FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 24500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.45
Theta: -0.84
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 0.9 | -3.30 | 17.61 | 1,24,144.375 | 8,902.5 | 27,723.75 | |||
| 13 Nov | 23138.40 | 4.2 | -13.70 | 19.57 | 1,23,995 | 14,458.75 | 18,821.25 | |||
|
|
||||||||||
| 12 Nov | 23563.65 | 17.9 | -22.60 | 18.13 | 15,116.875 | 3,881.875 | 4,362.5 | |||
| 11 Nov | 23959.95 | 40.5 | -171.95 | 14.05 | 1,101.875 | 480.625 | 480.625 | |||
| 8 Nov | 23834.55 | 212.45 | 0.00 | 0.00 | 0 | 1.25 | 0 | |||
| 7 Nov | 23966.60 | 212.45 | 0.00 | 0.00 | 0 | 1.25 | 0 | |||
| 6 Nov | 24181.20 | 212.45 | -189.25 | 16.80 | 1.875 | 1.25 | 1.25 | |||
| 5 Nov | 24128.90 | 401.7 | 0.00 | 1.69 | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 401.7 | 0.00 | 3.72 | 0 | 0 | 0 | |||
| 29 Oct | 24357.80 | 401.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 23732.70 | 401.7 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24500 expiring on 19NOV2024
Delta for 24500 CE is 0.01
Historical price for 24500 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 0.9, which was -3.30 lower than the previous day. The implied volatity was 17.61, the open interest changed by 14244 which increased total open position to 44358
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 4.2, which was -13.70 lower than the previous day. The implied volatity was 19.57, the open interest changed by 23134 which increased total open position to 30114
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 17.9, which was -22.60 lower than the previous day. The implied volatity was 18.13, the open interest changed by 6211 which increased total open position to 6980
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 40.5, which was -171.95 lower than the previous day. The implied volatity was 14.05, the open interest changed by 769 which increased total open position to 769
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 212.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 212.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 212.45, which was -189.25 lower than the previous day. The implied volatity was 16.80, the open interest changed by 2 which increased total open position to 2
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 401.7, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 401.7, which was 0.00 lower than the previous day. The implied volatity was 3.72, 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 401.7, 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 401.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 19NOV2024 24500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 890 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 890 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 890 | 22.15 | - | 0.625 | 0 | 0 |
| 11 Nov | 23959.95 | 867.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 867.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 867.85 | 867.85 | - | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 0 | 0.00 | - | 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 24500 expiring on 19NOV2024
Delta for 24500 PE is 0.00
Historical price for 24500 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 890, 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 890, 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 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 890, which was 22.15 higher 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 867.85, 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 867.85, 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 867.85, which was 867.85 higher 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 0, 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 0, 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 0, 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 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
