FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 01:59 PM IST
| FINNIFTY 26NOV2024 22900 CE | ||||||||||
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Delta: 0.86
Vega: 6.11
Theta: -14.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23318.35 | 482.25 | -467.75 | 15.49 | 426.25 | -180.625 | 85.625 | |||
| 19 Nov | 23403.05 | 950 | 0.00 | 0.00 | 0 | 128.75 | 0 | |||
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| 18 Nov | 23257.70 | 950 | 0.00 | 0.00 | 0 | 0 | 5 | |||
| 14 Nov | 23200.30 | 950 | 0.00 | 0.00 | 0 | 93.125 | 0 | |||
| 13 Nov | 23138.40 | 950 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 950 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 950 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 23834.55 | 950 | 0.00 | 0.00 | 0 | 5 | 5 | |||
| 7 Nov | 23966.60 | 950 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 950 | 0.00 | 0.00 | 0 | 51.25 | 0 | |||
| 5 Nov | 24128.90 | 950 | -350.00 | - | 2.5 | 0 | 2.5 | |||
| 4 Nov | 23660.25 | 1300 | 0.00 | 0.00 | 2.5 | 0 | 2.5 | |||
| 1 Nov | 23947.60 | 1300 | 0.00 | 0.00 | 2.5 | 2.5 | 2.5 | |||
| 31 Oct | 23886.55 | 1300 | -294.70 | - | 2.5 | 0 | 0 | |||
| 30 Oct | 24037.40 | 1594.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 24357.80 | 1594.7 | 1594.70 | - | 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 | |||
| 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 22900 expiring on 26NOV2024
Delta for 22900 CE is 0.86
Historical price for 22900 CE is as follows
On 21 Nov FINNIFTY was trading at 23318.35. The strike last trading price was 482.25, which was -467.75 lower than the previous day. The implied volatity was 15.49, the open interest changed by -289 which decreased total open position to 137
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 950, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 206 which increased total open position to 0
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 950, 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 8
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 950, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 149 which increased total open position to 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 950, 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 950, 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 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 950, 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 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 950, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 8
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 950, 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 950, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 82 which increased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 950, which was -350.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 1300, 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 4
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 1300, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 4
On 31 Oct FINNIFTY was trading at 23886.55. The strike last trading price was 1300, which was -294.70 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 1594.7, 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 1594.7, which was 1594.70 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 22900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 7.36
Theta: -12.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23318.35 | 53.05 | -17.30 | 18.78 | 50,115 | -53,402.5 | 5,439.375 |
| 19 Nov | 23403.05 | 70.35 | -49.65 | 18.21 | 2,591.25 | -19,545 | 457.5 |
| 18 Nov | 23257.70 | 120 | 0.00 | 0.00 | 0 | 0 | 3.75 |
| 14 Nov | 23200.30 | 120 | -56.30 | 16.42 | 5.625 | -7,505 | 6.25 |
| 13 Nov | 23138.40 | 176.3 | 151.30 | 19.66 | 6.25 | -241.875 | 1.25 |
| 12 Nov | 23563.65 | 25 | 14.00 | 12.64 | 0.625 | 0 | 2.5 |
| 11 Nov | 23959.95 | 11 | -48.60 | 13.92 | 62.5 | 33.75 | 33.75 |
| 8 Nov | 23834.55 | 59.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 59.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 24181.20 | 59.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 24128.90 | 59.6 | -444.95 | 19.29 | 2.5 | 1.25 | 1.25 |
| 4 Nov | 23660.25 | 504.55 | 0.00 | 4.44 | 0 | 2,003.75 | 0 |
| 1 Nov | 23947.60 | 504.55 | 0.00 | 4.61 | 0 | 0 | 0 |
| 31 Oct | 23886.55 | 504.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 24037.40 | 504.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 24357.80 | 504.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 23861.85 | 504.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 23732.70 | 504.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 23854.15 | 504.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 23700.35 | 504.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 23954.70 | 504.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 23938.10 | 504.55 | 504.55 | - | 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 22900 expiring on 26NOV2024
Delta for 22900 PE is -0.19
Historical price for 22900 PE is as follows
On 21 Nov FINNIFTY was trading at 23318.35. The strike last trading price was 53.05, which was -17.30 lower than the previous day. The implied volatity was 18.78, the open interest changed by -85444 which decreased total open position to 8703
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 70.35, which was -49.65 lower than the previous day. The implied volatity was 18.21, the open interest changed by -31272 which decreased total open position to 732
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 120, 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 6
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 120, which was -56.30 lower than the previous day. The implied volatity was 16.42, the open interest changed by -12008 which decreased total open position to 10
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 176.3, which was 151.30 higher than the previous day. The implied volatity was 19.66, the open interest changed by -387 which decreased total open position to 2
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 25, which was 14.00 higher than the previous day. The implied volatity was 12.64, the open interest changed by 0 which decreased total open position to 4
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 11, which was -48.60 lower than the previous day. The implied volatity was 13.92, the open interest changed by 54 which increased total open position to 54
On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 59.6, 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 59.6, 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 59.6, 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 59.6, which was -444.95 lower than the previous day. The implied volatity was 19.29, 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 504.55, which was 0.00 lower than the previous day. The implied volatity was 4.44, the open interest changed by 3206 which increased total open position to 0
On 1 Nov FINNIFTY was trading at 23947.60. The strike last trading price was 504.55, which was 0.00 lower than the previous day. The implied volatity was 4.61, 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 504.55, 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 504.55, 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 504.55, 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 504.55, 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 504.55, 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 504.55, 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 504.55, 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 504.55, 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 504.55, which was 504.55 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
