FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 24050 CE | ||||||||||
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Delta: 0.02
Vega: 1.21
Theta: -1.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 2.4 | -17.30 | 13.52 | 1,10,426.25 | 2,513.75 | 7,180 | |||
| 13 Nov | 23138.40 | 19.7 | -27.90 | 18.39 | 55,408.75 | 3,723.75 | 4,666.25 | |||
| 12 Nov | 23563.65 | 47.6 | -108.05 | 14.94 | 6,858.125 | 823.75 | 942.5 | |||
| 11 Nov | 23959.95 | 155.65 | -138.50 | 13.10 | 420.625 | 118.75 | 118.75 | |||
| 8 Nov | 23834.55 | 294.15 | 95.15 | 22.40 | 0.625 | 0 | 0 | |||
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| 7 Nov | 23966.60 | 199 | 0.00 | 0.00 | 0 | 0.625 | 0 | |||
| 6 Nov | 24181.20 | 199 | 0.00 | 0.00 | 0 | 0.625 | 0 | |||
| 5 Nov | 24128.90 | 199 | -392.30 | 6.80 | 1.25 | 0.625 | 0.625 | |||
| 4 Nov | 23660.25 | 591.3 | 0.00 | 0.32 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 591.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 23861.85 | 591.3 | 591.30 | - | 0 | 0 | 0 | |||
| 25 Oct | 23732.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 23882.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24050 expiring on 19NOV2024
Delta for 24050 CE is 0.02
Historical price for 24050 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 2.4, which was -17.30 lower than the previous day. The implied volatity was 13.52, the open interest changed by 4022 which increased total open position to 11488
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 19.7, which was -27.90 lower than the previous day. The implied volatity was 18.39, the open interest changed by 5958 which increased total open position to 7466
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 47.6, which was -108.05 lower than the previous day. The implied volatity was 14.94, the open interest changed by 1318 which increased total open position to 1508
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 155.65, which was -138.50 lower than the previous day. The implied volatity was 13.10, the open interest changed by 190 which increased total open position to 190
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 294.15, which was 95.15 higher than the previous day. The implied volatity was 22.40, 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 199, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 199, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 199, which was -392.30 lower than the previous day. The implied volatity was 6.80, the open interest changed by 1 which increased total open position to 1
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 591.3, which was 0.00 lower than the previous day. The implied volatity was 0.32, 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 591.3, 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 28 Oct FINNIFTY was trading at 23861.85. The strike last trading price was 591.3, which was 591.30 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 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 24050 PE | |||||||
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Delta: -0.87
Vega: 5.79
Theta: -8.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 841.75 | 65.80 | 25.39 | 6.25 | 0 | 217.5 |
| 13 Nov | 23138.40 | 775.95 | 297.85 | - | 153.75 | 33.125 | 217.5 |
| 12 Nov | 23563.65 | 478.1 | 266.95 | 12.12 | 3,151.25 | 90 | 184.375 |
| 11 Nov | 23959.95 | 211.15 | -399.40 | 12.57 | 324.375 | 94.375 | 94.375 |
| 8 Nov | 23834.55 | 610.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 610.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 610.55 | 0.00 | 1.22 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 610.55 | 0.00 | 1.05 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 610.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 610.55 | 0.00 | 0.29 | 0 | 0 | 0 |
| 28 Oct | 23861.85 | 610.55 | 610.55 | - | 0 | 0 | 0 |
| 25 Oct | 23732.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 23882.35 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24050 expiring on 19NOV2024
Delta for 24050 PE is -0.87
Historical price for 24050 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 841.75, which was 65.80 higher than the previous day. The implied volatity was 25.39, the open interest changed by 0 which decreased total open position to 348
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 775.95, which was 297.85 higher than the previous day. The implied volatity was -, the open interest changed by 53 which increased total open position to 348
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 478.1, which was 266.95 higher than the previous day. The implied volatity was 12.12, the open interest changed by 144 which increased total open position to 295
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 211.15, which was -399.40 lower than the previous day. The implied volatity was 12.57, the open interest changed by 151 which increased total open position to 151
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 610.55, 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 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 610.55, 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 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 610.55, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 610.55, which was 0.00 lower than the previous day. The implied volatity was 1.05, 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 610.55, 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 610.55, which was 0.00 lower than the previous day. The implied volatity was 0.29, 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 610.55, which was 610.55 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 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
