FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:38 PM IST
| FINNIFTY 26NOV2024 24350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 1.17
Theta: -2.17
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23259.85 | 3 | -7.50 | 17.80 | 3,876.25 | -12,233.75 | 1,342.5 | |||
| 19 Nov | 23403.05 | 10.5 | -11.50 | 17.40 | 3.125 | -3,425.625 | 1.25 | |||
| 18 Nov | 23257.70 | 22 | 0.00 | 0.00 | 0 | -3,898.75 | 0.625 | |||
| 14 Nov | 23200.30 | 22 | -591.05 | 16.39 | 0.625 | -2,468.125 | 0 | |||
| 13 Nov | 23138.40 | 613.05 | 0.00 | 6.21 | 0 | 630 | 0 | |||
| 12 Nov | 23563.65 | 613.05 | 0.00 | 3.46 | 0 | -26,242.5 | 0 | |||
| 11 Nov | 23959.95 | 613.05 | 0.00 | 1.30 | 0 | -17,006.875 | 0 | |||
| 8 Nov | 23834.55 | 613.05 | 0.00 | 1.80 | 0 | -4,548.125 | 0 | |||
| 7 Nov | 23966.60 | 613.05 | 0.00 | 1.12 | 0 | -2,040.625 | 0 | |||
| 6 Nov | 24181.20 | 613.05 | 613.05 | 0.12 | 0 | -95,047.5 | 0 | |||
| 5 Nov | 24128.90 | 0 | 0.00 | 0.28 | 0 | -22,563.75 | 0 | |||
| 4 Nov | 23660.25 | 0 | 0.00 | 2.32 | 0 | -12,773.125 | 0 | |||
| 1 Nov | 23947.60 | 0 | 0.00 | 0.78 | 0 | 0 | 0 | |||
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24350 expiring on 26NOV2024
Delta for 24350 CE is 0.02
Historical price for 24350 CE is as follows
On 21 Nov FINNIFTY was trading at 23259.85. The strike last trading price was 3, which was -7.50 lower than the previous day. The implied volatity was 17.80, the open interest changed by -19574 which decreased total open position to 2148
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 10.5, which was -11.50 lower than the previous day. The implied volatity was 17.40, the open interest changed by -5481 which decreased total open position to 2
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 22, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6238 which decreased total open position to 1
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 22, which was -591.05 lower than the previous day. The implied volatity was 16.39, the open interest changed by -3949 which decreased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 613.05, which was 0.00 lower than the previous day. The implied volatity was 6.21, the open interest changed by 1008 which increased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 613.05, which was 0.00 lower than the previous day. The implied volatity was 3.46, the open interest changed by -41988 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 613.05, which was 0.00 lower than the previous day. The implied volatity was 1.30, the open interest changed by -27211 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 613.05, which was 0.00 lower than the previous day. The implied volatity was 1.80, the open interest changed by -7277 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 613.05, which was 0.00 lower than the previous day. The implied volatity was 1.12, the open interest changed by -3265 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 613.05, which was 613.05 higher than the previous day. The implied volatity was 0.12, the open interest changed by -152076 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.28, the open interest changed by -36102 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.32, the open interest changed by -20437 which decreased total open position to 0
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.78, 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 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 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 24350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23259.85 | 473.15 | 0.00 | - | 0 | 11.875 | 0 |
| 19 Nov | 23403.05 | 473.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23257.70 | 473.15 | 0.00 | - | 0 | -0.625 | 0 |
| 14 Nov | 23200.30 | 473.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 473.15 | 0.00 | - | 0 | -191.25 | 0 |
| 12 Nov | 23563.65 | 473.15 | 0.00 | - | 0 | 156.25 | 0 |
| 11 Nov | 23959.95 | 473.15 | 0.00 | - | 0 | -398.75 | 0 |
| 8 Nov | 23834.55 | 473.15 | 0.00 | - | 0 | -419.375 | 0 |
| 7 Nov | 23966.60 | 473.15 | 0.00 | - | 0 | -521.25 | 0 |
| 6 Nov | 24181.20 | 473.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 473.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 473.15 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 473.15 | 473.15 | - | 0 | 0 | 0 |
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | -1,852.5 | 0 |
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24350 expiring on 26NOV2024
Delta for 24350 PE is -
Historical price for 24350 PE is as follows
On 21 Nov FINNIFTY was trading at 23259.85. The strike last trading price was 473.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 0
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 473.15, 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 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 473.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 473.15, 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 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 473.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -306 which decreased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 473.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 473.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -638 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 473.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -671 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 473.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -834 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 473.15, 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 473.15, 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 473.15, 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 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 473.15, which was 473.15 higher 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 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 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
