FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:28 PM IST
| FINNIFTY 26NOV2024 24950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.59
Theta: -1.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23308.40 | 1.65 | -1.35 | 23.37 | 1,210.625 | -3,245 | 240 | |||
| 19 Nov | 23403.05 | 3 | -2.20 | 21.07 | 7.5 | -670 | 36.875 | |||
| 18 Nov | 23257.70 | 5.2 | -12.80 | 21.93 | 56.875 | -451.875 | 34.375 | |||
| 14 Nov | 23200.30 | 18 | 0.00 | 0.00 | 0 | 0 | 6.25 | |||
| 13 Nov | 23138.40 | 18 | -37.10 | 21.28 | 5 | -23.125 | 1.25 | |||
| 12 Nov | 23563.65 | 55.1 | 0.00 | 0.00 | 0 | -3,804.375 | 1.25 | |||
| 11 Nov | 23959.95 | 55.1 | 0.00 | 0.00 | 0 | 1.25 | 1.25 | |||
| 8 Nov | 23834.55 | 55.1 | 0.00 | 0.00 | 0 | -2,054.375 | 1.25 | |||
| 7 Nov | 23966.60 | 55.1 | 0.00 | 0.00 | 0 | 1.25 | 1.25 | |||
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| 6 Nov | 24181.20 | 55.1 | 0.00 | 0.00 | 0 | 8,245 | 0 | |||
| 5 Nov | 24128.90 | 55.1 | 55.10 | 11.14 | 2.5 | 0.625 | 0.625 | |||
| 4 Nov | 23660.25 | 0 | 0.00 | 4.44 | 0 | -2.5 | 0 | |||
| 1 Nov | 23947.60 | 0 | 0.00 | 2.90 | 0 | -1.875 | 0 | |||
| 31 Oct | 23886.55 | 0 | 0.00 | - | 0 | -1.25 | 0 | |||
| 30 Oct | 24037.40 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24950 expiring on 26NOV2024
Delta for 24950 CE is 0.01
Historical price for 24950 CE is as follows
On 21 Nov FINNIFTY was trading at 23308.40. The strike last trading price was 1.65, which was -1.35 lower than the previous day. The implied volatity was 23.37, the open interest changed by -5192 which decreased total open position to 384
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 3, which was -2.20 lower than the previous day. The implied volatity was 21.07, the open interest changed by -1072 which decreased total open position to 59
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 5.2, which was -12.80 lower than the previous day. The implied volatity was 21.93, the open interest changed by -723 which decreased total open position to 55
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 18, 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 10
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 18, which was -37.10 lower than the previous day. The implied volatity was 21.28, the open interest changed by -37 which decreased total open position to 2
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 55.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6087 which decreased total open position to 2
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 55.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 2
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 55.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3287 which decreased total open position to 2
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 55.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 2
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 55.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13192 which increased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 55.1, which was 55.10 higher than the previous day. The implied volatity was 11.14, the open interest changed by 1 which increased total open position to 1
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 4.44, the open interest changed by -4 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 2.90, the open interest changed by -3 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 24950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23308.40 | 805.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 805.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23257.70 | 805.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 23200.30 | 805.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 805.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 805.3 | 0.00 | - | 0 | 1.25 | 0 |
| 11 Nov | 23959.95 | 805.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 805.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 805.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 805.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 805.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 805.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 23947.60 | 805.3 | 805.30 | - | 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 24950 expiring on 26NOV2024
Delta for 24950 PE is -
Historical price for 24950 PE is as follows
On 21 Nov FINNIFTY was trading at 23308.40. The strike last trading price was 805.3, 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 805.3, 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 805.3, 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 805.3, 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 805.3, 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 805.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 805.3, 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 805.3, 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 805.3, 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 805.3, 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 805.3, 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 805.3, 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 805.3, which was 805.30 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
