FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:16 PM IST
| FINNIFTY 26NOV2024 21200 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 | 23297.90 | 3000 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 23403.05 | 3000 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 23257.70 | 3000 | 0.00 | 0.00 | 0 | 0 | 0.625 | |||
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| 8 Nov | 23834.55 | 3000 | 0.00 | 0.00 | 0 | 0 | 0.625 | |||
| 4 Nov | 23660.25 | 3000 | 0.00 | 0.00 | 0 | 0.625 | 0.625 | |||
| 1 Nov | 23947.60 | 3000 | 0.00 | 0.00 | 0.625 | 0 | 0.625 | |||
| 31 Oct | 23886.55 | 3000 | 0.00 | - | 0.625 | 0.625 | 0.625 | |||
| 30 Oct | 24037.40 | 3000 | 0.00 | - | 0.625 | 0 | 0.625 | |||
| 29 Oct | 24357.80 | 3000 | - | 0.625 | 0 | 0 | ||||
For Nifty Financial Services - strike price 21200 expiring on 26NOV2024
Delta for 21200 CE is 0.00
Historical price for 21200 CE is as follows
On 21 Nov FINNIFTY was trading at 23297.90. The strike last trading price was 3000, 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 3000, 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 3000, 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 1
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 3000, 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 1
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 3000, 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 1
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 3000, 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 1
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 3000, 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 3000, 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 3000, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 26NOV2024 21200 PE | |||||||
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Delta: -0.01
Vega: 0.49
Theta: -1.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23297.90 | 1.9 | -127.10 | 32.97 | 427.5 | 201.875 | 201.875 |
| 19 Nov | 23403.05 | 129 | 0.00 | 17.01 | 0 | 498.125 | 0 |
| 18 Nov | 23257.70 | 129 | 0.00 | 14.85 | 0 | -1,071.875 | 0 |
| 8 Nov | 23834.55 | 129 | 0.00 | 12.52 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 129 | 0.00 | 11.16 | 0 | -30.625 | 0 |
| 1 Nov | 23947.60 | 129 | 0.00 | 10.97 | 0 | 0 | 0 |
| 31 Oct | 23886.55 | 129 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24037.40 | 129 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24357.80 | 129 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 21200 expiring on 26NOV2024
Delta for 21200 PE is -0.01
Historical price for 21200 PE is as follows
On 21 Nov FINNIFTY was trading at 23297.90. The strike last trading price was 1.9, which was -127.10 lower than the previous day. The implied volatity was 32.97, the open interest changed by 323 which increased total open position to 323
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 129, which was 0.00 lower than the previous day. The implied volatity was 17.01, the open interest changed by 797 which increased total open position to 0
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 129, which was 0.00 lower than the previous day. The implied volatity was 14.85, the open interest changed by -1715 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 129, which was 0.00 lower than the previous day. The implied volatity was 12.52, the open interest changed by 0 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 129, which was 0.00 lower than the previous day. The implied volatity was 11.16, the open interest changed by -49 which decreased total open position to 0
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 129, which was 0.00 lower than the previous day. The implied volatity was 10.97, the open interest changed by 0 which decreased total open position to 0
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 129, 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 129, 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 129, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
