FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:11 PM IST
| FINNIFTY 26NOV2024 24450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.03
Theta: -1.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23303.65 | 2.6 | -2.15 | 18.16 | 2,675.625 | -7,077.5 | 308.125 | |||
| 19 Nov | 23403.05 | 4.75 | -557.05 | 16.39 | 20 | -2,431.875 | 16.25 | |||
| 18 Nov | 23257.70 | 561.8 | 0.00 | 7.56 | 0 | -2,883.75 | 0 | |||
| 14 Nov | 23200.30 | 561.8 | 0.00 | 6.42 | 0 | 1,403.125 | 0 | |||
| 13 Nov | 23138.40 | 561.8 | 561.80 | 6.64 | 0 | -38,197.5 | 0 | |||
| 12 Nov | 23563.65 | 0 | 0.00 | 3.96 | 0 | -28,222.5 | 0 | |||
| 11 Nov | 23959.95 | 0 | 0.00 | 2.17 | 0 | -14,493.125 | 0 | |||
| 8 Nov | 23834.55 | 0 | 0.00 | 2.24 | 0 | -5,340.625 | 0 | |||
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| 7 Nov | 23966.60 | 0 | 0.00 | 1.56 | 0 | -3,071.25 | 0 | |||
| 6 Nov | 24181.20 | 0 | 0.00 | 0.65 | 0 | -45,349.375 | 0 | |||
| 5 Nov | 24128.90 | 0 | 0.00 | 0.73 | 0 | -15,166.25 | 0 | |||
| 4 Nov | 23660.25 | 0 | 0.00 | 2.73 | 0 | -8,492.5 | 0 | |||
| 1 Nov | 23947.60 | 0 | 0.00 | 1.17 | 0 | -6,490 | 0 | |||
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | -4,495.625 | 0 | |||
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24450 expiring on 26NOV2024
Delta for 24450 CE is 0.01
Historical price for 24450 CE is as follows
On 21 Nov FINNIFTY was trading at 23303.65. The strike last trading price was 2.6, which was -2.15 lower than the previous day. The implied volatity was 18.16, the open interest changed by -11324 which decreased total open position to 493
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 4.75, which was -557.05 lower than the previous day. The implied volatity was 16.39, the open interest changed by -3891 which decreased total open position to 26
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 561.8, which was 0.00 lower than the previous day. The implied volatity was 7.56, the open interest changed by -4614 which decreased total open position to 0
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 561.8, which was 0.00 lower than the previous day. The implied volatity was 6.42, the open interest changed by 2245 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 561.8, which was 561.80 higher than the previous day. The implied volatity was 6.64, the open interest changed by -61116 which decreased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.96, the open interest changed by -45156 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.17, the open interest changed by -23189 which decreased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.24, the open interest changed by -8545 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.56, the open interest changed by -4914 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by -72559 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 0.73, the open interest changed by -24266 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 2.73, the open interest changed by -13588 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 1.17, the open interest changed by -10384 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 24450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23303.65 | 521.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 521.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23257.70 | 521.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 23200.30 | 521.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 521.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 521.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 23959.95 | 521.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 521.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 521.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 521.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 521.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 521.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 521.35 | 521.35 | - | 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 24450 expiring on 26NOV2024
Delta for 24450 PE is -
Historical price for 24450 PE is as follows
On 21 Nov FINNIFTY was trading at 23303.65. The strike last trading price was 521.35, 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 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 521.35, 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 521.35, 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 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 521.35, 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 521.35, 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 521.35, 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 521.35, 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 521.35, 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 521.35, 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 521.35, 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 521.35, 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 521.35, 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 521.35, which was 521.35 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
