CANFINHOME
Can Fin Homes Ltd
Historical option data for CANFINHOME
21 Nov 2024 04:13 PM IST
CANFINHOME 28NOV2024 850 CE | ||||||||||
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Delta: 0.24
Vega: 0.36
Theta: -0.81
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 822.65 | 4.8 | -2.65 | 29.59 | 1,472 | 74 | 424 | |||
20 Nov | 832.65 | 7.45 | 0.00 | 28.66 | 2,770 | 145 | 351 | |||
19 Nov | 832.65 | 7.45 | -0.75 | 28.66 | 2,770 | 146 | 351 | |||
18 Nov | 829.50 | 8.2 | -0.35 | 27.94 | 537 | 20 | 204 | |||
14 Nov | 822.95 | 8.55 | 0.80 | 27.60 | 517 | -33 | 185 | |||
13 Nov | 815.60 | 7.75 | -3.05 | 27.50 | 495 | 13 | 215 | |||
12 Nov | 828.85 | 10.8 | -6.00 | 27.54 | 268 | 55 | 204 | |||
11 Nov | 838.65 | 16.8 | -6.15 | 26.79 | 185 | 34 | 150 | |||
8 Nov | 849.60 | 22.95 | -8.55 | 28.00 | 81 | 19 | 116 | |||
7 Nov | 858.55 | 31.5 | -8.50 | 30.11 | 20 | 2 | 96 | |||
6 Nov | 869.80 | 40 | 2.05 | 31.18 | 39 | 14 | 94 | |||
5 Nov | 865.80 | 37.95 | 3.95 | 30.98 | 191 | 0 | 79 | |||
4 Nov | 856.35 | 34 | -13.50 | 30.74 | 78 | 21 | 79 | |||
1 Nov | 876.05 | 47.5 | 1.50 | 30.35 | 1 | 0 | 58 | |||
31 Oct | 867.95 | 46 | -9.00 | - | 30 | 10 | 58 | |||
30 Oct | 884.80 | 55 | 19.45 | - | 70 | -18 | 50 | |||
29 Oct | 862.60 | 35.55 | 5.30 | - | 121 | 9 | 71 | |||
28 Oct | 847.75 | 30.25 | -1.75 | - | 36 | 5 | 62 | |||
25 Oct | 850.65 | 32 | 5.80 | - | 33 | 8 | 57 | |||
24 Oct | 845.45 | 26.2 | -16.80 | - | 42 | 17 | 48 | |||
23 Oct | 871.30 | 43 | 18.65 | - | 64 | 5 | 32 | |||
22 Oct | 832.90 | 24.35 | -7.25 | - | 32 | 19 | 27 | |||
21 Oct | 859.45 | 31.6 | 0.60 | - | 9 | 5 | 8 | |||
18 Oct | 861.10 | 31 | -3.00 | - | 1 | 0 | 2 | |||
17 Oct | 857.60 | 34 | -48.25 | - | 2 | 1 | 1 | |||
16 Oct | 882.35 | 82.25 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 890.80 | 82.25 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 871.90 | 82.25 | 0.00 | - | 0 | 0 | 0 | |||
11 Oct | 867.75 | 82.25 | 0.00 | - | 0 | 0 | 0 | |||
9 Oct | 870.20 | 82.25 | 0.00 | - | 0 | 0 | 0 | |||
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8 Oct | 854.45 | 82.25 | 0.00 | - | 0 | 0 | 0 | |||
7 Oct | 824.10 | 82.25 | 0.00 | - | 0 | 0 | 0 | |||
4 Oct | 847.15 | 82.25 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 883.90 | 82.25 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 901.95 | 82.25 | 0.00 | - | 0 | 0 | 0 | |||
27 Sept | 884.30 | 82.25 | - | 0 | 0 | 0 |
For Can Fin Homes Ltd - strike price 850 expiring on 28NOV2024
Delta for 850 CE is 0.24
Historical price for 850 CE is as follows
On 21 Nov CANFINHOME was trading at 822.65. The strike last trading price was 4.8, which was -2.65 lower than the previous day. The implied volatity was 29.59, the open interest changed by 74 which increased total open position to 424
On 20 Nov CANFINHOME was trading at 832.65. The strike last trading price was 7.45, which was 0.00 lower than the previous day. The implied volatity was 28.66, the open interest changed by 145 which increased total open position to 351
On 19 Nov CANFINHOME was trading at 832.65. The strike last trading price was 7.45, which was -0.75 lower than the previous day. The implied volatity was 28.66, the open interest changed by 146 which increased total open position to 351
On 18 Nov CANFINHOME was trading at 829.50. The strike last trading price was 8.2, which was -0.35 lower than the previous day. The implied volatity was 27.94, the open interest changed by 20 which increased total open position to 204
On 14 Nov CANFINHOME was trading at 822.95. The strike last trading price was 8.55, which was 0.80 higher than the previous day. The implied volatity was 27.60, the open interest changed by -33 which decreased total open position to 185
On 13 Nov CANFINHOME was trading at 815.60. The strike last trading price was 7.75, which was -3.05 lower than the previous day. The implied volatity was 27.50, the open interest changed by 13 which increased total open position to 215
On 12 Nov CANFINHOME was trading at 828.85. The strike last trading price was 10.8, which was -6.00 lower than the previous day. The implied volatity was 27.54, the open interest changed by 55 which increased total open position to 204
