FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 22400 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 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 23906.60 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 24198.35 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 24498.90 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 24726.95 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 24802.95 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 24722.60 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 24731.25 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 24562.60 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 24296.55 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 24072.65 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 24010.15 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 23919.60 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 24171.55 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 24046.80 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 24058.70 | 3060.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 23623.75 | 3060.05 | 3060.05 | - | 0 | 0 | 0 | |||
| 21 Nov | 23273.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 23403.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 23221.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 23621.80 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 22400 expiring on 31DEC2024
Delta for 22400 CE is -
Historical price for 22400 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, 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 3060.05, which was 3060.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov FINNIFTY was trading at 23273.45. The strike last trading price was 0, 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 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 0, 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 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 0, 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 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 0, 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 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 0, 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 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 0, 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 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 0, 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 7 Oct FINNIFTY was trading at 23221.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct FINNIFTY was trading at 23621.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 31DEC2024 22400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 3.91
Theta: -3.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 15.05 | 6.35 | 19.44 | 3,402.692 | 690 | 1,567.692 |
| 19 Dec | 23906.60 | 8.7 | 4.60 | 19.83 | 2,175 | 384.615 | 881.538 |
| 18 Dec | 24198.35 | 4.1 | -0.90 | 19.63 | 1,259.615 | 258.846 | 500.385 |
| 17 Dec | 24498.90 | 5 | -0.75 | 21.58 | 715.769 | 56.154 | 241.538 |
| 16 Dec | 24857.00 | 5.75 | 0.20 | 24.01 | 180.385 | 24.231 | 182.692 |
| 13 Dec | 24880.40 | 5.55 | -1.50 | 22.48 | 648.077 | -54.615 | 156.923 |
| 12 Dec | 24726.95 | 7.05 | -2.05 | 21.51 | 220 | -73.462 | 212.308 |
| 11 Dec | 24803.05 | 9.1 | -2.45 | 22.31 | 258.846 | -83.077 | 286.923 |
| 10 Dec | 24802.95 | 11.55 | -5.15 | 22.77 | 463.462 | 161.538 | 371.538 |
| 9 Dec | 24722.60 | 16.7 | -4.75 | 23.07 | 862.692 | 21.538 | 210.385 |
| 6 Dec | 24703.70 | 21.45 | -6.35 | 22.56 | 685.385 | 33.462 | 186.923 |
| 5 Dec | 24731.25 | 27.8 | 2.25 | 23.57 | 1,042.308 | -18.846 | 154.231 |
| 4 Dec | 24562.60 | 25.55 | -6.95 | 21.48 | 530.769 | 6.538 | 206.538 |
| 3 Dec | 24296.55 | 32.5 | -9.80 | 20.30 | 350 | 35.769 | 200 |
| 2 Dec | 24072.65 | 42.3 | -4.40 | 19.63 | 291.154 | 12.692 | 164.231 |
| 29 Nov | 24010.15 | 46.7 | -4.05 | 18.70 | 673.462 | 0.385 | 151.538 |
| 28 Nov | 23919.60 | 50.75 | 9.95 | 18.47 | 743.846 | 117.692 | 151.538 |
| 27 Nov | 24171.55 | 40.8 | -22.20 | 18.85 | 322.692 | 45.769 | 53.077 |
| 26 Nov | 24046.80 | 63 | -3.65 | 19.80 | 6.154 | 5.769 | 6.923 |
| 25 Nov | 24058.70 | 66.65 | -77.85 | 20.32 | 0.385 | 0.769 | 0.769 |
| 22 Nov | 23623.75 | 144.5 | 13.50 | 20.93 | 0.769 | 0 | 0 |
| 21 Nov | 23273.45 | 131 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 131 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 131 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 131 | -10.65 | 18.01 | 1.154 | 0.385 | 0.385 |
| 11 Nov | 23959.95 | 141.65 | 0.00 | 5.37 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 141.65 | 0.00 | 3.99 | 0 | 0 | 0 |
| 4 Nov | 23660.25 | 141.65 | 141.65 | 4.61 | 0 | 0 | 0 |
| 7 Oct | 23221.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 23621.80 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 22400 expiring on 31DEC2024
Delta for 22400 PE is -0.05
Historical price for 22400 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 15.05, which was 6.35 higher than the previous day. The implied volatity was 19.44, the open interest changed by 1794 which increased total open position to 4076
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 8.7, which was 4.60 higher than the previous day. The implied volatity was 19.83, the open interest changed by 1000 which increased total open position to 2292
