FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:01 PM IST
| FINNIFTY 26NOV2024 23350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 10.95
Theta: -19.44
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23310.35 | 161.7 | -35.30 | 15.08 | 97,298.75 | 3,653.125 | 4,140 | |||
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| 19 Nov | 23403.05 | 197 | 1.90 | 14.44 | 4,622.5 | 425 | 478.125 | |||
| 18 Nov | 23257.70 | 195.1 | -13.90 | 15.49 | 270 | -6,246.25 | 54.375 | |||
| 14 Nov | 23200.30 | 209 | -1070.15 | 13.95 | 7.5 | -2,136.25 | 5 | |||
| 13 Nov | 23138.40 | 1279.15 | 0.00 | 1.05 | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 1279.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1279.15 | 0.00 | - | 0 | 7.5 | 0 | |||
| 8 Nov | 23834.55 | 1279.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1279.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 1279.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 1279.15 | 1279.15 | - | 0 | -165.625 | 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 | |||
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23350 expiring on 26NOV2024
Delta for 23350 CE is 0.50
Historical price for 23350 CE is as follows
On 21 Nov FINNIFTY was trading at 23310.35. The strike last trading price was 161.7, which was -35.30 lower than the previous day. The implied volatity was 15.08, the open interest changed by 5845 which increased total open position to 6624
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 197, which was 1.90 higher than the previous day. The implied volatity was 14.44, the open interest changed by 680 which increased total open position to 765
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 195.1, which was -13.90 lower than the previous day. The implied volatity was 15.49, the open interest changed by -9994 which decreased total open position to 87
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 209, which was -1070.15 lower than the previous day. The implied volatity was 13.95, the open interest changed by -3418 which decreased total open position to 8
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 1279.15, which was 0.00 lower than the previous day. The implied volatity was 1.05, 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 1279.15, 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 1279.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 1279.15, 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 1279.15, 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 1279.15, 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 1279.15, which was 1279.15 higher than the previous day. The implied volatity was -, the open interest changed by -265 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 23350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 10.95
Theta: -14.87
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23310.35 | 187.05 | -12.85 | 16.75 | 52,938.125 | 2,185 | 2,836.875 |
| 19 Nov | 23403.05 | 199.9 | -50.10 | 16.34 | 6,653.75 | -2,491.875 | 654.375 |
| 18 Nov | 23257.70 | 250 | -108.35 | 16.81 | 436.25 | 119.375 | 121.875 |
| 14 Nov | 23200.30 | 358.35 | 0.00 | 0.00 | 0 | 1,851.25 | 0 |
| 13 Nov | 23138.40 | 358.35 | 213.65 | 17.05 | 15.625 | -96,070.625 | 1.25 |
| 12 Nov | 23563.65 | 144.7 | 0.00 | 1.51 | 0 | -1.25 | 0 |
| 11 Nov | 23959.95 | 144.7 | 0.00 | 3.44 | 0 | -0.625 | 0 |
| 8 Nov | 23834.55 | 144.7 | 0.00 | 2.82 | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 144.7 | 0.00 | 3.42 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 144.7 | 0.00 | 3.95 | 0 | -40,185 | 0 |
| 5 Nov | 24128.90 | 144.7 | 0.00 | 1.44 | 0 | -15,380.625 | 0 |
| 4 Nov | 23660.25 | 144.7 | 144.70 | 1.81 | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 0 | 0.00 | 3.03 | 0 | -1,919.375 | 0 |
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | -987.5 | 0 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23350 expiring on 26NOV2024
Delta for 23350 PE is -0.50
Historical price for 23350 PE is as follows
On 21 Nov FINNIFTY was trading at 23310.35. The strike last trading price was 187.05, which was -12.85 lower than the previous day. The implied volatity was 16.75, the open interest changed by 3496 which increased total open position to 4539
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 199.9, which was -50.10 lower than the previous day. The implied volatity was 16.34, the open interest changed by -3987 which decreased total open position to 1047
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 250, which was -108.35 lower than the previous day. The implied volatity was 16.81, the open interest changed by 191 which increased total open position to 195
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 358.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2962 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 358.35, which was 213.65 higher than the previous day. The implied volatity was 17.05, the open interest changed by -153713 which decreased total open position to 2
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 144.7, which was 0.00 lower than the previous day. The implied volatity was 1.51, the open interest changed by -2 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 144.7, which was 0.00 lower than the previous day. The implied volatity was 3.44, the open interest changed by -1 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 144.7, which was 0.00 lower than the previous day. The implied volatity was 2.82, 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 144.7, which was 0.00 lower than the previous day. The implied volatity was 3.42, 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 144.7, which was 0.00 lower than the previous day. The implied volatity was 3.95, the open interest changed by -64296 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 144.7, which was 0.00 lower than the previous day. The implied volatity was 1.44, the open interest changed by -24609 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 144.7, which was 144.70 higher than the previous day. The implied volatity was 1.81, 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 3.03, the open interest changed by -3071 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