On 11 Nov CANFINHOME was trading at 838.65. The strike last trading price was 16.8, which was -6.15 lower than the previous day. The implied volatity was 26.79, the open interest changed by 34 which increased total open position to 150
On 8 Nov CANFINHOME was trading at 849.60. The strike last trading price was 22.95, which was -8.55 lower than the previous day. The implied volatity was 28.00, the open interest changed by 19 which increased total open position to 116
On 7 Nov CANFINHOME was trading at 858.55. The strike last trading price was 31.5, which was -8.50 lower than the previous day. The implied volatity was 30.11, the open interest changed by 2 which increased total open position to 96
On 6 Nov CANFINHOME was trading at 869.80. The strike last trading price was 40, which was 2.05 higher than the previous day. The implied volatity was 31.18, the open interest changed by 14 which increased total open position to 94
On 5 Nov CANFINHOME was trading at 865.80. The strike last trading price was 37.95, which was 3.95 higher than the previous day. The implied volatity was 30.98, the open interest changed by 0 which decreased total open position to 79
On 4 Nov CANFINHOME was trading at 856.35. The strike last trading price was 34, which was -13.50 lower than the previous day. The implied volatity was 30.74, the open interest changed by 21 which increased total open position to 79
On 1 Nov CANFINHOME was trading at 876.05. The strike last trading price was 47.5, which was 1.50 higher than the previous day. The implied volatity was 30.35, the open interest changed by 0 which decreased total open position to 58
On 31 Oct CANFINHOME was trading at 867.95. The strike last trading price was 46, which was -9.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CANFINHOME was trading at 884.80. The strike last trading price was 55, which was 19.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CANFINHOME was trading at 862.60. The strike last trading price was 35.55, which was 5.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CANFINHOME was trading at 847.75. The strike last trading price was 30.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CANFINHOME was trading at 850.65. The strike last trading price was 32, which was 5.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CANFINHOME was trading at 845.45. The strike last trading price was 26.2, which was -16.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CANFINHOME was trading at 871.30. The strike last trading price was 43, which was 18.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct CANFINHOME was trading at 832.90. The strike last trading price was 24.35, which was -7.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct CANFINHOME was trading at 859.45. The strike last trading price was 31.6, which was 0.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct CANFINHOME was trading at 861.10. The strike last trading price was 31, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct CANFINHOME was trading at 857.60. The strike last trading price was 34, which was -48.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct CANFINHOME was trading at 882.35. The strike last trading price was 82.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct CANFINHOME was trading at 890.80. The strike last trading price was 82.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct CANFINHOME was trading at 871.90. The strike last trading price was 82.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct CANFINHOME was trading at 867.75. The strike last trading price was 82.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct CANFINHOME was trading at 870.20. The strike last trading price was 82.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct CANFINHOME was trading at 854.45. The strike last trading price was 82.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct CANFINHOME was trading at 824.10. The strike last trading price was 82.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct CANFINHOME was trading at 847.15. The strike last trading price was 82.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct CANFINHOME was trading at 883.90. The strike last trading price was 82.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct CANFINHOME was trading at 901.95. The strike last trading price was 82.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept CANFINHOME was trading at 884.30. The strike last trading price was 82.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
