FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
07 Nov 2024 09:41 AM IST
FINNIFTY 12NOV2024 24050 CE | ||||||||||
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Delta: 0.50
Vega: 11.48
Theta: -20.63
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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7 Nov | 24005.25 | 177.85 | -120.55 | 15.91 | 10,142.5 | 1,413.125 | 1,910.625 | |||
6 Nov | 24181.20 | 298.4 | 54.10 | 15.18 | 7,767.5 | 244.375 | 497.5 | |||
5 Nov | 24128.90 | 244.3 | 76.30 | 16.06 | 2,979.375 | 214.375 | 253.125 | |||
4 Nov | 23660.25 | 168 | -74.10 | 21.74 | 38.125 | 19.375 | 38.75 | |||
1 Nov | 23947.60 | 242.1 | -9.85 | 15.57 | 1.25 | -17.5 | 19.375 | |||
31 Oct | 23886.55 | 251.95 | -85.00 | - | 105 | 16.25 | 36.875 | |||
30 Oct | 24037.40 | 336.95 | -41.05 | - | 28.75 | 20.625 | 20.625 | |||
29 Oct | 24357.80 | 378 | 0.00 | - | 0 | 0 | 0 | |||
28 Oct | 23861.85 | 378 | 0.00 | - | 0 | 0 | 0 | |||
24 Oct | 23854.15 | 378 | 378.00 | - | 0 | 0 | 0 | |||
16 Oct | 23882.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
15 Oct | 23863.45 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 24050 expiring on 12NOV2024
Delta for 24050 CE is 0.50
Historical price for 24050 CE is as follows
On 7 Nov FINNIFTY was trading at 24005.25. The strike last trading price was 177.85, which was -120.55 lower than the previous day. The implied volatity was 15.91, the open interest changed by 2261 which increased total open position to 3057
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 298.4, which was 54.10 higher than the previous day. The implied volatity was 15.18, the open interest changed by 391 which increased total open position to 796
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 244.3, which was 76.30 higher than the previous day. The implied volatity was 16.06, the open interest changed by 343 which increased total open position to 405
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 168, which was -74.10 lower than the previous day. The implied volatity was 21.74, the open interest changed by 31 which increased total open position to 62
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 242.1, which was -9.85 lower than the previous day. The implied volatity was 15.57, the open interest changed by -28 which decreased total open position to 31
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 251.95, which was -85.00 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 336.95, which was -41.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct FINNIFTY was trading at 24357.80. The strike last trading price was 378, 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 28 Oct FINNIFTY was trading at 23861.85. The strike last trading price was 378, 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 24 Oct FINNIFTY was trading at 23854.15. The strike last trading price was 378, which was 378.00 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct FINNIFTY was trading at 23863.45. 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 12NOV2024 24050 PE | |||||||
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Delta: -0.50
Vega: 11.48
Theta: -13.94
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Nov | 24005.25 | 186.4 | 74.10 | 15.81 | 18,028.125 | 1,055.625 | 2,464.375 |
6 Nov | 24181.20 | 112.3 | -108.70 | 15.67 | 25,714.375 | 1,047.5 | 1,408.75 |
5 Nov | 24128.90 | 221 | -616.80 | 18.79 | 1,685 | 361.25 | 361.25 |
4 Nov | 23660.25 | 837.8 | 0.00 | - | 0 | 0 | 0 |
1 Nov | 23947.60 | 837.8 | 0.00 | - | 0 | 0 | 0 |
31 Oct | 23886.55 | 837.8 | 0.00 | - | 0 | 0 | 0 |
30 Oct | 24037.40 | 837.8 | 0.00 | - | 0 | 0 | 0 |
29 Oct | 24357.80 | 837.8 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 23861.85 | 837.8 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 23854.15 | 837.8 | 837.80 | - | 0 | 0 | 0 |
16 Oct | 23882.35 | 0 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 23863.45 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 24050 expiring on 12NOV2024
Delta for 24050 PE is -0.50
Historical price for 24050 PE is as follows
On 7 Nov FINNIFTY was trading at 24005.25. The strike last trading price was 186.4, which was 74.10 higher than the previous day. The implied volatity was 15.81, the open interest changed by 1689 which increased total open position to 3943
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 112.3, which was -108.70 lower than the previous day. The implied volatity was 15.67, the open interest changed by 1676 which increased total open position to 2254
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 221, which was -616.80 lower than the previous day. The implied volatity was 18.79, the open interest changed by 578 which increased total open position to 578
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 837.8, 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 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 837.8, 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 837.8, 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 837.8, 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 29 Oct FINNIFTY was trading at 24357.80. The strike last trading price was 837.8, 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 28 Oct FINNIFTY was trading at 23861.85. The strike last trading price was 837.8, 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 24 Oct FINNIFTY was trading at 23854.15. The strike last trading price was 837.8, which was 837.80 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct FINNIFTY was trading at 23863.45. 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