FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 21000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 23906.60 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 24198.35 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 24498.90 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 24726.95 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24802.95 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24722.60 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 24731.25 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 24562.60 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24296.55 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 24072.65 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 24010.15 | 3179.05 | 0.00 | 0.00 | 0 | 0 | 1.923 | |||
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| 28 Nov | 23919.60 | 3179.05 | 74.05 | 28.97 | 1.154 | 0 | 1.538 | |||
| 27 Nov | 24171.55 | 3105 | 0.00 | 0.00 | 0 | 1.538 | 0 | |||
| 26 Nov | 24046.80 | 3105 | - | 1.538 | 1.154 | 1.154 | ||||
For Nifty Financial Services - strike price 21000 expiring on 31DEC2024
Delta for 21000 CE is 0.00
Historical price for 21000 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 3179.05, 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 0
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 3179.05, 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 0
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 3179.05, 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 0
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 3179.05, 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 0
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 3179.05, 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 0
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 3179.05, 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 0
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 3179.05, 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 0
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 3179.05, 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 0
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 3179.05, 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 0
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 3179.05, 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 0
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 3179.05, 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 0
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 3179.05, 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 0
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 3179.05, 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 0
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 3179.05, 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 0
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 3179.05, 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 0
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 3179.05, 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 5
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 3179.05, which was 74.05 higher than the previous day. The implied volatity was 28.97, the open interest changed by 0 which decreased total open position to 4
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 3105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 3105, which was lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
| FINNIFTY 31DEC2024 21000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.64
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 2 | 0.50 | 27.65 | 818.462 | -112.308 | 604.231 |
| 19 Dec | 23906.60 | 1.5 | -0.15 | 28.00 | 1,095.385 | 52.692 | 711.154 |
| 18 Dec | 24198.35 | 1.65 | -0.40 | 29.45 | 420.769 | -31.154 | 601.923 |
| 17 Dec | 24498.90 | 2.05 | -0.20 | 30.92 | 421.923 | -45.385 | 633.077 |
| 16 Dec | 24857.00 | 2.25 | -0.55 | 32.57 | 480 | 99.615 | 678.462 |
| 13 Dec | 24880.40 | 2.8 | -0.20 | 31.07 | 439.615 | -82.692 | 586.923 |
| 12 Dec | 24726.95 | 3 | -0.05 | 29.47 | 356.154 | -15.769 | 670.385 |
| 11 Dec | 24803.05 | 3.05 | -0.55 | 29.24 | 490.385 | -60 | 690.769 |
| 10 Dec | 24802.95 | 3.6 | -0.80 | 29.23 | 682.308 | -2.308 | 750.769 |
| 9 Dec | 24722.60 | 4.4 | -0.50 | 28.80 | 397.692 | 41.154 | 755.385 |
| 6 Dec | 24703.70 | 4.9 | -0.65 | 27.25 | 879.615 | 129.231 | 716.923 |
| 5 Dec | 24731.25 | 5.55 | 0.80 | 27.44 | 1,125.769 | -71.154 | 590 |
| 4 Dec | 24562.60 | 4.75 | -1.45 | 25.41 | 1,610.385 | -12.308 | 661.154 |
| 3 Dec | 24296.55 | 6.2 | -1.95 | 24.39 | 4,683.846 | -117.692 | 681.923 |
| 2 Dec | 24072.65 | 8.15 | -1.10 | 23.72 | 2,849.615 | 212.308 | 803.846 |
| 29 Nov | 24010.15 | 9.25 | -3.25 | 22.62 | 1,785 | 307.692 | 571.154 |
| 28 Nov | 23919.60 | 12.5 | -0.05 | 23.11 | 1,015.769 | 156.154 | 267.692 |
| 27 Nov | 24171.55 | 12.55 | -21.35 | 24.05 | 256.538 | 111.154 | 111.154 |
| 26 Nov | 24046.80 | 33.9 | 10.48 | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 21000 expiring on 31DEC2024
Delta for 21000 PE is -0.01
Historical price for 21000 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 2, which was 0.50 higher than the previous day. The implied volatity was 27.65, the open interest changed by -292 which decreased total open position to 1571
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 1.5, which was -0.15 lower than the previous day. The implied volatity was 28.00, the open interest changed by 137 which increased total open position to 1849
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1.65, which was -0.40 lower than the previous day. The implied volatity was 29.45, the open interest changed by -81 which decreased total open position to 1565
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 2.05, which was -0.20 lower than the previous day. The implied volatity was 30.92, the open interest changed by -118 which decreased total open position to 1646
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 2.25, which was -0.55 lower than the previous day. The implied volatity was 32.57, the open interest changed by 259 which increased total open position to 1764
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 2.8, which was -0.20 lower than the previous day. The implied volatity was 31.07, the open interest changed by -215 which decreased total open position to 1526
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 29.47, the open interest changed by -41 which decreased total open position to 1743
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 29.24, the open interest changed by -156 which decreased total open position to 1796
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 3.6, which was -0.80 lower than the previous day. The implied volatity was 29.23, the open interest changed by -6 which decreased total open position to 1952
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 4.4, which was -0.50 lower than the previous day. The implied volatity was 28.80, the open interest changed by 107 which increased total open position to 1964
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 4.9, which was -0.65 lower than the previous day. The implied volatity was 27.25, the open interest changed by 336 which increased total open position to 1864
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 5.55, which was 0.80 higher than the previous day. The implied volatity was 27.44, the open interest changed by -185 which decreased total open position to 1534
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 4.75, which was -1.45 lower than the previous day. The implied volatity was 25.41, the open interest changed by -32 which decreased total open position to 1719
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 6.2, which was -1.95 lower than the previous day. The implied volatity was 24.39, the open interest changed by -306 which decreased total open position to 1773
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 8.15, which was -1.10 lower than the previous day. The implied volatity was 23.72, the open interest changed by 552 which increased total open position to 2090
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 9.25, which was -3.25 lower than the previous day. The implied volatity was 22.62, the open interest changed by 800 which increased total open position to 1485
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 12.5, which was -0.05 lower than the previous day. The implied volatity was 23.11, the open interest changed by 406 which increased total open position to 696
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 12.55, which was -21.35 lower than the previous day. The implied volatity was 24.05, the open interest changed by 289 which increased total open position to 289
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 33.9, which was lower than the previous day. The implied volatity was 10.48, the open interest changed by 0 which decreased total open position to 0
