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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

24181.2 52.30 (0.22%)

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Historical option data for FINNIFTY

06 Nov 2024 04:13 PM IST
FINNIFTY 12NOV2024 24200 CE
Delta: 0.54
Vega: 12.32
Theta: -18.65
Gamma: 0.00
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
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
Delta: -0.46
Vega: 12.32
Theta: -12.31
Gamma: 0.00
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