FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
07 Nov 2024 09:45 AM IST
FINNIFTY 12NOV2024 24850 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.05
Vega: 3.13
Theta: -5.33
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Nov | 24021.00 | 10.75 | -13.25 | 16.69 | 7,054.375 | 1,097.5 | 3,399.375 | |||
|
||||||||||
6 Nov | 24181.20 | 24 | 11.95 | 15.36 | 20,986.875 | 2,300.625 | 2,301.875 | |||
5 Nov | 24128.90 | 12.05 | -170.85 | 14.03 | 2.5 | 1.25 | 1.25 | |||
4 Nov | 23660.25 | 182.9 | 0.00 | 7.36 | 0 | 0 | 0 | |||
1 Nov | 23947.60 | 182.9 | 0.00 | 4.79 | 0 | 0 | 0 | |||
31 Oct | 23886.55 | 182.9 | 0.00 | - | 0 | 0 | 0 | |||
30 Oct | 24037.40 | 182.9 | 0.00 | - | 0 | 0 | 0 | |||
28 Oct | 23861.85 | 182.9 | 0.00 | - | 0 | 0 | 0 | |||
14 Oct | 23857.55 | 182.9 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 24850 expiring on 12NOV2024
Delta for 24850 CE is 0.05
Historical price for 24850 CE is as follows
On 7 Nov FINNIFTY was trading at 24021.00. The strike last trading price was 10.75, which was -13.25 lower than the previous day. The implied volatity was 16.69, the open interest changed by 1756 which increased total open position to 5439
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 24, which was 11.95 higher than the previous day. The implied volatity was 15.36, the open interest changed by 3681 which increased total open position to 3683
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 12.05, which was -170.85 lower than the previous day. The implied volatity was 14.03, the open interest changed by 2 which increased total open position to 2
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 182.9, which was 0.00 lower than the previous day. The implied volatity was 7.36, 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 182.9, which was 0.00 lower than the previous day. The implied volatity was 4.79, 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 182.9, 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 182.9, 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 28 Oct FINNIFTY was trading at 23861.85. The strike last trading price was 182.9, 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 14 Oct FINNIFTY was trading at 23857.55. The strike last trading price was 182.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
FINNIFTY 12NOV2024 24850 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Nov | 24021.00 | 1406.95 | 0.00 | - | 0 | 0 | 0 |
6 Nov | 24181.20 | 1406.95 | 0.00 | - | 0 | 0 | 0 |
5 Nov | 24128.90 | 1406.95 | 0.00 | - | 0 | 0 | 0 |
4 Nov | 23660.25 | 1406.95 | 0.00 | - | 0 | 0 | 0 |
1 Nov | 23947.60 | 1406.95 | 0.00 | - | 0 | 0 | 0 |
31 Oct | 23886.55 | 1406.95 | 1406.95 | - | 0 | 0 | 0 |
30 Oct | 24037.40 | 0 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 23861.85 | 0 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 23857.55 | 0 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 24850 expiring on 12NOV2024
Delta for 24850 PE is -
Historical price for 24850 PE is as follows
On 7 Nov FINNIFTY was trading at 24021.00. The strike last trading price was 1406.95, 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 1406.95, 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 1406.95, 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 1406.95, 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 1406.95, 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 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 1406.95, which was 1406.95 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct FINNIFTY was trading at 23861.85. 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 14 Oct FINNIFTY was trading at 23857.55. 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