FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 23950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 1.77
Theta: -2.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 23200.30 | 3.85 | -17.45 | 13.02 | 1,22,725.625 | 3,566.875 | 7,398.125 | |||
| 13 Nov | 23138.40 | 21.3 | -44.50 | 16.97 | 54,180.625 | 2,773.75 | 3,831.25 | |||
| 12 Nov | 23563.65 | 65.8 | -144.20 | 14.73 | 10,827.5 | 972.5 | 1,057.5 | |||
| 11 Nov | 23959.95 | 210 | 10.00 | 13.52 | 311.875 | 65.625 | 85 | |||
| 8 Nov | 23834.55 | 200 | -120.95 | 13.91 | 45 | 15.625 | 19.375 | |||
| 7 Nov | 23966.60 | 320.95 | -149.05 | 16.02 | 26.875 | 3.125 | 3.75 | |||
| 6 Nov | 24181.20 | 470 | 0.00 | 14.83 | 0.625 | 0.625 | 0.625 | |||
| 5 Nov | 24128.90 | 470 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 470 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 470 | 470.00 | 0.00 | 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 23950 expiring on 19NOV2024
Delta for 23950 CE is 0.03
Historical price for 23950 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 3.85, which was -17.45 lower than the previous day. The implied volatity was 13.02, the open interest changed by 5707 which increased total open position to 11837
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 21.3, which was -44.50 lower than the previous day. The implied volatity was 16.97, the open interest changed by 4438 which increased total open position to 6130
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 65.8, which was -144.20 lower than the previous day. The implied volatity was 14.73, the open interest changed by 1556 which increased total open position to 1692
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 210, which was 10.00 higher than the previous day. The implied volatity was 13.52, the open interest changed by 105 which increased total open position to 136
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 200, which was -120.95 lower than the previous day. The implied volatity was 13.91, the open interest changed by 25 which increased total open position to 31
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 320.95, which was -149.05 lower than the previous day. The implied volatity was 16.02, the open interest changed by 5 which increased total open position to 6
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 470, which was 0.00 lower than the previous day. The implied volatity was 14.83, the open interest changed by 1 which increased total open position to 1
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 470, 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 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 470, 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 470, which was 470.00 higher 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 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 23950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 6.24
Theta: -8.93
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 734.35 | 46.35 | 23.36 | 46.25 | -42.5 | 605.625 |
| 13 Nov | 23138.40 | 688 | 289.45 | - | 749.375 | 113.75 | 648.125 |
| 12 Nov | 23563.65 | 398.55 | 231.20 | 12.65 | 8,001.875 | 315 | 534.375 |
| 11 Nov | 23959.95 | 167.35 | -72.65 | 13.11 | 744.375 | 215 | 219.375 |
| 8 Nov | 23834.55 | 240 | 45.95 | 12.56 | 20 | 4.375 | 4.375 |
| 7 Nov | 23966.60 | 194.05 | -366.50 | 14.19 | 1.25 | 0 | 0 |
| 6 Nov | 24181.20 | 560.55 | 0.00 | 1.48 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 560.55 | 0.00 | 1.46 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 560.55 | 0.00 | 0.13 | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 560.55 | 0.00 | 0.61 | 0 | 0 | 0 |
| 28 Oct | 23861.85 | 560.55 | 560.55 | - | 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 23950 expiring on 19NOV2024
Delta for 23950 PE is -0.85
Historical price for 23950 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 734.35, which was 46.35 higher than the previous day. The implied volatity was 23.36, the open interest changed by -68 which decreased total open position to 969
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 688, which was 289.45 higher than the previous day. The implied volatity was -, the open interest changed by 182 which increased total open position to 1037
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 398.55, which was 231.20 higher than the previous day. The implied volatity was 12.65, the open interest changed by 504 which increased total open position to 855
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 167.35, which was -72.65 lower than the previous day. The implied volatity was 13.11, the open interest changed by 344 which increased total open position to 351
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 240, which was 45.95 higher than the previous day. The implied volatity was 12.56, the open interest changed by 7 which increased total open position to 7
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 194.05, which was -366.50 lower than the previous day. The implied volatity was 14.19, 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 560.55, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 560.55, which was 0.00 lower than the previous day. The implied volatity was 1.46, 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 560.55, which was 0.00 lower than the previous day. The implied volatity was 0.13, 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 560.55, which was 0.00 lower than the previous day. The implied volatity was 0.61, 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 560.55, which was 560.55 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 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
