FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 24400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.48
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 0.9 | -5.20 | 16.43 | 98,136.875 | -5,552.5 | 7,881.25 | |||
| 13 Nov | 23138.40 | 6.1 | -18.20 | 19.37 | 84,676.25 | 12,648.75 | 13,433.75 | |||
| 12 Nov | 23563.65 | 24.3 | -72.70 | 17.91 | 3,199.375 | 785 | 785 | |||
| 11 Nov | 23959.95 | 97 | -342.45 | 17.61 | 0.625 | 0 | 0 | |||
| 8 Nov | 23834.55 | 439.45 | 0.00 | 2.87 | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 439.45 | 0.00 | 1.98 | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 439.45 | 0.00 | 0.75 | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 439.45 | 0.00 | 0.95 | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 439.45 | 0.00 | 2.81 | 0 | 0 | 0 | |||
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| 29 Oct | 24357.80 | 439.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 23732.70 | 439.45 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24400 expiring on 19NOV2024
Delta for 24400 CE is 0.01
Historical price for 24400 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 0.9, which was -5.20 lower than the previous day. The implied volatity was 16.43, the open interest changed by -8884 which decreased total open position to 12610
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 6.1, which was -18.20 lower than the previous day. The implied volatity was 19.37, the open interest changed by 20238 which increased total open position to 21494
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 24.3, which was -72.70 lower than the previous day. The implied volatity was 17.91, the open interest changed by 1256 which increased total open position to 1256
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 97, which was -342.45 lower than the previous day. The implied volatity was 17.61, 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 439.45, which was 0.00 lower than the previous day. The implied volatity was 2.87, 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 439.45, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 439.45, which was 0.00 lower than the previous day. The implied volatity was 0.75, 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 439.45, which was 0.00 lower than the previous day. The implied volatity was 0.95, 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 439.45, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 439.45, 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 439.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 19NOV2024 24400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 806.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 806.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 806.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 23959.95 | 806.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 806.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 806.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 806.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 806.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 806.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24357.80 | 806.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 23732.70 | 806.25 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24400 expiring on 19NOV2024
Delta for 24400 PE is -
Historical price for 24400 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 806.25, 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 806.25, 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 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 806.25, 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 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 806.25, 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 806.25, 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 806.25, 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 806.25, 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 806.25, 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 806.25, 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 806.25, 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 806.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
