FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23250 CE | ||||||||||
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Delta: 0.51
Vega: 10.84
Theta: -15.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 120 | -70.00 | 10.97 | 2,25,811.875 | 3,953.125 | 5,863.75 | |||
| 13 Nov | 23138.40 | 190 | -867.65 | 15.57 | 22,938.125 | 1,910.625 | 1,910.625 | |||
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| 12 Nov | 23563.65 | 1057.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1057.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1057.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1057.65 | 1057.65 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23250 expiring on 19NOV2024
Delta for 23250 CE is 0.51
Historical price for 23250 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 120, which was -70.00 lower than the previous day. The implied volatity was 10.97, the open interest changed by 6325 which increased total open position to 9382
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 190, which was -867.65 lower than the previous day. The implied volatity was 15.57, the open interest changed by 3057 which increased total open position to 3057
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1057.65, 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 1057.65, 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 1057.65, 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 1057.65, which was 1057.65 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 23250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 10.84
Theta: -9.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 130.55 | -27.45 | 12.13 | 1,86,391.875 | 1,014.375 | 3,212.5 |
| 13 Nov | 23138.40 | 158 | 144.50 | 13.70 | 82,506.875 | 2,198.125 | 2,198.125 |
| 12 Nov | 23563.65 | 13.5 | 0.00 | 0.00 | 0 | 0.625 | 0 |
| 11 Nov | 23959.95 | 13.5 | -268.95 | 13.86 | 1.25 | 0.625 | 0.625 |
| 8 Nov | 23834.55 | 282.45 | 0.00 | 4.11 | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 282.45 | 282.45 | 4.49 | 0 | 0 | 0 |
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23250 expiring on 19NOV2024
Delta for 23250 PE is -0.49
Historical price for 23250 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 130.55, which was -27.45 lower than the previous day. The implied volatity was 12.13, the open interest changed by 1623 which increased total open position to 5140
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 158, which was 144.50 higher than the previous day. The implied volatity was 13.70, the open interest changed by 3517 which increased total open position to 3517
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 13.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 13.5, which was -268.95 lower than the previous day. The implied volatity was 13.86, 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 282.45, which was 0.00 lower than the previous day. The implied volatity was 4.11, 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 282.45, which was 282.45 higher than the previous day. The implied volatity was 4.49, 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
