FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:26 PM IST
| FINNIFTY 26NOV2024 21000 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23311.45 | 3390 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 23403.05 | 3390 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 18 Nov | 23257.70 | 3390 | 0.00 | 0.00 | 0 | 6.25 | 6.25 | |||
| 8 Nov | 23834.55 | 3390 | 0.00 | 0.00 | 0 | 0 | 6.25 | |||
| 4 Nov | 23660.25 | 3390 | 0.00 | 0.00 | 0 | 0 | 6.25 | |||
| 1 Nov | 23947.60 | 3390 | 0.00 | 0.00 | 6.25 | 6.25 | 6.25 | |||
| 31 Oct | 23886.55 | 3390 | 0.00 | - | 6.25 | 6.25 | 6.25 | |||
| 30 Oct | 24037.40 | 3390 | 0.00 | - | 6.25 | 0 | 6.25 | |||
| 29 Oct | 24357.80 | 3390 | - | 6.25 | 4.375 | 4.375 | ||||
For Nifty Financial Services - strike price 21000 expiring on 26NOV2024
Delta for 21000 CE is 0.00
Historical price for 21000 CE is as follows
On 21 Nov FINNIFTY was trading at 23311.45. The strike last trading price was 3390, 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 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 3390, 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 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 3390, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 10
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 3390, 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 10
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 3390, 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 10
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 3390, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 10
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 3390, 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 30 Oct FINNIFTY was trading at 24037.40. The strike last trading price was 3390, 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 29 Oct FINNIFTY was trading at 24357.80. The strike last trading price was 3390, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 26NOV2024 21000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.51
Theta: -1.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23311.45 | 2.2 | -0.55 | 36.69 | 19,416.875 | 4,195 | 4,196.875 |
| 19 Nov | 23403.05 | 2.75 | -103.35 | 32.28 | 1.875 | -2,563.125 | 1.25 |
| 18 Nov | 23257.70 | 106.1 | 0.00 | 15.85 | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 106.1 | 0.00 | 13.38 | 0 | 3,479.375 | 0 |
| 4 Nov | 23660.25 | 106.1 | 0.00 | 11.22 | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 106.1 | 0.00 | 12.19 | 0 | 5,422.5 | 0 |
| 31 Oct | 23886.55 | 106.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24037.40 | 106.1 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24357.80 | 106.1 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 21000 expiring on 26NOV2024
Delta for 21000 PE is -0.01
Historical price for 21000 PE is as follows
On 21 Nov FINNIFTY was trading at 23311.45. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 36.69, the open interest changed by 6712 which increased total open position to 6715
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 2.75, which was -103.35 lower than the previous day. The implied volatity was 32.28, the open interest changed by -4101 which decreased total open position to 2
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 106.1, which was 0.00 lower than the previous day. The implied volatity was 15.85, the open interest changed by 0 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 106.1, which was 0.00 lower than the previous day. The implied volatity was 13.38, the open interest changed by 5567 which increased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 106.1, which was 0.00 lower than the previous day. The implied volatity was 11.22, the open interest changed by 0 which decreased total open position to 0
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 106.1, which was 0.00 lower than the previous day. The implied volatity was 12.19, the open interest changed by 8676 which increased total open position to 0
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 106.1, 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 30 Oct FINNIFTY was trading at 24037.40. The strike last trading price was 106.1, 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 29 Oct FINNIFTY was trading at 24357.80. The strike last trading price was 106.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
