FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:16 PM IST
| FINNIFTY 26NOV2024 23550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.30
Vega: 9.50
Theta: -15.79
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23297.90 | 75.8 | -29.20 | 14.78 | 53,896.875 | -77,718.75 | 2,798.75 | |||
| 19 Nov | 23403.05 | 105 | -25.00 | 13.93 | 2,951.25 | -16,605.625 | 431.875 | |||
| 18 Nov | 23257.70 | 130 | -425.20 | 16.80 | 2.5 | -12,156.25 | 1.875 | |||
| 14 Nov | 23200.30 | 555.2 | 0.00 | 0.00 | 0 | -3,600 | 1.875 | |||
| 13 Nov | 23138.40 | 555.2 | 0.00 | 0.00 | 0 | 530.625 | 0 | |||
| 12 Nov | 23563.65 | 555.2 | -255.80 | 27.67 | 1.875 | -0.625 | 0 | |||
| 11 Nov | 23959.95 | 811 | 0.00 | 0.00 | 0 | -241.25 | 0 | |||
| 8 Nov | 23834.55 | 811 | 0.00 | 0.00 | 0 | -0.625 | 0 | |||
| 7 Nov | 23966.60 | 811 | 0.00 | 0.00 | 0 | 4.375 | 0 | |||
| 6 Nov | 24181.20 | 811 | 311.00 | 11.51 | 0.625 | 0 | 0.625 | |||
| 5 Nov | 24128.90 | 500 | 500.00 | - | 0.625 | 0 | 0 | |||
| 4 Nov | 23660.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 1 Nov | 23947.60 | 0 | 0.00 | - | 0 | -33.75 | 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 23550 expiring on 26NOV2024
Delta for 23550 CE is 0.30
Historical price for 23550 CE is as follows
On 21 Nov FINNIFTY was trading at 23297.90. The strike last trading price was 75.8, which was -29.20 lower than the previous day. The implied volatity was 14.78, the open interest changed by -124350 which decreased total open position to 4478
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 105, which was -25.00 lower than the previous day. The implied volatity was 13.93, the open interest changed by -26569 which decreased total open position to 691
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 130, which was -425.20 lower than the previous day. The implied volatity was 16.80, the open interest changed by -19450 which decreased total open position to 3
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 555.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5760 which decreased total open position to 3
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 555.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 849 which increased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 555.2, which was -255.80 lower than the previous day. The implied volatity was 27.67, the open interest changed by -1 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 811, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -386 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 811, 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 811, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 811, which was 311.00 higher than the previous day. The implied volatity was 11.51, the open interest changed by 0 which decreased total open position to 1
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 500, which was 500.00 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 -54 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 23550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 9.81
Theta: -11.80
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23297.90 | 313.65 | -12.55 | 16.71 | 2,668.125 | 239.375 | 328.125 |
| 19 Nov | 23403.05 | 326.2 | -53.80 | 17.15 | 312.5 | 89.375 | 90 |
| 18 Nov | 23257.70 | 380 | 68.10 | 17.66 | 1.25 | -2,671.25 | 1.25 |
| 14 Nov | 23200.30 | 311.9 | 0.00 | 0.00 | 0 | 1.25 | 0 |
| 13 Nov | 23138.40 | 311.9 | 122.15 | - | 1.25 | -1,59,166.875 | 0 |
| 12 Nov | 23563.65 | 189.75 | 0.00 | 0.80 | 0 | -7.5 | 0 |
| 11 Nov | 23959.95 | 189.75 | 0.00 | 2.43 | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 189.75 | 0.00 | 1.97 | 0 | -2,613.125 | 0 |
| 7 Nov | 23966.60 | 189.75 | 0.00 | 2.53 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 189.75 | 0.00 | 3.12 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 189.75 | 0.00 | 0.83 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 189.75 | 189.75 | 0.93 | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 0 | 0.00 | 2.41 | 0 | -4,430.625 | 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 23550 expiring on 26NOV2024
Delta for 23550 PE is -0.68
Historical price for 23550 PE is as follows
On 21 Nov FINNIFTY was trading at 23297.90. The strike last trading price was 313.65, which was -12.55 lower than the previous day. The implied volatity was 16.71, the open interest changed by 383 which increased total open position to 525
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 326.2, which was -53.80 lower than the previous day. The implied volatity was 17.15, the open interest changed by 143 which increased total open position to 144
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 380, which was 68.10 higher than the previous day. The implied volatity was 17.66, the open interest changed by -4274 which decreased total open position to 2
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 311.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 311.9, which was 122.15 higher than the previous day. The implied volatity was -, the open interest changed by -254667 which decreased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 189.75, which was 0.00 lower than the previous day. The implied volatity was 0.80, the open interest changed by -12 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 189.75, which was 0.00 lower than the previous day. The implied volatity was 2.43, 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 189.75, which was 0.00 lower than the previous day. The implied volatity was 1.97, the open interest changed by -4181 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 189.75, which was 0.00 lower than the previous day. The implied volatity was 2.53, 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 189.75, which was 0.00 lower than the previous day. The implied volatity was 3.12, 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 189.75, which was 0.00 lower than the previous day. The implied volatity was 0.83, 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 189.75, which was 189.75 higher than the previous day. The implied volatity was 0.93, 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 2.41, the open interest changed by -7089 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