CANFINHOME 28NOV2024 850 PE | |||||||
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Delta: -0.67
Vega: 0.41
Theta: -1.17
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 822.65 | 35.25 | 7.50 | 45.11 | 160 | 5 | 144 |
20 Nov | 832.65 | 27.75 | 0.00 | 31.63 | 364 | -18 | 141 |
19 Nov | 832.65 | 27.75 | -1.45 | 31.63 | 364 | -16 | 141 |
18 Nov | 829.50 | 29.2 | -3.05 | 34.38 | 61 | -15 | 160 |
14 Nov | 822.95 | 32.25 | -7.75 | 27.43 | 96 | -21 | 177 |
13 Nov | 815.60 | 40 | 7.90 | 34.61 | 81 | -10 | 198 |
12 Nov | 828.85 | 32.1 | 5.90 | 29.28 | 134 | -19 | 212 |
11 Nov | 838.65 | 26.2 | 3.15 | 32.13 | 72 | 22 | 230 |
8 Nov | 849.60 | 23.05 | 3.45 | 30.21 | 161 | 21 | 208 |
7 Nov | 858.55 | 19.6 | 4.15 | 31.33 | 124 | -15 | 187 |
6 Nov | 869.80 | 15.45 | -3.55 | 30.68 | 250 | 47 | 209 |
5 Nov | 865.80 | 19 | -5.80 | 32.74 | 157 | 18 | 162 |
4 Nov | 856.35 | 24.8 | 5.60 | 35.67 | 72 | 13 | 145 |
1 Nov | 876.05 | 19.2 | -2.10 | 35.45 | 13 | -2 | 132 |
31 Oct | 867.95 | 21.3 | 1.10 | - | 34 | -4 | 134 |
30 Oct | 884.80 | 20.2 | -1.40 | - | 278 | 57 | 140 |
29 Oct | 862.60 | 21.6 | -8.40 | - | 110 | 16 | 83 |
28 Oct | 847.75 | 30 | -1.85 | - | 67 | 19 | 68 |
25 Oct | 850.65 | 31.85 | -0.15 | - | 13 | 0 | 49 |
24 Oct | 845.45 | 32 | 8.35 | - | 31 | 13 | 49 |
23 Oct | 871.30 | 23.65 | -16.35 | - | 34 | 14 | 37 |
22 Oct | 832.90 | 40 | 6.75 | - | 5 | 2 | 22 |
21 Oct | 859.45 | 33.25 | 4.10 | - | 4 | 1 | 18 |
18 Oct | 861.10 | 29.15 | -7.85 | - | 1 | 0 | 17 |
17 Oct | 857.60 | 37 | 10.00 | - | 4 | 2 | 17 |
16 Oct | 882.35 | 27 | 0.00 | - | 1 | 0 | 14 |
15 Oct | 890.80 | 27 | -5.50 | - | 2 | 0 | 14 |
14 Oct | 871.90 | 32.5 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 867.75 | 32.5 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 870.20 | 32.5 | -15.50 | - | 4 | 3 | 13 |
8 Oct | 854.45 | 48 | 3.00 | - | 4 | 1 | 7 |
7 Oct | 824.10 | 45 | 0.00 | - | 0 | 1 | 0 |
4 Oct | 847.15 | 45 | 22.00 | - | 1 | 0 | 5 |
3 Oct | 883.90 | 23 | 0.00 | - | 0 | 1 | 0 |
1 Oct | 901.95 | 23 | -8.00 | - | 1 | 0 | 4 |
27 Sept | 884.30 | 31 | - | 4 | 3 | 3 |
For Can Fin Homes Ltd - strike price 850 expiring on 28NOV2024
Delta for 850 PE is -0.67
Historical price for 850 PE is as follows
On 21 Nov CANFINHOME was trading at 822.65. The strike last trading price was 35.25, which was 7.50 higher than the previous day. The implied volatity was 45.11, the open interest changed by 5 which increased total open position to 144
On 20 Nov CANFINHOME was trading at 832.65. The strike last trading price was 27.75, which was 0.00 lower than the previous day. The implied volatity was 31.63, the open interest changed by -18 which decreased total open position to 141
On 19 Nov CANFINHOME was trading at 832.65. The strike last trading price was 27.75, which was -1.45 lower than the previous day. The implied volatity was 31.63, the open interest changed by -16 which decreased total open position to 141
On 18 Nov CANFINHOME was trading at 829.50. The strike last trading price was 29.2, which was -3.05 lower than the previous day. The implied volatity was 34.38, the open interest changed by -15 which decreased total open position to 160
On 14 Nov CANFINHOME was trading at 822.95. The strike last trading price was 32.25, which was -7.75 lower than the previous day. The implied volatity was 27.43, the open interest changed by -21 which decreased total open position to 177
On 13 Nov CANFINHOME was trading at 815.60. The strike last trading price was 40, which was 7.90 higher than the previous day. The implied volatity was 34.61, the open interest changed by -10 which decreased total open position to 198
On 12 Nov CANFINHOME was trading at 828.85. The strike last trading price was 32.1, which was 5.90 higher than the previous day. The implied volatity was 29.28, the open interest changed by -19 which decreased total open position to 212
On 11 Nov CANFINHOME was trading at 838.65. The strike last trading price was 26.2, which was 3.15 higher than the previous day. The implied volatity was 32.13, the open interest changed by 22 which increased total open position to 230
