FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:14 PM IST
| FINNIFTY 26NOV2024 22450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 23296.40 | 2062.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 23403.05 | 2062.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 23257.70 | 2062.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 23200.30 | 2062.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 2062.9 | 0.00 | - | 0 | 0.625 | 0 | |||
| 12 Nov | 23563.65 | 2062.9 | 0.00 | - | 0 | 1.25 | 0 | |||
| 11 Nov | 23959.95 | 2062.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 2062.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 2062.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 2062.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 2062.9 | 2062.90 | - | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 22450 expiring on 26NOV2024
Delta for 22450 CE is -
Historical price for 22450 CE is as follows
On 21 Nov FINNIFTY was trading at 23296.40. The strike last trading price was 2062.9, 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 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 2062.9, 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 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 2062.9, 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 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 2062.9, 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 2062.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 2062.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 2062.9, 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 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 2062.9, 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 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 2062.9, 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 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 2062.9, 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 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 2062.9, which was 2062.90 higher than the previous day. The implied volatity was -, 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 0, 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 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 0, 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 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 26NOV2024 22450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 3.37
Theta: -6.74
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23296.40 | 16.05 | -10.40 | 21.44 | 26,503.75 | 1,355.625 | 1,451.875 |
| 19 Nov | 23403.05 | 26.45 | -0.35 | 21.24 | 53.125 | -5,348.125 | 51.875 |
| 18 Nov | 23257.70 | 26.8 | -19.20 | 18.88 | 6.875 | -3,068.125 | 53.125 |
| 14 Nov | 23200.30 | 46 | 33.40 | 17.96 | 55.625 | -876.25 | 9.375 |
| 13 Nov | 23138.40 | 12.6 | 0.00 | 0.00 | 0 | 0 | 1.25 |
| 12 Nov | 23563.65 | 12.6 | 0.00 | 0.00 | 0 | 1.25 | 1.25 |
| 11 Nov | 23959.95 | 12.6 | 0.00 | 0.00 | 0 | 1.25 | 1.25 |
| 8 Nov | 23834.55 | 12.6 | 0.00 | 0.00 | 1.25 | 1.25 | 1.25 |
| 7 Nov | 23966.60 | 12.6 | 0.00 | 0.00 | 1.25 | 0 | 1.25 |
| 6 Nov | 24181.20 | 12.6 | -20.75 | 18.53 | 1.25 | 0 | 0 |
| 5 Nov | 24128.90 | 33.35 | 33.35 | 5.40 | 0 | -323.75 | 0 |
| 4 Nov | 23660.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 22450 expiring on 26NOV2024
Delta for 22450 PE is -0.06
Historical price for 22450 PE is as follows
On 21 Nov FINNIFTY was trading at 23296.40. The strike last trading price was 16.05, which was -10.40 lower than the previous day. The implied volatity was 21.44, the open interest changed by 2169 which increased total open position to 2323
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 26.45, which was -0.35 lower than the previous day. The implied volatity was 21.24, the open interest changed by -8557 which decreased total open position to 83
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 26.8, which was -19.20 lower than the previous day. The implied volatity was 18.88, the open interest changed by -4909 which decreased total open position to 85
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 46, which was 33.40 higher than the previous day. The implied volatity was 17.96, the open interest changed by -1402 which decreased total open position to 15
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 12.6, 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 2
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 2
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 2
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 12.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 2
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 12.6, 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 2
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 12.6, which was -20.75 lower than the previous day. The implied volatity was 18.53, the open interest changed by 0 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 33.35, which was 33.35 higher than the previous day. The implied volatity was 5.40, the open interest changed by -518 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 0, 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 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 0, 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 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
