FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 24250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.73
Theta: -1.17
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 23200.30 | 1.4 | -8.00 | 15.22 | 56,180.625 | 1,019.375 | 4,838.75 | |||
| 13 Nov | 23138.40 | 9.4 | -19.60 | 18.67 | 61,460.625 | 2,934.375 | 3,819.375 | |||
| 12 Nov | 23563.65 | 29 | -52.90 | 16.18 | 3,840.625 | 681.25 | 885 | |||
| 11 Nov | 23959.95 | 81.9 | -28.10 | 12.96 | 440.625 | 176.25 | 203.75 | |||
| 8 Nov | 23834.55 | 110 | -29.00 | 14.54 | 18.75 | 4.375 | 27.5 | |||
| 7 Nov | 23966.60 | 139 | -139.45 | 13.26 | 8.125 | -3.75 | 23.125 | |||
| 6 Nov | 24181.20 | 278.45 | -222.25 | 14.21 | 116.875 | 26.875 | 26.875 | |||
| 5 Nov | 24128.90 | 500.7 | 0.00 | 0.11 | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 500.7 | 0.00 | 1.32 | 0 | 0 | 0 | |||
| 29 Oct | 24357.80 | 500.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 23732.70 | 500.7 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24250 expiring on 19NOV2024
Delta for 24250 CE is 0.01
Historical price for 24250 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1.4, which was -8.00 lower than the previous day. The implied volatity was 15.22, the open interest changed by 1631 which increased total open position to 7742
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 9.4, which was -19.60 lower than the previous day. The implied volatity was 18.67, the open interest changed by 4695 which increased total open position to 6111
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 29, which was -52.90 lower than the previous day. The implied volatity was 16.18, the open interest changed by 1090 which increased total open position to 1416
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 81.9, which was -28.10 lower than the previous day. The implied volatity was 12.96, the open interest changed by 282 which increased total open position to 326
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 110, which was -29.00 lower than the previous day. The implied volatity was 14.54, the open interest changed by 7 which increased total open position to 44
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 139, which was -139.45 lower than the previous day. The implied volatity was 13.26, the open interest changed by -6 which decreased total open position to 37
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 278.45, which was -222.25 lower than the previous day. The implied volatity was 14.21, the open interest changed by 43 which increased total open position to 43
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 500.7, which was 0.00 lower than the previous day. The implied volatity was 0.11, 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 500.7, which was 0.00 lower than the previous day. The implied volatity was 1.32, 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 500.7, 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 500.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 19NOV2024 24250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 993.65 | 0.00 | 0.00 | 0 | 0.625 | 0 |
| 13 Nov | 23138.40 | 993.65 | 345.55 | 12.62 | 13.125 | 0.625 | 150.625 |
| 12 Nov | 23563.65 | 648.1 | 319.85 | 8.26 | 596.25 | 135 | 150 |
| 11 Nov | 23959.95 | 328.25 | -2.65 | 11.59 | 16.875 | 15 | 15 |
| 8 Nov | 23834.55 | 330.9 | 0.00 | 0.00 | 0 | 0.625 | 0 |
| 7 Nov | 23966.60 | 330.9 | 14.10 | 11.77 | 0.625 | 0.625 | 0.625 |
| 6 Nov | 24181.20 | 316.8 | -401.75 | 16.95 | 0.625 | 0 | 0 |
| 5 Nov | 24128.90 | 718.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 718.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24357.80 | 718.55 | 718.55 | - | 0 | 0 | 0 |
| 25 Oct | 23732.70 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24250 expiring on 19NOV2024
Delta for 24250 PE is 0.00
Historical price for 24250 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 993.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 993.65, which was 345.55 higher than the previous day. The implied volatity was 12.62, the open interest changed by 1 which increased total open position to 241
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 648.1, which was 319.85 higher than the previous day. The implied volatity was 8.26, the open interest changed by 216 which increased total open position to 240
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 328.25, which was -2.65 lower than the previous day. The implied volatity was 11.59, the open interest changed by 24 which increased total open position to 24
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 330.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 330.9, which was 14.10 higher than the previous day. The implied volatity was 11.77, the open interest changed by 1 which increased total open position to 1
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 316.8, which was -401.75 lower than the previous day. The implied volatity was 16.95, 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 718.55, 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 718.55, 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 718.55, which was 718.55 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
