FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:26 PM IST
| FINNIFTY 26NOV2024 24550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.90
Theta: -1.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23311.45 | 2.3 | -2.70 | 19.05 | 1,983.125 | 456.25 | 471.25 | |||
| 19 Nov | 23403.05 | 5 | -64.90 | 17.83 | 16.25 | 13.125 | 14.375 | |||
| 18 Nov | 23257.70 | 69.9 | 0.00 | 0.00 | 0 | 0 | 1.25 | |||
| 14 Nov | 23200.30 | 69.9 | 0.00 | 0.00 | 0 | 1,589.375 | 0 | |||
| 13 Nov | 23138.40 | 69.9 | 0.00 | 0.00 | 0 | 1.25 | 0 | |||
| 12 Nov | 23563.65 | 69.9 | -443.45 | 18.27 | 1.25 | -19,226.875 | 0.625 | |||
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| 11 Nov | 23959.95 | 513.35 | 0.00 | 2.66 | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 513.35 | 0.00 | 2.70 | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 513.35 | 0.00 | 2.01 | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 513.35 | 0.00 | 1.05 | 0 | -30,140 | 0 | |||
| 5 Nov | 24128.90 | 513.35 | 0.00 | 1.11 | 0 | -7,651.875 | 0 | |||
| 4 Nov | 23660.25 | 513.35 | 0.00 | 2.96 | 0 | -8,594.375 | 0 | |||
| 1 Nov | 23947.60 | 513.35 | 0.00 | 1.56 | 0 | -4,376.25 | 0 | |||
| 31 Oct | 23886.55 | 513.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24037.40 | 513.35 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24550 expiring on 26NOV2024
Delta for 24550 CE is 0.01
Historical price for 24550 CE is as follows
On 21 Nov FINNIFTY was trading at 23311.45. The strike last trading price was 2.3, which was -2.70 lower than the previous day. The implied volatity was 19.05, the open interest changed by 730 which increased total open position to 754
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 5, which was -64.90 lower than the previous day. The implied volatity was 17.83, the open interest changed by 21 which increased total open position to 23
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 69.9, 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 2
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 69.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2543 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 69.9, 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 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 69.9, which was -443.45 lower than the previous day. The implied volatity was 18.27, the open interest changed by -30763 which decreased total open position to 1
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 513.35, which was 0.00 lower than the previous day. The implied volatity was 2.66, 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 513.35, which was 0.00 lower than the previous day. The implied volatity was 2.70, 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 513.35, which was 0.00 lower than the previous day. The implied volatity was 2.01, 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 513.35, which was 0.00 lower than the previous day. The implied volatity was 1.05, the open interest changed by -48224 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 513.35, which was 0.00 lower than the previous day. The implied volatity was 1.11, the open interest changed by -12243 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 513.35, which was 0.00 lower than the previous day. The implied volatity was 2.96, the open interest changed by -13751 which decreased total open position to 0
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 513.35, which was 0.00 lower than the previous day. The implied volatity was 1.56, the open interest changed by -7002 which decreased total open position to 0
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 513.35, 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 513.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 26NOV2024 24550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23311.45 | 572.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 572.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23257.70 | 572.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 23200.30 | 572.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 572.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 572.4 | 0.00 | - | 0 | 100.625 | 0 |
| 11 Nov | 23959.95 | 572.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 572.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 572.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 572.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 572.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 572.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 572.4 | 572.40 | - | 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 24550 expiring on 26NOV2024
Delta for 24550 PE is -
Historical price for 24550 PE is as follows
On 21 Nov FINNIFTY was trading at 23311.45. The strike last trading price was 572.4, 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 572.4, 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 572.4, 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 572.4, 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 572.4, 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 572.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 161 which increased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 572.4, 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 572.4, 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 572.4, 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 572.4, 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 572.4, 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 572.4, 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 572.4, which was 572.40 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
