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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

24011.9 -169.30 (-0.70%)

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Historical option data for FINNIFTY

07 Nov 2024 09:41 AM IST
FINNIFTY 12NOV2024 24050 CE
Delta: 0.50
Vega: 11.48
Theta: -20.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
Delta: -0.50
Vega: 11.48
Theta: -13.94
Gamma: 0.00
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