FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 26400 CE | ||||||||||
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Delta: 0.02
Vega: 1.56
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 6.1 | -1.85 | 28.25 | 2,023.846 | -179.231 | 1,580.385 | |||
| 19 Dec | 23906.60 | 7.95 | -6.05 | 25.30 | 2,432.308 | 157.308 | 1,759.231 | |||
| 18 Dec | 24198.35 | 14 | 0.60 | 23.57 | 2,635.385 | 84.615 | 1,609.231 | |||
| 17 Dec | 24498.90 | 13.4 | -1.75 | 20.12 | 2,586.154 | 557.692 | 1,536.154 | |||
| 16 Dec | 24857.00 | 15.15 | -1.65 | 16.60 | 1,907.308 | 231.538 | 983.077 | |||
| 13 Dec | 24880.40 | 16.8 | -0.45 | 14.59 | 3,734.615 | -54.231 | 756.154 | |||
| 12 Dec | 24726.95 | 17.25 | -3.45 | 15.65 | 1,179.231 | -7.308 | 816.923 | |||
| 11 Dec | 24803.05 | 20.7 | -0.90 | 15.20 | 1,648.462 | 181.538 | 825.385 | |||
| 10 Dec | 24802.95 | 21.6 | -1.60 | 14.77 | 1,908.462 | 16.154 | 669.231 | |||
| 9 Dec | 24722.60 | 23.2 | -0.45 | 15.32 | 2,239.231 | 8.462 | 640 | |||
| 6 Dec | 24703.70 | 23.65 | 0.70 | 14.52 | 2,654.231 | 229.615 | 636.538 | |||
| 5 Dec | 24731.25 | 22.95 | 6.00 | 13.80 | 4,713.846 | -213.462 | 405.385 | |||
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| 4 Dec | 24562.60 | 16.95 | 6.40 | 14.03 | 3,428.462 | 173.846 | 619.231 | |||
| 3 Dec | 24296.55 | 10.55 | 2.40 | 14.31 | 3,067.692 | -63.846 | 450.769 | |||
| 2 Dec | 24072.65 | 8.15 | -2.20 | 14.72 | 1,596.923 | 153.846 | 524.615 | |||
| 29 Nov | 24010.15 | 10.35 | -3.65 | 14.92 | 1,031.538 | 137.308 | 370 | |||
| 28 Nov | 23919.60 | 14 | -3.35 | 15.71 | 1,285.385 | 196.154 | 234.231 | |||
| 27 Nov | 24171.55 | 17.35 | -618.30 | 14.64 | 184.231 | 36.538 | 36.538 | |||
| 26 Nov | 24046.80 | 635.65 | 0.00 | 6.12 | 0 | 0 | 0 | |||
| 25 Nov | 24058.70 | 635.65 | 0.00 | 5.96 | 0 | 0 | 0 | |||
| 22 Nov | 23623.75 | 635.65 | 0.00 | 7.15 | 0 | 0 | 0 | |||
| 21 Nov | 23273.45 | 635.65 | 0.00 | 7.83 | 0 | 0 | 0 | |||
| 19 Nov | 23403.05 | 635.65 | 0.00 | 7.23 | 0 | 0 | 0 | |||
| 18 Nov | 23257.70 | 635.65 | 0.00 | 7.50 | 0 | 0 | 0 | |||
| 14 Nov | 23200.30 | 635.65 | 0.00 | 7.29 | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 635.65 | 0.00 | 6.48 | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 635.65 | 0.00 | 6.10 | 0 | 0 | 0 | |||
| 23 Oct | 23752.00 | 635.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 635.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 23583.75 | 635.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 23882.35 | 635.65 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 23863.45 | 635.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 23857.55 | 635.65 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 26400 expiring on 31DEC2024
Delta for 26400 CE is 0.02
Historical price for 26400 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 6.1, which was -1.85 lower than the previous day. The implied volatity was 28.25, the open interest changed by -466 which decreased total open position to 4109
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 7.95, which was -6.05 lower than the previous day. The implied volatity was 25.30, the open interest changed by 409 which increased total open position to 4574
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 14, which was 0.60 higher than the previous day. The implied volatity was 23.57, the open interest changed by 220 which increased total open position to 4184
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 13.4, which was -1.75 lower than the previous day. The implied volatity was 20.12, the open interest changed by 1450 which increased total open position to 3994
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 15.15, which was -1.65 lower than the previous day. The implied volatity was 16.60, the open interest changed by 602 which increased total open position to 2556
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 16.8, which was -0.45 lower than the previous day. The implied volatity was 14.59, the open interest changed by -141 which decreased total open position to 1966
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 17.25, which was -3.45 lower than the previous day. The implied volatity was 15.65, the open interest changed by -19 which decreased total open position to 2124
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 20.7, which was -0.90 lower than the previous day. The implied volatity was 15.20, the open interest changed by 472 which increased total open position to 2146
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 21.6, which was -1.60 lower than the previous day. The implied volatity was 14.77, the open interest changed by 42 which increased total open position to 1740
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 23.2, which was -0.45 lower than the previous day. The implied volatity was 15.32, the open interest changed by 22 which increased total open position to 1664
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 23.65, which was 0.70 higher than the previous day. The implied volatity was 14.52, the open interest changed by 597 which increased total open position to 1655
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 22.95, which was 6.00 higher than the previous day. The implied volatity was 13.80, the open interest changed by -555 which decreased total open position to 1054
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 16.95, which was 6.40 higher than the previous day. The implied volatity was 14.03, the open interest changed by 452 which increased total open position to 1610
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 10.55, which was 2.40 higher than the previous day. The implied volatity was 14.31, the open interest changed by -166 which decreased total open position to 1172
