FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
06 Nov 2024 04:13 PM IST
FINNIFTY 12NOV2024 22950 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.03
Vega: 2.08
Theta: -3.76
Gamma: 0.00
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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