FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 21700 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 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 23906.60 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 24198.35 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 24498.90 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 24726.95 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 24802.95 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 24722.60 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 24731.25 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 24562.60 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 24296.55 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 24072.65 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 24010.15 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 23919.60 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 24171.55 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 24046.80 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 24058.70 | 3677.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 23623.75 | 3677.55 | 3677.55 | - | 0 | 0 | 0 | |||
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| 19 Nov | 23403.05 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 21700 expiring on 31DEC2024
Delta for 21700 CE is -
Historical price for 21700 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, 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 3677.55, which was 3677.55 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 21700 PE | |||||||
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Delta: -0.01
Vega: 1.33
Theta: -1.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 4.15 | 1.45 | 22.90 | 368.846 | 10 | 255.769 |
| 19 Dec | 23906.60 | 2.7 | 0.65 | 23.25 | 222.308 | -6.538 | 245.769 |
| 18 Dec | 24198.35 | 2.05 | -0.95 | 24.03 | 126.154 | -1.538 | 257.692 |
| 17 Dec | 24498.90 | 3 | 0.25 | 26.17 | 156.154 | -1.923 | 258.846 |
| 16 Dec | 24857.00 | 2.75 | -0.95 | 27.53 | 145 | 7.308 | 258.462 |
| 13 Dec | 24880.40 | 3.7 | 0.35 | 26.68 | 372.308 | 6.154 | 258.077 |
| 12 Dec | 24726.95 | 3.35 | -0.35 | 24.61 | 283.077 | -16.154 | 251.923 |
| 11 Dec | 24803.05 | 3.7 | -2.40 | 24.80 | 462.308 | -78.846 | 268.846 |
| 10 Dec | 24802.95 | 6.1 | -1.80 | 25.91 | 184.615 | 9.615 | 348.077 |
| 9 Dec | 24722.60 | 7.9 | -0.30 | 25.71 | 186.154 | 6.923 | 338.462 |
| 6 Dec | 24703.70 | 8.2 | -1.95 | 24.17 | 520 | -27.308 | 336.154 |
| 5 Dec | 24731.25 | 10.15 | 0.90 | 24.74 | 1,136.923 | 30 | 374.615 |
| 4 Dec | 24562.60 | 9.25 | -3.90 | 22.85 | 1,069.615 | -30.769 | 350 |
| 3 Dec | 24296.55 | 13.15 | -5.25 | 22.08 | 1,667.692 | 138.846 | 385.769 |
| 2 Dec | 24072.65 | 18.4 | -2.10 | 21.67 | 1,095.385 | 181.154 | 248.846 |
| 29 Nov | 24010.15 | 20.5 | -4.70 | 20.66 | 749.231 | 31.154 | 68.077 |
| 28 Nov | 23919.60 | 25.2 | 4.95 | 20.87 | 791.154 | -58.462 | 42.308 |
| 27 Nov | 24171.55 | 20.25 | -8.75 | 21.13 | 434.615 | 101.538 | 107.692 |
| 26 Nov | 24046.80 | 29 | 2.00 | 21.55 | 11.923 | 5 | 5.769 |
| 25 Nov | 24058.70 | 27 | -45.75 | 20.93 | 0.769 | 0.385 | 0.385 |
| 22 Nov | 23623.75 | 72.75 | 0.00 | 6.12 | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 72.75 | 5.77 | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 21700 expiring on 31DEC2024
Delta for 21700 PE is -0.01
Historical price for 21700 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 4.15, which was 1.45 higher than the previous day. The implied volatity was 22.90, the open interest changed by 26 which increased total open position to 665
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 2.7, which was 0.65 higher than the previous day. The implied volatity was 23.25, the open interest changed by -17 which decreased total open position to 639
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 24.03, the open interest changed by -4 which decreased total open position to 670
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 3, which was 0.25 higher than the previous day. The implied volatity was 26.17, the open interest changed by -5 which decreased total open position to 673
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 2.75, which was -0.95 lower than the previous day. The implied volatity was 27.53, the open interest changed by 19 which increased total open position to 672
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 3.7, which was 0.35 higher than the previous day. The implied volatity was 26.68, the open interest changed by 16 which increased total open position to 671
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 3.35, which was -0.35 lower than the previous day. The implied volatity was 24.61, the open interest changed by -42 which decreased total open position to 655
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 3.7, which was -2.40 lower than the previous day. The implied volatity was 24.80, the open interest changed by -205 which decreased total open position to 699
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 6.1, which was -1.80 lower than the previous day. The implied volatity was 25.91, the open interest changed by 25 which increased total open position to 905
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 7.9, which was -0.30 lower than the previous day. The implied volatity was 25.71, the open interest changed by 18 which increased total open position to 880
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 8.2, which was -1.95 lower than the previous day. The implied volatity was 24.17, the open interest changed by -71 which decreased total open position to 874
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 10.15, which was 0.90 higher than the previous day. The implied volatity was 24.74, the open interest changed by 78 which increased total open position to 974
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 9.25, which was -3.90 lower than the previous day. The implied volatity was 22.85, the open interest changed by -80 which decreased total open position to 910
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 13.15, which was -5.25 lower than the previous day. The implied volatity was 22.08, the open interest changed by 361 which increased total open position to 1003
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 18.4, which was -2.10 lower than the previous day. The implied volatity was 21.67, the open interest changed by 471 which increased total open position to 647
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 20.5, which was -4.70 lower than the previous day. The implied volatity was 20.66, the open interest changed by 81 which increased total open position to 177
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 25.2, which was 4.95 higher than the previous day. The implied volatity was 20.87, the open interest changed by -152 which decreased total open position to 110
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 20.25, which was -8.75 lower than the previous day. The implied volatity was 21.13, the open interest changed by 264 which increased total open position to 280
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 29, which was 2.00 higher than the previous day. The implied volatity was 21.55, the open interest changed by 13 which increased total open position to 15
On 25 Nov FINNIFTY was trading at 24058.70. The strike last trading price was 27, which was -45.75 lower than the previous day. The implied volatity was 20.93, 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 72.75, which was 0.00 lower than the previous day. The implied volatity was 6.12, 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 72.75, which was lower than the previous day. The implied volatity was 5.77, the open interest changed by 0 which decreased total open position to 0
