FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 6.74
Theta: -8.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 26.2 | -49.60 | 11.09 | 1,35,896.25 | 8,354.375 | 12,057.5 | |||
| 13 Nov | 23138.40 | 75.8 | -129.40 | 15.54 | 85,287.5 | 3,166.25 | 3,703.125 | |||
| 12 Nov | 23563.65 | 205.2 | -234.20 | 13.92 | 2,949.375 | 536.875 | 536.875 | |||
| 11 Nov | 23959.95 | 439.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 439.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 439.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 439.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 439.4 | 439.40 | 6.99 | 0.625 | 0 | 0 | |||
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| 23 Oct | 23752.00 | 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 23550 expiring on 19NOV2024
Delta for 23550 CE is 0.16
Historical price for 23550 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 26.2, which was -49.60 lower than the previous day. The implied volatity was 11.09, the open interest changed by 13367 which increased total open position to 19292
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 75.8, which was -129.40 lower than the previous day. The implied volatity was 15.54, the open interest changed by 5066 which increased total open position to 5925
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 205.2, which was -234.20 lower than the previous day. The implied volatity was 13.92, the open interest changed by 859 which increased total open position to 859
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 439.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 439.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 439.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 439.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 439.4, which was 439.40 higher than the previous day. The implied volatity was 6.99, the open interest changed by 0 which decreased total open position to 0
On 23 Oct FINNIFTY was trading at 23752.00. 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 23550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 7.81
Theta: -5.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 340 | 6.75 | 13.31 | 3,478.75 | -219.375 | 2,671.875 |
| 13 Nov | 23138.40 | 333.25 | 185.25 | 12.07 | 65,096.875 | 1,893.75 | 2,891.25 |
| 12 Nov | 23563.65 | 148 | 98.00 | 13.10 | 9,380 | 997.5 | 997.5 |
| 11 Nov | 23959.95 | 50 | -71.15 | 13.87 | 8.125 | 0 | 0 |
| 8 Nov | 23834.55 | 121.15 | -265.15 | 15.53 | 0.625 | 0 | 0 |
| 7 Nov | 23966.60 | 386.3 | 0.00 | 2.38 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 386.3 | 0.00 | 3.60 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 386.3 | 386.30 | 0.37 | 0 | 0 | 0 |
| 23 Oct | 23752.00 | 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 23550 expiring on 19NOV2024
Delta for 23550 PE is -0.79
Historical price for 23550 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 340, which was 6.75 higher than the previous day. The implied volatity was 13.31, the open interest changed by -351 which decreased total open position to 4275
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 333.25, which was 185.25 higher than the previous day. The implied volatity was 12.07, the open interest changed by 3030 which increased total open position to 4626
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 148, which was 98.00 higher than the previous day. The implied volatity was 13.10, the open interest changed by 1596 which increased total open position to 1596
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 50, which was -71.15 lower than the previous day. The implied volatity was 13.87, 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 121.15, which was -265.15 lower than the previous day. The implied volatity was 15.53, 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 386.3, which was 0.00 lower than the previous day. The implied volatity was 2.38, 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 386.3, which was 0.00 lower than the previous day. The implied volatity was 3.60, 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 386.3, which was 386.30 higher than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 23 Oct FINNIFTY was trading at 23752.00. 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
