FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
06 Nov 2024 04:13 PM IST
FINNIFTY 12NOV2024 24200 CE | ||||||||||
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Delta: 0.54
Vega: 12.32
Theta: -18.65
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
6 Nov | 24181.20 | 204 | 34.50 | 14.74 | 1,85,131.875 | 6,321.25 | 9,409.375 | |||
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5 Nov | 24128.90 | 169.5 | 84.45 | 15.89 | 15,363.75 | 2,808.125 | 3,088.125 | |||
4 Nov | 23660.25 | 85.05 | -85.90 | 18.22 | 518.125 | 89.375 | 280 | |||
1 Nov | 23947.60 | 170.95 | -14.80 | 15.15 | 21.25 | -13.125 | 190.625 | |||
31 Oct | 23886.55 | 185.75 | -72.25 | - | 240 | 56.875 | 203.75 | |||
30 Oct | 24037.40 | 258 | -119.00 | - | 563.75 | 141.25 | 146.875 | |||
29 Oct | 24357.80 | 377 | 21.95 | - | 19.375 | 5.625 | 5.625 | |||
28 Oct | 23861.85 | 355.05 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 24200 expiring on 12NOV2024
Delta for 24200 CE is 0.54
Historical price for 24200 CE is as follows
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 204, which was 34.50 higher than the previous day. The implied volatity was 14.74, the open interest changed by 10114 which increased total open position to 15055
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 169.5, which was 84.45 higher than the previous day. The implied volatity was 15.89, the open interest changed by 4493 which increased total open position to 4941
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 85.05, which was -85.90 lower than the previous day. The implied volatity was 18.22, the open interest changed by 143 which increased total open position to 448
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 170.95, which was -14.80 lower than the previous day. The implied volatity was 15.15, the open interest changed by -21 which decreased total open position to 305
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 185.75, which was -72.25 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 258, which was -119.00 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 377, which was 21.95 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 355.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
FINNIFTY 12NOV2024 24200 PE | |||||||
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Delta: -0.46
Vega: 12.32
Theta: -12.31
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
6 Nov | 24181.20 | 165.4 | -135.60 | 15.01 | 1,37,789.375 | 7,148.75 | 8,519.375 |
5 Nov | 24128.90 | 301 | -124.80 | 19.02 | 5,766.25 | 1,359.375 | 1,370.625 |
4 Nov | 23660.25 | 425.8 | -24.20 | - | 3.125 | 11.25 | 11.25 |
1 Nov | 23947.60 | 450 | 0.00 | 0.00 | 0 | 3.75 | 0 |
31 Oct | 23886.55 | 450 | 135.25 | - | 25 | 3.75 | 25.625 |
30 Oct | 24037.40 | 314.75 | 114.75 | - | 153.75 | -5.625 | 21.875 |
29 Oct | 24357.80 | 200 | -733.60 | - | 32.5 | 27.5 | 27.5 |
28 Oct | 23861.85 | 933.6 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 24200 expiring on 12NOV2024
Delta for 24200 PE is -0.46
Historical price for 24200 PE is as follows
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 165.4, which was -135.60 lower than the previous day. The implied volatity was 15.01, the open interest changed by 11438 which increased total open position to 13631
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 301, which was -124.80 lower than the previous day. The implied volatity was 19.02, the open interest changed by 2175 which increased total open position to 2193
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 425.8, which was -24.20 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 18
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 450, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 450, which was 135.25 higher 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 314.75, which was 114.75 higher 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 200, which was -733.60 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 933.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to