FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:02 PM IST
| FINNIFTY 26NOV2024 23050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 8.93
Theta: -19.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23297.80 | 354.5 | -84.80 | 16.47 | 4,973.75 | -129.375 | 505.625 | |||
| 19 Nov | 23403.05 | 439.3 | 0.00 | 0.00 | 0 | -153.125 | 0 | |||
| 18 Nov | 23257.70 | 439.3 | -1086.50 | 21.39 | 4.375 | -624.375 | 2.5 | |||
| 14 Nov | 23200.30 | 1525.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 1525.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 1525.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1525.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1525.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1525.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 1525.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 1525.8 | 1525.80 | - | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23050 expiring on 26NOV2024
Delta for 23050 CE is 0.74
Historical price for 23050 CE is as follows
On 21 Nov FINNIFTY was trading at 23297.80. The strike last trading price was 354.5, which was -84.80 lower than the previous day. The implied volatity was 16.47, the open interest changed by -207 which decreased total open position to 809
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 439.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -245 which decreased total open position to 0
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 439.3, which was -1086.50 lower than the previous day. The implied volatity was 21.39, the open interest changed by -999 which decreased total open position to 4
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1525.8, 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 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 1525.8, 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 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1525.8, 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 1525.8, 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 1525.8, 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 1525.8, 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 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 1525.8, 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 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 1525.8, which was 1525.80 higher 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 0, 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 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 0, 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 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct FINNIFTY was trading at 24037.40. 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 26NOV2024 23050 PE | |||||||
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Delta: -0.28
Vega: 9.21
Theta: -14.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23297.80 | 85.9 | -19.95 | 18.02 | 48,638.75 | 3,229.375 | 3,471.875 |
| 19 Nov | 23403.05 | 105.85 | -12.95 | 18.11 | 1,543.75 | 241.875 | 245 |
| 18 Nov | 23257.70 | 118.8 | -60.75 | 16.56 | 14.375 | 1.875 | 4.375 |
| 14 Nov | 23200.30 | 179.55 | 80.25 | 17.11 | 1.875 | -1,668.125 | 1.875 |
| 13 Nov | 23138.40 | 99.3 | 52.65 | 11.48 | 1.25 | -18,363.125 | 0.625 |
| 12 Nov | 23563.65 | 46.65 | -46.35 | 18.23 | 0.625 | -3,074.375 | 0 |
| 11 Nov | 23959.95 | 93 | 0.00 | 4.95 | 0 | -0.625 | 0 |
| 8 Nov | 23834.55 | 93 | 0.00 | 4.06 | 0 | -0.625 | 0 |
| 7 Nov | 23966.60 | 93 | 0.00 | 4.51 | 0 | -579.375 | 0 |
| 6 Nov | 24181.20 | 93 | 0.00 | 5.15 | 0 | -53,891.25 | 0 |
| 5 Nov | 24128.90 | 93 | 0.00 | 3.03 | 0 | -14,195 | 0 |
| 4 Nov | 23660.25 | 93 | 0.00 | 3.04 | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 93 | 0.00 | 4.14 | 0 | 0 | 0 |
| 31 Oct | 23886.55 | 93 | 93.00 | - | 0 | 825 | 0 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23050 expiring on 26NOV2024
Delta for 23050 PE is -0.28
Historical price for 23050 PE is as follows
On 21 Nov FINNIFTY was trading at 23297.80. The strike last trading price was 85.9, which was -19.95 lower than the previous day. The implied volatity was 18.02, the open interest changed by 5167 which increased total open position to 5555
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 105.85, which was -12.95 lower than the previous day. The implied volatity was 18.11, the open interest changed by 387 which increased total open position to 392
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 118.8, which was -60.75 lower than the previous day. The implied volatity was 16.56, the open interest changed by 3 which increased total open position to 7
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 179.55, which was 80.25 higher than the previous day. The implied volatity was 17.11, the open interest changed by -2669 which decreased total open position to 3
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 99.3, which was 52.65 higher than the previous day. The implied volatity was 11.48, the open interest changed by -29381 which decreased total open position to 1
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 46.65, which was -46.35 lower than the previous day. The implied volatity was 18.23, the open interest changed by -4919 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 4.95, the open interest changed by -1 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 4.06, the open interest changed by -1 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 4.51, the open interest changed by -927 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 5.15, the open interest changed by -86226 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 3.03, the open interest changed by -22712 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 93, which was 0.00 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 93, which was 93.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct FINNIFTY was trading at 24037.40. 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
