FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23500 CE | ||||||||||
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Delta: 0.21
Vega: 7.79
Theta: -9.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 35.05 | -52.95 | 11.05 | 3,72,728.125 | 35,193.75 | 46,642.5 | |||
| 13 Nov | 23138.40 | 88 | -152.00 | 15.36 | 1,36,261.875 | 10,001.875 | 11,448.75 | |||
| 12 Nov | 23563.65 | 240 | -310.00 | 14.47 | 4,136.875 | 1,446.875 | 1,446.875 | |||
| 11 Nov | 23959.95 | 550 | 0.00 | 0.00 | 0 | -0.625 | 0 | |||
| 8 Nov | 23834.55 | 550 | 0.00 | 0.00 | 0 | -0.625 | 0 | |||
| 7 Nov | 23966.60 | 550 | -255.00 | 9.39 | 0.625 | -0.625 | 0 | |||
| 6 Nov | 24181.20 | 805 | 411.05 | 12.83 | 1.25 | -0.625 | 0.625 | |||
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| 5 Nov | 24128.90 | 393.95 | 393.95 | - | 2.5 | 1.25 | 1.25 | |||
| 30 Oct | 24037.40 | 0 | 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 23500 expiring on 19NOV2024
Delta for 23500 CE is 0.21
Historical price for 23500 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 35.05, which was -52.95 lower than the previous day. The implied volatity was 11.05, the open interest changed by 56310 which increased total open position to 74628
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 88, which was -152.00 lower than the previous day. The implied volatity was 15.36, the open interest changed by 16003 which increased total open position to 18318
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 240, which was -310.00 lower than the previous day. The implied volatity was 14.47, the open interest changed by 2315 which increased total open position to 2315
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 550, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 550, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 550, which was -255.00 lower than the previous day. The implied volatity was 9.39, the open interest changed by -1 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 805, which was 411.05 higher than the previous day. The implied volatity was 12.83, the open interest changed by -1 which decreased total open position to 1
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 393.95, which was 393.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 30 Oct FINNIFTY was trading at 24037.40. 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 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 23500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 8.52
Theta: -6.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 297.9 | 1.65 | 12.92 | 17,656.875 | -785.625 | 4,857.5 |
| 13 Nov | 23138.40 | 296.25 | 169.60 | 12.22 | 1,40,735.625 | 173.75 | 5,643.125 |
| 12 Nov | 23563.65 | 126.65 | 74.65 | 13.13 | 27,250 | 4,910 | 5,469.375 |
| 11 Nov | 23959.95 | 52 | -45.95 | 15.64 | 1,168.125 | 489.375 | 559.375 |
| 8 Nov | 23834.55 | 97.95 | 21.95 | 14.92 | 171.25 | 38.75 | 70 |
| 7 Nov | 23966.60 | 76 | -12.75 | 15.17 | 52.5 | 30.625 | 31.25 |
| 6 Nov | 24181.20 | 88.75 | -144.95 | 19.14 | 0.625 | 0.625 | 0.625 |
| 5 Nov | 24128.90 | 233.7 | 144.50 | 28.31 | 0.625 | 0 | 0 |
| 30 Oct | 24037.40 | 89.2 | 89.20 | - | 7.5 | 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 23500 expiring on 19NOV2024
Delta for 23500 PE is -0.76
Historical price for 23500 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 297.9, which was 1.65 higher than the previous day. The implied volatity was 12.92, the open interest changed by -1257 which decreased total open position to 7772
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 296.25, which was 169.60 higher than the previous day. The implied volatity was 12.22, the open interest changed by 278 which increased total open position to 9029
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 126.65, which was 74.65 higher than the previous day. The implied volatity was 13.13, the open interest changed by 7856 which increased total open position to 8751
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 52, which was -45.95 lower than the previous day. The implied volatity was 15.64, the open interest changed by 783 which increased total open position to 895
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 97.95, which was 21.95 higher than the previous day. The implied volatity was 14.92, the open interest changed by 62 which increased total open position to 112
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 76, which was -12.75 lower than the previous day. The implied volatity was 15.17, the open interest changed by 49 which increased total open position to 50
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 88.75, which was -144.95 lower than the previous day. The implied volatity was 19.14, the open interest changed by 1 which increased total open position to 1
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 233.7, which was 144.50 higher than the previous day. The implied volatity was 28.31, the open interest changed by 0 which decreased total open position to 0
On 30 Oct FINNIFTY was trading at 24037.40. The strike last trading price was 89.2, which was 89.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
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
