FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.76
Vega: 8.50
Theta: -13.91
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 244 | -75.95 | 10.78 | 16,411.875 | -22.5 | 634.375 | |||
|
|
||||||||||
| 13 Nov | 23138.40 | 319.95 | -880.20 | 16.70 | 3,810.625 | 656.875 | 656.875 | |||
| 12 Nov | 23563.65 | 1200.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1200.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1200.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1200.15 | 1200.15 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23050 expiring on 19NOV2024
Delta for 23050 CE is 0.76
Historical price for 23050 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 244, which was -75.95 lower than the previous day. The implied volatity was 10.78, the open interest changed by -36 which decreased total open position to 1015
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 319.95, which was -880.20 lower than the previous day. The implied volatity was 16.70, the open interest changed by 1051 which increased total open position to 1051
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1200.15, 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 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 1200.15, 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 1200.15, 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 1200.15, which was 1200.15 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 23050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 9.02
Theta: -9.49
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 56.95 | -29.05 | 12.45 | 1,31,101.25 | 2,645 | 4,291.875 |
| 13 Nov | 23138.40 | 86 | 54.00 | 14.45 | 47,246.25 | 1,644.375 | 1,646.875 |
| 12 Nov | 23563.65 | 32 | -7.95 | 15.09 | 1.25 | 1.875 | 2.5 |
| 11 Nov | 23959.95 | 39.95 | 8.00 | 22.22 | 1.25 | 0.625 | 0.625 |
| 8 Nov | 23834.55 | 31.95 | 4.65 | 17.61 | 1.25 | 0 | 0 |
| 7 Nov | 23966.60 | 27.3 | 27.30 | 0.00 | 0 | 0 | 0 |
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23050 expiring on 19NOV2024
Delta for 23050 PE is -0.27
Historical price for 23050 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 56.95, which was -29.05 lower than the previous day. The implied volatity was 12.45, the open interest changed by 4232 which increased total open position to 6867
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 86, which was 54.00 higher than the previous day. The implied volatity was 14.45, the open interest changed by 2631 which increased total open position to 2635
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 32, which was -7.95 lower than the previous day. The implied volatity was 15.09, the open interest changed by 3 which increased total open position to 4
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 39.95, which was 8.00 higher than the previous day. The implied volatity was 22.22, the open interest changed by 1 which increased total open position to 1
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 31.95, which was 4.65 higher than the previous day. The implied volatity was 17.61, 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 27.3, which was 27.30 higher than the previous day. The implied volatity was 0.00, 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
