FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:46 PM IST
| FINNIFTY 26NOV2024 24050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 2.47
Theta: -4.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23262.65 | 7.35 | -12.25 | 15.69 | 30,743.75 | -31,046.875 | 1,538.75 | |||
| 19 Nov | 23403.05 | 19.6 | -764.65 | 15.13 | 362.5 | 153.125 | 153.125 | |||
| 18 Nov | 23257.70 | 784.25 | 0.00 | 5.16 | 0 | 2,327.5 | 0 | |||
| 14 Nov | 23200.30 | 784.25 | 0.00 | 4.40 | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 784.25 | 0.00 | 3.71 | 0 | 830 | 0 | |||
| 12 Nov | 23563.65 | 784.25 | 0.00 | 2.25 | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 784.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 784.25 | 0.00 | 0.42 | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 784.25 | 0.00 | 0.03 | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 784.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 784.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 784.25 | 784.25 | 1.20 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 0 | 0.00 | - | 0 | -8,071.25 | 0 | |||
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| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24050 expiring on 26NOV2024
Delta for 24050 CE is 0.04
Historical price for 24050 CE is as follows
On 21 Nov FINNIFTY was trading at 23262.65. The strike last trading price was 7.35, which was -12.25 lower than the previous day. The implied volatity was 15.69, the open interest changed by -49675 which decreased total open position to 2462
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 19.6, which was -764.65 lower than the previous day. The implied volatity was 15.13, the open interest changed by 245 which increased total open position to 245
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 784.25, which was 0.00 lower than the previous day. The implied volatity was 5.16, the open interest changed by 3724 which increased total open position to 0
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 784.25, which was 0.00 lower than the previous day. The implied volatity was 4.40, 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 784.25, which was 0.00 lower than the previous day. The implied volatity was 3.71, the open interest changed by 1328 which increased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 784.25, which was 0.00 lower than the previous day. The implied volatity was 2.25, 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 784.25, 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 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 784.25, which was 0.00 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 784.25, which was 0.00 lower than the previous day. The implied volatity was 0.03, 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 784.25, 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 784.25, 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 784.25, which was 784.25 higher than the previous day. The implied volatity was 1.20, 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 -12914 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 24050 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 23262.65 | 346 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 346 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23257.70 | 346 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23200.30 | 346 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 346 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 346 | 0.00 | - | 1.25 | -93.75 | 0.625 |
| 11 Nov | 23959.95 | 346 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 346 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 346 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 346 | 0.00 | 0.00 | 0 | -78,540 | 0 |
| 5 Nov | 24128.90 | 346 | 0.00 | 0.00 | 0 | -1,496.875 | 0 |
| 4 Nov | 23660.25 | 346 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 346 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 23886.55 | 346 | 346.00 | - | 1.25 | 0.625 | 0.625 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24050 expiring on 26NOV2024
Delta for 24050 PE is 0.00
Historical price for 24050 PE is as follows
On 21 Nov FINNIFTY was trading at 23262.65. The strike last trading price was 346, 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 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 346, 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 346, 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 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 346, 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 346, 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 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 346, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 346, 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 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 346, 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 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 346, 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 346, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -125664 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 346, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2395 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 346, 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 346, 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 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 346, which was 346.00 higher 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
