FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:27 PM IST
| FINNIFTY 26NOV2024 22650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.91
Vega: 4.36
Theta: -13.87
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23312.10 | 713.9 | -1164.70 | 19.07 | 17.5 | -21.875 | 6.875 | |||
| 19 Nov | 23403.05 | 1878.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 23257.70 | 1878.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 23200.30 | 1878.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 1878.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 1878.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1878.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1878.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1878.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 1878.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 1878.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 1878.6 | 1878.60 | - | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 0 | 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 22650 expiring on 26NOV2024
Delta for 22650 CE is 0.91
Historical price for 22650 CE is as follows
On 21 Nov FINNIFTY was trading at 23312.10. The strike last trading price was 713.9, which was -1164.70 lower than the previous day. The implied volatity was 19.07, the open interest changed by -35 which decreased total open position to 11
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 1878.6, 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 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 1878.6, 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 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1878.6, 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 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 1878.6, 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 1878.6, 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 1878.6, 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 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 1878.6, 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 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 1878.6, 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 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 1878.6, 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 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 1878.6, 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 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 1878.6, which was 1878.60 higher than the previous day. The implied volatity was -, 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 -, 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 22650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 4.72
Theta: -8.75
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23312.10 | 25.45 | -13.55 | 20.05 | 23,402.5 | -46,592.5 | 1,181.875 |
| 19 Nov | 23403.05 | 39 | -64.95 | 19.64 | 11.875 | -9,258.75 | 4.375 |
| 18 Nov | 23257.70 | 103.95 | 0.00 | 0.00 | 0 | -2,234.375 | 1.875 |
| 14 Nov | 23200.30 | 103.95 | 64.45 | 19.75 | 0.625 | -520 | 1.25 |
| 13 Nov | 23138.40 | 39.5 | 18.35 | 13.46 | 0.625 | -4,495.625 | 0.625 |
| 12 Nov | 23563.65 | 21.15 | 0.00 | 0.00 | 0 | -4,183.125 | 0.625 |
| 11 Nov | 23959.95 | 21.15 | 0.00 | 0.00 | 0 | -413.75 | 0.625 |
| 8 Nov | 23834.55 | 21.15 | 0.00 | 0.00 | 0.625 | -303.125 | 0.625 |
| 7 Nov | 23966.60 | 21.15 | 0.00 | 0.00 | 0.625 | -38.125 | 0.625 |
| 6 Nov | 24181.20 | 21.15 | -26.80 | 18.62 | 0.625 | -9,006.25 | 0 |
| 5 Nov | 24128.90 | 47.95 | 0.00 | 6.89 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 47.95 | 47.95 | 4.61 | 0 | -498.75 | 0 |
| 1 Nov | 23947.60 | 0 | 0.00 | 5.60 | 0 | -356.875 | 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 22650 expiring on 26NOV2024
Delta for 22650 PE is -0.10
Historical price for 22650 PE is as follows
On 21 Nov FINNIFTY was trading at 23312.10. The strike last trading price was 25.45, which was -13.55 lower than the previous day. The implied volatity was 20.05, the open interest changed by -74548 which decreased total open position to 1891
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 39, which was -64.95 lower than the previous day. The implied volatity was 19.64, the open interest changed by -14814 which decreased total open position to 7
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 103.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3575 which decreased total open position to 3
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 103.95, which was 64.45 higher than the previous day. The implied volatity was 19.75, the open interest changed by -832 which decreased total open position to 2
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 39.5, which was 18.35 higher than the previous day. The implied volatity was 13.46, the open interest changed by -7193 which decreased total open position to 1
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 21.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6693 which decreased total open position to 1
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 21.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -662 which decreased total open position to 1
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 21.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -485 which decreased total open position to 1
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 21.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -61 which decreased total open position to 1
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 21.15, which was -26.80 lower than the previous day. The implied volatity was 18.62, the open interest changed by -14410 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 47.95, which was 0.00 lower than the previous day. The implied volatity was 6.89, 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 47.95, which was 47.95 higher than the previous day. The implied volatity was 4.61, the open interest changed by -798 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 5.60, the open interest changed by -571 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
