FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:48 PM IST
| FINNIFTY 26NOV2024 23250 CE | ||||||||||
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Delta: 0.54
Vega: 10.84
Theta: -19.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23256.00 | 183.45 | -72.90 | 15.21 | 92,739.375 | 2,372.5 | 2,693.75 | |||
| 19 Nov | 23403.05 | 256.35 | 13.85 | 14.75 | 2,134.375 | -17,252.5 | 328.75 | |||
| 18 Nov | 23257.70 | 242.5 | -1116.90 | 15.27 | 2,091.25 | -4,926.25 | 810 | |||
| 14 Nov | 23200.30 | 1359.4 | 0.00 | - | 0 | -1,890.625 | 0 | |||
| 13 Nov | 23138.40 | 1359.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 1359.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1359.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1359.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1359.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 1359.4 | 0.00 | - | 0 | 2,301.25 | 0 | |||
| 5 Nov | 24128.90 | 1359.4 | 1359.40 | - | 0 | -23.125 | 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 23250 expiring on 26NOV2024
Delta for 23250 CE is 0.54
Historical price for 23250 CE is as follows
On 21 Nov FINNIFTY was trading at 23256.00. The strike last trading price was 183.45, which was -72.90 lower than the previous day. The implied volatity was 15.21, the open interest changed by 3796 which increased total open position to 4310
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 256.35, which was 13.85 higher than the previous day. The implied volatity was 14.75, the open interest changed by -27604 which decreased total open position to 526
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 242.5, which was -1116.90 lower than the previous day. The implied volatity was 15.27, the open interest changed by -7882 which decreased total open position to 1296
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1359.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3025 which decreased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 1359.4, 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 1359.4, 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 1359.4, 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 1359.4, 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 1359.4, 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 1359.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 3682 which increased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 1359.4, which was 1359.40 higher than the previous day. The implied volatity was -, the open interest changed by -37 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 23250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 10.85
Theta: -15.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23256.00 | 171 | 14.50 | 17.26 | 1,15,273.75 | 3,396.25 | 4,107.5 |
| 19 Nov | 23403.05 | 156.5 | -52.50 | 16.47 | 5,195.625 | 82.5 | 760.625 |
| 18 Nov | 23257.70 | 209 | 83.50 | 17.43 | 1,170.625 | 652.5 | 653.125 |
| 14 Nov | 23200.30 | 125.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 125.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 125.5 | 0.00 | 0.00 | 0 | -8,362.5 | 0.625 |
| 11 Nov | 23959.95 | 125.5 | 0.00 | 21.49 | 0.625 | 0 | 0 |
| 8 Nov | 23834.55 | 125.5 | 0.00 | 3.37 | 0 | -2,413.75 | 0 |
| 7 Nov | 23966.60 | 125.5 | 0.00 | 3.67 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 125.5 | 0.00 | 4.34 | 0 | -26,741.25 | 0 |
| 5 Nov | 24128.90 | 125.5 | 0.00 | 2.15 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 125.5 | 125.50 | 2.29 | 0 | -2,945 | 0 |
| 1 Nov | 23947.60 | 0 | 0.00 | 3.40 | 0 | -2,981.875 | 0 |
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | -486.25 | 0 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23250 expiring on 26NOV2024
Delta for 23250 PE is -0.47
Historical price for 23250 PE is as follows
On 21 Nov FINNIFTY was trading at 23256.00. The strike last trading price was 171, which was 14.50 higher than the previous day. The implied volatity was 17.26, the open interest changed by 5434 which increased total open position to 6572
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 156.5, which was -52.50 lower than the previous day. The implied volatity was 16.47, the open interest changed by 132 which increased total open position to 1217
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 209, which was 83.50 higher than the previous day. The implied volatity was 17.43, the open interest changed by 1044 which increased total open position to 1045
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 125.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 125.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 125.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13380 which decreased total open position to 1
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 125.5, which was 0.00 lower than the previous day. The implied volatity was 21.49, 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 125.5, which was 0.00 lower than the previous day. The implied volatity was 3.37, the open interest changed by -3862 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 125.5, which was 0.00 lower than the previous day. The implied volatity was 3.67, 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 125.5, which was 0.00 lower than the previous day. The implied volatity was 4.34, the open interest changed by -42786 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 125.5, which was 0.00 lower than the previous day. The implied volatity was 2.15, 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 125.5, which was 125.50 higher than the previous day. The implied volatity was 2.29, the open interest changed by -4712 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 3.40, the open interest changed by -4771 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
