FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:23 PM IST
| FINNIFTY 26NOV2024 23650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 8.14
Theta: -13.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23305.75 | 50.35 | -31.65 | 14.56 | 51,231.875 | 3,072.5 | 3,630.625 | |||
| 19 Nov | 23403.05 | 82 | -50.30 | 14.61 | 2,757.5 | 547.5 | 548.75 | |||
| 18 Nov | 23257.70 | 132.3 | -378.85 | 19.63 | 0.625 | 0 | 0.625 | |||
| 14 Nov | 23200.30 | 511.15 | 0.00 | 0.00 | 0 | 0 | 0.625 | |||
| 13 Nov | 23138.40 | 511.15 | 0.00 | 0.00 | 0 | 0.625 | 0 | |||
| 12 Nov | 23563.65 | 511.15 | -540.50 | 27.02 | 0.625 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1051.65 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1051.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1051.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 1051.65 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 24128.90 | 1051.65 | 0.00 | - | 0 | 18,340.625 | 0 | |||
| 4 Nov | 23660.25 | 1051.65 | 1051.65 | - | 0 | -293.125 | 0 | |||
| 1 Nov | 23947.60 | 0 | 0.00 | - | 0 | 0 | 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 23650 expiring on 26NOV2024
Delta for 23650 CE is 0.22
Historical price for 23650 CE is as follows
On 21 Nov FINNIFTY was trading at 23305.75. The strike last trading price was 50.35, which was -31.65 lower than the previous day. The implied volatity was 14.56, the open interest changed by 4916 which increased total open position to 5809
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 82, which was -50.30 lower than the previous day. The implied volatity was 14.61, the open interest changed by 876 which increased total open position to 878
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 132.3, which was -378.85 lower than the previous day. The implied volatity was 19.63, the open interest changed by 0 which decreased total open position to 1
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 511.15, 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 1
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 511.15, 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 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 511.15, which was -540.50 lower than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 1051.65, 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 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 1051.65, 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 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 1051.65, 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 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 1051.65, 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 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 1051.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 29345 which increased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 1051.65, which was 1051.65 higher than the previous day. The implied volatity was -, the open interest changed by -469 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 0 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 23650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.74
Vega: 8.85
Theta: -10.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23305.75 | 383.75 | -16.45 | 17.10 | 329.375 | 6.25 | 184.375 |
| 19 Nov | 23403.05 | 400.2 | 184.60 | 18.17 | 324.375 | -1,031.25 | 179.375 |
| 18 Nov | 23257.70 | 215.6 | 0.00 | - | 0 | -1,346.875 | 0 |
| 14 Nov | 23200.30 | 215.6 | 0.00 | - | 0 | 468.125 | 0 |
| 13 Nov | 23138.40 | 215.6 | 0.00 | - | 0 | 892.5 | 0 |
| 12 Nov | 23563.65 | 215.6 | 0.00 | 0.28 | 0 | 5.625 | 0 |
| 11 Nov | 23959.95 | 215.6 | 0.00 | 1.96 | 0 | 2.5 | 0 |
| 8 Nov | 23834.55 | 215.6 | 0.00 | 1.54 | 0 | -0.625 | 0 |
| 7 Nov | 23966.60 | 215.6 | 0.00 | 2.08 | 0 | -0.625 | 0 |
| 6 Nov | 24181.20 | 215.6 | 0.00 | 2.86 | 0 | -43,474.375 | 0 |
| 5 Nov | 24128.90 | 215.6 | 0.00 | 0.53 | 0 | 19,430 | 0 |
| 4 Nov | 23660.25 | 215.6 | 215.60 | 0.52 | 0 | -4,578.75 | 0 |
| 1 Nov | 23947.60 | 0 | 0.00 | 2.02 | 0 | -4,620.625 | 0 |
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | -1,546.25 | 0 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23650 expiring on 26NOV2024
Delta for 23650 PE is -0.74
Historical price for 23650 PE is as follows
On 21 Nov FINNIFTY was trading at 23305.75. The strike last trading price was 383.75, which was -16.45 lower than the previous day. The implied volatity was 17.10, the open interest changed by 10 which increased total open position to 295
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 400.2, which was 184.60 higher than the previous day. The implied volatity was 18.17, the open interest changed by -1650 which decreased total open position to 287
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 215.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2155 which decreased total open position to 0
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 215.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 749 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 215.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1428 which increased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 215.6, which was 0.00 lower than the previous day. The implied volatity was 0.28, the open interest changed by 9 which increased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 215.6, which was 0.00 lower than the previous day. The implied volatity was 1.96, the open interest changed by 4 which increased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 215.6, which was 0.00 lower than the previous day. The implied volatity was 1.54, 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 215.6, which was 0.00 lower than the previous day. The implied volatity was 2.08, 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 215.6, which was 0.00 lower than the previous day. The implied volatity was 2.86, the open interest changed by -69559 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 215.6, which was 0.00 lower than the previous day. The implied volatity was 0.53, the open interest changed by 31088 which increased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 215.6, which was 215.60 higher than the previous day. The implied volatity was 0.52, the open interest changed by -7326 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 2.02, the open interest changed by -7393 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
