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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

24181.2 52.30 (0.22%)

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Historical option data for FINNIFTY

06 Nov 2024 04:13 PM IST
FINNIFTY 12NOV2024 22950 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Nov 24181.20 928.75 0.00 0.00 0 0 0
5 Nov 24128.90 928.75 -46.25 - 5 0 0
4 Nov 23660.25 975 - 0 0 0


For Nifty Financial Services - strike price 22950 expiring on 12NOV2024

Delta for 22950 CE is 0.00

Historical price for 22950 CE is as follows

On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 928.75, 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 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 928.75, which was -46.25 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 975, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


FINNIFTY 12NOV2024 22950 PE
Delta: -0.03
Vega: 2.08
Theta: -3.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Nov 24181.20 8.15 -11.40 22.80 4,326.25 475.625 486.875
5 Nov 24128.90 19.55 -292.75 22.98 24.375 11.25 11.25
4 Nov 23660.25 312.3 5.33 0 0 0


For Nifty Financial Services - strike price 22950 expiring on 12NOV2024

Delta for 22950 PE is -0.03

Historical price for 22950 PE is as follows

On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 8.15, which was -11.40 lower than the previous day. The implied volatity was 22.80, the open interest changed by 761 which increased total open position to 779


On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 19.55, which was -292.75 lower than the previous day. The implied volatity was 22.98, the open interest changed by 18 which increased total open position to 18


On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 312.3, which was lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0