FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23850 CE | ||||||||||
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Delta: 0.04
Vega: 2.51
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 23200.30 | 6.1 | -20.10 | 12.63 | 1,35,430.625 | 7,216.25 | 11,720.625 | |||
| 13 Nov | 23138.40 | 26.2 | -60.80 | 16.05 | 49,840 | 3,091.25 | 4,504.375 | |||
| 12 Nov | 23563.65 | 87 | -203.30 | 14.28 | 9,456.25 | 1,351.875 | 1,413.125 | |||
| 11 Nov | 23959.95 | 290.3 | 49.15 | 15.26 | 156.25 | 56.25 | 61.25 | |||
| 8 Nov | 23834.55 | 241.15 | -451.30 | 13.47 | 8.125 | 5 | 5 | |||
| 7 Nov | 23966.60 | 692.45 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 692.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 692.45 | 0.00 | 1.26 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 692.45 | 692.45 | - | 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 | |||
| 16 Oct | 23882.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23850 expiring on 19NOV2024
Delta for 23850 CE is 0.04
Historical price for 23850 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 6.1, which was -20.10 lower than the previous day. The implied volatity was 12.63, the open interest changed by 11546 which increased total open position to 18753
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 26.2, which was -60.80 lower than the previous day. The implied volatity was 16.05, the open interest changed by 4946 which increased total open position to 7207
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 87, which was -203.30 lower than the previous day. The implied volatity was 14.28, the open interest changed by 2163 which increased total open position to 2261
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 290.3, which was 49.15 higher than the previous day. The implied volatity was 15.26, the open interest changed by 90 which increased total open position to 98
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 241.15, which was -451.30 lower than the previous day. The implied volatity was 13.47, the open interest changed by 8 which increased total open position to 8
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 692.45, 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 692.45, 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 692.45, which was 0.00 lower than the previous day. The implied volatity was 1.26, 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 692.45, which was 692.45 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 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 23850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 6.50
Theta: -8.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 632.85 | 38.60 | 20.83 | 102.5 | -38.125 | 831.875 |
| 13 Nov | 23138.40 | 594.25 | 277.55 | 11.17 | 2,290.625 | 164.375 | 870 |
| 12 Nov | 23563.65 | 316.7 | 181.60 | 12.18 | 10,730.625 | 581.875 | 705.625 |
| 11 Nov | 23959.95 | 135.1 | -83.50 | 13.94 | 599.375 | 122.5 | 123.75 |
| 8 Nov | 23834.55 | 218.6 | -101.40 | 14.40 | 2.5 | 1.25 | 1.25 |
| 7 Nov | 23966.60 | 320 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 320 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 320 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 320 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Oct | 23861.85 | 320 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 23732.70 | 320 | 0.00 | - | 1.25 | 0 | 0 |
| 23 Oct | 23752.00 | 320 | 0.00 | - | 1.25 | 0 | 0 |
| 22 Oct | 23700.35 | 320 | 320.00 | - | 1.25 | 0 | 0 |
| 16 Oct | 23882.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23850 expiring on 19NOV2024
Delta for 23850 PE is -0.84
Historical price for 23850 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 632.85, which was 38.60 higher than the previous day. The implied volatity was 20.83, the open interest changed by -61 which decreased total open position to 1331
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 594.25, which was 277.55 higher than the previous day. The implied volatity was 11.17, the open interest changed by 263 which increased total open position to 1392
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 316.7, which was 181.60 higher than the previous day. The implied volatity was 12.18, the open interest changed by 931 which increased total open position to 1129
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 135.1, which was -83.50 lower than the previous day. The implied volatity was 13.94, the open interest changed by 196 which increased total open position to 198
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 218.6, which was -101.40 lower than the previous day. The implied volatity was 14.40, the open interest changed by 2 which increased total open position to 2
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 320, 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 320, 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 320, 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 320, 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 320, 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 320, 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 320, 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 320, which was 320.00 higher 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
