FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 26800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.29
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 5.25 | -1.70 | 31.03 | 1,269.231 | -78.077 | 570.769 | |||
| 19 Dec | 23906.60 | 6.95 | -3.95 | 28.09 | 1,247.308 | -34.231 | 649.231 | |||
| 18 Dec | 24198.35 | 10.9 | 2.95 | 25.97 | 1,368.846 | -120.385 | 703.077 | |||
| 17 Dec | 24498.90 | 7.95 | -0.20 | 21.62 | 2,522.308 | -86.923 | 828.077 | |||
| 16 Dec | 24857.00 | 8.15 | 0.00 | 18.01 | 1,387.692 | 333.077 | 901.923 | |||
| 13 Dec | 24880.40 | 8.15 | -3.05 | 15.68 | 1,604.231 | -199.231 | 569.615 | |||
| 12 Dec | 24726.95 | 11.2 | -0.95 | 17.34 | 1,999.615 | 71.538 | 797.308 | |||
| 11 Dec | 24803.05 | 12.15 | -0.60 | 16.58 | 1,054.615 | -69.615 | 730 | |||
| 10 Dec | 24802.95 | 12.75 | 0.70 | 16.13 | 2,623.462 | -5.385 | 796.154 | |||
| 9 Dec | 24722.60 | 12.05 | -0.25 | 16.20 | 4,761.923 | 208.846 | 808.077 | |||
| 6 Dec | 24703.70 | 12.3 | 0.80 | 15.33 | 2,786.538 | 68.462 | 592.692 | |||
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| 5 Dec | 24731.25 | 11.5 | 4.00 | 14.56 | 3,346.538 | 15.769 | 518.846 | |||
| 4 Dec | 24562.60 | 7.5 | 0.65 | 14.47 | 1,895.769 | 30.769 | 501.923 | |||
| 3 Dec | 24296.55 | 6.85 | 0.55 | 15.56 | 1,329.615 | -27.308 | 467.308 | |||
| 2 Dec | 24072.65 | 6.3 | -0.70 | 16.30 | 1,700 | 210 | 491.154 | |||
| 29 Nov | 24010.15 | 7 | -2.60 | 16.08 | 675.769 | 24.615 | 269.231 | |||
| 28 Nov | 23919.60 | 9.6 | -1.40 | 16.84 | 889.615 | 188.462 | 244.615 | |||
| 27 Nov | 24171.55 | 11 | -503.70 | 15.62 | 300.769 | 55.769 | 55.769 | |||
| 26 Nov | 24046.80 | 514.7 | 7.13 | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 26800 expiring on 31DEC2024
Delta for 26800 CE is 0.01
Historical price for 26800 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 5.25, which was -1.70 lower than the previous day. The implied volatity was 31.03, the open interest changed by -203 which decreased total open position to 1484
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 6.95, which was -3.95 lower than the previous day. The implied volatity was 28.09, the open interest changed by -89 which decreased total open position to 1688
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 10.9, which was 2.95 higher than the previous day. The implied volatity was 25.97, the open interest changed by -313 which decreased total open position to 1828
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 7.95, which was -0.20 lower than the previous day. The implied volatity was 21.62, the open interest changed by -226 which decreased total open position to 2153
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 8.15, which was 0.00 lower than the previous day. The implied volatity was 18.01, the open interest changed by 866 which increased total open position to 2345
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 8.15, which was -3.05 lower than the previous day. The implied volatity was 15.68, the open interest changed by -518 which decreased total open position to 1481
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 11.2, which was -0.95 lower than the previous day. The implied volatity was 17.34, the open interest changed by 186 which increased total open position to 2073
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 12.15, which was -0.60 lower than the previous day. The implied volatity was 16.58, the open interest changed by -181 which decreased total open position to 1898
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 12.75, which was 0.70 higher than the previous day. The implied volatity was 16.13, the open interest changed by -14 which decreased total open position to 2070
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 12.05, which was -0.25 lower than the previous day. The implied volatity was 16.20, the open interest changed by 543 which increased total open position to 2101
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 12.3, which was 0.80 higher than the previous day. The implied volatity was 15.33, the open interest changed by 178 which increased total open position to 1541
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 11.5, which was 4.00 higher than the previous day. The implied volatity was 14.56, the open interest changed by 41 which increased total open position to 1349
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 7.5, which was 0.65 higher than the previous day. The implied volatity was 14.47, the open interest changed by 80 which increased total open position to 1305
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 6.85, which was 0.55 higher than the previous day. The implied volatity was 15.56, the open interest changed by -71 which decreased total open position to 1215
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 6.3, which was -0.70 lower than the previous day. The implied volatity was 16.30, the open interest changed by 546 which increased total open position to 1277
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 7, which was -2.60 lower than the previous day. The implied volatity was 16.08, the open interest changed by 64 which increased total open position to 700
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 9.6, which was -1.40 lower than the previous day. The implied volatity was 16.84, the open interest changed by 490 which increased total open position to 636
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 11, which was -503.70 lower than the previous day. The implied volatity was 15.62, the open interest changed by 145 which increased total open position to 145
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 514.7, which was lower than the previous day. The implied volatity was 7.13, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 31DEC2024 26800 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 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24498.90 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24880.40 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24726.95 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24803.05 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24802.95 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24722.60 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24703.70 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 24731.25 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 24562.60 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24296.55 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24010.15 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23919.60 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24171.55 | 1910.9 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24046.80 | 1910.9 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 26800 expiring on 31DEC2024
Delta for 26800 PE is -
Historical price for 26800 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, 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 1910.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
