FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 21400 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 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 23906.60 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 24198.35 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 17 Dec | 24498.90 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 24726.95 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 24802.95 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 24722.60 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 24731.25 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 24562.60 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 24296.55 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 24072.65 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 24010.15 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 23919.60 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 24171.55 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 24046.80 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 24058.70 | 3952.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 23623.75 | 3952.1 | 3952.10 | - | 0 | 0 | 0 | |||
| 19 Nov | 23403.05 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 21400 expiring on 31DEC2024
Delta for 21400 CE is -
Historical price for 21400 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 3952.1, 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 25 Nov FINNIFTY was trading at 24058.70. The strike last trading price was 3952.1, 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 22 Nov FINNIFTY was trading at 23623.75. The strike last trading price was 3952.1, which was 3952.10 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 21400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.17
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 4 | 1.40 | 25.90 | 668.077 | -112.308 | 177.308 |
| 19 Dec | 23906.60 | 2.6 | 0.80 | 25.98 | 940.769 | 123.462 | 292.692 |
| 18 Dec | 24198.35 | 1.8 | -1.40 | 26.27 | 30.769 | 1.154 | 168.846 |
| 17 Dec | 24498.90 | 3.2 | 0.80 | 28.99 | 93.462 | -13.077 | 167.692 |
| 16 Dec | 24857.00 | 2.4 | -0.50 | 29.52 | 139.231 | -12.308 | 180.769 |
| 13 Dec | 24880.40 | 2.9 | -0.10 | 28.17 | 119.231 | 18.846 | 193.077 |
| 12 Dec | 24726.95 | 3 | -0.30 | 26.50 | 94.231 | -22.692 | 174.615 |
| 11 Dec | 24803.05 | 3.3 | -1.50 | 26.63 | 771.154 | -44.231 | 197.308 |
| 10 Dec | 24802.95 | 4.8 | -0.60 | 27.31 | 391.923 | 23.462 | 241.923 |
| 9 Dec | 24722.60 | 5.4 | -1.50 | 26.59 | 189.231 | -5.769 | 218.462 |
| 6 Dec | 24703.70 | 6.9 | -0.90 | 25.66 | 420.385 | 26.923 | 225.385 |
| 5 Dec | 24731.25 | 7.8 | 1.50 | 25.89 | 262.308 | 8.077 | 203.077 |
| 4 Dec | 24562.60 | 6.3 | -4.15 | 23.65 | 308.846 | -69.615 | 195 |
| 3 Dec | 24296.55 | 10.45 | -1.15 | 23.41 | 1,563.077 | 50.769 | 265.385 |
| 2 Dec | 24072.65 | 11.6 | -2.20 | 22.13 | 818.077 | 18.846 | 214.615 |
| 29 Nov | 24010.15 | 13.8 | -0.20 | 21.34 | 473.462 | -41.154 | 195.385 |
| 28 Nov | 23919.60 | 14 | -0.35 | 20.81 | 749.231 | 200.769 | 237.308 |
| 27 Nov | 24171.55 | 14.35 | -18.55 | 21.91 | 177.308 | 35 | 36.154 |
| 26 Nov | 24046.80 | 32.9 | 0.00 | 0.00 | 0 | 0.385 | 0 |
| 25 Nov | 24058.70 | 32.9 | 0.00 | 23.82 | 0.385 | 0 | 0.769 |
| 22 Nov | 23623.75 | 32.9 | 0.00 | 20.59 | 0.385 | 0 | 0.769 |
| 19 Nov | 23403.05 | 32.9 | 18.65 | 0.769 | 0 | 0 | |
For Nifty Financial Services - strike price 21400 expiring on 31DEC2024
Delta for 21400 PE is -0.01
Historical price for 21400 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 4, which was 1.40 higher than the previous day. The implied volatity was 25.90, the open interest changed by -292 which decreased total open position to 461
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 2.6, which was 0.80 higher than the previous day. The implied volatity was 25.98, the open interest changed by 321 which increased total open position to 761
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1.8, which was -1.40 lower than the previous day. The implied volatity was 26.27, the open interest changed by 3 which increased total open position to 439
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 3.2, which was 0.80 higher than the previous day. The implied volatity was 28.99, the open interest changed by -34 which decreased total open position to 436
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 2.4, which was -0.50 lower than the previous day. The implied volatity was 29.52, the open interest changed by -32 which decreased total open position to 470
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 2.9, which was -0.10 lower than the previous day. The implied volatity was 28.17, the open interest changed by 49 which increased total open position to 502
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 3, which was -0.30 lower than the previous day. The implied volatity was 26.50, the open interest changed by -59 which decreased total open position to 454
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 3.3, which was -1.50 lower than the previous day. The implied volatity was 26.63, the open interest changed by -115 which decreased total open position to 513
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 4.8, which was -0.60 lower than the previous day. The implied volatity was 27.31, the open interest changed by 61 which increased total open position to 629
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 5.4, which was -1.50 lower than the previous day. The implied volatity was 26.59, the open interest changed by -15 which decreased total open position to 568
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 6.9, which was -0.90 lower than the previous day. The implied volatity was 25.66, the open interest changed by 70 which increased total open position to 586
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 7.8, which was 1.50 higher than the previous day. The implied volatity was 25.89, the open interest changed by 21 which increased total open position to 528
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 6.3, which was -4.15 lower than the previous day. The implied volatity was 23.65, the open interest changed by -181 which decreased total open position to 507
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 10.45, which was -1.15 lower than the previous day. The implied volatity was 23.41, the open interest changed by 132 which increased total open position to 690
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 11.6, which was -2.20 lower than the previous day. The implied volatity was 22.13, the open interest changed by 49 which increased total open position to 558
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 13.8, which was -0.20 lower than the previous day. The implied volatity was 21.34, the open interest changed by -107 which decreased total open position to 508
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 14, which was -0.35 lower than the previous day. The implied volatity was 20.81, the open interest changed by 522 which increased total open position to 617
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 14.35, which was -18.55 lower than the previous day. The implied volatity was 21.91, the open interest changed by 91 which increased total open position to 94
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 32.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Nov FINNIFTY was trading at 24058.70. The strike last trading price was 32.9, which was 0.00 lower than the previous day. The implied volatity was 23.82, the open interest changed by 0 which decreased total open position to 2
On 22 Nov FINNIFTY was trading at 23623.75. The strike last trading price was 32.9, which was 0.00 lower than the previous day. The implied volatity was 20.59, the open interest changed by 0 which decreased total open position to 2
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 32.9, which was lower than the previous day. The implied volatity was 18.65, the open interest changed by 0 which decreased total open position to 0
