FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 2.04
Theta: -2.82
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 4.6 | -19.75 | 12.79 | 2,24,369.375 | 3,513.75 | 13,129.375 | |||
| 13 Nov | 23138.40 | 24.35 | -50.65 | 16.67 | 87,996.25 | 6,208.75 | 9,615.625 | |||
| 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 0.03
Historical price for 23900 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 4.6, which was -19.75 lower than the previous day. The implied volatity was 12.79, the open interest changed by 5622 which increased total open position to 21007
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 24.35, which was -50.65 lower than the previous day. The implied volatity was 16.67, the open interest changed by 9934 which increased total open position to 15385
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: -0.86
Vega: 6.09
Theta: -7.53
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 689.1 | 51.35 | 21.62 | 218.75 | -75 | 1,531.875 |
| 13 Nov | 23138.40 | 637.75 | 284.25 | - | 3,818.125 | -662.5 | 1,606.875 |
| 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 -0.86
Historical price for 23900 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 689.1, which was 51.35 higher than the previous day. The implied volatity was 21.62, the open interest changed by -120 which decreased total open position to 2451
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 637.75, which was 284.25 higher than the previous day. The implied volatity was -, the open interest changed by -1060 which decreased total open position to 2571
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
