FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
FINNIFTY 19NOV2024 21700 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
14 Nov | 23200.30 | 2346.55 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 23138.40 | 2346.55 | 0.00 | - | 0 | 0 | 0 | |||
|
||||||||||
12 Nov | 23563.65 | 2346.55 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 21700 expiring on 19NOV2024
Delta for 21700 CE is -
Historical price for 21700 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 2346.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 2346.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 2346.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
FINNIFTY 19NOV2024 21700 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.01
Vega: 0.46
Theta: -1.05
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
14 Nov | 23200.30 | 1.25 | -0.45 | 23.63 | 19,847.5 | 3,635.625 | 4,339.375 |
13 Nov | 23138.40 | 1.7 | -0.65 | 22.46 | 6,754.375 | 700 | 703.75 |
12 Nov | 23563.65 | 2.35 | 25.65 | 7.5 | 3.75 | 3.75 |
For Nifty Financial Services - strike price 21700 expiring on 19NOV2024
Delta for 21700 PE is -0.01
Historical price for 21700 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 23.63, the open interest changed by 5817 which increased total open position to 6943
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 22.46, the open interest changed by 1120 which increased total open position to 1126
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was 25.65, the open interest changed by 6 which increased total open position to 6