FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 24200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.78
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 1.5 | -9.45 | 14.84 | 1,45,558.75 | 9,408.75 | 19,866.875 | |||
| 13 Nov | 23138.40 | 10.95 | -22.05 | 18.47 | 1,02,748.75 | 7,644.375 | 10,458.125 | |||
| 12 Nov | 23563.65 | 33 | -63.45 | 15.92 | 22,476.875 | 1,950.625 | 2,813.75 | |||
| 11 Nov | 23959.95 | 96.45 | -16.60 | 12.92 | 3,253.125 | 646.25 | 863.125 | |||
| 8 Nov | 23834.55 | 113.05 | -66.55 | 14.27 | 345 | 69.375 | 216.875 | |||
| 7 Nov | 23966.60 | 179.6 | -120.40 | 14.59 | 168.75 | 65.625 | 147.5 | |||
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| 6 Nov | 24181.20 | 300 | -222.40 | 13.93 | 189.375 | 81.875 | 81.875 | |||
| 5 Nov | 24128.90 | 522.4 | 0.00 | 0.23 | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 522.4 | 0.00 | 1.84 | 0 | 0 | 0 | |||
| 29 Oct | 24357.80 | 522.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 23732.70 | 522.4 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24200 expiring on 19NOV2024
Delta for 24200 CE is 0.01
Historical price for 24200 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1.5, which was -9.45 lower than the previous day. The implied volatity was 14.84, the open interest changed by 15054 which increased total open position to 31787
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 10.95, which was -22.05 lower than the previous day. The implied volatity was 18.47, the open interest changed by 12231 which increased total open position to 16733
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 33, which was -63.45 lower than the previous day. The implied volatity was 15.92, the open interest changed by 3121 which increased total open position to 4502
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 96.45, which was -16.60 lower than the previous day. The implied volatity was 12.92, the open interest changed by 1034 which increased total open position to 1381
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 113.05, which was -66.55 lower than the previous day. The implied volatity was 14.27, the open interest changed by 111 which increased total open position to 347
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 179.6, which was -120.40 lower than the previous day. The implied volatity was 14.59, the open interest changed by 105 which increased total open position to 236
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 300, which was -222.40 lower than the previous day. The implied volatity was 13.93, the open interest changed by 131 which increased total open position to 131
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 522.4, which was 0.00 lower than the previous day. The implied volatity was 0.23, 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 522.4, which was 0.00 lower than the previous day. The implied volatity was 1.84, 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 522.4, 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 522.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 19NOV2024 24200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 6.47
Theta: -15.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 1006.4 | 91.40 | 32.61 | 6.25 | -3.125 | 320 |
| 13 Nov | 23138.40 | 915 | 294.70 | - | 166.25 | -14.375 | 323.125 |
| 12 Nov | 23563.65 | 620.3 | 301.80 | 13.47 | 1,507.5 | 260.625 | 337.5 |
| 11 Nov | 23959.95 | 318.5 | 18.50 | 13.66 | 141.875 | 76.875 | 76.875 |
| 8 Nov | 23834.55 | 300 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 300 | 57.55 | 12.15 | 0.625 | 0 | 1.875 |
| 6 Nov | 24181.20 | 242.45 | -229.65 | 15.64 | 5 | 1.875 | 1.875 |
| 5 Nov | 24128.90 | 472.1 | -218.50 | 26.18 | 0.625 | 0 | 0 |
| 4 Nov | 23660.25 | 690.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24357.80 | 690.6 | 690.60 | - | 0 | 0 | 0 |
| 25 Oct | 23732.70 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24200 expiring on 19NOV2024
Delta for 24200 PE is -0.85
Historical price for 24200 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1006.4, which was 91.40 higher than the previous day. The implied volatity was 32.61, the open interest changed by -5 which decreased total open position to 512
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 915, which was 294.70 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 517
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 620.3, which was 301.80 higher than the previous day. The implied volatity was 13.47, the open interest changed by 417 which increased total open position to 540
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 318.5, which was 18.50 higher than the previous day. The implied volatity was 13.66, the open interest changed by 123 which increased total open position to 123
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 300, 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 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 300, which was 57.55 higher than the previous day. The implied volatity was 12.15, the open interest changed by 0 which decreased total open position to 3
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 242.45, which was -229.65 lower than the previous day. The implied volatity was 15.64, the open interest changed by 3 which increased total open position to 3
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 472.1, which was -218.50 lower than the previous day. The implied volatity was 26.18, 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 690.6, 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 29 Oct FINNIFTY was trading at 24357.80. The strike last trading price was 690.6, which was 690.60 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
