FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 21600 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 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 23906.60 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 24198.35 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 24498.90 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 16 Dec | 24857.00 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 24726.95 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 24802.95 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 24722.60 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 24731.25 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 24562.60 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 24296.55 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 24072.65 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 24010.15 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 23919.60 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 24171.55 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 24046.80 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 24058.70 | 3768.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 23623.75 | 3768.5 | 3768.50 | - | 0 | 0 | 0 | |||
| 19 Nov | 23403.05 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 21600 expiring on 31DEC2024
Delta for 21600 CE is -
Historical price for 21600 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, 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 3768.5, which was 3768.50 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 21600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.15
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 3.5 | 1.00 | 23.41 | 298.462 | -35 | 303.077 |
| 19 Dec | 23906.60 | 2.5 | 0.35 | 23.99 | 263.462 | 103.077 | 342.692 |
| 18 Dec | 24198.35 | 2.15 | -0.65 | 25.04 | 69.231 | 3.077 | 240.769 |
| 17 Dec | 24498.90 | 2.8 | 0.25 | 26.83 | 179.231 | 28.846 | 237.692 |
| 16 Dec | 24857.00 | 2.55 | -0.45 | 28.09 | 174.231 | 0.769 | 212.692 |
| 13 Dec | 24880.40 | 3 | -0.15 | 26.77 | 324.231 | -34.231 | 217.308 |
| 12 Dec | 24726.95 | 3.15 | -1.05 | 25.20 | 336.538 | -11.154 | 253.462 |
| 11 Dec | 24803.05 | 4.2 | -0.70 | 25.89 | 216.154 | 15 | 265.769 |
| 10 Dec | 24802.95 | 4.9 | -2.20 | 25.91 | 154.231 | 17.692 | 251.154 |
| 9 Dec | 24722.60 | 7.1 | -0.95 | 26.07 | 187.692 | 0 | 235.385 |
| 6 Dec | 24703.70 | 8.05 | -2.90 | 24.82 | 611.923 | 5.769 | 235.385 |
| 5 Dec | 24731.25 | 10.95 | 2.35 | 25.74 | 460.769 | -64.231 | 231.538 |
| 4 Dec | 24562.60 | 8.6 | -4.40 | 23.29 | 768.462 | -84.231 | 306.154 |
| 3 Dec | 24296.55 | 13 | -4.05 | 22.76 | 1,033.077 | 44.615 | 395 |
| 2 Dec | 24072.65 | 17.05 | -3.70 | 22.12 | 1,257.308 | 88.846 | 357.308 |
| 29 Nov | 24010.15 | 20.75 | 1.20 | 21.43 | 657.692 | -24.231 | 280.385 |
| 28 Nov | 23919.60 | 19.55 | 3.70 | 20.61 | 2,468.077 | 213.846 | 342.308 |
| 27 Nov | 24171.55 | 15.85 | 1.85 | 20.91 | 1,222.692 | 172.692 | 174.231 |
| 26 Nov | 24046.80 | 14 | -7.60 | 19.53 | 3.462 | 0.385 | 1.538 |
| 25 Nov | 24058.70 | 21.6 | -44.05 | 20.90 | 1.154 | 0.385 | 0.385 |
| 22 Nov | 23623.75 | 65.65 | 0.00 | 6.53 | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 65.65 | 6.06 | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 21600 expiring on 31DEC2024
Delta for 21600 PE is -0.01
Historical price for 21600 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 3.5, which was 1.00 higher than the previous day. The implied volatity was 23.41, the open interest changed by -91 which decreased total open position to 788
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 2.5, which was 0.35 higher than the previous day. The implied volatity was 23.99, the open interest changed by 268 which increased total open position to 891
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 2.15, which was -0.65 lower than the previous day. The implied volatity was 25.04, the open interest changed by 8 which increased total open position to 626
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 2.8, which was 0.25 higher than the previous day. The implied volatity was 26.83, the open interest changed by 75 which increased total open position to 618
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 28.09, the open interest changed by 2 which increased total open position to 553
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 26.77, the open interest changed by -89 which decreased total open position to 565
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 3.15, which was -1.05 lower than the previous day. The implied volatity was 25.20, the open interest changed by -29 which decreased total open position to 659
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 4.2, which was -0.70 lower than the previous day. The implied volatity was 25.89, the open interest changed by 39 which increased total open position to 691
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 4.9, which was -2.20 lower than the previous day. The implied volatity was 25.91, the open interest changed by 46 which increased total open position to 653
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 7.1, which was -0.95 lower than the previous day. The implied volatity was 26.07, the open interest changed by 0 which decreased total open position to 612
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 8.05, which was -2.90 lower than the previous day. The implied volatity was 24.82, the open interest changed by 15 which increased total open position to 612
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 10.95, which was 2.35 higher than the previous day. The implied volatity was 25.74, the open interest changed by -167 which decreased total open position to 602
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 8.6, which was -4.40 lower than the previous day. The implied volatity was 23.29, the open interest changed by -219 which decreased total open position to 796
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 13, which was -4.05 lower than the previous day. The implied volatity was 22.76, the open interest changed by 116 which increased total open position to 1027
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 17.05, which was -3.70 lower than the previous day. The implied volatity was 22.12, the open interest changed by 231 which increased total open position to 929
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 20.75, which was 1.20 higher than the previous day. The implied volatity was 21.43, the open interest changed by -63 which decreased total open position to 729
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 19.55, which was 3.70 higher than the previous day. The implied volatity was 20.61, the open interest changed by 556 which increased total open position to 890
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 15.85, which was 1.85 higher than the previous day. The implied volatity was 20.91, the open interest changed by 449 which increased total open position to 453
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 14, which was -7.60 lower than the previous day. The implied volatity was 19.53, the open interest changed by 1 which increased total open position to 4
On 25 Nov FINNIFTY was trading at 24058.70. The strike last trading price was 21.6, which was -44.05 lower than the previous day. The implied volatity was 20.90, the open interest changed by 1 which increased total open position to 1
On 22 Nov FINNIFTY was trading at 23623.75. The strike last trading price was 65.65, which was 0.00 lower than the previous day. The implied volatity was 6.53, 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 65.65, which was lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0
