FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 26700 CE | ||||||||||
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Delta: 0.01
Vega: 1.28
Theta: -1.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 5 | -2.60 | 29.97 | 6,055.769 | 115.769 | 3,339.231 | |||
| 19 Dec | 23906.60 | 7.6 | -4.70 | 27.63 | 3,963.077 | 170.385 | 3,226.538 | |||
| 18 Dec | 24198.35 | 12.3 | 2.90 | 25.64 | 7,364.615 | -301.154 | 3,063.846 | |||
| 17 Dec | 24498.90 | 9.4 | -1.00 | 21.38 | 6,549.615 | -145.769 | 3,408.846 | |||
| 16 Dec | 24857.00 | 10.4 | 0.40 | 17.94 | 5,148.846 | 49.231 | 3,551.923 | |||
| 13 Dec | 24880.40 | 10 | -2.40 | 15.48 | 9,481.538 | -1,843.462 | 3,512.308 | |||
| 12 Dec | 24726.95 | 12.4 | -1.40 | 16.91 | 7,617.308 | -135.385 | 5,388.462 | |||
| 11 Dec | 24803.05 | 13.8 | -0.20 | 16.23 | 7,281.538 | -645 | 5,533.077 | |||
| 10 Dec | 24802.95 | 14 | -0.90 | 15.70 | 24,826.538 | 1,361.923 | 6,161.154 | |||
| 9 Dec | 24722.60 | 14.9 | -0.20 | 16.13 | 16,949.615 | 989.615 | 4,818.077 | |||
| 6 Dec | 24703.70 | 15.1 | 0.20 | 15.25 | 46,040.769 | 1,189.231 | 3,869.231 | |||
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| 5 Dec | 24731.25 | 14.9 | 4.40 | 14.60 | 22,410.385 | -436.154 | 2,259.231 | |||
| 4 Dec | 24562.60 | 10.5 | 3.65 | 14.67 | 6,494.615 | 6.923 | 2,686.154 | |||
| 3 Dec | 24296.55 | 6.85 | 0.60 | 15.02 | 4,115.385 | 206.154 | 2,685.769 | |||
| 2 Dec | 24072.65 | 6.25 | -1.00 | 15.75 | 3,782.692 | 1,168.846 | 2,474.231 | |||
| 29 Nov | 24010.15 | 7.25 | -4.95 | 15.65 | 1,271.154 | 156.154 | 1,307.692 | |||
| 28 Nov | 23919.60 | 12.2 | 1.15 | 16.96 | 3,958.462 | 964.615 | 1,156.923 | |||
| 27 Nov | 24171.55 | 11.05 | -6.60 | 15.11 | 783.077 | 61.538 | 196.923 | |||
| 26 Nov | 24046.80 | 17.65 | 2.80 | 16.88 | 220 | 82.308 | 135.385 | |||
| 25 Nov | 24058.70 | 14.85 | 2.85 | 16.00 | 83.077 | 46.154 | 53.077 | |||
| 22 Nov | 23623.75 | 12 | -71.95 | 17.15 | 23.077 | 7.308 | 14.231 | |||
| 21 Nov | 23273.45 | 83.95 | 0.00 | 0.00 | 0 | 0 | 6.923 | |||
| 19 Nov | 23403.05 | 83.95 | 0.00 | 0.00 | 0 | 0 | 6.923 | |||
| 18 Nov | 23257.70 | 83.95 | 0.00 | 0.00 | 0 | 0 | 6.923 | |||
| 14 Nov | 23200.30 | 83.95 | 0.00 | 0.00 | 0 | 0 | 6.923 | |||
| 13 Nov | 23138.40 | 83.95 | 0.00 | 0.00 | 0 | 0 | 6.923 | |||
| 12 Nov | 23563.65 | 83.95 | 0.00 | 0.00 | 0 | 0 | 6.923 | |||
| 23 Oct | 23752.00 | 83.95 | -20.95 | - | 0.385 | 0 | 6.923 | |||
| 22 Oct | 23700.35 | 104.9 | 14.90 | - | 1.538 | 0.769 | 6.923 | |||
| 17 Oct | 23583.75 | 90 | -10.00 | - | 10.385 | 3.462 | 6.154 | |||
| 16 Oct | 23882.35 | 100 | 10.25 | - | 0.769 | 0 | 2.692 | |||
| 15 Oct | 23863.45 | 89.75 | -23.40 | - | 1.154 | 0.769 | 2.308 | |||
| 14 Oct | 23857.55 | 113.15 | - | 0.385 | 0 | 1.154 | ||||
For Nifty Financial Services - strike price 26700 expiring on 31DEC2024
Delta for 26700 CE is 0.01
Historical price for 26700 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 5, which was -2.60 lower than the previous day. The implied volatity was 29.97, the open interest changed by 301 which increased total open position to 8682
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 7.6, which was -4.70 lower than the previous day. The implied volatity was 27.63, the open interest changed by 443 which increased total open position to 8389
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 12.3, which was 2.90 higher than the previous day. The implied volatity was 25.64, the open interest changed by -783 which decreased total open position to 7966
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 9.4, which was -1.00 lower than the previous day. The implied volatity was 21.38, the open interest changed by -379 which decreased total open position to 8863
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 10.4, which was 0.40 higher than the previous day. The implied volatity was 17.94, the open interest changed by 128 which increased total open position to 9235
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 10, which was -2.40 lower than the previous day. The implied volatity was 15.48, the open interest changed by -4793 which decreased total open position to 9132
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 12.4, which was -1.40 lower than the previous day. The implied volatity was 16.91, the open interest changed by -352 which decreased total open position to 14010
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 13.8, which was -0.20 lower than the previous day. The implied volatity was 16.23, the open interest changed by -1677 which decreased total open position to 14386
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 14, which was -0.90 lower than the previous day. The implied volatity was 15.70, the open interest changed by 3541 which increased total open position to 16019
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 14.9, which was -0.20 lower than the previous day. The implied volatity was 16.13, the open interest changed by 2573 which increased total open position to 12527
