FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Nov 2024 04:13 PM IST
| FINNIFTY 19NOV2024 25000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.28
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 23200.30 | 0.65 | -1.95 | 22.82 | 1,14,149.375 | 12,111.875 | 37,956.875 | |||
| 13 Nov | 23138.40 | 2.6 | -2.90 | 24.28 | 92,908.125 | 24,323.75 | 25,845 | |||
| 12 Nov | 23563.65 | 5.5 | -3.50 | 20.61 | 7,477.5 | 831.875 | 1,521.25 | |||
| 11 Nov | 23959.95 | 9 | -2.85 | 15.86 | 1,650.625 | 465 | 689.375 | |||
| 8 Nov | 23834.55 | 11.85 | -22.10 | 15.40 | 311.875 | 129.375 | 224.375 | |||
| 7 Nov | 23966.60 | 33.95 | -19.80 | 16.75 | 194.375 | 57.5 | 95 | |||
| 6 Nov | 24181.20 | 53.75 | 26.75 | 14.82 | 63.75 | 35 | 37.5 | |||
| 5 Nov | 24128.90 | 27 | 13.17 | 2.5 | 2.5 | 2.5 | ||||
For Nifty Financial Services - strike price 25000 expiring on 19NOV2024
Delta for 25000 CE is 0.00
Historical price for 25000 CE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 0.65, which was -1.95 lower than the previous day. The implied volatity was 22.82, the open interest changed by 19379 which increased total open position to 60731
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 2.6, which was -2.90 lower than the previous day. The implied volatity was 24.28, the open interest changed by 38918 which increased total open position to 41352
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 5.5, which was -3.50 lower than the previous day. The implied volatity was 20.61, the open interest changed by 1331 which increased total open position to 2434
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 9, which was -2.85 lower than the previous day. The implied volatity was 15.86, the open interest changed by 744 which increased total open position to 1103
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 11.85, which was -22.10 lower than the previous day. The implied volatity was 15.40, the open interest changed by 207 which increased total open position to 359
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 33.95, which was -19.80 lower than the previous day. The implied volatity was 16.75, the open interest changed by 92 which increased total open position to 152
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 53.75, which was 26.75 higher than the previous day. The implied volatity was 14.82, the open interest changed by 56 which increased total open position to 60
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 27, which was lower than the previous day. The implied volatity was 13.17, the open interest changed by 4 which increased total open position to 4
| FINNIFTY 19NOV2024 25000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 3.81
Theta: -9.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 23200.30 | 1772.55 | 562.00 | 41.85 | 1.25 | 0 | 0 |
| 13 Nov | 23138.40 | 1210.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 1210.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 23959.95 | 1210.55 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 23834.55 | 1210.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 1210.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 1210.55 | 1210.55 | - | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 25000 expiring on 19NOV2024
Delta for 25000 PE is -0.93
Historical price for 25000 PE is as follows
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1772.55, which was 562.00 higher than the previous day. The implied volatity was 41.85, 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 1210.55, 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 1210.55, 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 1210.55, 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 1210.55, 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 1210.55, 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 1210.55, which was 1210.55 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
