FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:12 PM IST
| FINNIFTY 26NOV2024 22750 CE | ||||||||||
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Delta: 0.97
Vega: 2.05
Theta: -8.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23303.30 | 588.9 | -1199.35 | 11.85 | 56.875 | -39.375 | 35 | |||
| 19 Nov | 23403.05 | 1788.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 23257.70 | 1788.25 | 0.00 | - | 0 | -58.125 | 0 | |||
| 14 Nov | 23200.30 | 1788.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 1788.25 | 0.00 | - | 0 | 1.875 | 0 | |||
| 12 Nov | 23563.65 | 1788.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1788.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1788.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1788.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 1788.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 1788.25 | 1788.25 | - | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 22750 expiring on 26NOV2024
Delta for 22750 CE is 0.97
Historical price for 22750 CE is as follows
On 21 Nov FINNIFTY was trading at 23303.30. The strike last trading price was 588.9, which was -1199.35 lower than the previous day. The implied volatity was 11.85, the open interest changed by -63 which decreased total open position to 56
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 1788.25, 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 1788.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -93 which decreased total open position to 0
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1788.25, 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 1788.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1788.25, 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 1788.25, 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 1788.25, 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 1788.25, 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 1788.25, 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 1788.25, which was 1788.25 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 -, 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 22750 PE | |||||||
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Delta: -0.13
Vega: 5.82
Theta: -10.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23303.30 | 35.15 | -6.85 | 19.38 | 27,877.5 | 1,811.875 | 1,815 |
| 19 Nov | 23403.05 | 42 | 0.00 | 18.16 | 1.875 | -17,911.875 | 1.875 |
| 18 Nov | 23257.70 | 42 | 0.00 | 0.00 | 0 | 0 | 1.25 |
| 14 Nov | 23200.30 | 42 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 42 | 0.00 | 0.00 | 0 | 0 | 1.25 |
| 12 Nov | 23563.65 | 42 | 11.20 | 16.41 | 1.25 | 0 | 0.625 |
| 11 Nov | 23959.95 | 30.8 | 0.00 | 0.00 | 0 | 0.625 | 0.625 |
| 8 Nov | 23834.55 | 30.8 | -26.25 | 16.93 | 0.625 | 0 | 0 |
| 7 Nov | 23966.60 | 57.05 | 0.00 | 6.05 | 0 | -62.5 | 0 |
| 6 Nov | 24181.20 | 57.05 | 0.00 | 6.71 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 57.05 | 0.00 | 6.17 | 0 | -3,448.75 | 0 |
| 4 Nov | 23660.25 | 57.05 | 57.05 | 4.59 | 0 | 286.25 | 0 |
| 1 Nov | 23947.60 | 0 | 0.00 | 5.24 | 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 22750 expiring on 26NOV2024
Delta for 22750 PE is -0.13
Historical price for 22750 PE is as follows
On 21 Nov FINNIFTY was trading at 23303.30. The strike last trading price was 35.15, which was -6.85 lower than the previous day. The implied volatity was 19.38, the open interest changed by 2899 which increased total open position to 2904
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 42, which was 0.00 lower than the previous day. The implied volatity was 18.16, the open interest changed by -28659 which decreased total open position to 3
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 42, 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 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 42, 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 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 42, 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 42, which was 11.20 higher than the previous day. The implied volatity was 16.41, the open interest changed by 0 which decreased total open position to 1
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 30.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 1
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 30.8, which was -26.25 lower than the previous day. The implied volatity was 16.93, 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 57.05, which was 0.00 lower than the previous day. The implied volatity was 6.05, the open interest changed by -100 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 57.05, which was 0.00 lower than the previous day. The implied volatity was 6.71, 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 57.05, which was 0.00 lower than the previous day. The implied volatity was 6.17, the open interest changed by -5518 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 57.05, which was 57.05 higher than the previous day. The implied volatity was 4.59, the open interest changed by 458 which increased 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 5.24, 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
