FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:04 PM IST
| FINNIFTY 26NOV2024 23150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 9.94
Theta: -19.71
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23303.70 | 280.8 | -1160.85 | 15.80 | 42,057.5 | 1,165.625 | 1,165.625 | |||
| 19 Nov | 23403.05 | 1441.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 23257.70 | 1441.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 23200.30 | 1441.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 1441.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 1441.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1441.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1441.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1441.65 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Nov | 24181.20 | 1441.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 1441.65 | 1441.65 | - | 0 | -1.25 | 0 | |||
| 4 Nov | 23660.25 | 0 | 0.00 | - | 0 | -0.625 | 0 | |||
| 1 Nov | 23947.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | -0.625 | 0 | |||
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23150 expiring on 26NOV2024
Delta for 23150 CE is 0.67
Historical price for 23150 CE is as follows
On 21 Nov FINNIFTY was trading at 23303.70. The strike last trading price was 280.8, which was -1160.85 lower than the previous day. The implied volatity was 15.80, the open interest changed by 1865 which increased total open position to 1865
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 1441.65, 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 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 1441.65, 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 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1441.65, 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 1441.65, 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 1441.65, 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 1441.65, 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 1441.65, 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 1441.65, 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 1441.65, 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 1441.65, which was 1441.65 higher than the previous day. The implied volatity was -, the open interest changed by -2 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 -1 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 23150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 10.10
Theta: -15.12
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23303.70 | 110.9 | -7.90 | 17.38 | 80,649.375 | 3,662.5 | 3,891.875 |
| 19 Nov | 23403.05 | 118.8 | -36.25 | 16.47 | 1,710.625 | 280 | 293.75 |
| 18 Nov | 23257.70 | 155.05 | -30.20 | 16.60 | 135 | 13.125 | 15.625 |
| 14 Nov | 23200.30 | 185.25 | 76.95 | 15.04 | 4.375 | -2,823.125 | 1.25 |
| 13 Nov | 23138.40 | 108.3 | 0.00 | 1.53 | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 108.3 | 0.00 | 2.90 | 0 | -7,561.25 | 0 |
| 11 Nov | 23959.95 | 108.3 | 0.00 | 4.46 | 0 | -16,451.25 | 0 |
| 8 Nov | 23834.55 | 108.3 | 0.00 | 3.83 | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 108.3 | 0.00 | 4.09 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 108.3 | 0.00 | 4.75 | 0 | -28,871.875 | 0 |
| 5 Nov | 24128.90 | 108.3 | 108.30 | 1.94 | 0 | -13,274.375 | 0 |
| 4 Nov | 23660.25 | 0 | 0.00 | 2.78 | 0 | -1,727.5 | 0 |
| 1 Nov | 23947.60 | 0 | 0.00 | 3.78 | 0 | 0 | 0 |
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23150 expiring on 26NOV2024
Delta for 23150 PE is -0.34
Historical price for 23150 PE is as follows
On 21 Nov FINNIFTY was trading at 23303.70. The strike last trading price was 110.9, which was -7.90 lower than the previous day. The implied volatity was 17.38, the open interest changed by 5860 which increased total open position to 6227
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 118.8, which was -36.25 lower than the previous day. The implied volatity was 16.47, the open interest changed by 448 which increased total open position to 470
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 155.05, which was -30.20 lower than the previous day. The implied volatity was 16.60, the open interest changed by 21 which increased total open position to 25
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 185.25, which was 76.95 higher than the previous day. The implied volatity was 15.04, the open interest changed by -4517 which decreased total open position to 2
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 108.3, which was 0.00 lower than the previous day. The implied volatity was 1.53, 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 108.3, which was 0.00 lower than the previous day. The implied volatity was 2.90, the open interest changed by -12098 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 108.3, which was 0.00 lower than the previous day. The implied volatity was 4.46, the open interest changed by -26322 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 108.3, which was 0.00 lower than the previous day. The implied volatity was 3.83, 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 108.3, which was 0.00 lower than the previous day. The implied volatity was 4.09, 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 108.3, which was 0.00 lower than the previous day. The implied volatity was 4.75, the open interest changed by -46195 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 108.3, which was 108.30 higher than the previous day. The implied volatity was 1.94, the open interest changed by -21239 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 2.78, the open interest changed by -2764 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 3.78, 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
