FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 21300 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 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 23906.60 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 24198.35 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 24498.90 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 24726.95 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 24802.95 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Dec | 24722.60 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 24731.25 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 24562.60 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 24296.55 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 24072.65 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 24010.15 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 23919.60 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 24171.55 | 4044.7 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 24046.80 | 4044.7 | 4044.70 | - | 0 | 0 | 0 | |||
| 19 Nov | 23403.05 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 21300 expiring on 31DEC2024
Delta for 21300 CE is -
Historical price for 21300 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, 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 4044.7, which was 4044.70 higher 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 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
| FINNIFTY 31DEC2024 21300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.02
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 3.4 | 1.35 | 26.38 | 439.615 | -5 | 433.462 |
| 19 Dec | 23906.60 | 2.05 | -0.45 | 26.19 | 365 | 18.077 | 436.923 |
| 18 Dec | 24198.35 | 2.5 | -0.25 | 28.15 | 120.769 | -41.154 | 420.385 |
| 17 Dec | 24498.90 | 2.75 | 0.15 | 29.35 | 134.615 | -3.077 | 460.385 |
| 16 Dec | 24857.00 | 2.6 | -1.05 | 30.61 | 181.538 | 11.923 | 459.615 |
| 13 Dec | 24880.40 | 3.65 | 0.55 | 29.71 | 340.385 | 41.923 | 446.154 |
| 12 Dec | 24726.95 | 3.1 | -1.50 | 27.35 | 320 | -33.077 | 403.846 |
| 11 Dec | 24803.05 | 4.6 | 0.10 | 28.43 | 795.385 | 16.923 | 436.923 |
| 10 Dec | 24802.95 | 4.5 | -0.50 | 27.82 | 667.308 | 62.692 | 424.615 |
| 9 Dec | 24722.60 | 5 | -1.75 | 27.05 | 628.846 | -6.154 | 378.846 |
| 6 Dec | 24703.70 | 6.75 | -1.70 | 26.32 | 223.077 | -21.923 | 391.538 |
| 5 Dec | 24731.25 | 8.45 | 2.60 | 26.89 | 635.769 | 102.308 | 413.846 |
| 4 Dec | 24562.60 | 5.85 | -2.55 | 24.08 | 680 | 6.154 | 314.231 |
| 3 Dec | 24296.55 | 8.4 | -4.25 | 23.48 | 1,532.308 | -39.231 | 307.308 |
| 2 Dec | 24072.65 | 12.65 | -0.35 | 23.18 | 2,018.462 | 55 | 352.692 |
| 29 Nov | 24010.15 | 13 | -4.80 | 21.78 | 1,161.154 | -23.846 | 297.692 |
| 28 Nov | 23919.60 | 17.8 | 6.15 | 22.36 | 1,194.231 | 316.154 | 318.846 |
| 27 Nov | 24171.55 | 11.65 | -36.00 | 21.85 | 9.231 | 3.462 | 3.462 |
| 26 Nov | 24046.80 | 47.65 | 0.00 | 9.59 | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 47.65 | 6.92 | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 21300 expiring on 31DEC2024
Delta for 21300 PE is -0.01
Historical price for 21300 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 3.4, which was 1.35 higher than the previous day. The implied volatity was 26.38, the open interest changed by -13 which decreased total open position to 1127
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 2.05, which was -0.45 lower than the previous day. The implied volatity was 26.19, the open interest changed by 47 which increased total open position to 1136
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was 28.15, the open interest changed by -107 which decreased total open position to 1093
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 2.75, which was 0.15 higher than the previous day. The implied volatity was 29.35, the open interest changed by -8 which decreased total open position to 1197
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 2.6, which was -1.05 lower than the previous day. The implied volatity was 30.61, the open interest changed by 31 which increased total open position to 1195
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 3.65, which was 0.55 higher than the previous day. The implied volatity was 29.71, the open interest changed by 109 which increased total open position to 1160
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 3.1, which was -1.50 lower than the previous day. The implied volatity was 27.35, the open interest changed by -86 which decreased total open position to 1050
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 4.6, which was 0.10 higher than the previous day. The implied volatity was 28.43, the open interest changed by 44 which increased total open position to 1136
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 4.5, which was -0.50 lower than the previous day. The implied volatity was 27.82, the open interest changed by 163 which increased total open position to 1104
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 5, which was -1.75 lower than the previous day. The implied volatity was 27.05, the open interest changed by -16 which decreased total open position to 985
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 6.75, which was -1.70 lower than the previous day. The implied volatity was 26.32, the open interest changed by -57 which decreased total open position to 1018
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 8.45, which was 2.60 higher than the previous day. The implied volatity was 26.89, the open interest changed by 266 which increased total open position to 1076
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 5.85, which was -2.55 lower than the previous day. The implied volatity was 24.08, the open interest changed by 16 which increased total open position to 817
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 8.4, which was -4.25 lower than the previous day. The implied volatity was 23.48, the open interest changed by -102 which decreased total open position to 799
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 12.65, which was -0.35 lower than the previous day. The implied volatity was 23.18, the open interest changed by 143 which increased total open position to 917
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 13, which was -4.80 lower than the previous day. The implied volatity was 21.78, the open interest changed by -62 which decreased total open position to 774
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 17.8, which was 6.15 higher than the previous day. The implied volatity was 22.36, the open interest changed by 822 which increased total open position to 829
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 11.65, which was -36.00 lower than the previous day. The implied volatity was 21.85, the open interest changed by 9 which increased total open position to 9
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 47.65, which was 0.00 lower than the previous day. The implied volatity was 9.59, 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 47.65, which was lower than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 0
