FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:49 PM IST
| FINNIFTY 26NOV2024 23950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 3.26
Theta: -5.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 23259.25 | 10.65 | -11.60 | 15.14 | 40,939.375 | -36,138.125 | 1,291.875 | |||
| 19 Nov | 23403.05 | 22.25 | -67.75 | 13.93 | 357.5 | -10,379.375 | 209.375 | |||
| 18 Nov | 23257.70 | 90 | 0.00 | 0.00 | 0 | -7,514.375 | 0.625 | |||
| 14 Nov | 23200.30 | 90 | 0.00 | 0.00 | 0 | 0 | 0.625 | |||
| 13 Nov | 23138.40 | 90 | -757.00 | 17.64 | 1.875 | -1,058.75 | 0.625 | |||
| 12 Nov | 23563.65 | 847 | 0.00 | 1.58 | 0 | 62.5 | 0 | |||
| 11 Nov | 23959.95 | 847 | 0.00 | - | 0 | -19.375 | 0 | |||
| 8 Nov | 23834.55 | 847 | 0.00 | - | 0 | -3,336.875 | 0 | |||
| 7 Nov | 23966.60 | 847 | 0.00 | - | 0 | -646.875 | 0 | |||
| 6 Nov | 24181.20 | 847 | 0.00 | - | 0 | -0.625 | 0 | |||
| 5 Nov | 24128.90 | 847 | 0.00 | 0.88 | 0 | -0.625 | 0 | |||
| 4 Nov | 23660.25 | 847 | 847.00 | 0.78 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23950 expiring on 26NOV2024
Delta for 23950 CE is 0.06
Historical price for 23950 CE is as follows
On 21 Nov FINNIFTY was trading at 23259.25. The strike last trading price was 10.65, which was -11.60 lower than the previous day. The implied volatity was 15.14, the open interest changed by -57821 which decreased total open position to 2067
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 22.25, which was -67.75 lower than the previous day. The implied volatity was 13.93, the open interest changed by -16607 which decreased total open position to 335
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -12023 which decreased total open position to 1
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 90, 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 1
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 90, which was -757.00 lower than the previous day. The implied volatity was 17.64, the open interest changed by -1694 which decreased total open position to 1
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 847, which was 0.00 lower than the previous day. The implied volatity was 1.58, the open interest changed by 100 which increased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 847, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 847, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -5339 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 847, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1035 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 847, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 847, which was 0.00 lower than the previous day. The implied volatity was 0.88, the open interest changed by -1 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 847, which was 847.00 higher than the previous day. The implied volatity was 0.78, 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 0 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 23950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23259.25 | 409.55 | 0.00 | 0.00 | 0 | 65 | 0 |
| 19 Nov | 23403.05 | 409.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23257.70 | 409.55 | 0.00 | 0.00 | 0 | -604.375 | 0.625 |
| 14 Nov | 23200.30 | 409.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 409.55 | 118.55 | - | 0.625 | -24,593.75 | 0.625 |
| 12 Nov | 23563.65 | 291 | -18.30 | 7.45 | 0.625 | 0 | 0 |
| 11 Nov | 23959.95 | 309.3 | 0.00 | 0.40 | 0 | -2,918.75 | 0 |
| 8 Nov | 23834.55 | 309.3 | 0.00 | - | 0 | 1.25 | 0 |
| 7 Nov | 23966.60 | 309.3 | 0.00 | 0.75 | 0 | -2,057.5 | 0 |
| 6 Nov | 24181.20 | 309.3 | 0.00 | 1.60 | 0 | -438.125 | 0 |
| 5 Nov | 24128.90 | 309.3 | 0.00 | 1.48 | 0 | -0.625 | 0 |
| 4 Nov | 23660.25 | 309.3 | 0.00 | - | 0 | -1.25 | 0 |
| 1 Nov | 23947.60 | 309.3 | 0.00 | 0.82 | 0 | 0 | 0 |
| 31 Oct | 23886.55 | 309.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24037.40 | 309.3 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23950 expiring on 26NOV2024
Delta for 23950 PE is 0.00
Historical price for 23950 PE is as follows
On 21 Nov FINNIFTY was trading at 23259.25. The strike last trading price was 409.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 104 which increased total open position to 0
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 409.55, 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 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 409.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -967 which decreased total open position to 1
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 409.55, 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 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 409.55, which was 118.55 higher than the previous day. The implied volatity was -, the open interest changed by -39350 which decreased total open position to 1
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 291, which was -18.30 lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 309.3, which was 0.00 lower than the previous day. The implied volatity was 0.40, the open interest changed by -4670 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 309.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 309.3, which was 0.00 lower than the previous day. The implied volatity was 0.75, the open interest changed by -3292 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 309.3, which was 0.00 lower than the previous day. The implied volatity was 1.60, the open interest changed by -701 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 309.3, which was 0.00 lower than the previous day. The implied volatity was 1.48, the open interest changed by -1 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 309.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 309.3, which was 0.00 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 309.3, 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 309.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
