FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 24850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.30
Theta: -0.66
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 23200.30 | 0.65 | -2.20 | 20.98 | 7,076.875 | 68.125 | 453.75 | |||
| 13 Nov | 23138.40 | 2.85 | -4.20 | 22.78 | 13,681.875 | 336.25 | 385.625 | |||
| 12 Nov | 23563.65 | 7.05 | -281.20 | 19.57 | 100.625 | 49.375 | 49.375 | |||
|
|
||||||||||
| 11 Nov | 23959.95 | 288.25 | 0.00 | 5.76 | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 288.25 | 0.00 | 5.53 | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 288.25 | 0.00 | 4.35 | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 288.25 | 0.00 | 3.16 | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 288.25 | 5.76 | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24850 expiring on 19NOV2024
Delta for 24850 CE is 0.00
Historical price for 24850 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 0.65, which was -2.20 lower than the previous day. The implied volatity was 20.98, the open interest changed by 109 which increased total open position to 726
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 2.85, which was -4.20 lower than the previous day. The implied volatity was 22.78, the open interest changed by 538 which increased total open position to 617
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 7.05, which was -281.20 lower than the previous day. The implied volatity was 19.57, the open interest changed by 79 which increased total open position to 79
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 288.25, which was 0.00 lower than the previous day. The implied volatity was 5.76, 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 288.25, which was 0.00 lower than the previous day. The implied volatity was 5.53, 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 288.25, which was 0.00 lower than the previous day. The implied volatity was 4.35, 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 288.25, which was 0.00 lower than the previous day. The implied volatity was 3.16, 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 288.25, which was lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 19NOV2024 24850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 1101.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 1101.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 1101.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 23959.95 | 1101.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 1101.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 1101.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 1101.95 | 1101.95 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24850 expiring on 19NOV2024
Delta for 24850 PE is -
Historical price for 24850 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1101.95, 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 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 1101.95, 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 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1101.95, 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 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 1101.95, 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 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 1101.95, 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 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 1101.95, 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 1101.95, which was 1101.95 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
