FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23150 CE | ||||||||||
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Delta: 0.63
Vega: 10.22
Theta: -15.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 23200.30 | 178.35 | -70.20 | 11.15 | 1,09,423.75 | 773.125 | 2,879.375 | |||
| 13 Nov | 23138.40 | 248.55 | -878.65 | 15.90 | 16,824.375 | 2,106.25 | 2,106.25 | |||
| 12 Nov | 23563.65 | 1127.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1127.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1127.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1127.2 | 1127.20 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23150 expiring on 19NOV2024
Delta for 23150 CE is 0.63
Historical price for 23150 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 178.35, which was -70.20 lower than the previous day. The implied volatity was 11.15, the open interest changed by 1237 which increased total open position to 4607
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 248.55, which was -878.65 lower than the previous day. The implied volatity was 15.90, the open interest changed by 3370 which increased total open position to 3370
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1127.2, 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 1127.2, 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 1127.2, 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 1127.2, which was 1127.20 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 23150 PE | |||||||
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Delta: -0.38
Vega: 10.33
Theta: -10.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 88.5 | -28.65 | 12.32 | 2,20,817.5 | 2,961.875 | 5,778.125 |
| 13 Nov | 23138.40 | 117.15 | 77.35 | 14.05 | 70,022.5 | 2,744.375 | 2,816.25 |
| 12 Nov | 23563.65 | 39.8 | -212.90 | 14.13 | 213.125 | 71.875 | 71.875 |
| 11 Nov | 23959.95 | 252.7 | 0.00 | 6.14 | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 252.7 | 0.00 | 4.69 | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 252.7 | 252.70 | 5.04 | 0 | 0 | 0 |
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23150 expiring on 19NOV2024
Delta for 23150 PE is -0.38
Historical price for 23150 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 88.5, which was -28.65 lower than the previous day. The implied volatity was 12.32, the open interest changed by 4739 which increased total open position to 9245
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 117.15, which was 77.35 higher than the previous day. The implied volatity was 14.05, the open interest changed by 4391 which increased total open position to 4506
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 39.8, which was -212.90 lower than the previous day. The implied volatity was 14.13, the open interest changed by 115 which increased total open position to 115
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 252.7, which was 0.00 lower than the previous day. The implied volatity was 6.14, 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 252.7, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 252.7, which was 252.70 higher than the previous day. The implied volatity was 5.04, 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
