FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 21100 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 23906.60 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 24198.35 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 24498.90 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 24726.95 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 24802.95 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 24722.60 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 24731.25 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 24562.60 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 24296.55 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 24072.65 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 24010.15 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 23919.60 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 24171.55 | 4231.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 24046.80 | 4231.25 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 21100 expiring on 31DEC2024
Delta for 21100 CE is -
Historical price for 21100 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 4231.25, 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 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 4231.25, 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 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 4231.25, 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 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 4231.25, 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 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 4231.25, 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 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 4231.25, 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 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 4231.25, 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 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 4231.25, 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 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 4231.25, 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 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 4231.25, 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 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 4231.25, 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 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 4231.25, 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 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 4231.25, 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 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 4231.25, 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 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 4231.25, 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 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 4231.25, 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 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 4231.25, 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 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 4231.25, 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 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 4231.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 31DEC2024 21100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.81
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 2.7 | 0.40 | 27.76 | 155 | -35 | 445.769 |
| 19 Dec | 23906.60 | 2.3 | -0.25 | 28.40 | 386.154 | 30.385 | 479.231 |
| 18 Dec | 24198.35 | 2.55 | -0.50 | 30.01 | 183.846 | 15.385 | 448.462 |
| 17 Dec | 24498.90 | 3.05 | 0.45 | 31.44 | 391.923 | 8.077 | 436.154 |
| 16 Dec | 24857.00 | 2.6 | -1.20 | 32.30 | 247.308 | 23.462 | 433.846 |
| 13 Dec | 24880.40 | 3.8 | 0.85 | 31.46 | 258.462 | -18.077 | 411.154 |
| 12 Dec | 24726.95 | 2.95 | -0.10 | 28.65 | 263.462 | 53.846 | 436.923 |
| 11 Dec | 24803.05 | 3.05 | -0.85 | 28.51 | 599.231 | -23.846 | 385.385 |
| 10 Dec | 24802.95 | 3.9 | -0.85 | 28.78 | 654.231 | 24.615 | 413.846 |
| 9 Dec | 24722.60 | 4.75 | -0.55 | 28.32 | 403.846 | 13.846 | 397.308 |
| 6 Dec | 24703.70 | 5.3 | -0.65 | 26.87 | 545 | -22.692 | 385.769 |
| 5 Dec | 24731.25 | 5.95 | 1.00 | 27.00 | 529.231 | 2.308 | 408.462 |
| 4 Dec | 24562.60 | 4.95 | -2.20 | 24.87 | 795 | 45.769 | 414.615 |
| 3 Dec | 24296.55 | 7.15 | -1.85 | 24.23 | 648.462 | -3.462 | 371.154 |
| 2 Dec | 24072.65 | 9 | -1.95 | 23.37 | 1,758.462 | 62.692 | 376.923 |
| 29 Nov | 24010.15 | 10.95 | 0.40 | 22.54 | 2,115 | 326.154 | 326.923 |
| 28 Nov | 23919.60 | 10.55 | -27.50 | 21.86 | 1.154 | 0.385 | 0.385 |
| 27 Nov | 24171.55 | 38.05 | 0.00 | 10.60 | 0 | 0 | 0 |
| 26 Nov | 24046.80 | 38.05 | 10.18 | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 21100 expiring on 31DEC2024
Delta for 21100 PE is -0.01
Historical price for 21100 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 2.7, which was 0.40 higher than the previous day. The implied volatity was 27.76, the open interest changed by -91 which decreased total open position to 1159
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 2.3, which was -0.25 lower than the previous day. The implied volatity was 28.40, the open interest changed by 79 which increased total open position to 1246
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 2.55, which was -0.50 lower than the previous day. The implied volatity was 30.01, the open interest changed by 40 which increased total open position to 1166
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 3.05, which was 0.45 higher than the previous day. The implied volatity was 31.44, the open interest changed by 21 which increased total open position to 1134
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 2.6, which was -1.20 lower than the previous day. The implied volatity was 32.30, the open interest changed by 61 which increased total open position to 1128
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 3.8, which was 0.85 higher than the previous day. The implied volatity was 31.46, the open interest changed by -47 which decreased total open position to 1069
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 2.95, which was -0.10 lower than the previous day. The implied volatity was 28.65, the open interest changed by 140 which increased total open position to 1136
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 3.05, which was -0.85 lower than the previous day. The implied volatity was 28.51, the open interest changed by -62 which decreased total open position to 1002
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 3.9, which was -0.85 lower than the previous day. The implied volatity was 28.78, the open interest changed by 64 which increased total open position to 1076
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 4.75, which was -0.55 lower than the previous day. The implied volatity was 28.32, the open interest changed by 36 which increased total open position to 1033
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 5.3, which was -0.65 lower than the previous day. The implied volatity was 26.87, the open interest changed by -59 which decreased total open position to 1003
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 5.95, which was 1.00 higher than the previous day. The implied volatity was 27.00, the open interest changed by 6 which increased total open position to 1062
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 4.95, which was -2.20 lower than the previous day. The implied volatity was 24.87, the open interest changed by 119 which increased total open position to 1078
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 7.15, which was -1.85 lower than the previous day. The implied volatity was 24.23, the open interest changed by -9 which decreased total open position to 965
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 9, which was -1.95 lower than the previous day. The implied volatity was 23.37, the open interest changed by 163 which increased total open position to 980
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 10.95, which was 0.40 higher than the previous day. The implied volatity was 22.54, the open interest changed by 848 which increased total open position to 850
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 10.55, which was -27.50 lower than the previous day. The implied volatity was 21.86, the open interest changed by 1 which increased total open position to 1
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 38.05, which was 0.00 lower than the previous day. The implied volatity was 10.60, the open interest changed by 0 which decreased total open position to 0
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 38.05, which was lower than the previous day. The implied volatity was 10.18, the open interest changed by 0 which decreased total open position to 0