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 15.1, which was 0.20 higher than the previous day. The implied volatity was 15.25, the open interest changed by 3092 which increased total open position to 10060
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 14.9, which was 4.40 higher than the previous day. The implied volatity was 14.60, the open interest changed by -1134 which decreased total open position to 5874
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 10.5, which was 3.65 higher than the previous day. The implied volatity was 14.67, the open interest changed by 18 which increased total open position to 6984
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 6.85, which was 0.60 higher than the previous day. The implied volatity was 15.02, the open interest changed by 536 which increased total open position to 6983
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 6.25, which was -1.00 lower than the previous day. The implied volatity was 15.75, the open interest changed by 3039 which increased total open position to 6433
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 7.25, which was -4.95 lower than the previous day. The implied volatity was 15.65, the open interest changed by 406 which increased total open position to 3400
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 12.2, which was 1.15 higher than the previous day. The implied volatity was 16.96, the open interest changed by 2508 which increased total open position to 3008
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 11.05, which was -6.60 lower than the previous day. The implied volatity was 15.11, the open interest changed by 160 which increased total open position to 512
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 17.65, which was 2.80 higher than the previous day. The implied volatity was 16.88, the open interest changed by 214 which increased total open position to 352
On 25 Nov FINNIFTY was trading at 24058.70. The strike last trading price was 14.85, which was 2.85 higher than the previous day. The implied volatity was 16.00, the open interest changed by 120 which increased total open position to 138
On 22 Nov FINNIFTY was trading at 23623.75. The strike last trading price was 12, which was -71.95 lower than the previous day. The implied volatity was 17.15, the open interest changed by 19 which increased total open position to 37
On 21 Nov FINNIFTY was trading at 23273.45. The strike last trading price was 83.95, 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 18
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 83.95, 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 18
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 83.95, 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 18
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 83.95, 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 18
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 83.95, 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 18
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 83.95, 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 18
On 23 Oct FINNIFTY was trading at 23752.00. The strike last trading price was 83.95, which was -20.95 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 104.9, which was 14.90 higher 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 90, which was -10.00 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 100, which was 10.25 higher 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 89.75, which was -23.40 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 113.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 31DEC2024 26700 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 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24498.90 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24880.40 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24726.95 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24803.05 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24802.95 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24722.60 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24703.70 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 24731.25 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 24562.60 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24296.55 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24010.15 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23919.60 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24171.55 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24046.80 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 24058.70 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 23623.75 | 1841.25 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 23273.45 | 1841.25 | 1841.25 | - | 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 26700 expiring on 31DEC2024
Delta for 26700 PE is -
Historical price for 26700 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, 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 1841.25, which was 1841.25 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
