FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:40 PM IST
| FINNIFTY 26NOV2024 22850 CE | ||||||||||
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Delta: 0.81
Vega: 7.36
Theta: -18.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23259.55 | 493.65 | -1205.60 | 18.61 | 98.75 | -84.375 | 43.75 | |||
| 19 Nov | 23403.05 | 1699.25 | 0.00 | - | 0 | 85.625 | 0 | |||
| 18 Nov | 23257.70 | 1699.25 | 0.00 | - | 0 | -73.125 | 0 | |||
| 14 Nov | 23200.30 | 1699.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 1699.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 1699.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1699.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1699.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1699.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 1699.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 24128.90 | 1699.25 | 1699.25 | - | 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 | |||
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 22850 expiring on 26NOV2024
Delta for 22850 CE is 0.81
Historical price for 22850 CE is as follows
On 21 Nov FINNIFTY was trading at 23259.55. The strike last trading price was 493.65, which was -1205.60 lower than the previous day. The implied volatity was 18.61, the open interest changed by -135 which decreased total open position to 70
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 1699.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 137 which increased total open position to 0
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 1699.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -117 which decreased total open position to 0
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1699.25, 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 1699.25, 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 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1699.25, 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 1699.25, 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 1699.25, 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 1699.25, 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 1699.25, 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 1699.25, which was 1699.25 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 22850 PE | |||||||
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Delta: -0.19
Vega: 7.49
Theta: -12.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23259.55 | 56.2 | -11.30 | 19.03 | 27,470.625 | -21,339.375 | 1,585 |
| 19 Nov | 23403.05 | 67.5 | 0.00 | 3.96 | 0 | 5,813.75 | 0 |
| 18 Nov | 23257.70 | 67.5 | 0.00 | 3.22 | 0 | 0 | 0 |
| 14 Nov | 23200.30 | 67.5 | 0.00 | 2.60 | 0 | 2,233.125 | 0 |
| 13 Nov | 23138.40 | 67.5 | 0.00 | 1.88 | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 67.5 | 0.00 | 4.47 | 0 | 0 | 0 |
| 11 Nov | 23959.95 | 67.5 | 0.00 | 5.92 | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 67.5 | 0.00 | 4.93 | 0 | -511.25 | 0 |
| 7 Nov | 23966.60 | 67.5 | 0.00 | 5.34 | 0 | -140 | 0 |
| 6 Nov | 24181.20 | 67.5 | 0.00 | 5.99 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 67.5 | 0.00 | 5.79 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 67.5 | 0.00 | 3.84 | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 67.5 | 0.00 | 4.88 | 0 | -1,081.25 | 0 |
| 31 Oct | 23886.55 | 67.5 | 67.50 | - | 0 | 277.5 | 0 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 22850 expiring on 26NOV2024
Delta for 22850 PE is -0.19
Historical price for 22850 PE is as follows
On 21 Nov FINNIFTY was trading at 23259.55. The strike last trading price was 56.2, which was -11.30 lower than the previous day. The implied volatity was 19.03, the open interest changed by -34143 which decreased total open position to 2536
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 3.96, the open interest changed by 9302 which increased total open position to 0
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 67.5, which was 0.00 lower than the previous day. The implied volatity was 2.60, the open interest changed by 3573 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 1.88, 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 67.5, which was 0.00 lower than the previous day. The implied volatity was 4.47, 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 67.5, which was 0.00 lower than the previous day. The implied volatity was 5.92, 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 67.5, which was 0.00 lower than the previous day. The implied volatity was 4.93, the open interest changed by -818 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 5.34, the open interest changed by -224 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 67.5, which was 0.00 lower than the previous day. The implied volatity was 5.99, 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 67.5, which was 0.00 lower than the previous day. The implied volatity was 5.79, 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 67.5, which was 0.00 lower than the previous day. The implied volatity was 3.84, 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 67.5, which was 0.00 lower than the previous day. The implied volatity was 4.88, the open interest changed by -1730 which decreased total open position to 0
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 67.5, which was 67.50 higher 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
