FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 22900 CE | ||||||||||
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Delta: 0.92
Vega: 4.16
Theta: -9.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 361.35 | -83.35 | 9.46 | 1,226.875 | 95 | 186.25 | |||
| 13 Nov | 23138.40 | 444.7 | -866.65 | 18.63 | 247.5 | 91.25 | 91.25 | |||
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| 12 Nov | 23563.65 | 1311.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1311.35 | 1311.35 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 22900 expiring on 19NOV2024
Delta for 22900 CE is 0.92
Historical price for 22900 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 361.35, which was -83.35 lower than the previous day. The implied volatity was 9.46, the open interest changed by 152 which increased total open position to 298
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 444.7, which was -866.65 lower than the previous day. The implied volatity was 18.63, the open interest changed by 146 which increased total open position to 146
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1311.35, 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 1311.35, which was 1311.35 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 22900 PE | |||||||
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Delta: -0.15
Vega: 6.26
Theta: -6.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 26 | -29.00 | 12.52 | 1,77,176.25 | 5,578.125 | 13,006.875 |
| 13 Nov | 23138.40 | 55 | 34.55 | 15.31 | 84,949.375 | 7,199.375 | 7,428.75 |
| 12 Nov | 23563.65 | 20.45 | -168.15 | 15.91 | 362.5 | 229.375 | 229.375 |
| 11 Nov | 23959.95 | 188.6 | 188.60 | 7.36 | 0 | 0 | 0 |
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 22900 expiring on 19NOV2024
Delta for 22900 PE is -0.15
Historical price for 22900 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 26, which was -29.00 lower than the previous day. The implied volatity was 12.52, the open interest changed by 8925 which increased total open position to 20811
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 55, which was 34.55 higher than the previous day. The implied volatity was 15.31, the open interest changed by 11519 which increased total open position to 11886
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 20.45, which was -168.15 lower than the previous day. The implied volatity was 15.91, the open interest changed by 367 which increased total open position to 367
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 188.6, which was 188.60 higher than the previous day. The implied volatity was 7.36, 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
