FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 21800 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 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 23906.60 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 24198.35 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 24498.90 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 24726.95 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 10 Dec | 24802.95 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 24722.60 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 24731.25 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 24562.60 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 24296.55 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 24072.65 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 24010.15 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 23919.60 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 24171.55 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 24046.80 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 24058.70 | 3587.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 23623.75 | 3587.25 | 3587.25 | - | 0 | 0 | 0 | |||
| 19 Nov | 23403.05 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 21800 expiring on 31DEC2024
Delta for 21800 CE is -
Historical price for 21800 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 3587.25, 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 25 Nov FINNIFTY was trading at 24058.70. The strike last trading price was 3587.25, 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 22 Nov FINNIFTY was trading at 23623.75. The strike last trading price was 3587.25, which was 3587.25 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 21800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 1.59
Theta: -1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 5.1 | 2.35 | 22.38 | 371.154 | -53.077 | 169.231 |
| 19 Dec | 23906.60 | 2.75 | 0.80 | 22.36 | 346.538 | 10 | 222.308 |
| 18 Dec | 24198.35 | 1.95 | -0.65 | 22.99 | 233.077 | -46.923 | 213.846 |
| 17 Dec | 24498.90 | 2.6 | -0.50 | 24.92 | 331.538 | -16.538 | 262.308 |
| 16 Dec | 24857.00 | 3.1 | 0.00 | 27.08 | 260 | -7.308 | 279.231 |
| 13 Dec | 24880.40 | 3.1 | -0.75 | 25.36 | 293.077 | 20.769 | 295.769 |
| 12 Dec | 24726.95 | 3.85 | -0.45 | 24.29 | 241.538 | -15.385 | 279.615 |
| 11 Dec | 24803.05 | 4.3 | -1.70 | 24.49 | 501.154 | -102.308 | 293.077 |
| 10 Dec | 24802.95 | 6 | -1.70 | 25.11 | 536.538 | 49.231 | 395.385 |
| 9 Dec | 24722.60 | 7.7 | -1.95 | 24.87 | 1,431.154 | 40.769 | 346.154 |
| 6 Dec | 24703.70 | 9.65 | -2.20 | 24.03 | 414.231 | -13.462 | 305 |
| 5 Dec | 24731.25 | 11.85 | 1.10 | 24.59 | 1,454.615 | 66.923 | 319.615 |
| 4 Dec | 24562.60 | 10.75 | -5.60 | 22.66 | 537.692 | 69.231 | 263.462 |
| 3 Dec | 24296.55 | 16.35 | -4.75 | 22.17 | 1,150.385 | 70.769 | 191.923 |
| 2 Dec | 24072.65 | 21.1 | -1.65 | 21.45 | 978.077 | 38.077 | 128.462 |
| 29 Nov | 24010.15 | 22.75 | -0.35 | 20.33 | 643.846 | 10.769 | 95 |
| 28 Nov | 23919.60 | 23.1 | 2.90 | 19.80 | 691.154 | 26.923 | 108.846 |
| 27 Nov | 24171.55 | 20.2 | -49.95 | 20.42 | 358.462 | 82.692 | 83.077 |
| 26 Nov | 24046.80 | 70.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 24058.70 | 70.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 23623.75 | 70.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 70.15 | 19.37 | 0.385 | 0 | 0 | |
For Nifty Financial Services - strike price 21800 expiring on 31DEC2024
Delta for 21800 PE is -0.02
Historical price for 21800 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 5.1, which was 2.35 higher than the previous day. The implied volatity was 22.38, the open interest changed by -138 which decreased total open position to 440
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 2.75, which was 0.80 higher than the previous day. The implied volatity was 22.36, the open interest changed by 26 which increased total open position to 578
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 22.99, the open interest changed by -122 which decreased total open position to 556
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 2.6, which was -0.50 lower than the previous day. The implied volatity was 24.92, the open interest changed by -43 which decreased total open position to 682
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 27.08, the open interest changed by -19 which decreased total open position to 726
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 3.1, which was -0.75 lower than the previous day. The implied volatity was 25.36, the open interest changed by 54 which increased total open position to 769
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 3.85, which was -0.45 lower than the previous day. The implied volatity was 24.29, the open interest changed by -40 which decreased total open position to 727
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 4.3, which was -1.70 lower than the previous day. The implied volatity was 24.49, the open interest changed by -266 which decreased total open position to 762
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 6, which was -1.70 lower than the previous day. The implied volatity was 25.11, the open interest changed by 128 which increased total open position to 1028
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 7.7, which was -1.95 lower than the previous day. The implied volatity was 24.87, the open interest changed by 106 which increased total open position to 900
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 9.65, which was -2.20 lower than the previous day. The implied volatity was 24.03, the open interest changed by -35 which decreased total open position to 793
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 11.85, which was 1.10 higher than the previous day. The implied volatity was 24.59, the open interest changed by 174 which increased total open position to 831
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 10.75, which was -5.60 lower than the previous day. The implied volatity was 22.66, the open interest changed by 180 which increased total open position to 685
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 16.35, which was -4.75 lower than the previous day. The implied volatity was 22.17, the open interest changed by 184 which increased total open position to 499
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 21.1, which was -1.65 lower than the previous day. The implied volatity was 21.45, the open interest changed by 99 which increased total open position to 334
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 22.75, which was -0.35 lower than the previous day. The implied volatity was 20.33, the open interest changed by 28 which increased total open position to 247
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 23.1, which was 2.90 higher than the previous day. The implied volatity was 19.80, the open interest changed by 70 which increased total open position to 283
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 20.2, which was -49.95 lower than the previous day. The implied volatity was 20.42, the open interest changed by 215 which increased total open position to 216
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 70.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 70.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 70.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 70.15, which was lower than the previous day. The implied volatity was 19.37, the open interest changed by 0 which decreased total open position to 0
