FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 22350 CE | ||||||||||
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Delta: 0.93
Vega: 3.52
Theta: -13.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 919.75 | -839.85 | 22.75 | 1.25 | 0.625 | 0.625 | |||
| 13 Nov | 23138.40 | 1759.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 1759.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 23959.95 | 1759.6 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 22350 expiring on 19NOV2024
Delta for 22350 CE is 0.93
Historical price for 22350 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 919.75, which was -839.85 lower than the previous day. The implied volatity was 22.75, the open interest changed by 1 which increased total open position to 1
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 1759.6, 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 1759.6, 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 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 1759.6, 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 22350 PE | |||||||
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Delta: -0.02
Vega: 1.22
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 2.95 | -10.40 | 16.24 | 34,346.875 | 801.25 | 1,881.25 |
| 13 Nov | 23138.40 | 13.35 | -77.35 | 19.49 | 11,748.125 | 1,080 | 1,080 |
| 12 Nov | 23563.65 | 90.7 | 0.00 | 9.11 | 0 | 0 | 0 |
| 11 Nov | 23959.95 | 90.7 | 11.47 | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 22350 expiring on 19NOV2024
Delta for 22350 PE is -0.02
Historical price for 22350 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 2.95, which was -10.40 lower than the previous day. The implied volatity was 16.24, the open interest changed by 1282 which increased total open position to 3010
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 13.35, which was -77.35 lower than the previous day. The implied volatity was 19.49, the open interest changed by 1728 which increased total open position to 1728
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 90.7, which was 0.00 lower than the previous day. The implied volatity was 9.11, the open interest changed by 0 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 90.7, which was lower than the previous day. The implied volatity was 11.47, the open interest changed by 0 which decreased total open position to 0
