FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 22500 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 731 | -901.10 | - | 16.875 | 12.5 | 12.5 | |||
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| 13 Nov | 23138.40 | 1632.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 1632.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1632.1 | 1632.10 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 22500 expiring on 19NOV2024
Delta for 22500 CE is -
Historical price for 22500 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 731, which was -901.10 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 1632.1, 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 1632.1, 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 1632.1, which was 1632.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Oct FINNIFTY was trading at 23700.35. 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 19NOV2024 22500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 1.80
Theta: -2.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 4.55 | -17.45 | 14.89 | 1,79,520 | 11,794.375 | 14,942.5 |
| 13 Nov | 23138.40 | 22 | 14.00 | 18.99 | 74,762.5 | 2,713.125 | 3,148.125 |
| 12 Nov | 23563.65 | 8 | -104.10 | 18.81 | 1,177.5 | 435 | 435 |
| 11 Nov | 23959.95 | 112.1 | 112.10 | 10.37 | 0 | 0 | 0 |
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 22500 expiring on 19NOV2024
Delta for 22500 PE is -0.03
Historical price for 22500 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 4.55, which was -17.45 lower than the previous day. The implied volatity was 14.89, the open interest changed by 18871 which increased total open position to 23908
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 22, which was 14.00 higher than the previous day. The implied volatity was 18.99, the open interest changed by 4341 which increased total open position to 5037
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 8, which was -104.10 lower than the previous day. The implied volatity was 18.81, the open interest changed by 696 which increased total open position to 696
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 112.1, which was 112.10 higher than the previous day. The implied volatity was 10.37, the open interest changed by 0 which decreased total open position to 0
On 22 Oct FINNIFTY was trading at 23700.35. 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
