | 832.65 | 19.2 | 5.64 | 0 | 0 | 0 | |
For Can Fin Homes Ltd - strike price 790 expiring on 26DEC2024
Delta for 790 PE is -0.92
Historical price for 790 PE is as follows
On 20 Dec CANFINHOME was trading at 747.70. The strike last trading price was 42.1, which was 15.35 higher than the previous day. The implied volatity was 29.60, the open interest changed by -6 which decreased total open position to 99
On 19 Dec CANFINHOME was trading at 770.55. The strike last trading price was 26.75, which was 5.80 higher than the previous day. The implied volatity was 34.60, the open interest changed by -3 which decreased total open position to 105
On 18 Dec CANFINHOME was trading at 772.95. The strike last trading price was 20.95, which was 0.40 higher than the previous day. The implied volatity was 28.45, the open interest changed by -29 which decreased total open position to 108
On 17 Dec CANFINHOME was trading at 781.45. The strike last trading price was 20.55, which was 11.85 higher than the previous day. The implied volatity was 29.93, the open interest changed by -1 which decreased total open position to 136
On 16 Dec CANFINHOME was trading at 801.95. The strike last trading price was 8.7, which was 1.45 higher than the previous day. The implied volatity was 27.71, the open interest changed by 0 which decreased total open position to 139
On 13 Dec CANFINHOME was trading at 803.10. The strike last trading price was 7.25, which was -0.55 lower than the previous day. The implied volatity was 23.98, the open interest changed by -18 which decreased total open position to 140
On 12 Dec CANFINHOME was trading at 810.85. The strike last trading price was 7.8, which was 1.15 higher than the previous day. The implied volatity was 28.35, the open interest changed by 4 which increased total open position to 157
On 11 Dec CANFINHOME was trading at 819.95. The strike last trading price was 6.65, which was -1.45 lower than the previous day. The implied volatity was 27.98, the open interest changed by -23 which decreased total open position to 156
On 10 Dec CANFINHOME was trading at 818.85. The strike last trading price was 8.1, which was -4.60 lower than the previous day. The implied volatity was 30.35, the open interest changed by 52 which increased total open position to 178
On 9 Dec CANFINHOME was trading at 804.50. The strike last trading price was 12.7, which was -3.45 lower than the previous day. The implied volatity was 30.40, the open interest changed by 22 which increased total open position to 126
On 6 Dec CANFINHOME was trading at 802.95. The strike last trading price was 16.15, which was 9.85 higher than the previous day. The implied volatity was 31.85, the open interest changed by 45 which increased total open position to 101
On 5 Dec CANFINHOME was trading at 835.55. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 60
On 4 Dec CANFINHOME was trading at 844.15. The strike last trading price was 6.3, which was -1.85 lower than the previous day. The implied volatity was 32.13, the open interest changed by 6 which increased total open position to 54
On 3 Dec CANFINHOME was trading at 834.60. The strike last trading price was 8.15, which was -6.90 lower than the previous day. The implied volatity was 31.81, the open interest changed by -2 which decreased total open position to 45
On 2 Dec CANFINHOME was trading at 814.55. The strike last trading price was 15.05, which was 3.00 higher than the previous day. The implied volatity was 33.64, the open interest changed by 16 which increased total open position to 48
On 29 Nov CANFINHOME was trading at 823.95. The strike last trading price was 12.05, which was -2.95 lower than the previous day. The implied volatity was 31.24, the open interest changed by 12 which increased total open position to 30
On 28 Nov CANFINHOME was trading at 821.85. The strike last trading price was 15, which was -0.10 lower than the previous day. The implied volatity was 34.54, the open interest changed by 6 which increased total open position to 18
On 27 Nov CANFINHOME was trading at 826.25. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was 35.23, the open interest changed by 0 which decreased total open position to 11
On 26 Nov CANFINHOME was trading at 821.05. The strike last trading price was 15.1, which was -4.10 lower than the previous day. The implied volatity was 34.07, the open interest changed by 11 which increased total open position to 11
On 25 Nov CANFINHOME was trading at 844.25. The strike last trading price was 19.2, which was 0.00 lower than the previous day. The implied volatity was 6.70, the open interest changed by 0 which decreased total open position to 0
On 22 Nov CANFINHOME was trading at 842.80. The strike last trading price was 19.2, which was 0.00 lower than the previous day. The implied volatity was 6.71, the open interest changed by 0 which decreased total open position to 0
On 21 Nov CANFINHOME was trading at 822.65. The strike last trading price was 19.2, which was 0.00 lower than the previous day. The implied volatity was 4.62, the open interest changed by 0 which decreased total open position to 0
On 20 Nov CANFINHOME was trading at 832.65. The strike last trading price was 19.2, which was 0.00 lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0
On 19 Nov CANFINHOME was trading at 832.65. The strike last trading price was 19.2, which was lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0
