FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:21 PM IST
| FINNIFTY 26NOV2024 24250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 1.50
Theta: -2.58
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23301.95 | 3.85 | -5.55 | 16.35 | 9,092.5 | 1,154.375 | 1,251.875 | |||
| 19 Nov | 23403.05 | 9.4 | -657.80 | 15.66 | 245 | 97.5 | 97.5 | |||
| 18 Nov | 23257.70 | 667.2 | 0.00 | 6.40 | 0 | 0 | 0 | |||
| 14 Nov | 23200.30 | 667.2 | 0.00 | 5.45 | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 667.2 | 0.00 | 4.73 | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 667.2 | 0.00 | 0.90 | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 667.2 | 0.00 | 0.82 | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 667.2 | 0.00 | 1.33 | 0 | -5,852.5 | 0 | |||
| 7 Nov | 23966.60 | 667.2 | 0.00 | 0.71 | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Nov | 24181.20 | 667.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 667.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 667.2 | 0.00 | 1.46 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 667.2 | 0.00 | 0.40 | 0 | 0 | 0 | |||
| 31 Oct | 23886.55 | 667.2 | 667.20 | - | 0 | 0 | 0 | |||
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24250 expiring on 26NOV2024
Delta for 24250 CE is 0.02
Historical price for 24250 CE is as follows
On 21 Nov FINNIFTY was trading at 23301.95. The strike last trading price was 3.85, which was -5.55 lower than the previous day. The implied volatity was 16.35, the open interest changed by 1847 which increased total open position to 2003
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 9.4, which was -657.80 lower than the previous day. The implied volatity was 15.66, the open interest changed by 156 which increased total open position to 156
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 667.2, which was 0.00 lower than the previous day. The implied volatity was 6.40, the open interest changed by 0 which decreased total open position to 0
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 667.2, which was 0.00 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 667.2, which was 0.00 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 667.2, which was 0.00 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 667.2, which was 0.00 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 667.2, which was 0.00 lower than the previous day. The implied volatity was 1.33, the open interest changed by -9364 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 667.2, which was 0.00 lower than the previous day. The implied volatity was 0.71, 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 667.2, 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 667.2, 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 667.2, which was 0.00 lower than the previous day. The implied volatity was 1.46, 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 667.2, 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 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 667.2, which was 667.20 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 26NOV2024 24250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 8.84
Theta: -37.47
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23301.95 | 1122.15 | 198.35 | 48.55 | 8.125 | 1.875 | 6.875 |
| 19 Nov | 23403.05 | 923.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23257.70 | 923.8 | 0.00 | 0.00 | 0 | 0 | 5 |
| 14 Nov | 23200.30 | 923.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 923.8 | 344.25 | - | 5 | -1,018.125 | 5 |
| 12 Nov | 23563.65 | 579.55 | 0.00 | 0.00 | 0 | 91.875 | 0 |
| 11 Nov | 23959.95 | 579.55 | 158.55 | 23.88 | 5 | -893.125 | 4.375 |
| 8 Nov | 23834.55 | 421 | -6.90 | 12.82 | 2.5 | 1.25 | 1.25 |
| 7 Nov | 23966.60 | 427.9 | 0.00 | - | 0 | -1,586.875 | 0 |
| 6 Nov | 24181.20 | 427.9 | 0.00 | 0.29 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 427.9 | 0.00 | 0.04 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 427.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 427.9 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 23886.55 | 427.9 | 427.90 | - | 0 | 431.25 | 0 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24250 expiring on 26NOV2024
Delta for 24250 PE is -0.74
Historical price for 24250 PE is as follows
On 21 Nov FINNIFTY was trading at 23301.95. The strike last trading price was 1122.15, which was 198.35 higher than the previous day. The implied volatity was 48.55, the open interest changed by 3 which increased total open position to 11
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 923.8, 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 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 923.8, 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 8
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 923.8, 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 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 923.8, which was 344.25 higher than the previous day. The implied volatity was -, the open interest changed by -1629 which decreased total open position to 8
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 579.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 147 which increased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 579.55, which was 158.55 higher than the previous day. The implied volatity was 23.88, the open interest changed by -1429 which decreased total open position to 7
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 421, which was -6.90 lower than the previous day. The implied volatity was 12.82, the open interest changed by 2 which increased total open position to 2
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 427.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2539 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 427.9, which was 0.00 lower than the previous day. The implied volatity was 0.29, 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 427.9, which was 0.00 lower than the previous day. The implied volatity was 0.04, 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 427.9, 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 427.9, 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 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 427.9, which was 427.90 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
