FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 24150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.81
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 1.5 | -9.55 | 14.17 | 59,978.75 | 1,378.125 | 6,064.375 | |||
| 13 Nov | 23138.40 | 11.05 | -25.20 | 17.73 | 48,025.625 | 4,135 | 4,686.25 | |||
| 12 Nov | 23563.65 | 36.25 | -86.35 | 15.44 | 3,733.125 | 410 | 551.25 | |||
| 11 Nov | 23959.95 | 122.6 | -92.15 | 13.62 | 320.625 | 141.25 | 141.25 | |||
| 8 Nov | 23834.55 | 214.75 | 0.00 | 0.00 | 0 | 4.375 | 0 | |||
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| 7 Nov | 23966.60 | 214.75 | -329.95 | 15.46 | 6.875 | 4.375 | 4.375 | |||
| 6 Nov | 24181.20 | 544.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 544.7 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 544.7 | 0.00 | 0.91 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 544.7 | 0.00 | 0.40 | 0 | 0 | 0 | |||
| 29 Oct | 24357.80 | 544.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 23732.70 | 544.7 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24150 expiring on 19NOV2024
Delta for 24150 CE is 0.01
Historical price for 24150 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1.5, which was -9.55 lower than the previous day. The implied volatity was 14.17, the open interest changed by 2205 which increased total open position to 9703
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 11.05, which was -25.20 lower than the previous day. The implied volatity was 17.73, the open interest changed by 6616 which increased total open position to 7498
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 36.25, which was -86.35 lower than the previous day. The implied volatity was 15.44, the open interest changed by 656 which increased total open position to 882
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 122.6, which was -92.15 lower than the previous day. The implied volatity was 13.62, the open interest changed by 226 which increased total open position to 226
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 214.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 214.75, which was -329.95 lower than the previous day. The implied volatity was 15.46, the open interest changed by 7 which increased total open position to 7
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 544.7, 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 544.7, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 544.7, which was 0.00 lower than the previous day. The implied volatity was 0.91, 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 544.7, which was 0.00 lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0
On 29 Oct FINNIFTY was trading at 24357.80. The strike last trading price was 544.7, 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 544.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 19NOV2024 24150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 5.95
Theta: -11.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 950 | 48.55 | 29.08 | 3.125 | -2.5 | 146.25 |
| 13 Nov | 23138.40 | 901.45 | 346.00 | 18.18 | 56.875 | 2.5 | 148.75 |
| 12 Nov | 23563.65 | 555.45 | 279.40 | 8.77 | 544.375 | 65 | 146.25 |
| 11 Nov | 23959.95 | 276.05 | -387.20 | 12.92 | 270 | 81.25 | 81.25 |
| 8 Nov | 23834.55 | 663.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 663.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 663.25 | 0.00 | 0.81 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 663.25 | 0.00 | 0.55 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 663.25 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 663.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24357.80 | 663.25 | 663.25 | - | 0 | 0 | 0 |
| 25 Oct | 23732.70 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24150 expiring on 19NOV2024
Delta for 24150 PE is -0.86
Historical price for 24150 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 950, which was 48.55 higher than the previous day. The implied volatity was 29.08, the open interest changed by -4 which decreased total open position to 234
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 901.45, which was 346.00 higher than the previous day. The implied volatity was 18.18, the open interest changed by 4 which increased total open position to 238
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 555.45, which was 279.40 higher than the previous day. The implied volatity was 8.77, the open interest changed by 104 which increased total open position to 234
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 276.05, which was -387.20 lower than the previous day. The implied volatity was 12.92, the open interest changed by 130 which increased total open position to 130
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 663.25, 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 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 663.25, 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 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 663.25, which was 0.00 lower than the previous day. The implied volatity was 0.81, 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 663.25, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 663.25, 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 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 663.25, 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 29 Oct FINNIFTY was trading at 24357.80. The strike last trading price was 663.25, which was 663.25 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
