FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 04:13 PM IST
| FINNIFTY 26NOV2024 23450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.38
Vega: 10.35
Theta: -16.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23273.45 | 96 | -46.50 | 13.63 | 92,513.75 | 2,398.125 | 3,661.25 | |||
| 19 Nov | 23403.05 | 142.5 | 0.45 | 13.86 | 11,954.375 | 1,259.375 | 1,277.5 | |||
| 18 Nov | 23257.70 | 142.05 | 0.10 | 14.89 | 42.5 | -9,851.25 | 18.125 | |||
| 14 Nov | 23200.30 | 141.95 | -83.95 | 12.18 | 20 | -3,420 | 16.25 | |||
| 13 Nov | 23138.40 | 225.9 | -975.20 | 16.68 | 70 | 7.5 | 7.5 | |||
| 12 Nov | 23563.65 | 1201.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 23959.95 | 1201.1 | 0.00 | - | 0 | -80.625 | 0 | |||
| 8 Nov | 23834.55 | 1201.1 | 0.00 | - | 0 | -81.875 | 0 | |||
| 7 Nov | 23966.60 | 1201.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 1201.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 1201.1 | 1201.10 | - | 0 | 0 | 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 23450 expiring on 26NOV2024
Delta for 23450 CE is 0.38
Historical price for 23450 CE is as follows
On 21 Nov FINNIFTY was trading at 23273.45. The strike last trading price was 96, which was -46.50 lower than the previous day. The implied volatity was 13.63, the open interest changed by 3837 which increased total open position to 5858
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 142.5, which was 0.45 higher than the previous day. The implied volatity was 13.86, the open interest changed by 2015 which increased total open position to 2044
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 142.05, which was 0.10 higher than the previous day. The implied volatity was 14.89, the open interest changed by -15762 which decreased total open position to 29
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 141.95, which was -83.95 lower than the previous day. The implied volatity was 12.18, the open interest changed by -5472 which decreased total open position to 26
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 225.9, which was -975.20 lower than the previous day. The implied volatity was 16.68, the open interest changed by 12 which increased total open position to 12
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1201.1, 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 1201.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -129 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 1201.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -131 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 1201.1, 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 1201.1, 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 1201.1, which was 1201.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 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 23450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 10.55
Theta: -14.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23273.45 | 254.5 | -1.95 | 17.24 | 12,185 | -2,47,358.75 | 925 |
| 19 Nov | 23403.05 | 256.45 | -11.75 | 16.66 | 11,109.375 | -616.875 | 1,136.875 |
| 18 Nov | 23257.70 | 268.2 | 2.05 | 13.95 | 23.75 | 8.125 | 9.375 |
| 14 Nov | 23200.30 | 266.15 | 0.00 | 0.00 | 0 | 1,443.125 | 0 |
| 13 Nov | 23138.40 | 266.15 | 100.05 | 14.40 | 1.25 | -117.5 | 0 |
| 12 Nov | 23563.65 | 166.1 | 0.00 | 0.95 | 0 | 0 | 0 |
| 11 Nov | 23959.95 | 166.1 | 0.00 | 2.00 | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 166.1 | 0.00 | 2.26 | 0 | -1,633.75 | 0 |
| 7 Nov | 23966.60 | 166.1 | 0.00 | 2.98 | 0 | -546.875 | 0 |
| 6 Nov | 24181.20 | 166.1 | 0.00 | 3.53 | 0 | -173.75 | 0 |
| 5 Nov | 24128.90 | 166.1 | 0.00 | 2.79 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 166.1 | 166.10 | 1.37 | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 0 | 0.00 | 2.66 | 0 | -2,276.875 | 0 |
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | -1,008.125 | 0 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23450 expiring on 26NOV2024
Delta for 23450 PE is -0.60
Historical price for 23450 PE is as follows
On 21 Nov FINNIFTY was trading at 23273.45. The strike last trading price was 254.5, which was -1.95 lower than the previous day. The implied volatity was 17.24, the open interest changed by -395774 which decreased total open position to 1480
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 256.45, which was -11.75 lower than the previous day. The implied volatity was 16.66, the open interest changed by -987 which decreased total open position to 1819
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 268.2, which was 2.05 higher than the previous day. The implied volatity was 13.95, the open interest changed by 13 which increased total open position to 15
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 266.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2309 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 266.15, which was 100.05 higher than the previous day. The implied volatity was 14.40, the open interest changed by -188 which decreased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 166.1, which was 0.00 lower than the previous day. The implied volatity was 0.95, 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 166.1, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 166.1, which was 0.00 lower than the previous day. The implied volatity was 2.26, the open interest changed by -2614 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 166.1, which was 0.00 lower than the previous day. The implied volatity was 2.98, the open interest changed by -875 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 166.1, which was 0.00 lower than the previous day. The implied volatity was 3.53, the open interest changed by -278 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 166.1, which was 0.00 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 166.1, which was 166.10 higher than the previous day. The implied volatity was 1.37, 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 2.66, the open interest changed by -3643 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
