FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23400 CE | ||||||||||
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Delta: 0.32
Vega: 9.68
Theta: -12.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 23200.30 | 62.25 | -60.55 | 11.23 | 2,58,188.125 | 7,083.75 | 14,007.5 | |||
| 13 Nov | 23138.40 | 122.8 | -835.00 | 15.46 | 1,16,187.5 | 6,923.75 | 6,923.75 | |||
| 12 Nov | 23563.65 | 957.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 957.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 957.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 957.8 | 957.80 | - | 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 23400 expiring on 19NOV2024
Delta for 23400 CE is 0.32
Historical price for 23400 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 62.25, which was -60.55 lower than the previous day. The implied volatity was 11.23, the open interest changed by 11334 which increased total open position to 22412
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 122.8, which was -835.00 lower than the previous day. The implied volatity was 15.46, the open interest changed by 11078 which increased total open position to 11078
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 957.8, 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 957.8, 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 957.8, 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 957.8, which was 957.80 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 23400 PE | |||||||
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Delta: -0.67
Vega: 9.86
Theta: -7.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 220 | -17.90 | 12.25 | 54,933.125 | -896.875 | 5,026.25 |
| 13 Nov | 23138.40 | 237.9 | 149.60 | 13.30 | 1,90,984.375 | 4,678.75 | 5,923.125 |
| 12 Nov | 23563.65 | 88.3 | 44.80 | 13.01 | 6,865.625 | 1,163.75 | 1,244.375 |
| 11 Nov | 23959.95 | 43.5 | -26.40 | 16.10 | 100.625 | 80 | 80.625 |
| 8 Nov | 23834.55 | 69.9 | 0.00 | 14.51 | 0.625 | 0.625 | 0.625 |
| 7 Nov | 23966.60 | 69.9 | 69.90 | 0.00 | 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 23400 expiring on 19NOV2024
Delta for 23400 PE is -0.67
Historical price for 23400 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 220, which was -17.90 lower than the previous day. The implied volatity was 12.25, the open interest changed by -1435 which decreased total open position to 8042
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 237.9, which was 149.60 higher than the previous day. The implied volatity was 13.30, the open interest changed by 7486 which increased total open position to 9477
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 88.3, which was 44.80 higher than the previous day. The implied volatity was 13.01, the open interest changed by 1862 which increased total open position to 1991
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 43.5, which was -26.40 lower than the previous day. The implied volatity was 16.10, the open interest changed by 128 which increased total open position to 129
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 69.9, which was 0.00 lower than the previous day. The implied volatity was 14.51, the open interest changed by 1 which increased total open position to 1
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 69.9, which was 69.90 higher than the previous day. The implied volatity was 0.00, 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
