FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:09 PM IST
| FINNIFTY 26NOV2024 24850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.64
Theta: -1.47
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23301.00 | 1.75 | -2.05 | 22.37 | 859.375 | -2,161.25 | 308.75 | |||
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| 19 Nov | 23403.05 | 3.8 | -1.35 | 20.63 | 16.875 | 8.75 | 9.375 | |||
| 18 Nov | 23257.70 | 5.15 | -380.35 | 21.02 | 0.625 | 0 | 0 | |||
| 14 Nov | 23200.30 | 385.5 | 0.00 | 8.28 | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 385.5 | 0.00 | 8.31 | 0 | -27,731.875 | 0 | |||
| 12 Nov | 23563.65 | 385.5 | 0.00 | 5.85 | 0 | -5,345 | 0 | |||
| 11 Nov | 23959.95 | 385.5 | 0.00 | 3.86 | 0 | 1,843.125 | 0 | |||
| 8 Nov | 23834.55 | 385.5 | 0.00 | 3.78 | 0 | -2,894.375 | 0 | |||
| 7 Nov | 23966.60 | 385.5 | 0.00 | 3.12 | 0 | -2,280.625 | 0 | |||
| 6 Nov | 24181.20 | 385.5 | 0.00 | 2.33 | 0 | -1.25 | 0 | |||
| 5 Nov | 24128.90 | 385.5 | 0.00 | 2.36 | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 385.5 | 0.00 | 4.08 | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 385.5 | 0.00 | 2.55 | 0 | 0 | 0 | |||
| 31 Oct | 23886.55 | 385.5 | 385.50 | - | 0 | 0 | 0 | |||
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24850 expiring on 26NOV2024
Delta for 24850 CE is 0.01
Historical price for 24850 CE is as follows
On 21 Nov FINNIFTY was trading at 23301.00. The strike last trading price was 1.75, which was -2.05 lower than the previous day. The implied volatity was 22.37, the open interest changed by -3458 which decreased total open position to 494
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 3.8, which was -1.35 lower than the previous day. The implied volatity was 20.63, the open interest changed by 14 which increased total open position to 15
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 5.15, which was -380.35 lower than the previous day. The implied volatity was 21.02, 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 385.5, which was 0.00 lower than the previous day. The implied volatity was 8.28, 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 385.5, which was 0.00 lower than the previous day. The implied volatity was 8.31, the open interest changed by -44371 which decreased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 385.5, which was 0.00 lower than the previous day. The implied volatity was 5.85, the open interest changed by -8552 which decreased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 385.5, which was 0.00 lower than the previous day. The implied volatity was 3.86, the open interest changed by 2949 which increased total open position to 0
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 385.5, which was 0.00 lower than the previous day. The implied volatity was 3.78, the open interest changed by -4631 which decreased total open position to 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 385.5, which was 0.00 lower than the previous day. The implied volatity was 3.12, the open interest changed by -3649 which decreased total open position to 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 385.5, which was 0.00 lower than the previous day. The implied volatity was 2.33, the open interest changed by -2 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 385.5, which was 0.00 lower than the previous day. The implied volatity was 2.36, 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 385.5, which was 0.00 lower than the previous day. The implied volatity was 4.08, 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 385.5, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 385.5, which was 385.50 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 26NOV2024 24850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23301.00 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23257.70 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 23200.30 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 23959.95 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 742.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 742.9 | 742.90 | - | 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 24850 expiring on 26NOV2024
Delta for 24850 PE is -
Historical price for 24850 PE is as follows
On 21 Nov FINNIFTY was trading at 23301.00. The strike last trading price was 742.9, 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 742.9, 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 742.9, 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 742.9, 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 742.9, 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 742.9, 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 742.9, 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 742.9, 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 742.9, 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 742.9, 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 742.9, 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 742.9, 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 742.9, which was 742.90 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
