FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23300 CE | ||||||||||
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Delta: 0.44
Vega: 10.72
Theta: -14.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 97.35 | -67.65 | 11.04 | 2,70,537.5 | 5,701.875 | 8,327.5 | |||
| 13 Nov | 23138.40 | 165 | -858.75 | 15.49 | 37,597.5 | 2,625.625 | 2,625.625 | |||
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| 12 Nov | 23563.65 | 1023.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1023.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1023.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1023.75 | 1023.75 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23300 expiring on 19NOV2024
Delta for 23300 CE is 0.44
Historical price for 23300 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 97.35, which was -67.65 lower than the previous day. The implied volatity was 11.04, the open interest changed by 9123 which increased total open position to 13324
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 165, which was -858.75 lower than the previous day. The implied volatity was 15.49, the open interest changed by 4201 which increased total open position to 4201
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1023.75, 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 1023.75, 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 1023.75, 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 1023.75, which was 1023.75 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 23300 PE | |||||||
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Delta: -0.55
Vega: 10.75
Theta: -9.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 160.95 | -20.85 | 12.50 | 1,65,396.25 | -260 | 3,785.625 |
| 13 Nov | 23138.40 | 181.8 | 118.10 | 13.56 | 1,19,233.75 | 2,458.75 | 4,045.625 |
| 12 Nov | 23563.65 | 63.7 | 38.65 | 13.37 | 8,661.25 | 1,470.625 | 1,586.875 |
| 11 Nov | 23959.95 | 25.05 | -22.25 | 15.27 | 269.375 | 73.75 | 116.25 |
| 8 Nov | 23834.55 | 47.3 | -56.40 | 14.42 | 30.625 | 31.25 | 42.5 |
| 7 Nov | 23966.60 | 103.7 | 103.70 | 20.88 | 6.25 | 11.25 | 11.25 |
| 22 Oct | 23700.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23300 expiring on 19NOV2024
Delta for 23300 PE is -0.55
Historical price for 23300 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 160.95, which was -20.85 lower than the previous day. The implied volatity was 12.50, the open interest changed by -416 which decreased total open position to 6057
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 181.8, which was 118.10 higher than the previous day. The implied volatity was 13.56, the open interest changed by 3934 which increased total open position to 6473
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 63.7, which was 38.65 higher than the previous day. The implied volatity was 13.37, the open interest changed by 2353 which increased total open position to 2539
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 25.05, which was -22.25 lower than the previous day. The implied volatity was 15.27, the open interest changed by 118 which increased total open position to 186
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 47.3, which was -56.40 lower than the previous day. The implied volatity was 14.42, the open interest changed by 50 which increased total open position to 68
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 103.7, which was 103.70 higher than the previous day. The implied volatity was 20.88, the open interest changed by 18 which increased total open position to 18
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
