FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23600 CE | ||||||||||
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Delta: 0.14
Vega: 6.02
Theta: -7.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 22.2 | -38.80 | 11.63 | 2,97,179.375 | 12,310.625 | 23,828.125 | |||
| 13 Nov | 23138.40 | 61 | -119.00 | 15.27 | 1,49,718.125 | 5,805 | 11,517.5 | |||
| 12 Nov | 23563.65 | 180 | -313.30 | 13.96 | 26,056.25 | 5,694.375 | 5,712.5 | |||
| 11 Nov | 23959.95 | 493.3 | 13.30 | 18.20 | 24.375 | 14.375 | 18.125 | |||
| 8 Nov | 23834.55 | 480 | -11.45 | 18.82 | 1.25 | 3.75 | 3.75 | |||
| 7 Nov | 23966.60 | 491.45 | 0.00 | 0.00 | 0 | 0.625 | 0 | |||
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| 6 Nov | 24181.20 | 491.45 | 0.00 | 0.00 | 0 | 0.625 | 0 | |||
| 5 Nov | 24128.90 | 491.45 | 491.45 | - | 4.375 | 0.625 | 0.625 | |||
| 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 23600 expiring on 19NOV2024
Delta for 23600 CE is 0.14
Historical price for 23600 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 22.2, which was -38.80 lower than the previous day. The implied volatity was 11.63, the open interest changed by 19697 which increased total open position to 38125
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 61, which was -119.00 lower than the previous day. The implied volatity was 15.27, the open interest changed by 9288 which increased total open position to 18428
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 180, which was -313.30 lower than the previous day. The implied volatity was 13.96, the open interest changed by 9111 which increased total open position to 9140
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 493.3, which was 13.30 higher than the previous day. The implied volatity was 18.20, the open interest changed by 23 which increased total open position to 29
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 480, which was -11.45 lower than the previous day. The implied volatity was 18.82, the open interest changed by 6 which increased total open position to 6
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 491.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 491.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 491.45, which was 491.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 23600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 6.97
Theta: -3.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 381.15 | 6.15 | 13.38 | 5,491.875 | -210 | 3,844.375 |
| 13 Nov | 23138.40 | 375 | 209.95 | 12.31 | 87,240 | -526.25 | 4,054.375 |
| 12 Nov | 23563.65 | 165.05 | -94.95 | 12.55 | 27,746.875 | 4,580.625 | 4,580.625 |
| 11 Nov | 23959.95 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 260 | 0.00 | 0.00 | 0 | 0 | 0 |
| 23 Oct | 23752.00 | 260 | 0.00 | - | 0 | -0.625 | 0 |
| 22 Oct | 23700.35 | 260 | 260.00 | - | 1.875 | 0.625 | 0.625 |
| 17 Oct | 23583.75 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23600 expiring on 19NOV2024
Delta for 23600 PE is -0.83
Historical price for 23600 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 381.15, which was 6.15 higher than the previous day. The implied volatity was 13.38, the open interest changed by -336 which decreased total open position to 6151
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 375, which was 209.95 higher than the previous day. The implied volatity was 12.31, the open interest changed by -842 which decreased total open position to 6487
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 165.05, which was -94.95 lower than the previous day. The implied volatity was 12.55, the open interest changed by 7329 which increased total open position to 7329
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 260, 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 260, 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 260, 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 260, 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 260, 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 23 Oct FINNIFTY was trading at 23752.00. The strike last trading price was 260, 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 260, which was 260.00 higher 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
