FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:16 PM IST
| FINNIFTY 26NOV2024 23850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 4.92
Theta: -7.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23297.90 | 19.7 | -16.30 | 14.72 | 38,883.125 | -70,892.5 | 1,585 | |||
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| 19 Nov | 23403.05 | 36 | -114.35 | 14.15 | 1,913.75 | -19,199.375 | 784.375 | |||
| 18 Nov | 23257.70 | 150.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 23200.30 | 150.35 | 0.00 | 0.00 | 0 | -4,484.375 | 1.25 | |||
| 13 Nov | 23138.40 | 150.35 | -762.20 | 22.16 | 1.875 | -41,477.5 | 1.25 | |||
| 12 Nov | 23563.65 | 912.55 | 0.00 | - | 0 | -4,651.875 | 0 | |||
| 11 Nov | 23959.95 | 912.55 | 0.00 | - | 0 | 7.5 | 0 | |||
| 8 Nov | 23834.55 | 912.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 912.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 912.55 | 0.00 | - | 0 | -14.375 | 0 | |||
| 5 Nov | 24128.90 | 912.55 | 0.00 | 0.49 | 0 | -1.25 | 0 | |||
| 4 Nov | 23660.25 | 912.55 | 912.55 | 0.37 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 0 | 0.00 | - | 0 | -5,180.625 | 0 | |||
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | -371.25 | 0 | |||
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23850 expiring on 26NOV2024
Delta for 23850 CE is 0.10
Historical price for 23850 CE is as follows
On 21 Nov FINNIFTY was trading at 23297.90. The strike last trading price was 19.7, which was -16.30 lower than the previous day. The implied volatity was 14.72, the open interest changed by -113428 which decreased total open position to 2536
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 36, which was -114.35 lower than the previous day. The implied volatity was 14.15, the open interest changed by -30719 which decreased total open position to 1255
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 150.35, 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 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 150.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7175 which decreased total open position to 2
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 150.35, which was -762.20 lower than the previous day. The implied volatity was 22.16, the open interest changed by -66364 which decreased total open position to 2
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 912.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -7443 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 912.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 912.55, 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 912.55, 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 912.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 912.55, which was 0.00 lower than the previous day. The implied volatity was 0.49, the open interest changed by -2 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 912.55, which was 912.55 higher than the previous day. The implied volatity was 0.37, 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 -8289 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 23850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 6.42
Theta: -5.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23297.90 | 557.05 | 157.05 | 17.96 | 133.125 | -1,281.875 | 43.125 |
| 19 Nov | 23403.05 | 400 | 0.00 | 0.00 | 0 | 0.625 | 0 |
| 18 Nov | 23257.70 | 400 | 0.00 | 0.00 | 0 | -830.625 | 1.25 |
| 14 Nov | 23200.30 | 400 | 0.00 | 0.00 | 0 | 180.625 | 0 |
| 13 Nov | 23138.40 | 400 | 168.70 | - | 2.5 | -21,719.375 | 1.875 |
| 12 Nov | 23563.65 | 231.3 | -95.60 | 8.28 | 3.125 | -18,219.375 | 2.5 |
| 11 Nov | 23959.95 | 326.9 | 51.50 | 21.32 | 0.625 | -8,380.625 | 0 |
| 8 Nov | 23834.55 | 275.4 | 0.00 | 0.57 | 0 | -2,423.125 | 0 |
| 7 Nov | 23966.60 | 275.4 | 275.40 | 1.09 | 0 | -1,676.25 | 0 |
| 6 Nov | 24181.20 | 0 | 0.00 | 2.04 | 0 | -467.5 | 0 |
| 5 Nov | 24128.90 | 0 | 0.00 | 1.91 | 0 | -1.875 | 0 |
| 4 Nov | 23660.25 | 0 | 0.00 | - | 0 | -7,242.5 | 0 |
| 1 Nov | 23947.60 | 0 | 0.00 | 1.22 | 0 | -1.875 | 0 |
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | -2,028.125 | 0 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23850 expiring on 26NOV2024
Delta for 23850 PE is -0.85
Historical price for 23850 PE is as follows
On 21 Nov FINNIFTY was trading at 23297.90. The strike last trading price was 557.05, which was 157.05 higher than the previous day. The implied volatity was 17.96, the open interest changed by -2051 which decreased total open position to 69
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 400, 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 0
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 400, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1329 which decreased total open position to 2
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 400, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 289 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 400, which was 168.70 higher than the previous day. The implied volatity was -, the open interest changed by -34751 which decreased total open position to 3
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 231.3, which was -95.60 lower than the previous day. The implied volatity was 8.28, the open interest changed by -29151 which decreased total open position to 4
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 326.9, which was 51.50 higher than the previous day. The implied volatity was 21.32, the open interest changed by -13409 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 275.4, which was 0.00 lower than the previous day. The implied volatity was 0.57, the open interest changed by -3877 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 275.4, which was 275.40 higher than the previous day. The implied volatity was 1.09, the open interest changed by -2682 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.04, the open interest changed by -748 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.91, the open interest changed by -3 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. 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 -11588 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 1.22, the open interest changed by -3 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
