FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 22950 CE | ||||||||||
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Delta: 0.87
Vega: 5.68
Theta: -11.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 318.8 | -81.70 | 9.87 | 1,778.75 | 65 | 193.75 | |||
| 13 Nov | 23138.40 | 400.5 | -873.00 | 17.88 | 318.75 | 128.75 | 128.75 | |||
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| 12 Nov | 23563.65 | 1273.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1273.5 | 1273.50 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 22950 expiring on 19NOV2024
Delta for 22950 CE is 0.87
Historical price for 22950 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 318.8, which was -81.70 lower than the previous day. The implied volatity was 9.87, the open interest changed by 104 which increased total open position to 310
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 400.5, which was -873.00 lower than the previous day. The implied volatity was 17.88, the open interest changed by 206 which increased total open position to 206
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1273.5, 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 1273.5, which was 1273.50 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 22950 PE | |||||||
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Delta: -0.19
Vega: 7.30
Theta: -8.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 35.5 | -29.50 | 12.67 | 1,06,787.5 | 6,440.625 | 7,841.875 |
| 13 Nov | 23138.40 | 65 | -135.40 | 15.15 | 33,345.625 | 1,401.25 | 1,401.25 |
| 12 Nov | 23563.65 | 200.4 | 0.00 | 4.93 | 0 | 0 | 0 |
| 11 Nov | 23959.95 | 200.4 | 0.00 | 7.42 | 0 | 0 | 0 |
| 22 Oct | 23700.35 | 200.4 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 22950 expiring on 19NOV2024
Delta for 22950 PE is -0.19
Historical price for 22950 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 35.5, which was -29.50 lower than the previous day. The implied volatity was 12.67, the open interest changed by 10305 which increased total open position to 12547
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 65, which was -135.40 lower than the previous day. The implied volatity was 15.15, the open interest changed by 2242 which increased total open position to 2242
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 200.4, 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 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 200.4, which was 0.00 lower than the previous day. The implied volatity was 7.42, 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 200.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
