FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:16 PM IST
| FINNIFTY 26NOV2024 24750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.72
Theta: -1.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23297.90 | 1.95 | -1.35 | 21.43 | 1,158.125 | -4,543.75 | 159.375 | |||
| 19 Nov | 23403.05 | 3.3 | -421.95 | 19.07 | 5.625 | 4.375 | 4.375 | |||
| 18 Nov | 23257.70 | 425.25 | 0.00 | 9.36 | 0 | 0 | 0 | |||
| 14 Nov | 23200.30 | 425.25 | 0.00 | 7.81 | 0 | -470.625 | 0 | |||
| 13 Nov | 23138.40 | 425.25 | 0.00 | 8.02 | 0 | -19,326.875 | 0 | |||
| 12 Nov | 23563.65 | 425.25 | 0.00 | 5.39 | 0 | -11,128.75 | 0 | |||
| 11 Nov | 23959.95 | 425.25 | 0.00 | 3.39 | 0 | 1,561.875 | 0 | |||
| 8 Nov | 23834.55 | 425.25 | 0.00 | 2.70 | 0 | 0 | 0 | |||
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| 7 Nov | 23966.60 | 425.25 | 0.00 | 2.87 | 0 | -1,903.75 | 0 | |||
| 6 Nov | 24181.20 | 425.25 | 0.00 | 1.93 | 0 | 65.625 | 0 | |||
| 5 Nov | 24128.90 | 425.25 | 425.25 | 2.13 | 0 | -0.625 | 0 | |||
| 4 Nov | 23660.25 | 0 | 0.00 | 3.71 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 0 | 0.00 | 2.32 | 0 | -0.625 | 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 24750 expiring on 26NOV2024
Delta for 24750 CE is 0.01
Historical price for 24750 CE is as follows
On 21 Nov FINNIFTY was trading at 23297.90. The strike last trading price was 1.95, which was -1.35 lower than the previous day. The implied volatity was 21.43, the open interest changed by -7270 which decreased total open position to 255
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 3.3, which was -421.95 lower than the previous day. The implied volatity was 19.07, the open interest changed by 7 which increased total open position to 7
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 425.25, which was 0.00 lower than the previous day. The implied volatity was 9.36, 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 425.25, which was 0.00 lower than the previous day. The implied volatity was 7.81, the open interest changed by -753 which decreased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 425.25, which was 0.00 lower than the previous day. The implied volatity was 8.02, the open interest changed by -30923 which decreased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 425.25, which was 0.00 lower than the previous day. The implied volatity was 5.39, the open interest changed by -17806 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 425.25, which was 0.00 lower than the previous day. The implied volatity was 3.39, the open interest changed by 2499 which increased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 425.25, 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 425.25, which was 0.00 lower than the previous day. The implied volatity was 2.87, the open interest changed by -3046 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 425.25, which was 0.00 lower than the previous day. The implied volatity was 1.93, the open interest changed by 105 which increased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 425.25, which was 425.25 higher than the previous day. The implied volatity was 2.13, the open interest changed by -1 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 3.71, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.32, the open interest changed by -1 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 24750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23297.90 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23257.70 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 23200.30 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 800 | 0.00 | 0.00 | 0 | 4.375 | 0 |
| 11 Nov | 23959.95 | 800 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 800 | 0.00 | 0.00 | 0 | 13.75 | 0 |
| 7 Nov | 23966.60 | 800 | 116.75 | 15.92 | 1.25 | -3.75 | 0.625 |
| 6 Nov | 24181.20 | 683.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 683.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 683.25 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 683.25 | 683.25 | - | 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 24750 expiring on 26NOV2024
Delta for 24750 PE is 0.00
Historical price for 24750 PE is as follows
On 21 Nov FINNIFTY was trading at 23297.90. The strike last trading price was 800, 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 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 800, 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 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 800, 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 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 800, 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 800, 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 800, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 800, 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 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 800, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 800, which was 116.75 higher than the previous day. The implied volatity was 15.92, the open interest changed by -6 which decreased total open position to 1
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 683.25, 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 683.25, 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 683.25, 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 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 683.25, which was 683.25 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
