FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 24800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.37
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 0.85 | -1.80 | 21.13 | 36,055.625 | 2,734.375 | 7,088.125 | |||
| 13 Nov | 23138.40 | 2.65 | -4.35 | 21.96 | 42,116.875 | 3,412.5 | 4,353.75 | |||
| 12 Nov | 23563.65 | 7 | -7.60 | 18.91 | 5,265.625 | 766.25 | 941.25 | |||
| 11 Nov | 23959.95 | 14.6 | -7.50 | 14.74 | 308.75 | 82.5 | 175 | |||
| 8 Nov | 23834.55 | 22.1 | -27.90 | 15.15 | 195 | 27.5 | 92.5 | |||
| 7 Nov | 23966.60 | 50 | -35.00 | 16.10 | 110 | 50.625 | 65 | |||
| 6 Nov | 24181.20 | 85 | 43.00 | 14.51 | 9.375 | 6.875 | 14.375 | |||
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| 5 Nov | 24128.90 | 42 | -6.00 | 12.31 | 4.375 | 3.125 | 7.5 | |||
| 4 Nov | 23660.25 | 48 | -101.90 | 17.45 | 5.625 | 4.375 | 4.375 | |||
| 25 Oct | 23732.70 | 149.9 | - | 0.625 | 0.625 | 0.625 | ||||
For Nifty Financial Services - strike price 24800 expiring on 19NOV2024
Delta for 24800 CE is 0.00
Historical price for 24800 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 0.85, which was -1.80 lower than the previous day. The implied volatity was 21.13, the open interest changed by 4375 which increased total open position to 11341
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 2.65, which was -4.35 lower than the previous day. The implied volatity was 21.96, the open interest changed by 5460 which increased total open position to 6966
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 7, which was -7.60 lower than the previous day. The implied volatity was 18.91, the open interest changed by 1226 which increased total open position to 1506
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 14.6, which was -7.50 lower than the previous day. The implied volatity was 14.74, the open interest changed by 132 which increased total open position to 280
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 22.1, which was -27.90 lower than the previous day. The implied volatity was 15.15, the open interest changed by 44 which increased total open position to 148
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 50, which was -35.00 lower than the previous day. The implied volatity was 16.10, the open interest changed by 81 which increased total open position to 104
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 85, which was 43.00 higher than the previous day. The implied volatity was 14.51, the open interest changed by 11 which increased total open position to 23
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 42, which was -6.00 lower than the previous day. The implied volatity was 12.31, the open interest changed by 5 which increased total open position to 12
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 48, which was -101.90 lower than the previous day. The implied volatity was 17.45, the open interest changed by 7 which increased total open position to 7
On 25 Oct FINNIFTY was trading at 23732.70. The strike last trading price was 149.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 19NOV2024 24800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 1066.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 1066.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 1066.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 23959.95 | 1066.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 1066.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 1066.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 1066.8 | 1066.80 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 23732.70 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24800 expiring on 19NOV2024
Delta for 24800 PE is -
Historical price for 24800 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1066.8, 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 1066.8, 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 1066.8, 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 1066.8, 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 1066.8, 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 1066.8, 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 1066.8, which was 1066.80 higher 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 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
