FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 03:43 PM IST
| FINNIFTY 26NOV2024 24650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.51
Theta: -1.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23273.45 | 1.1 | -2.05 | 18.91 | 1,895 | -7,690 | 229.375 | |||
| 19 Nov | 23403.05 | 3.15 | -4.85 | 17.74 | 15.625 | -1,880.625 | 3.75 | |||
| 18 Nov | 23257.70 | 8 | -212.00 | 20.03 | 0.625 | -1,144.375 | 1.25 | |||
| 14 Nov | 23200.30 | 220 | 0.00 | 0.00 | 0 | 818.75 | 0 | |||
| 13 Nov | 23138.40 | 220 | 0.00 | 0.00 | 0 | -58,263.125 | 1.25 | |||
| 12 Nov | 23563.65 | 220 | 0.00 | 0.00 | 0 | -15,318.125 | 1.25 | |||
| 11 Nov | 23959.95 | 220 | 0.00 | 0.00 | 0 | -10,071.875 | 1.25 | |||
| 8 Nov | 23834.55 | 220 | 0.00 | 0.00 | 0 | 4,440 | 0 | |||
| 7 Nov | 23966.60 | 220 | 0.00 | 0.00 | 0 | 1,958.75 | 0 | |||
| 6 Nov | 24181.20 | 220 | 127.10 | 15.75 | 2.5 | -24,459.375 | 0.625 | |||
| 5 Nov | 24128.90 | 92.9 | -375.00 | 10.77 | 1.25 | -5,690 | 0 | |||
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| 4 Nov | 23660.25 | 467.9 | 0.00 | 3.34 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 467.9 | 0.00 | 1.94 | 0 | -6,886.875 | 0 | |||
| 31 Oct | 23886.55 | 467.9 | 0.00 | - | 0 | -2,261.25 | 0 | |||
| 30 Oct | 24037.40 | 467.9 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24650 expiring on 26NOV2024
Delta for 24650 CE is 0.01
Historical price for 24650 CE is as follows
On 21 Nov FINNIFTY was trading at 23273.45. The strike last trading price was 1.1, which was -2.05 lower than the previous day. The implied volatity was 18.91, the open interest changed by -12304 which decreased total open position to 367
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 3.15, which was -4.85 lower than the previous day. The implied volatity was 17.74, the open interest changed by -3009 which decreased total open position to 6
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 8, which was -212.00 lower than the previous day. The implied volatity was 20.03, the open interest changed by -1831 which decreased total open position to 2
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1310 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -93221 which decreased total open position to 2
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -24509 which decreased total open position to 2
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -16115 which decreased total open position to 2
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7104 which increased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3134 which increased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 220, which was 127.10 higher than the previous day. The implied volatity was 15.75, the open interest changed by -39135 which decreased total open position to 1
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 92.9, which was -375.00 lower than the previous day. The implied volatity was 10.77, the open interest changed by -9104 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 467.9, which was 0.00 lower than the previous day. The implied volatity was 3.34, 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 467.9, which was 0.00 lower than the previous day. The implied volatity was 1.94, the open interest changed by -11019 which decreased total open position to 0
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 467.9, 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 467.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 26NOV2024 24650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23273.45 | 626.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 626.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23257.70 | 626.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 23200.30 | 626.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 626.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 626.35 | 0.00 | - | 0 | 9.375 | 0 |
| 11 Nov | 23959.95 | 626.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 626.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 626.35 | 0.00 | - | 0 | -60.625 | 0 |
| 6 Nov | 24181.20 | 626.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 626.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 626.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 626.35 | 626.35 | - | 0 | -13.75 | 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 24650 expiring on 26NOV2024
Delta for 24650 PE is -
Historical price for 24650 PE is as follows
On 21 Nov FINNIFTY was trading at 23273.45. The strike last trading price was 626.35, 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 626.35, 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 626.35, 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 626.35, 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 626.35, 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 626.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 626.35, 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 626.35, 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 626.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -97 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 626.35, 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 626.35, 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 626.35, 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 626.35, which was 626.35 higher than the previous day. The implied volatity was -, the open interest changed by -22 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
