FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:02 PM IST
| FINNIFTY 26NOV2024 24150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 1.85
Theta: -2.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23297.80 | 4.8 | -9.45 | 15.39 | 14,285.625 | -35,423.125 | 1,161.875 | |||
| 19 Nov | 23403.05 | 14.25 | -710.05 | 15.55 | 169.375 | -7,635.625 | 125 | |||
| 18 Nov | 23257.70 | 724.3 | 0.00 | 5.80 | 0 | 1,399.375 | 0 | |||
| 14 Nov | 23200.30 | 724.3 | 0.00 | 4.93 | 0 | -4,673.75 | 0 | |||
| 13 Nov | 23138.40 | 724.3 | 0.00 | 4.22 | 0 | 408.125 | 0 | |||
| 12 Nov | 23563.65 | 724.3 | 0.00 | 2.48 | 0 | 134.375 | 0 | |||
| 11 Nov | 23959.95 | 724.3 | 0.00 | 0.29 | 0 | -4.375 | 0 | |||
| 8 Nov | 23834.55 | 724.3 | 0.00 | 0.88 | 0 | -4.375 | 0 | |||
| 7 Nov | 23966.60 | 724.3 | 0.00 | 0.57 | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 724.3 | 0.00 | - | 0 | -2,93,301.875 | 0 | |||
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| 5 Nov | 24128.90 | 724.3 | 0.00 | - | 0 | -26,874.375 | 0 | |||
| 4 Nov | 23660.25 | 724.3 | 0.00 | 1.50 | 0 | -13,146.25 | 0 | |||
| 1 Nov | 23947.60 | 724.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 23886.55 | 724.3 | 0.00 | - | 0 | -6,637.5 | 0 | |||
| 30 Oct | 24037.40 | 724.3 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24150 expiring on 26NOV2024
Delta for 24150 CE is 0.03
Historical price for 24150 CE is as follows
On 21 Nov FINNIFTY was trading at 23297.80. The strike last trading price was 4.8, which was -9.45 lower than the previous day. The implied volatity was 15.39, the open interest changed by -56677 which decreased total open position to 1859
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 14.25, which was -710.05 lower than the previous day. The implied volatity was 15.55, the open interest changed by -12217 which decreased total open position to 200
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 724.3, which was 0.00 lower than the previous day. The implied volatity was 5.80, the open interest changed by 2239 which increased total open position to 0
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 724.3, which was 0.00 lower than the previous day. The implied volatity was 4.93, the open interest changed by -7478 which decreased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 724.3, which was 0.00 lower than the previous day. The implied volatity was 4.22, the open interest changed by 653 which increased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 724.3, which was 0.00 lower than the previous day. The implied volatity was 2.48, the open interest changed by 215 which increased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 724.3, which was 0.00 lower than the previous day. The implied volatity was 0.29, the open interest changed by -7 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 724.3, which was 0.00 lower than the previous day. The implied volatity was 0.88, the open interest changed by -7 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 724.3, which was 0.00 lower than the previous day. The implied volatity was 0.57, 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 724.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -469283 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 724.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -42999 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 724.3, which was 0.00 lower than the previous day. The implied volatity was 1.50, the open interest changed by -21034 which decreased total open position to 0
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 724.3, 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 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 724.3, 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 724.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 26NOV2024 24150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -1.00
Vega: 0.17
Theta: 6.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23297.80 | 814.55 | -135.45 | 10.11 | 4.375 | 1.25 | 4.375 |
| 19 Nov | 23403.05 | 950 | 0.00 | 0.00 | 0 | -2.5 | 0 |
| 18 Nov | 23257.70 | 950 | 0.00 | 0.00 | 0 | 0 | 3.125 |
| 14 Nov | 23200.30 | 950 | 0.00 | 0.00 | 0 | -0.625 | 0 |
| 13 Nov | 23138.40 | 950 | 451.00 | 23.26 | 0.625 | -1,189.375 | 3.75 |
| 12 Nov | 23563.65 | 499 | 229.00 | - | 1.25 | -76.25 | 5 |
| 11 Nov | 23959.95 | 270 | 0.00 | 10.64 | 4.375 | -1,313.125 | 4.375 |
| 8 Nov | 23834.55 | 270 | 0.00 | 0.00 | 0 | -463.75 | 0 |
| 7 Nov | 23966.60 | 270 | 0.00 | 0.00 | 0 | 1,531.25 | 0 |
| 6 Nov | 24181.20 | 270 | -115.50 | 15.79 | 0.625 | -267.5 | 0 |
| 5 Nov | 24128.90 | 385.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 385.5 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 385.5 | 0.00 | 0.02 | 0 | 0 | 0 |
| 31 Oct | 23886.55 | 385.5 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24037.40 | 385.5 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24150 expiring on 26NOV2024
Delta for 24150 PE is -1.00
Historical price for 24150 PE is as follows
On 21 Nov FINNIFTY was trading at 23297.80. The strike last trading price was 814.55, which was -135.45 lower than the previous day. The implied volatity was 10.11, the open interest changed by 2 which increased total open position to 7
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 950, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 950, 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 5
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 950, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 950, which was 451.00 higher than the previous day. The implied volatity was 23.26, the open interest changed by -1903 which decreased total open position to 6
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 499, which was 229.00 higher than the previous day. The implied volatity was -, the open interest changed by -122 which decreased total open position to 8
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 270, which was 0.00 lower than the previous day. The implied volatity was 10.64, the open interest changed by -2101 which decreased total open position to 7
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 270, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -742 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 270, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2450 which increased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 270, which was -115.50 lower than the previous day. The implied volatity was 15.79, the open interest changed by -428 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 385.5, 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 385.5, 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 385.5, which was 0.00 lower than the previous day. The implied volatity was 0.02, 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 385.5, 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 385.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
