FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:48 PM IST
| FINNIFTY 26NOV2024 22800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 6.49
Theta: -16.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23256.00 | 527 | -1132.95 | 17.91 | 157.5 | -102.5 | 87.5 | |||
| 19 Nov | 23403.05 | 1659.95 | 0.00 | - | 0 | 12.5 | 0 | |||
| 18 Nov | 23257.70 | 1659.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 23200.30 | 1659.95 | 0.00 | - | 0 | 41.875 | 0 | |||
| 13 Nov | 23138.40 | 1659.95 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 1659.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 1659.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 1659.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 1659.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 1659.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 24128.90 | 1659.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 23660.25 | 1659.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 23947.60 | 1659.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 23886.55 | 1659.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 24037.40 | 1659.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24357.80 | 1659.95 | 1659.95 | - | 0 | 0 | 0 | |||
| 28 Oct | 23861.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 23732.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 23854.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 23954.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 23938.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 23857.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 23612.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 23452.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Oct | 23221.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 23621.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 23881.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 24477.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 24907.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 25155.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 24987.75 | 0 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 22800 expiring on 26NOV2024
Delta for 22800 CE is 0.85
Historical price for 22800 CE is as follows
On 21 Nov FINNIFTY was trading at 23256.00. The strike last trading price was 527, which was -1132.95 lower than the previous day. The implied volatity was 17.91, the open interest changed by -164 which decreased total open position to 140
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 1659.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 0
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 1659.95, 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 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1659.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 67 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 1659.95, 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 1659.95, 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 1659.95, 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 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 1659.95, 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 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 1659.95, 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 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 1659.95, 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 1659.95, 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 1659.95, 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 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 1659.95, 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 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 1659.95, 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 30 Oct FINNIFTY was trading at 24037.40. The strike last trading price was 1659.95, 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 29 Oct FINNIFTY was trading at 24357.80. The strike last trading price was 1659.95, which was 1659.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct FINNIFTY was trading at 23861.85. 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 25 Oct FINNIFTY was trading at 23732.70. 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 24 Oct FINNIFTY was trading at 23854.15. 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 22 Oct FINNIFTY was trading at 23700.35. 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 21 Oct FINNIFTY was trading at 23954.70. 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 18 Oct FINNIFTY was trading at 23938.10. 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 14 Oct FINNIFTY was trading at 23857.55. 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 11 Oct FINNIFTY was trading at 23612.55. 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 8 Oct FINNIFTY was trading at 23452.85. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct FINNIFTY was trading at 23881.55. 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 1 Oct FINNIFTY was trading at 24477.45. 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 which decreased total open position to
On 27 Sept FINNIFTY was trading at 24907.95. 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 which decreased total open position to
On 26 Sept FINNIFTY was trading at 25155.45. 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 which decreased total open position to
On 25 Sept FINNIFTY was trading at 24987.75. 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 26NOV2024 22800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 6.96
Theta: -12.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23256.00 | 49.1 | -2.30 | 19.32 | 46,663.75 | -69,124.375 | 2,433.125 |
| 19 Nov | 23403.05 | 51.4 | -94.80 | 18.26 | 1,839.375 | -36,381.875 | 581.875 |
| 18 Nov | 23257.70 | 146.2 | 0.00 | 0.00 | 0 | 0 | 1.25 |
| 14 Nov | 23200.30 | 146.2 | 68.40 | 20.18 | 0.625 | 0 | 0.625 |
| 13 Nov | 23138.40 | 77.8 | 0.00 | 0.00 | 0 | 656.25 | 0 |
| 12 Nov | 23563.65 | 77.8 | 0.00 | 0.00 | 0 | 0 | 0.625 |
| 11 Nov | 23959.95 | 77.8 | 0.00 | 0.00 | 0 | 0 | 0.625 |
| 8 Nov | 23834.55 | 77.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 77.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 77.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 77.8 | -393.85 | 22.20 | 3.125 | 1.25 | 1.25 |
| 4 Nov | 23660.25 | 471.65 | 0.00 | 4.84 | 0 | 1,075.625 | 0 |
| 1 Nov | 23947.60 | 471.65 | 0.00 | 4.97 | 0 | 1,840.625 | 0 |
| 31 Oct | 23886.55 | 471.65 | 0.00 | - | 0 | 1,990 | 0 |
| 30 Oct | 24037.40 | 471.65 | 0.00 | - | 0 | 67.5 | 0 |
| 29 Oct | 24357.80 | 471.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 23861.85 | 471.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 23732.70 | 471.65 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 23854.15 | 471.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 23700.35 | 471.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 23954.70 | 471.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 23938.10 | 471.65 | 471.65 | - | 0 | 0 | 0 |
| 14 Oct | 23857.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 23612.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 23452.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 23221.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 23621.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 23881.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 24477.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 24907.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 25155.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 24987.75 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 22800 expiring on 26NOV2024
Delta for 22800 PE is -0.17
Historical price for 22800 PE is as follows
On 21 Nov FINNIFTY was trading at 23256.00. The strike last trading price was 49.1, which was -2.30 lower than the previous day. The implied volatity was 19.32, the open interest changed by -110599 which decreased total open position to 3893
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 51.4, which was -94.80 lower than the previous day. The implied volatity was 18.26, the open interest changed by -58211 which decreased total open position to 931
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 146.2, 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 2
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 146.2, which was 68.40 higher than the previous day. The implied volatity was 20.18, the open interest changed by 0 which decreased total open position to 1
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 77.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1050 which increased total open position to 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 77.8, 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 1
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 77.8, 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 1
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 77.8, 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 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 77.8, 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 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 77.8, 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 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 77.8, which was -393.85 lower than the previous day. The implied volatity was 22.20, the open interest changed by 2 which increased total open position to 2
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 471.65, which was 0.00 lower than the previous day. The implied volatity was 4.84, the open interest changed by 1721 which increased total open position to 0
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 471.65, which was 0.00 lower than the previous day. The implied volatity was 4.97, the open interest changed by 2945 which increased total open position to 0
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 471.65, 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 30 Oct FINNIFTY was trading at 24037.40. The strike last trading price was 471.65, 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 29 Oct FINNIFTY was trading at 24357.80. The strike last trading price was 471.65, 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 28 Oct FINNIFTY was trading at 23861.85. The strike last trading price was 471.65, 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 25 Oct FINNIFTY was trading at 23732.70. The strike last trading price was 471.65, 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 24 Oct FINNIFTY was trading at 23854.15. The strike last trading price was 471.65, 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 22 Oct FINNIFTY was trading at 23700.35. The strike last trading price was 471.65, 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 21 Oct FINNIFTY was trading at 23954.70. The strike last trading price was 471.65, 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 18 Oct FINNIFTY was trading at 23938.10. The strike last trading price was 471.65, which was 471.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct FINNIFTY was trading at 23857.55. 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 11 Oct FINNIFTY was trading at 23612.55. 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 8 Oct FINNIFTY was trading at 23452.85. 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 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct FINNIFTY was trading at 23881.55. 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 1 Oct FINNIFTY was trading at 24477.45. 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 which decreased total open position to
On 27 Sept FINNIFTY was trading at 24907.95. 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 which decreased total open position to
On 26 Sept FINNIFTY was trading at 25155.45. 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 which decreased total open position to
On 25 Sept FINNIFTY was trading at 24987.75. 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
