FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23450 CE | ||||||||||
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Delta: 0.26
Vega: 8.86
Theta: -11.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 48.35 | -55.65 | 11.27 | 1,30,635 | 6,308.75 | 9,855.625 | |||
| 13 Nov | 23138.40 | 104 | -288.25 | 15.37 | 65,181.875 | 3,546.875 | 3,546.875 | |||
| 12 Nov | 23563.65 | 392.25 | -533.50 | 24.18 | 0.625 | 0 | 0 | |||
| 11 Nov | 23959.95 | 925.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 925.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 925.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 925.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 24128.90 | 925.75 | 925.75 | - | 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 23450 expiring on 19NOV2024
Delta for 23450 CE is 0.26
Historical price for 23450 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 48.35, which was -55.65 lower than the previous day. The implied volatity was 11.27, the open interest changed by 10094 which increased total open position to 15769
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 104, which was -288.25 lower than the previous day. The implied volatity was 15.37, the open interest changed by 5675 which increased total open position to 5675
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 392.25, which was -533.50 lower than the previous day. The implied volatity was 24.18, 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 925.75, 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 925.75, 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 925.75, 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 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 925.75, 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 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 925.75, which was 925.75 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 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 23450 PE | |||||||
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Delta: -0.71
Vega: 9.25
Theta: -7.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 258.8 | -7.60 | 12.68 | 11,969.375 | 63.125 | 1,625.625 |
| 13 Nov | 23138.40 | 266.4 | 156.30 | 12.87 | 86,028.75 | 1,446.875 | 1,562.5 |
| 12 Nov | 23563.65 | 110.1 | 26.10 | 13.38 | 200 | 115.625 | 115.625 |
| 11 Nov | 23959.95 | 84 | 0.00 | 0.00 | 0 | -3.125 | 0 |
| 8 Nov | 23834.55 | 84 | 0.00 | 0.00 | 0 | -3.125 | 0 |
| 7 Nov | 23966.60 | 84 | 0.00 | 0.00 | 0 | -3.125 | 0 |
| 6 Nov | 24181.20 | 84 | -107.10 | 19.84 | 4.375 | -3.125 | 1.25 |
| 5 Nov | 24128.90 | 191.1 | 191.10 | 25.34 | 5.625 | 4.375 | 4.375 |
| 22 Oct | 23700.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 23583.75 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23450 expiring on 19NOV2024
Delta for 23450 PE is -0.71
Historical price for 23450 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 258.8, which was -7.60 lower than the previous day. The implied volatity was 12.68, the open interest changed by 101 which increased total open position to 2601
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 266.4, which was 156.30 higher than the previous day. The implied volatity was 12.87, the open interest changed by 2315 which increased total open position to 2500
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 110.1, which was 26.10 higher than the previous day. The implied volatity was 13.38, the open interest changed by 185 which increased total open position to 185
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 84, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 84, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 84, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 84, which was -107.10 lower than the previous day. The implied volatity was 19.84, the open interest changed by -5 which decreased total open position to 2
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 191.1, which was 191.10 higher than the previous day. The implied volatity was 25.34, the open interest changed by 7 which increased total open position to 7
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
