FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23000 CE | ||||||||||
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Delta: 0.80
Vega: 7.52
Theta: -13.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 284.3 | -73.40 | 10.96 | 21,198.75 | 723.75 | 1,338.125 | |||
| 13 Nov | 23138.40 | 357.7 | -291.20 | 17.08 | 4,904.375 | 591.25 | 614.375 | |||
| 12 Nov | 23563.65 | 648.9 | -587.25 | 18.98 | 28.75 | 23.125 | 23.125 | |||
| 11 Nov | 23959.95 | 1236.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1236.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 23966.60 | 1236.15 | 1236.15 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23000 expiring on 19NOV2024
Delta for 23000 CE is 0.80
Historical price for 23000 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 284.3, which was -73.40 lower than the previous day. The implied volatity was 10.96, the open interest changed by 1158 which increased total open position to 2141
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 357.7, which was -291.20 lower than the previous day. The implied volatity was 17.08, the open interest changed by 946 which increased total open position to 983
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 648.9, which was -587.25 lower than the previous day. The implied volatity was 18.98, the open interest changed by 37 which increased total open position to 37
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 1236.15, 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 1236.15, 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 1236.15, which was 1236.15 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 23000 PE | |||||||
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Delta: -0.23
Vega: 8.21
Theta: -8.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 45.7 | -26.75 | 12.62 | 3,11,599.375 | 7,094.375 | 12,828.75 |
| 13 Nov | 23138.40 | 72.45 | 45.80 | 14.57 | 1,41,415.625 | 2,563.125 | 5,734.375 |
| 12 Nov | 23563.65 | 26.65 | 13.65 | 15.22 | 18,178.75 | 2,857.5 | 3,171.25 |
| 11 Nov | 23959.95 | 13 | -16.00 | 17.39 | 581.25 | 281.875 | 313.75 |
| 8 Nov | 23834.55 | 29 | 2.00 | 16.49 | 63.75 | 30.625 | 31.875 |
| 7 Nov | 23966.60 | 27 | 27.00 | 17.22 | 6.25 | 1.25 | 1.25 |
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23000 expiring on 19NOV2024
Delta for 23000 PE is -0.23
Historical price for 23000 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 45.7, which was -26.75 lower than the previous day. The implied volatity was 12.62, the open interest changed by 11351 which increased total open position to 20526
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 72.45, which was 45.80 higher than the previous day. The implied volatity was 14.57, the open interest changed by 4101 which increased total open position to 9175
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 26.65, which was 13.65 higher than the previous day. The implied volatity was 15.22, the open interest changed by 4572 which increased total open position to 5074
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 13, which was -16.00 lower than the previous day. The implied volatity was 17.39, the open interest changed by 451 which increased total open position to 502
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 29, which was 2.00 higher than the previous day. The implied volatity was 16.49, the open interest changed by 49 which increased total open position to 51
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 27, which was 27.00 higher than the previous day. The implied volatity was 17.22, the open interest changed by 2 which increased total open position to 2
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
