FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 09:31 AM IST
| FINNIFTY 19NOV2024 23700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 7.28
Theta: -12.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23249.15 | 42.95 | -3.05 | 16.05 | 8,768.125 | 937.5 | 10,503.75 | |||
| 13 Nov | 23138.40 | 46 | -91.00 | 15.85 | 89,717.5 | 4,729.375 | 9,566.25 | |||
| 12 Nov | 23563.65 | 137 | -273.00 | 14.11 | 24,763.125 | 4,836.875 | 4,836.875 | |||
| 11 Nov | 23959.95 | 410 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 410 | -40.00 | 15.65 | 0.625 | 0 | 0 | |||
| 7 Nov | 23966.60 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 450 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 450 | 0.00 | 0.00 | 0.625 | 0 | 0 | |||
| 28 Oct | 23861.85 | 450 | 0.00 | - | 0.625 | -0.625 | 0 | |||
| 25 Oct | 23732.70 | 450 | -150.00 | - | 0.625 | 0 | 0.625 | |||
| 24 Oct | 23854.15 | 600 | 0.00 | - | 0 | 0.625 | 0.625 | |||
| 23 Oct | 23752.00 | 600 | 0.00 | - | 0 | 0.625 | 0 | |||
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| 22 Oct | 23700.35 | 600 | 600.00 | - | 0 | 0.625 | 0.625 | |||
| 17 Oct | 23583.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 23882.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23700 expiring on 19NOV2024
Delta for 23700 CE is 0.18
Historical price for 23700 CE is as follows
On 14 Nov FINNIFTY was trading at 23249.15. The strike last trading price was 42.95, which was -3.05 lower than the previous day. The implied volatity was 16.05, the open interest changed by 1500 which increased total open position to 16806
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 46, which was -91.00 lower than the previous day. The implied volatity was 15.85, the open interest changed by 7567 which increased total open position to 15306
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 137, which was -273.00 lower than the previous day. The implied volatity was 14.11, the open interest changed by 7739 which increased total open position to 7739
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 410, 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 410, which was -40.00 lower than the previous day. The implied volatity was 15.65, 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 450, 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 450, 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 450, 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 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 450, 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 28 Oct FINNIFTY was trading at 23861.85. The strike last trading price was 450, 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 25 Oct FINNIFTY was trading at 23732.70. The strike last trading price was 450, which was -150.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct FINNIFTY was trading at 23854.15. The strike last trading price was 600, 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 600, 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 600, which was 600.00 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 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 23700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 8.61
Theta: -11.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23249.15 | 497 | 38.00 | 20.45 | 25.625 | -20 | 4,490.625 |
| 13 Nov | 23138.40 | 459 | 241.65 | 11.97 | 18,220 | -233.125 | 4,510.625 |
| 12 Nov | 23563.65 | 217.35 | 129.50 | 12.31 | 29,094.375 | 4,631.875 | 4,743.75 |
| 11 Nov | 23959.95 | 87.85 | -66.20 | 14.17 | 397.5 | 65 | 111.875 |
| 8 Nov | 23834.55 | 154.05 | 54.05 | 14.36 | 135.625 | 45.625 | 46.875 |
| 7 Nov | 23966.60 | 100 | 10.00 | 13.20 | 9.375 | -0.625 | 1.25 |
| 6 Nov | 24181.20 | 90 | -356.75 | 15.88 | 4.375 | 1.875 | 1.875 |
| 5 Nov | 24128.90 | 446.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 446.75 | 0.00 | 1.79 | 0 | 0 | 0 |
| 28 Oct | 23861.85 | 446.75 | 446.75 | - | 0 | 0 | 0 |
| 25 Oct | 23732.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 23854.15 | 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 23700 expiring on 19NOV2024
Delta for 23700 PE is -0.76
Historical price for 23700 PE is as follows
On 14 Nov FINNIFTY was trading at 23249.15. The strike last trading price was 497, which was 38.00 higher than the previous day. The implied volatity was 20.45, the open interest changed by -32 which decreased total open position to 7185
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 459, which was 241.65 higher than the previous day. The implied volatity was 11.97, the open interest changed by -373 which decreased total open position to 7217
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 217.35, which was 129.50 higher than the previous day. The implied volatity was 12.31, the open interest changed by 7411 which increased total open position to 7590
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 87.85, which was -66.20 lower than the previous day. The implied volatity was 14.17, the open interest changed by 104 which increased total open position to 179
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 154.05, which was 54.05 higher than the previous day. The implied volatity was 14.36, the open interest changed by 73 which increased total open position to 75
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 100, which was 10.00 higher than the previous day. The implied volatity was 13.20, the open interest changed by -1 which decreased total open position to 2
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 90, which was -356.75 lower than the previous day. The implied volatity was 15.88, the open interest changed by 3 which increased total open position to 3
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 446.75, 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 446.75, which was 0.00 lower than the previous day. The implied volatity was 1.79, 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 446.75, which was 446.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct FINNIFTY was trading at 23732.70. 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 24 Oct FINNIFTY was trading at 23854.15. 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
