FINNIFTY
NIFTY FINANCIAL SERVICES
Historical option data for FINNIFTY
19 Apr 2024 12:39 PM IST
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Delta: 0.11
Gamma: 0.0005
Theta: -9.34
Vega: 4.39
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 19 Apr | 20941.00 | 20.75 | -0.30 | 16.23 | 90,26,840 | -59,320 | 7,37,040 | |||
| 18 Apr | 20899.45 | 20.50 | -34.25 | 14.91 | 96,78,320 | 7,21,840 | 8,05,760 | |||
| 16 Apr | 21099.25 | 65.90 | - | 3,54,160 | 71,320 | 93,720 | ||||
| 15 Apr | 21146.00 | 84.00 | - | 71,200 | 22,040 | 22,400 | ||||
| 12 Apr | 21521.80 | 308.80 | - | 560 | 320 | 360 | ||||
| 10 Apr | 21717.70 | 448.55 | - | 40 | 40 | 40 | ||||
| 9 Apr | 21682.20 | 321.40 | - | 0 | 40 | 0 | ||||
| 8 Apr | 21604.50 | 321.40 | - | 0 | 40 | 40 | ||||
| 5 Apr | 21556.65 | 321.40 | - | 0 | 0 | 0 | ||||
| 4 Apr | 21373.50 | 321.40 | - | 40 | 0 | 40 | ||||
| 3 Apr | 21197.25 | 321.40 | - | 40 | 40 | 40 | ||||
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| 1 Apr | 21198.40 | 213.75 | - | 0 | 0 | 0 | ||||
| 28 Mar | 20989.10 | 213.75 | - | 0 | 0 | 0 | ||||
| 27 Mar | 20792.40 | 213.75 | - | 0 | 0 | 0 | ||||
For NIFTY FINANCIAL SERVICES - strike price 21400 expiring on 23APR2024
Delta for 21400 CE is 0.11
Historical price for 21400 CE is as follows
On 19 Apr FINNIFTY was trading at 20941.00. The strike last trading price was 20.75, which was -0.30 lower than the previous day. The implied volatity was 16.23, the open interest changed by -59320 which decreased total open position to 737040
On 18 Apr FINNIFTY was trading at 20899.45. The strike last trading price was 20.50, which was -34.25 lower than the previous day. The implied volatity was 14.91, the open interest changed by 721840 which increased total open position to 805760
On 16 Apr FINNIFTY was trading at 21099.25. The strike last trading price was 65.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 71320 which increased total open position to 93720
On 15 Apr FINNIFTY was trading at 21146.00. The strike last trading price was 84.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22040 which increased total open position to 22400
On 12 Apr FINNIFTY was trading at 21521.80. The strike last trading price was 308.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 320 which increased total open position to 360
On 10 Apr FINNIFTY was trading at 21717.70. The strike last trading price was 448.55, 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 321.40, 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 8 Apr FINNIFTY was trading at 21604.50. The strike last trading price was 321.40, 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 321.40, 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 4 Apr FINNIFTY was trading at 21373.50. The strike last trading price was 321.40, 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 321.40, 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 1 Apr FINNIFTY was trading at 21198.40. The strike last trading price was 213.75, 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 213.75, 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 213.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -0.79
Gamma: 0.0005
Theta: -13.75
Vega: 6.41
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 19 Apr | 20941.00 | 497.70 | 30.20 | 23.67 | 9,880 | -1,920 | 87,040 |
| 18 Apr | 20899.45 | 467.45 | 158.10 | 15.33 | 2,69,000 | 67,040 | 89,160 |
| 16 Apr | 21099.25 | 281.55 | - | 40,560 | 21,240 | 22,120 | |
| 15 Apr | 21146.00 | 335.00 | - | 9,800 | 880 | 880 | |
| 12 Apr | 21521.80 | 156.70 | - | 0 | 0 | 0 | |
| 10 Apr | 21717.70 | 156.70 | - | 120 | 0 | 0 | |
| 9 Apr | 21682.20 | 860.65 | - | 0 | 0 | 0 | |
| 8 Apr | 21604.50 | 860.65 | - | 0 | 0 | 0 | |
| 5 Apr | 21556.65 | 860.65 | - | 0 | 0 | 0 | |
| 4 Apr | 21373.50 | 860.65 | - | 0 | 0 | 0 | |
| 3 Apr | 21197.25 | 293.85 | - | 39,225 | 0 | 0 | |
| 1 Apr | 21198.40 | 293.85 | - | 39,225 | 0 | 0 | |
| 28 Mar | 20989.10 | 293.85 | - | 39,225 | 0 | 0 | |
| 27 Mar | 20792.40 | 293.85 | - | 39,225 | 0 | 0 | |
For NIFTY FINANCIAL SERVICES - strike price 21400 expiring on 23APR2024
Delta for 21400 PE is -0.79
Historical price for 21400 PE is as follows
On 19 Apr FINNIFTY was trading at 20941.00. The strike last trading price was 497.70, which was 30.20 higher than the previous day. The implied volatity was 23.67, the open interest changed by -1920 which decreased total open position to 87040
On 18 Apr FINNIFTY was trading at 20899.45. The strike last trading price was 467.45, which was 158.10 higher than the previous day. The implied volatity was 15.33, the open interest changed by 67040 which increased total open position to 89160
On 16 Apr FINNIFTY was trading at 21099.25. The strike last trading price was 281.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 21240 which increased total open position to 22120
On 15 Apr FINNIFTY was trading at 21146.00. The strike last trading price was 335.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 880 which increased total open position to 880
On 12 Apr FINNIFTY was trading at 21521.80. The strike last trading price was 156.70, 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 10 Apr FINNIFTY was trading at 21717.70. The strike last trading price was 156.70, 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 9 Apr FINNIFTY was trading at 21682.20. The strike last trading price was 860.65, 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 8 Apr FINNIFTY was trading at 21604.50. The strike last trading price was 860.65, 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 860.65, 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 4 Apr FINNIFTY was trading at 21373.50. The strike last trading price was 860.65, 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 3 Apr FINNIFTY was trading at 21197.25. The strike last trading price was 293.85, 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 293.85, 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 293.85, 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 293.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0