FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 5.04
Theta: -6.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 16.3 | -38.20 | 11.64 | 1,15,689.375 | 3,775.625 | 8,777.5 | |||
| 13 Nov | 23138.40 | 54.5 | -108.45 | 15.74 | 75,078.75 | 3,481.25 | 5,001.875 | |||
| 12 Nov | 23563.65 | 162.95 | -270.60 | 14.46 | 12,731.875 | 1,510.625 | 1,520.625 | |||
| 11 Nov | 23959.95 | 433.55 | -224.75 | 16.19 | 39.375 | 10 | 10 | |||
| 8 Nov | 23834.55 | 658.3 | 0.00 | 0.00 | 0 | 0.625 | 0 | |||
| 7 Nov | 23966.60 | 658.3 | 0.00 | 0.00 | 0 | 0.625 | 0 | |||
| 6 Nov | 24181.20 | 658.3 | 276.95 | 9.96 | 0.625 | 0.625 | 0.625 | |||
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| 5 Nov | 24128.90 | 381.35 | 381.35 | 10.10 | 0.625 | 0 | 0 | |||
| 28 Oct | 23861.85 | 0 | 0.00 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 23882.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23650 expiring on 19NOV2024
Delta for 23650 CE is 0.11
Historical price for 23650 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 16.3, which was -38.20 lower than the previous day. The implied volatity was 11.64, the open interest changed by 6041 which increased total open position to 14044
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 54.5, which was -108.45 lower than the previous day. The implied volatity was 15.74, the open interest changed by 5570 which increased total open position to 8003
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 162.95, which was -270.60 lower than the previous day. The implied volatity was 14.46, the open interest changed by 2417 which increased total open position to 2433
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 433.55, which was -224.75 lower than the previous day. The implied volatity was 16.19, the open interest changed by 16 which increased total open position to 16
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 658.3, 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 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 658.3, 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 658.3, which was 276.95 higher than the previous day. The implied volatity was 9.96, 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 381.35, which was 381.35 higher than the previous day. The implied volatity was 10.10, the open interest changed by 0 which decreased total open position to 0
On 28 Oct FINNIFTY was trading at 23861.85. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct FINNIFTY was trading at 23882.35. 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 23650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 7.38
Theta: -6.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 443.45 | 56.40 | 16.34 | 483.125 | -25.625 | 1,349.375 |
| 13 Nov | 23138.40 | 387.05 | 190.60 | - | 22,408.75 | 468.75 | 1,375 |
| 12 Nov | 23563.65 | 196.45 | 113.75 | 12.93 | 10,071.875 | 898.125 | 906.25 |
| 11 Nov | 23959.95 | 82.7 | -67.45 | 14.94 | 6.25 | 6.875 | 8.125 |
| 8 Nov | 23834.55 | 150.15 | -151.60 | 15.34 | 3.125 | 1.25 | 1.25 |
| 7 Nov | 23966.60 | 301.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 301.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 301.75 | -124.20 | 15.36 | 0.625 | 0 | 0 |
| 28 Oct | 23861.85 | 425.95 | 425.95 | - | 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 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 23882.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23650 expiring on 19NOV2024
Delta for 23650 PE is -0.81
Historical price for 23650 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 443.45, which was 56.40 higher than the previous day. The implied volatity was 16.34, the open interest changed by -41 which decreased total open position to 2159
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 387.05, which was 190.60 higher than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 2200
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 196.45, which was 113.75 higher than the previous day. The implied volatity was 12.93, the open interest changed by 1437 which increased total open position to 1450
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 82.7, which was -67.45 lower than the previous day. The implied volatity was 14.94, the open interest changed by 11 which increased total open position to 13
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 150.15, which was -151.60 lower than the previous day. The implied volatity was 15.34, the open interest changed by 2 which increased total open position to 2
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 301.75, 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 301.75, 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 301.75, which was -124.20 lower than the previous day. The implied volatity was 15.36, the open interest changed by 0 which decreased total open position to 0
On 28 Oct FINNIFTY was trading at 23861.85. The strike last trading price was 425.95, which was 425.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct FINNIFTY was trading at 23882.35. 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
