FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 3.04
Theta: -4.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 7.9 | -27.00 | 12.42 | 2,11,411.25 | 9,674.375 | 20,257.5 | |||
| 13 Nov | 23138.40 | 34.9 | -66.90 | 16.46 | 1,02,128.125 | 7,425 | 10,583.125 | |||
| 12 Nov | 23563.65 | 101.8 | -210.00 | 14.23 | 22,151.875 | 2,730.625 | 3,158.125 | |||
| 11 Nov | 23959.95 | 311.8 | 35.85 | 14.57 | 1,574.375 | 423.75 | 427.5 | |||
| 8 Nov | 23834.55 | 275.95 | -89.05 | 13.95 | 15 | 3.75 | 3.75 | |||
| 7 Nov | 23966.60 | 365 | -354.30 | 13.68 | 0.625 | 0 | 0 | |||
| 6 Nov | 24181.20 | 719.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 719.3 | 0.00 | 1.02 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 719.3 | 719.30 | - | 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 | |||
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| 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 23800 expiring on 19NOV2024
Delta for 23800 CE is 0.06
Historical price for 23800 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 7.9, which was -27.00 lower than the previous day. The implied volatity was 12.42, the open interest changed by 15479 which increased total open position to 32412
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 34.9, which was -66.90 lower than the previous day. The implied volatity was 16.46, the open interest changed by 11880 which increased total open position to 16933
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 101.8, which was -210.00 lower than the previous day. The implied volatity was 14.23, the open interest changed by 4369 which increased total open position to 5053
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 311.8, which was 35.85 higher than the previous day. The implied volatity was 14.57, the open interest changed by 678 which increased total open position to 684
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 275.95, which was -89.05 lower than the previous day. The implied volatity was 13.95, the open interest changed by 6 which increased total open position to 6
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 365, which was -354.30 lower than the previous day. The implied volatity was 13.68, 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 719.3, 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 719.3, which was 0.00 lower than the previous day. The implied volatity was 1.02, 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 719.3, which was 719.30 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 23800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 5.14
Theta: -2.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 570.6 | 25.55 | 16.16 | 648.125 | -32.5 | 2,835 |
| 13 Nov | 23138.40 | 545.05 | 260.05 | 10.66 | 6,153.125 | -174.375 | 2,867.5 |
| 12 Nov | 23563.65 | 285 | 167.00 | 12.54 | 25,123.75 | 2,635.625 | 3,041.875 |
| 11 Nov | 23959.95 | 118 | -35.00 | 14.02 | 1,519.375 | 399.375 | 406.25 |
| 8 Nov | 23834.55 | 153 | -337.30 | 11.82 | 36.25 | 6.875 | 6.875 |
| 7 Nov | 23966.60 | 490.3 | 0.00 | 1.36 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 490.3 | 0.00 | 2.24 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 490.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 490.3 | 0.00 | 1.33 | 0 | 0 | 0 |
| 28 Oct | 23861.85 | 490.3 | 490.30 | - | 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 23800 expiring on 19NOV2024
Delta for 23800 PE is -0.89
Historical price for 23800 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 570.6, which was 25.55 higher than the previous day. The implied volatity was 16.16, the open interest changed by -52 which decreased total open position to 4536
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 545.05, which was 260.05 higher than the previous day. The implied volatity was 10.66, the open interest changed by -279 which decreased total open position to 4588
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 285, which was 167.00 higher than the previous day. The implied volatity was 12.54, the open interest changed by 4217 which increased total open position to 4867
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 118, which was -35.00 lower than the previous day. The implied volatity was 14.02, the open interest changed by 639 which increased total open position to 650
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 153, which was -337.30 lower than the previous day. The implied volatity was 11.82, the open interest changed by 11 which increased total open position to 11
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 490.3, which was 0.00 lower than the previous day. The implied volatity was 1.36, 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 490.3, which was 0.00 lower than the previous day. The implied volatity was 2.24, 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 490.3, 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 490.3, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 490.3, which was 490.30 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
