FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 24300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.75
Theta: -1.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 1.55 | -6.95 | 16.23 | 1,45,760.625 | 9,803.75 | 20,780 | |||
| 13 Nov | 23138.40 | 8.5 | -18.35 | 19.06 | 95,782.5 | 8,509.375 | 10,976.25 | |||
| 12 Nov | 23563.65 | 26.85 | -47.40 | 16.71 | 9,952.5 | 2,148.75 | 2,466.875 | |||
| 11 Nov | 23959.95 | 74.25 | 0.95 | 13.44 | 1,346.875 | 123.75 | 318.125 | |||
| 8 Nov | 23834.55 | 73.3 | -68.55 | 13.26 | 153.125 | 75 | 194.375 | |||
| 7 Nov | 23966.60 | 141.85 | -101.00 | 14.49 | 182.5 | 111.875 | 119.375 | |||
| 6 Nov | 24181.20 | 242.85 | -236.80 | 13.64 | 8.125 | 7.5 | 7.5 | |||
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| 5 Nov | 24128.90 | 479.65 | 0.00 | 0.68 | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 479.65 | 0.00 | 2.33 | 0 | 0 | 0 | |||
| 29 Oct | 24357.80 | 479.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 23732.70 | 479.65 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24300 expiring on 19NOV2024
Delta for 24300 CE is 0.01
Historical price for 24300 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1.55, which was -6.95 lower than the previous day. The implied volatity was 16.23, the open interest changed by 15686 which increased total open position to 33248
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 8.5, which was -18.35 lower than the previous day. The implied volatity was 19.06, the open interest changed by 13615 which increased total open position to 17562
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 26.85, which was -47.40 lower than the previous day. The implied volatity was 16.71, the open interest changed by 3438 which increased total open position to 3947
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 74.25, which was 0.95 higher than the previous day. The implied volatity was 13.44, the open interest changed by 198 which increased total open position to 509
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 73.3, which was -68.55 lower than the previous day. The implied volatity was 13.26, the open interest changed by 120 which increased total open position to 311
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 141.85, which was -101.00 lower than the previous day. The implied volatity was 14.49, the open interest changed by 179 which increased total open position to 191
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 242.85, which was -236.80 lower than the previous day. The implied volatity was 13.64, the open interest changed by 12 which increased total open position to 12
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 479.65, which was 0.00 lower than the previous day. The implied volatity was 0.68, 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 479.65, which was 0.00 lower than the previous day. The implied volatity was 2.33, 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 479.65, 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 479.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 19NOV2024 24300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 6.42
Theta: -17.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 1123 | 82.80 | 36.04 | 0.625 | 0 | 46.875 |
| 13 Nov | 23138.40 | 1040.2 | 346.55 | 15.37 | 7.5 | 1.875 | 46.875 |
| 12 Nov | 23563.65 | 693.65 | -53.50 | - | 521.25 | 45 | 45 |
| 11 Nov | 23959.95 | 747.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 747.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 747.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 747.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 747.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 747.15 | 747.15 | - | 0 | 0 | 0 |
| 29 Oct | 24357.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 23732.70 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24300 expiring on 19NOV2024
Delta for 24300 PE is -0.85
Historical price for 24300 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1123, which was 82.80 higher than the previous day. The implied volatity was 36.04, the open interest changed by 0 which decreased total open position to 75
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 1040.2, which was 346.55 higher than the previous day. The implied volatity was 15.37, the open interest changed by 3 which increased total open position to 75
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 693.65, which was -53.50 lower than the previous day. The implied volatity was -, the open interest changed by 72 which increased total open position to 72
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 747.15, 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 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 747.15, 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 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 747.15, 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 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 747.15, 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 747.15, 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 747.15, which was 747.15 higher 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
