FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:17 PM IST
| FINNIFTY 26NOV2024 23750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 6.36
Theta: -10.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23297.20 | 30.4 | -29.10 | 14.49 | 42,661.25 | -62,005 | 2,418.125 | |||
| 19 Nov | 23403.05 | 59.5 | -30.50 | 14.79 | 2,218.125 | -18,040 | 455 | |||
| 18 Nov | 23257.70 | 90 | 0.00 | 0.00 | 0 | 0 | 5.625 | |||
| 14 Nov | 23200.30 | 90 | 0.00 | 0.00 | 0 | 1.875 | 0 | |||
| 13 Nov | 23138.40 | 90 | -167.10 | 14.28 | 6.25 | -51,951.875 | 6.875 | |||
| 12 Nov | 23563.65 | 257.1 | -723.70 | 16.14 | 3.75 | -2,799.375 | 3.125 | |||
| 11 Nov | 23959.95 | 980.8 | 0.00 | - | 0 | -2.5 | 0 | |||
| 8 Nov | 23834.55 | 980.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 980.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 980.8 | 0.00 | - | 0 | -1.25 | 0 | |||
| 5 Nov | 24128.90 | 980.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 980.8 | 980.80 | - | 0 | 0 | 0 | |||
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| 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 23750 expiring on 26NOV2024
Delta for 23750 CE is 0.15
Historical price for 23750 CE is as follows
On 21 Nov FINNIFTY was trading at 23297.20. The strike last trading price was 30.4, which was -29.10 lower than the previous day. The implied volatity was 14.49, the open interest changed by -99208 which decreased total open position to 3869
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 59.5, which was -30.50 lower than the previous day. The implied volatity was 14.79, the open interest changed by -28864 which decreased total open position to 728
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 90, 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 9
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 90, which was -167.10 lower than the previous day. The implied volatity was 14.28, the open interest changed by -83123 which decreased total open position to 11
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 257.1, which was -723.70 lower than the previous day. The implied volatity was 16.14, the open interest changed by -4479 which decreased total open position to 5
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 980.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 980.8, 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 980.8, 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 980.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 980.8, 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 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 980.8, which was 980.80 higher 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 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 23750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 7.87
Theta: -9.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23297.20 | 480.1 | 41.25 | 18.53 | 117.5 | 6.875 | 225.625 |
| 19 Nov | 23403.05 | 438.85 | 124.70 | 14.42 | 360.625 | -588.125 | 218.75 |
| 18 Nov | 23257.70 | 314.15 | 0.00 | 0.00 | 0 | 0 | 1.875 |
| 14 Nov | 23200.30 | 314.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 314.15 | 0.00 | - | 1.25 | -476.25 | 2.5 |
| 12 Nov | 23563.65 | 314.15 | 69.95 | 13.20 | 1.25 | -7.5 | 0.625 |
| 11 Nov | 23959.95 | 244.2 | 0.00 | 0.00 | 0 | 5.625 | 0 |
| 8 Nov | 23834.55 | 244.2 | 0.00 | 0.00 | 0 | -1,883.75 | 0.625 |
| 7 Nov | 23966.60 | 244.2 | 0.00 | 0.00 | 0 | 0 | 0.625 |
| 6 Nov | 24181.20 | 244.2 | 0.00 | 0.00 | 0 | 0.625 | 0.625 |
| 5 Nov | 24128.90 | 244.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 244.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 244.2 | 0.00 | 0.00 | 0.625 | 0.625 | 0.625 |
| 31 Oct | 23886.55 | 244.2 | 0.00 | - | 0.625 | 0.625 | 0.625 |
| 30 Oct | 24037.40 | 244.2 | - | 0.625 | 0 | 0 | |
For Nifty Financial Services - strike price 23750 expiring on 26NOV2024
Delta for 23750 PE is -0.79
Historical price for 23750 PE is as follows
On 21 Nov FINNIFTY was trading at 23297.20. The strike last trading price was 480.1, which was 41.25 higher than the previous day. The implied volatity was 18.53, the open interest changed by 11 which increased total open position to 361
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 438.85, which was 124.70 higher than the previous day. The implied volatity was 14.42, the open interest changed by -941 which decreased total open position to 350
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 314.15, 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 3
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 314.15, 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 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 314.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -762 which decreased total open position to 4
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 314.15, which was 69.95 higher than the previous day. The implied volatity was 13.20, the open interest changed by -12 which decreased total open position to 1
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 244.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 244.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3014 which decreased total open position to 1
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 244.2, 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 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 244.2, 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 1
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 244.2, 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 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 244.2, 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 244.2, 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 1
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 244.2, 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 244.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
