FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 24100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.00
Theta: -1.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 1.9 | -12.80 | 13.78 | 1,59,570.625 | 3,549.375 | 12,866.875 | |||
| 13 Nov | 23138.40 | 14.7 | -27.80 | 18.00 | 89,040 | 5,972.5 | 9,317.5 | |||
| 12 Nov | 23563.65 | 42.5 | -92.50 | 15.32 | 18,741.25 | 2,983.125 | 3,345 | |||
| 11 Nov | 23959.95 | 135 | -4.00 | 13.13 | 1,996.25 | 280.625 | 361.875 | |||
| 8 Nov | 23834.55 | 139 | -111.00 | 13.86 | 146.875 | 54.375 | 81.25 | |||
| 7 Nov | 23966.60 | 250 | -338.15 | 16.24 | 91.875 | 26.875 | 26.875 | |||
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| 6 Nov | 24181.20 | 588.15 | 0.00 | 0.00 | 0 | 2.5 | 0 | |||
| 5 Nov | 24128.90 | 588.15 | 0.00 | 0.00 | 0 | 2.5 | 0 | |||
| 4 Nov | 23660.25 | 588.15 | 0.00 | 0.00 | 0 | 2.5 | 0 | |||
| 1 Nov | 23947.60 | 588.15 | 0.00 | 0.00 | 0 | 2.5 | 0 | |||
| 31 Oct | 23886.55 | 588.15 | 20.45 | - | 0.625 | 2.5 | 2.5 | |||
| 28 Oct | 23861.85 | 567.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 23732.70 | 567.7 | 567.70 | - | 0 | 0 | 0 | |||
| 16 Oct | 23882.35 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24100 expiring on 19NOV2024
Delta for 24100 CE is 0.01
Historical price for 24100 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1.9, which was -12.80 lower than the previous day. The implied volatity was 13.78, the open interest changed by 5679 which increased total open position to 20587
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 14.7, which was -27.80 lower than the previous day. The implied volatity was 18.00, the open interest changed by 9556 which increased total open position to 14908
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 42.5, which was -92.50 lower than the previous day. The implied volatity was 15.32, the open interest changed by 4773 which increased total open position to 5352
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 135, which was -4.00 lower than the previous day. The implied volatity was 13.13, the open interest changed by 449 which increased total open position to 579
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 139, which was -111.00 lower than the previous day. The implied volatity was 13.86, the open interest changed by 87 which increased total open position to 130
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 250, which was -338.15 lower than the previous day. The implied volatity was 16.24, the open interest changed by 43 which increased total open position to 43
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 588.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 588.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 588.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 588.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 588.15, which was 20.45 higher 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 567.7, 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 25 Oct FINNIFTY was trading at 23732.70. The strike last trading price was 567.7, which was 567.70 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 19NOV2024 24100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 4.95
Theta: -6.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 879.55 | 55.10 | 24.18 | 65.625 | 1.875 | 246.25 |
| 13 Nov | 23138.40 | 824.45 | 303.80 | - | 202.5 | -43.75 | 244.375 |
| 12 Nov | 23563.65 | 520.65 | 278.45 | 11.84 | 3,605 | 45.625 | 288.125 |
| 11 Nov | 23959.95 | 242.2 | -31.70 | 12.72 | 1,083.125 | 242.5 | 242.5 |
| 8 Nov | 23834.55 | 273.9 | 0.00 | 0.00 | 0 | 5 | 0 |
| 7 Nov | 23966.60 | 273.9 | 77.55 | 14.29 | 15.625 | 5 | 6.25 |
| 6 Nov | 24181.20 | 196.35 | -440.25 | 15.46 | 35 | 1.25 | 1.25 |
| 5 Nov | 24128.90 | 636.6 | 0.00 | 0.88 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 636.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 636.6 | 0.00 | 0.05 | 0 | 0 | 0 |
| 31 Oct | 23886.55 | 636.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 23861.85 | 636.6 | 636.60 | - | 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 24100 expiring on 19NOV2024
Delta for 24100 PE is -0.89
Historical price for 24100 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 879.55, which was 55.10 higher than the previous day. The implied volatity was 24.18, the open interest changed by 3 which increased total open position to 394
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 824.45, which was 303.80 higher than the previous day. The implied volatity was -, the open interest changed by -70 which decreased total open position to 391
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 520.65, which was 278.45 higher than the previous day. The implied volatity was 11.84, the open interest changed by 73 which increased total open position to 461
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 242.2, which was -31.70 lower than the previous day. The implied volatity was 12.72, the open interest changed by 388 which increased total open position to 388
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 273.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 273.9, which was 77.55 higher than the previous day. The implied volatity was 14.29, the open interest changed by 8 which increased total open position to 10
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 196.35, which was -440.25 lower than the previous day. The implied volatity was 15.46, the open interest changed by 2 which increased total open position to 2
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 636.6, which was 0.00 lower than the previous day. The implied volatity was 0.88, 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 636.6, 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 636.6, which was 0.00 lower than the previous day. The implied volatity was 0.05, 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 636.6, 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 636.6, which was 636.60 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
