FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:21 PM IST
| FINNIFTY 26NOV2024 22950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.84
Vega: 6.60
Theta: -14.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23301.95 | 416 | -1195.70 | 14.17 | 1,238.75 | 155.625 | 155.625 | |||
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| 19 Nov | 23403.05 | 1611.7 | 0.00 | - | 0 | 186.25 | 0 | |||
| 18 Nov | 23257.70 | 1611.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 23200.30 | 1611.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 1611.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 1611.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1611.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1611.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1611.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 1611.7 | 0.00 | - | 0 | 5 | 0 | |||
| 5 Nov | 24128.90 | 1611.7 | 1611.70 | - | 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 22950 expiring on 26NOV2024
Delta for 22950 CE is 0.84
Historical price for 22950 CE is as follows
On 21 Nov FINNIFTY was trading at 23301.95. The strike last trading price was 416, which was -1195.70 lower than the previous day. The implied volatity was 14.17, the open interest changed by 249 which increased total open position to 249
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 1611.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 298 which increased total open position to 0
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 1611.7, 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 1611.7, 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 1611.7, 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 1611.7, 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 1611.7, 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 1611.7, 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 1611.7, 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 1611.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 1611.7, which was 1611.70 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 22950 PE | |||||||
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Delta: -0.22
Vega: 8.06
Theta: -13.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23301.95 | 62.85 | -21.50 | 18.24 | 33,936.25 | -39,360 | 3,286.25 |
| 19 Nov | 23403.05 | 84.35 | -12.65 | 18.50 | 263.125 | 78.125 | 92.5 |
| 18 Nov | 23257.70 | 97 | -46.00 | 16.97 | 15.625 | -7,842.5 | 13.75 |
| 14 Nov | 23200.30 | 143 | 43.00 | 16.97 | 11.25 | -1,351.875 | 5 |
| 13 Nov | 23138.40 | 100 | 20.55 | 12.97 | 2.5 | -7,253.75 | 0 |
| 12 Nov | 23563.65 | 79.45 | 0.00 | 3.95 | 0 | 0 | 0 |
| 11 Nov | 23959.95 | 79.45 | 0.00 | 5.44 | 0 | -2,499.375 | 0 |
| 8 Nov | 23834.55 | 79.45 | 0.00 | 4.50 | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 79.45 | 0.00 | 4.93 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 79.45 | 0.00 | 5.60 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 79.45 | 0.00 | 5.33 | 0 | -7,694.375 | 0 |
| 4 Nov | 23660.25 | 79.45 | 0.00 | 3.44 | 0 | -1,211.25 | 0 |
| 1 Nov | 23947.60 | 79.45 | 0.00 | 4.51 | 0 | -666.25 | 0 |
| 31 Oct | 23886.55 | 79.45 | 79.45 | - | 0 | 0 | 0 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 22950 expiring on 26NOV2024
Delta for 22950 PE is -0.22
Historical price for 22950 PE is as follows
On 21 Nov FINNIFTY was trading at 23301.95. The strike last trading price was 62.85, which was -21.50 lower than the previous day. The implied volatity was 18.24, the open interest changed by -62976 which decreased total open position to 5258
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 84.35, which was -12.65 lower than the previous day. The implied volatity was 18.50, the open interest changed by 125 which increased total open position to 148
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 97, which was -46.00 lower than the previous day. The implied volatity was 16.97, the open interest changed by -12548 which decreased total open position to 22
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 143, which was 43.00 higher than the previous day. The implied volatity was 16.97, the open interest changed by -2163 which decreased total open position to 8
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 100, which was 20.55 higher than the previous day. The implied volatity was 12.97, the open interest changed by -11606 which decreased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 79.45, which was 0.00 lower than the previous day. The implied volatity was 3.95, 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 79.45, which was 0.00 lower than the previous day. The implied volatity was 5.44, the open interest changed by -3999 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 79.45, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 79.45, which was 0.00 lower than the previous day. The implied volatity was 4.93, 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 79.45, which was 0.00 lower than the previous day. The implied volatity was 5.60, 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 79.45, which was 0.00 lower than the previous day. The implied volatity was 5.33, the open interest changed by -12311 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 79.45, which was 0.00 lower than the previous day. The implied volatity was 3.44, the open interest changed by -1938 which decreased total open position to 0
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 79.45, which was 0.00 lower than the previous day. The implied volatity was 4.51, the open interest changed by -1066 which decreased total open position to 0
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 79.45, which was 79.45 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
