FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 3.72
Theta: -5.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 10.6 | -27.05 | 12.31 | 1,20,381.875 | 2,842.5 | 7,256.25 | |||
| 13 Nov | 23138.40 | 37.65 | -83.35 | 15.82 | 48,355.625 | 3,627.5 | 4,413.75 | |||
| 12 Nov | 23563.65 | 121 | -319.00 | 14.38 | 6,433.75 | 786.25 | 786.25 | |||
| 11 Nov | 23959.95 | 440 | 0.00 | 0.00 | 0 | 1.875 | 0 | |||
| 8 Nov | 23834.55 | 440 | 0.00 | 0.00 | 0 | 1.875 | 0 | |||
| 7 Nov | 23966.60 | 440 | -100.45 | 16.20 | 3.125 | 1.875 | 1.875 | |||
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| 6 Nov | 24181.20 | 540.45 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 5 Nov | 24128.90 | 540.45 | -206.40 | 15.97 | 26.25 | 5 | 5 | |||
| 1 Nov | 23947.60 | 746.85 | 746.85 | - | 0 | 0 | 0 | |||
| 28 Oct | 23861.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 23732.70 | 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 23750 expiring on 19NOV2024
Delta for 23750 CE is 0.07
Historical price for 23750 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 10.6, which was -27.05 lower than the previous day. The implied volatity was 12.31, the open interest changed by 4548 which increased total open position to 11610
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 37.65, which was -83.35 lower than the previous day. The implied volatity was 15.82, the open interest changed by 5804 which increased total open position to 7062
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 121, which was -319.00 lower than the previous day. The implied volatity was 14.38, the open interest changed by 1258 which increased total open position to 1258
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 440, 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 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 440, 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 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 440, which was -100.45 lower than the previous day. The implied volatity was 16.20, the open interest changed by 3 which increased total open position to 3
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 540.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 540.45, which was -206.40 lower than the previous day. The implied volatity was 15.97, the open interest changed by 8 which increased total open position to 8
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 746.85, which was 746.85 higher than the previous day. The implied volatity was -, 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 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 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 23750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 6.86
Theta: -7.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 542.8 | 40.60 | 18.71 | 81.875 | -21.25 | 817.5 |
| 13 Nov | 23138.40 | 502.2 | 248.30 | 11.71 | 4,183.125 | 360 | 838.75 |
| 12 Nov | 23563.65 | 253.9 | 164.85 | 12.74 | 4,880 | 470 | 478.75 |
| 11 Nov | 23959.95 | 89.05 | -97.80 | 13.05 | 11.25 | 8.125 | 8.75 |
| 8 Nov | 23834.55 | 186.85 | 41.15 | 15.08 | 5.625 | 0.625 | 0.625 |
| 7 Nov | 23966.60 | 145.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 145.7 | -322.50 | 18.99 | 0.625 | 0 | 0 |
| 5 Nov | 24128.90 | 468.2 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 468.2 | 0.00 | 1.51 | 0 | 0 | 0 |
| 28 Oct | 23861.85 | 468.2 | 468.20 | - | 0 | 0 | 0 |
| 25 Oct | 23732.70 | 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 23750 expiring on 19NOV2024
Delta for 23750 PE is -0.83
Historical price for 23750 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 542.8, which was 40.60 higher than the previous day. The implied volatity was 18.71, the open interest changed by -34 which decreased total open position to 1308
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 502.2, which was 248.30 higher than the previous day. The implied volatity was 11.71, the open interest changed by 576 which increased total open position to 1342
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 253.9, which was 164.85 higher than the previous day. The implied volatity was 12.74, the open interest changed by 752 which increased total open position to 766
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 89.05, which was -97.80 lower than the previous day. The implied volatity was 13.05, the open interest changed by 13 which increased total open position to 14
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 186.85, which was 41.15 higher than the previous day. The implied volatity was 15.08, the open interest changed by 1 which increased total open position to 1
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 145.7, 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 145.7, which was -322.50 lower than the previous day. The implied volatity was 18.99, 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 468.2, 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 468.2, which was 0.00 lower than the previous day. The implied volatity was 1.51, 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 468.2, which was 468.20 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 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
