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Related Pages for FINNIFTY
[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services
23563.65 -396.30 (-1.65%)

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Historical option data for FINNIFTY

12 Nov 2024 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
FINNIFTY 19NOV2024 23900 CE
Delta: 0.26
Vega: 10.68
Theta: -12.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Nov 23563.65 75 -171.95 14.44 29,695 3,222.5 3,406.875
11 Nov 23959.95 246.95 26.95 14.22 976.25 109.375 184.375
8 Nov 23834.55 220 -129.35 13.71 252.5 74.375 75
7 Nov 23966.60 349.35 -316.85 16.22 16.25 0.625 0.625
6 Nov 24181.20 666.2 0.00 - 0 0 0
5 Nov 24128.90 666.2 0.00 - 0 0 0
4 Nov 23660.25 666.2 0.00 0.93 0 0 0
1 Nov 23947.60 666.2 0.00 - 0 0 0
28 Oct 23861.85 666.2 0.00 - 0 0 0
25 Oct 23732.70 666.2 0.00 - 0 0 0
23 Oct 23752.00 666.2 0.00 - 0 0 0
22 Oct 23700.35 666.2 0.00 - 0 0 0
16 Oct 23882.35 666.2 - 0 0 0

For Nifty Financial Services - strike price 23900 expiring on 19NOV2024

Delta for 23900 CE is 0.26

Historical price for 23900 CE is as follows

On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 75, which was -171.95 lower than the previous day. The implied volatity was 14.44, the open interest changed by 5156 which increased total open position to 5451


On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 246.95, which was 26.95 higher than the previous day. The implied volatity was 14.22, the open interest changed by 175 which increased total open position to 295


On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 220, which was -129.35 lower than the previous day. The implied volatity was 13.71, the open interest changed by 119 which increased total open position to 120


On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 349.35, which was -316.85 lower than the previous day. The implied volatity was 16.22, the open interest changed by 1 which increased total open position to 1


On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 666.2, 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 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 666.2, 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 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 666.2, which was 0.00 lower than the previous day. The implied volatity was 0.93, 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 666.2, 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 28 Oct FINNIFTY was trading at 23861.85. The strike last trading price was 666.2, 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 25 Oct FINNIFTY was trading at 23732.70. The strike last trading price was 666.2, 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 23 Oct FINNIFTY was trading at 23752.00. The strike last trading price was 666.2, 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 22 Oct FINNIFTY was trading at 23700.35. The strike last trading price was 666.2, 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 16 Oct FINNIFTY was trading at 23882.35. The strike last trading price was 666.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


FINNIFTY 19NOV2024 23900 PE
Delta: -0.78
Vega: 9.78
Theta: -3.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Nov 23563.65 353.5 198.50 12.07 21,568.125 1,920.625 2,269.375
11 Nov 23959.95 155 -96.95 13.84 1,294.375 316.25 348.75
8 Nov 23834.55 251.95 47.15 14.89 143.75 32.5 32.5
7 Nov 23966.60 204.8 0.00 0.00 0 0 0
6 Nov 24181.20 204.8 -111.30 19.71 0.625 0 0
5 Nov 24128.90 316.1 0.00 0.00 0 0.625 0
4 Nov 23660.25 316.1 -35.10 12.22 0.625 0.625 0.625
1 Nov 23947.60 351.2 -185.30 20.23 0.625 0 0
28 Oct 23861.85 536.5 0.00 - 0 0 0
25 Oct 23732.70 536.5 0.00 - 0 0 0
23 Oct 23752.00 536.5 0.00 - 0 0 0
22 Oct 23700.35 536.5 536.50 - 0 0 0
16 Oct 23882.35 0 - 0 0 0

For Nifty Financial Services - strike price 23900 expiring on 19NOV2024

Delta for 23900 PE is -0.78

Historical price for 23900 PE is as follows

On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 353.5, which was 198.50 higher than the previous day. The implied volatity was 12.07, the open interest changed by 3073 which increased total open position to 3631


On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 155, which was -96.95 lower than the previous day. The implied volatity was 13.84, the open interest changed by 506 which increased total open position to 558


On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 251.95, which was 47.15 higher than the previous day. The implied volatity was 14.89, the open interest changed by 52 which increased total open position to 52


On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 204.8, 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 204.8, which was -111.30 lower than the previous day. The implied volatity was 19.71, 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 316.1, 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 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 316.1, which was -35.10 lower than the previous day. The implied volatity was 12.22, the open interest changed by 1 which increased total open position to 1


On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 351.2, which was -185.30 lower than the previous day. The implied volatity was 20.23, 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 536.5, 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 536.5, 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 536.5, 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 536.5, which was 536.50 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