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 4.1, which was -0.90 lower than the previous day. The implied volatity was 19.63, the open interest changed by 673 which increased total open position to 1301
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 5, which was -0.75 lower than the previous day. The implied volatity was 21.58, the open interest changed by 146 which increased total open position to 628
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 5.75, which was 0.20 higher than the previous day. The implied volatity was 24.01, the open interest changed by 63 which increased total open position to 475
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 5.55, which was -1.50 lower than the previous day. The implied volatity was 22.48, the open interest changed by -142 which decreased total open position to 408
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 7.05, which was -2.05 lower than the previous day. The implied volatity was 21.51, the open interest changed by -191 which decreased total open position to 552
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 9.1, which was -2.45 lower than the previous day. The implied volatity was 22.31, the open interest changed by -216 which decreased total open position to 746
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 11.55, which was -5.15 lower than the previous day. The implied volatity was 22.77, the open interest changed by 420 which increased total open position to 966
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 16.7, which was -4.75 lower than the previous day. The implied volatity was 23.07, the open interest changed by 56 which increased total open position to 547
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 21.45, which was -6.35 lower than the previous day. The implied volatity was 22.56, the open interest changed by 87 which increased total open position to 486
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 27.8, which was 2.25 higher than the previous day. The implied volatity was 23.57, the open interest changed by -49 which decreased total open position to 401
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 25.55, which was -6.95 lower than the previous day. The implied volatity was 21.48, the open interest changed by 17 which increased total open position to 537
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 32.5, which was -9.80 lower than the previous day. The implied volatity was 20.30, the open interest changed by 93 which increased total open position to 520
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 42.3, which was -4.40 lower than the previous day. The implied volatity was 19.63, the open interest changed by 33 which increased total open position to 427
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 46.7, which was -4.05 lower than the previous day. The implied volatity was 18.70, the open interest changed by 1 which increased total open position to 394
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 50.75, which was 9.95 higher than the previous day. The implied volatity was 18.47, the open interest changed by 306 which increased total open position to 394
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 40.8, which was -22.20 lower than the previous day. The implied volatity was 18.85, the open interest changed by 119 which increased total open position to 138
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 63, which was -3.65 lower than the previous day. The implied volatity was 19.80, the open interest changed by 15 which increased total open position to 18
On 25 Nov FINNIFTY was trading at 24058.70. The strike last trading price was 66.65, which was -77.85 lower than the previous day. The implied volatity was 20.32, the open interest changed by 2 which increased total open position to 2
On 22 Nov FINNIFTY was trading at 23623.75. The strike last trading price was 144.5, which was 13.50 higher than the previous day. The implied volatity was 20.93, the open interest changed by 0 which decreased total open position to 0
On 21 Nov FINNIFTY was trading at 23273.45. The strike last trading price was 131, 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 131, 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 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 131, 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 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 131, which was -10.65 lower than the previous day. The implied volatity was 18.01, the open interest changed by 1 which increased total open position to 1
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 141.65, which was 0.00 lower than the previous day. The implied volatity was 5.37, the open interest changed by 0 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 141.65, which was 0.00 lower than the previous day. The implied volatity was 3.99, the open interest changed by 0 which decreased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 141.65, which was 141.65 higher than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
On 7 Oct FINNIFTY was trading at 23221.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct FINNIFTY was trading at 23621.80. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
