FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 26500 CE | ||||||||||
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Delta: 0.01
Vega: 1.26
Theta: -1.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 4.6 | -3.30 | 28.07 | 3,051.154 | -100.385 | 2,758.462 | |||
| 19 Dec | 23906.60 | 7.9 | -7.10 | 26.12 | 2,796.154 | -232.692 | 2,860.769 | |||
| 18 Dec | 24198.35 | 15 | 2.50 | 24.80 | 4,544.231 | 99.231 | 3,109.231 | |||
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| 17 Dec | 24498.90 | 12.5 | -0.80 | 20.73 | 6,021.154 | 583.462 | 3,015.769 | |||
| 16 Dec | 24857.00 | 13.3 | 0.20 | 17.05 | 3,818.462 | -155.385 | 2,436.538 | |||
| 13 Dec | 24880.40 | 13.1 | -2.90 | 14.68 | 4,533.846 | 2.308 | 2,598.077 | |||
| 12 Dec | 24726.95 | 16 | -1.10 | 16.19 | 2,760 | -145 | 2,595.385 | |||
| 11 Dec | 24803.05 | 17.1 | -0.90 | 15.39 | 3,260.769 | 590.385 | 2,734.615 | |||
| 10 Dec | 24802.95 | 18 | -1.00 | 14.97 | 4,704.231 | -23.846 | 2,206.923 | |||
| 9 Dec | 24722.60 | 19 | 0.70 | 15.43 | 6,362.308 | 498.846 | 2,251.154 | |||
| 6 Dec | 24703.70 | 18.3 | -0.20 | 14.46 | 6,371.538 | 501.538 | 1,744.615 | |||
| 5 Dec | 24731.25 | 18.5 | 5.50 | 13.87 | 6,433.462 | -96.923 | 1,236.538 | |||
| 4 Dec | 24562.60 | 13 | 4.50 | 13.98 | 5,417.692 | 176.923 | 1,344.615 | |||
| 3 Dec | 24296.55 | 8.5 | 1.45 | 14.39 | 5,336.154 | 51.923 | 1,175.385 | |||
| 2 Dec | 24072.65 | 7.05 | -1.40 | 14.95 | 5,295 | 346.538 | 1,124.231 | |||
| 29 Nov | 24010.15 | 8.45 | -5.15 | 14.97 | 2,649.615 | 241.154 | 761.154 | |||
| 28 Nov | 23919.60 | 13.6 | -5.40 | 16.19 | 2,561.154 | 459.615 | 516.923 | |||
| 27 Nov | 24171.55 | 19 | 1.00 | 15.48 | 333.846 | 41.923 | 56.923 | |||
| 26 Nov | 24046.80 | 18 | -585.55 | 15.83 | 33.462 | 15.385 | 15.385 | |||
| 25 Nov | 24058.70 | 603.55 | 0.00 | 6.11 | 0 | 0 | 0 | |||
| 22 Nov | 23623.75 | 603.55 | 0.00 | 7.46 | 0 | 0 | 0 | |||
| 21 Nov | 23273.45 | 603.55 | 0.00 | 7.88 | 0 | 0 | 0 | |||
| 19 Nov | 23403.05 | 603.55 | 0.00 | 7.40 | 0 | 0 | 0 | |||
| 18 Nov | 23257.70 | 603.55 | 0.00 | 7.68 | 0 | 0 | 0 | |||
| 14 Nov | 23200.30 | 603.55 | 0.00 | 7.50 | 0 | 0 | 0 | |||
| 13 Nov | 23138.40 | 603.55 | 0.00 | 6.69 | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 603.55 | 0.00 | 6.31 | 0 | 0 | 0 | |||
| 23 Oct | 23752.00 | 603.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 23700.35 | 603.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 23583.75 | 603.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 23882.35 | 603.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 23863.45 | 603.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 23857.55 | 603.55 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 26500 expiring on 31DEC2024
Delta for 26500 CE is 0.01
Historical price for 26500 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 4.6, which was -3.30 lower than the previous day. The implied volatity was 28.07, the open interest changed by -261 which decreased total open position to 7172
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 7.9, which was -7.10 lower than the previous day. The implied volatity was 26.12, the open interest changed by -605 which decreased total open position to 7438
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 15, which was 2.50 higher than the previous day. The implied volatity was 24.80, the open interest changed by 258 which increased total open position to 8084
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 12.5, which was -0.80 lower than the previous day. The implied volatity was 20.73, the open interest changed by 1517 which increased total open position to 7841
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 13.3, which was 0.20 higher than the previous day. The implied volatity was 17.05, the open interest changed by -404 which decreased total open position to 6335
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 13.1, which was -2.90 lower than the previous day. The implied volatity was 14.68, the open interest changed by 6 which increased total open position to 6755
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 16, which was -1.10 lower than the previous day. The implied volatity was 16.19, the open interest changed by -377 which decreased total open position to 6748
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 17.1, which was -0.90 lower than the previous day. The implied volatity was 15.39, the open interest changed by 1535 which increased total open position to 7110
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 18, which was -1.00 lower than the previous day. The implied volatity was 14.97, the open interest changed by -62 which decreased total open position to 5738
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 19, which was 0.70 higher than the previous day. The implied volatity was 15.43, the open interest changed by 1297 which increased total open position to 5853
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 18.3, which was -0.20 lower than the previous day. The implied volatity was 14.46, the open interest changed by 1304 which increased total open position to 4536
