FINNIFTY
NIFTY FINANCIAL SERVICES
Historical option data for FINNIFTY
19 Apr 2024 04:22 PM IST
Delta: nan
Gamma: -nan
Theta: nan
Vega: -nan
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
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19 Apr | 21173.00 | 1180.00 | 236.95 | - | 880 | 200 | 1,840 | |||
18 Apr | 20899.45 | 943.05 | -165.60 | - | 1,240 | -200 | 1,680 | |||
16 Apr | 21099.25 | 1108.65 | - | 1,880 | 1,800 | 1,800 | ||||
15 Apr | 21146.00 | 0.00 | - | 0 | 0 | 0 | ||||
5 Apr | 21556.65 | 399.45 | - | 44,700 | 0 | 0 |
For NIFTY FINANCIAL SERVICES - strike price 20000 expiring on 23APR2024
Delta for 20000 CE is nan
Historical price for 20000 CE is as follows
On 19 Apr FINNIFTY was trading at 21173.00. The strike last trading price was 1180.00, which was 236.95 higher than the previous day. The implied volatity was -, the open interest changed by 200 which increased total open position to 1840
On 18 Apr FINNIFTY was trading at 20899.45. The strike last trading price was 943.05, which was -165.60 lower than the previous day. The implied volatity was -, the open interest changed by -200 which decreased total open position to 1680
On 16 Apr FINNIFTY was trading at 21099.25. The strike last trading price was 1108.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 1800 which increased total open position to 1800
On 15 Apr FINNIFTY was trading at 21146.00. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Apr FINNIFTY was trading at 21556.65. The strike last trading price was 399.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
Delta: -0.03
Gamma: 0.0001
Theta: -6.25
Vega: 1.66
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
19 Apr | 21173.00 | 9.25 | -0.95 | 31.06 | 71,72,040 | 2,30,920 | 4,08,960 |
18 Apr | 20899.45 | 10.30 | 5.25 | 23.45 | 32,55,120 | 6,680 | 1,77,680 |
16 Apr | 21099.25 | 5.00 | - | 5,53,760 | 1,64,440 | 1,68,520 | |
15 Apr | 21146.00 | 9.35 | - | 8,200 | 4,080 | 4,080 | |
5 Apr | 21556.65 | 12.00 | - | 800 | 400 | 400 |
For NIFTY FINANCIAL SERVICES - strike price 20000 expiring on 23APR2024
Delta for 20000 PE is -0.03
Historical price for 20000 PE is as follows
On 19 Apr FINNIFTY was trading at 21173.00. The strike last trading price was 9.25, which was -0.95 lower than the previous day. The implied volatity was 31.06, the open interest changed by 230920 which increased total open position to 408960
On 18 Apr FINNIFTY was trading at 20899.45. The strike last trading price was 10.30, which was 5.25 higher than the previous day. The implied volatity was 23.45, the open interest changed by 6680 which increased total open position to 177680
On 16 Apr FINNIFTY was trading at 21099.25. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 164440 which increased total open position to 168520
On 15 Apr FINNIFTY was trading at 21146.00. The strike last trading price was 9.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 4080 which increased total open position to 4080
On 5 Apr FINNIFTY was trading at 21556.65. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 400 which increased total open position to 400