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 8.15, which was -2.20 lower than the previous day. The implied volatity was 14.72, the open interest changed by 400 which increased total open position to 1364
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 10.35, which was -3.65 lower than the previous day. The implied volatity was 14.92, the open interest changed by 357 which increased total open position to 962
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 14, which was -3.35 lower than the previous day. The implied volatity was 15.71, the open interest changed by 510 which increased total open position to 609
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 17.35, which was -618.30 lower than the previous day. The implied volatity was 14.64, the open interest changed by 95 which increased total open position to 95
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 635.65, 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 25 Nov FINNIFTY was trading at 24058.70. The strike last trading price was 635.65, which was 0.00 lower than the previous day. The implied volatity was 5.96, 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 635.65, which was 0.00 lower than the previous day. The implied volatity was 7.15, 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 635.65, which was 0.00 lower than the previous day. The implied volatity was 7.83, 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 635.65, which was 0.00 lower than the previous day. The implied volatity was 7.23, the open interest changed by 0 which decreased total open position to 0
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 635.65, which was 0.00 lower than the previous day. The implied volatity was 7.50, 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 635.65, which was 0.00 lower than the previous day. The implied volatity was 7.29, 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 635.65, which was 0.00 lower than the previous day. The implied volatity was 6.48, 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 635.65, which was 0.00 lower than the previous day. The implied volatity was 6.10, the open interest changed by 0 which decreased total open position to 0
On 23 Oct FINNIFTY was trading at 23752.00. The strike last trading price was 635.65, 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 635.65, 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 17 Oct FINNIFTY was trading at 23583.75. The strike last trading price was 635.65, 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 16 Oct FINNIFTY was trading at 23882.35. The strike last trading price was 635.65, 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 15 Oct FINNIFTY was trading at 23863.45. The strike last trading price was 635.65, 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 14 Oct FINNIFTY was trading at 23857.55. The strike last trading price was 635.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 31DEC2024 26400 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24498.90 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24880.40 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24726.95 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24803.05 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24802.95 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24722.60 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24703.70 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 24731.25 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 24562.60 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24296.55 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24010.15 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23919.60 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24171.55 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24046.80 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 24058.70 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 23623.75 | 1639.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 23273.45 | 1639.6 | 1639.60 | - | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 23257.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 23200.30 | 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 |
| 23 Oct | 23752.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 23700.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 23583.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 23882.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 23863.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 23857.55 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 26400 expiring on 31DEC2024
Delta for 26400 PE is -
Historical price for 26400 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 1639.6, 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 21 Nov FINNIFTY was trading at 23273.45. The strike last trading price was 1639.6, which was 1639.60 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 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 Nov FINNIFTY was trading at 23257.70. 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 0 which decreased total open position to 0
On 14 Nov FINNIFTY was trading at 23200.30. 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 23 Oct FINNIFTY was trading at 23752.00. 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 17 Oct FINNIFTY was trading at 23583.75. 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 16 Oct FINNIFTY was trading at 23882.35. 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 15 Oct FINNIFTY was trading at 23863.45. 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 14 Oct FINNIFTY was trading at 23857.55. 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
