FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23350 CE | ||||||||||
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Delta: 0.38
Vega: 10.33
Theta: -14.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 79.55 | -63.85 | 11.26 | 1,65,879.375 | 4,175 | 6,351.25 | |||
| 13 Nov | 23138.40 | 143.4 | -847.10 | 15.52 | 45,350.625 | 2,176.25 | 2,176.25 | |||
| 12 Nov | 23563.65 | 990.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 23959.95 | 990.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 990.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 990.5 | 990.50 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 23583.75 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23350 expiring on 19NOV2024
Delta for 23350 CE is 0.38
Historical price for 23350 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 79.55, which was -63.85 lower than the previous day. The implied volatity was 11.26, the open interest changed by 6680 which increased total open position to 10162
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 143.4, which was -847.10 lower than the previous day. The implied volatity was 15.52, the open interest changed by 3482 which increased total open position to 3482
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 990.5, 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 990.5, 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 990.5, 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 990.5, which was 990.50 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct FINNIFTY was trading at 23583.75. 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 23350 PE | |||||||
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Delta: -0.61
Vega: 10.42
Theta: -8.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 189.3 | -14.60 | 12.40 | 61,046.25 | 115 | 2,036.875 |
| 13 Nov | 23138.40 | 203.9 | 122.30 | 13.02 | 1,03,685 | 1,864.375 | 1,921.875 |
| 12 Nov | 23563.65 | 81.6 | 7.25 | 13.77 | 80 | 56.875 | 57.5 |
| 11 Nov | 23959.95 | 74.35 | 0.00 | 20.59 | 0.625 | 0.625 | 0.625 |
| 8 Nov | 23834.55 | 74.35 | -240.25 | 16.70 | 0.625 | 0 | 0 |
| 7 Nov | 23966.60 | 314.6 | 314.60 | 3.95 | 0 | 0 | 0 |
| 22 Oct | 23700.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 23583.75 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23350 expiring on 19NOV2024
Delta for 23350 PE is -0.61
Historical price for 23350 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 189.3, which was -14.60 lower than the previous day. The implied volatity was 12.40, the open interest changed by 184 which increased total open position to 3259
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 203.9, which was 122.30 higher than the previous day. The implied volatity was 13.02, the open interest changed by 2983 which increased total open position to 3075
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 81.6, which was 7.25 higher than the previous day. The implied volatity was 13.77, the open interest changed by 91 which increased total open position to 92
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 74.35, which was 0.00 lower than the previous day. The implied volatity was 20.59, 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 74.35, which was -240.25 lower than the previous day. The implied volatity was 16.70, 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 314.6, which was 314.60 higher than the previous day. The implied volatity was 3.95, 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct FINNIFTY was trading at 23583.75. 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