On 8 Nov CANFINHOME was trading at 849.60. The strike last trading price was 23.05, which was 3.45 higher than the previous day. The implied volatity was 30.21, the open interest changed by 21 which increased total open position to 208
On 7 Nov CANFINHOME was trading at 858.55. The strike last trading price was 19.6, which was 4.15 higher than the previous day. The implied volatity was 31.33, the open interest changed by -15 which decreased total open position to 187
On 6 Nov CANFINHOME was trading at 869.80. The strike last trading price was 15.45, which was -3.55 lower than the previous day. The implied volatity was 30.68, the open interest changed by 47 which increased total open position to 209
On 5 Nov CANFINHOME was trading at 865.80. The strike last trading price was 19, which was -5.80 lower than the previous day. The implied volatity was 32.74, the open interest changed by 18 which increased total open position to 162
On 4 Nov CANFINHOME was trading at 856.35. The strike last trading price was 24.8, which was 5.60 higher than the previous day. The implied volatity was 35.67, the open interest changed by 13 which increased total open position to 145
On 1 Nov CANFINHOME was trading at 876.05. The strike last trading price was 19.2, which was -2.10 lower than the previous day. The implied volatity was 35.45, the open interest changed by -2 which decreased total open position to 132
On 31 Oct CANFINHOME was trading at 867.95. The strike last trading price was 21.3, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct CANFINHOME was trading at 884.80. The strike last trading price was 20.2, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct CANFINHOME was trading at 862.60. The strike last trading price was 21.6, which was -8.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct CANFINHOME was trading at 847.75. The strike last trading price was 30, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct CANFINHOME was trading at 850.65. The strike last trading price was 31.85, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct CANFINHOME was trading at 845.45. The strike last trading price was 32, which was 8.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct CANFINHOME was trading at 871.30. The strike last trading price was 23.65, which was -16.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct CANFINHOME was trading at 832.90. The strike last trading price was 40, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct CANFINHOME was trading at 859.45. The strike last trading price was 33.25, which was 4.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct CANFINHOME was trading at 861.10. The strike last trading price was 29.15, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct CANFINHOME was trading at 857.60. The strike last trading price was 37, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct CANFINHOME was trading at 882.35. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct CANFINHOME was trading at 890.80. The strike last trading price was 27, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct CANFINHOME was trading at 871.90. The strike last trading price was 32.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct CANFINHOME was trading at 867.75. The strike last trading price was 32.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct CANFINHOME was trading at 870.20. The strike last trading price was 32.5, which was -15.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct CANFINHOME was trading at 854.45. The strike last trading price was 48, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct CANFINHOME was trading at 824.10. The strike last trading price was 45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct CANFINHOME was trading at 847.15. The strike last trading price was 45, which was 22.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct CANFINHOME was trading at 883.90. The strike last trading price was 23, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct CANFINHOME was trading at 901.95. The strike last trading price was 23, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept CANFINHOME was trading at 884.30. The strike last trading price was 31, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to