FINNIFTY
NIFTY FINANCIAL SERVICES
Historical option data for FINNIFTY
18 Apr 2024 06:57 PM IST
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Delta: 0.45
Gamma: 0.0010
Theta: -17.22
Vega: 9.70
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 18 Apr | 20899.45 | 126.00 | -114.85 | 15.09 | 48,84,800 | 2,18,280 | 4,30,880 | |||
| 16 Apr | 21099.25 | 264.85 | - | 10,58,200 | 2,12,040 | 2,12,120 | ||||
| 15 Apr | 21146.00 | 252.00 | - | 80 | 40 | 80 | ||||
| 12 Apr | 21521.80 | 300.00 | - | 0 | 0 | 40 | ||||
| 10 Apr | 21717.70 | 300.00 | - | 0 | 0 | 40 | ||||
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| 9 Apr | 21682.20 | 300.00 | - | 0 | 40 | 40 | ||||
| 5 Apr | 21556.65 | 300.00 | - | 0 | 0 | 40 | ||||
| 4 Apr | 21373.50 | 300.00 | - | 0 | 0 | 40 | ||||
| 3 Apr | 21197.25 | 300.00 | - | 0 | 0 | 40 | ||||
| 2 Apr | 21150.95 | 300.00 | - | 0 | 0 | 40 | ||||
| 1 Apr | 21198.40 | 300.00 | - | 0 | 0 | 40 | ||||
| 28 Mar | 20989.10 | 300.00 | - | 0 | 0 | 40 | ||||
| 27 Mar | 20792.40 | 300.00 | - | 0 | 0 | 40 | ||||
For NIFTY FINANCIAL SERVICES - strike price 21000 expiring on 23APR2024
Delta for 21000 CE is 0.45
Historical price for 21000 CE is as follows
On 18 Apr FINNIFTY was trading at 20899.45. The strike last trading price was 126.00, which was -114.85 lower than the previous day. The implied volatity was 15.09, the open interest changed by 218280 which increased total open position to 430880
On 16 Apr FINNIFTY was trading at 21099.25. The strike last trading price was 264.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 212040 which increased total open position to 212120
On 15 Apr FINNIFTY was trading at 21146.00. The strike last trading price was 252.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 80
On 12 Apr FINNIFTY was trading at 21521.80. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 10 Apr FINNIFTY was trading at 21717.70. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 9 Apr FINNIFTY was trading at 21682.20. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 5 Apr FINNIFTY was trading at 21556.65. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 4 Apr FINNIFTY was trading at 21373.50. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 3 Apr FINNIFTY was trading at 21197.25. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 2 Apr FINNIFTY was trading at 21150.95. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 1 Apr FINNIFTY was trading at 21198.40. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 28 Mar FINNIFTY was trading at 20989.10. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 27 Mar FINNIFTY was trading at 20792.40. The strike last trading price was 300.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
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Delta: -0.54
Gamma: 0.0010
Theta: -12.35
Vega: 9.71
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 18 Apr | 20899.45 | 180.00 | 92.00 | 15.97 | 1,45,29,320 | 2,120 | 3,46,760 |
| 16 Apr | 21099.25 | 81.00 | - | 18,04,840 | 3,25,720 | 3,44,160 | |
| 15 Apr | 21146.00 | 114.05 | - | 1,28,880 | 18,320 | 18,440 | |
| 12 Apr | 21521.80 | 25.20 | - | 640 | 80 | 120 | |
| 10 Apr | 21717.70 | 55.55 | - | 40 | 40 | 40 | |
| 9 Apr | 21682.20 | 253.45 | - | 0 | 40 | 0 | |
| 5 Apr | 21556.65 | 253.45 | - | 0 | 40 | 0 | |
| 4 Apr | 21373.50 | 253.45 | - | 0 | 40 | 0 | |
| 3 Apr | 21197.25 | 253.45 | - | 40 | 40 | 40 | |
| 2 Apr | 21150.95 | 253.45 | - | 40 | 0 | 0 | |
| 1 Apr | 21198.40 | 106.30 | - | 9,80,850 | 0 | 0 | |
| 28 Mar | 20989.10 | 106.30 | - | 9,80,850 | 0 | 0 | |
| 27 Mar | 20792.40 | 106.30 | - | 9,80,850 | 0 | 0 | |
For NIFTY FINANCIAL SERVICES - strike price 21000 expiring on 23APR2024
Delta for 21000 PE is -0.54
Historical price for 21000 PE is as follows
On 18 Apr FINNIFTY was trading at 20899.45. The strike last trading price was 180.00, which was 92.00 higher than the previous day. The implied volatity was 15.97, the open interest changed by 2120 which increased total open position to 346760
On 16 Apr FINNIFTY was trading at 21099.25. The strike last trading price was 81.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 325720 which increased total open position to 344160
On 15 Apr FINNIFTY was trading at 21146.00. The strike last trading price was 114.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 18320 which increased total open position to 18440
On 12 Apr FINNIFTY was trading at 21521.80. The strike last trading price was 25.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 80 which increased total open position to 120
On 10 Apr FINNIFTY was trading at 21717.70. The strike last trading price was 55.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 9 Apr FINNIFTY was trading at 21682.20. The strike last trading price was 253.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 0
On 5 Apr FINNIFTY was trading at 21556.65. The strike last trading price was 253.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 0
On 4 Apr FINNIFTY was trading at 21373.50. The strike last trading price was 253.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 0
On 3 Apr FINNIFTY was trading at 21197.25. The strike last trading price was 253.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 40
On 2 Apr FINNIFTY was trading at 21150.95. The strike last trading price was 253.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr FINNIFTY was trading at 21198.40. The strike last trading price was 106.30, 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 28 Mar FINNIFTY was trading at 20989.10. The strike last trading price was 106.30, 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 27 Mar FINNIFTY was trading at 20792.40. The strike last trading price was 106.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0