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 18.5, which was 5.50 higher than the previous day. The implied volatity was 13.87, the open interest changed by -252 which decreased total open position to 3215
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 13, which was 4.50 higher than the previous day. The implied volatity was 13.98, the open interest changed by 460 which increased total open position to 3496
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 8.5, which was 1.45 higher than the previous day. The implied volatity was 14.39, the open interest changed by 135 which increased total open position to 3056
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 7.05, which was -1.40 lower than the previous day. The implied volatity was 14.95, the open interest changed by 901 which increased total open position to 2923
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 8.45, which was -5.15 lower than the previous day. The implied volatity was 14.97, the open interest changed by 627 which increased total open position to 1979
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 13.6, which was -5.40 lower than the previous day. The implied volatity was 16.19, the open interest changed by 1195 which increased total open position to 1344
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 19, which was 1.00 higher than the previous day. The implied volatity was 15.48, the open interest changed by 109 which increased total open position to 148
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 18, which was -585.55 lower than the previous day. The implied volatity was 15.83, the open interest changed by 40 which increased total open position to 40
On 25 Nov FINNIFTY was trading at 24058.70. The strike last trading price was 603.55, which was 0.00 lower than the previous day. The implied volatity was 6.11, 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 603.55, which was 0.00 lower than the previous day. The implied volatity was 7.46, 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 603.55, which was 0.00 lower than the previous day. The implied volatity was 7.88, 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 603.55, which was 0.00 lower than the previous day. The implied volatity was 7.40, 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 603.55, which was 0.00 lower than the previous day. The implied volatity was 7.68, 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 603.55, 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 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 603.55, which was 0.00 lower than the previous day. The implied volatity was 6.69, 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 603.55, which was 0.00 lower than the previous day. The implied volatity was 6.31, 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 603.55, 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 603.55, 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 17 Oct FINNIFTY was trading at 23583.75. The strike last trading price was 603.55, 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 16 Oct FINNIFTY was trading at 23882.35. The strike last trading price was 603.55, 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 15 Oct FINNIFTY was trading at 23863.45. The strike last trading price was 603.55, 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 14 Oct FINNIFTY was trading at 23857.55. The strike last trading price was 603.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 31DEC2024 26500 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 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24498.90 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24880.40 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24726.95 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24803.05 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24802.95 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24722.60 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24703.70 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 24731.25 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 24562.60 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24296.55 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24010.15 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23919.60 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24171.55 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24046.80 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 24058.70 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 23623.75 | 1705.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 23273.45 | 1705.55 | 1705.55 | - | 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 26500 expiring on 31DEC2024
Delta for 26500 PE is -
Historical price for 26500 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, 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 1705.55, which was 1705.55 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
