FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 26900 CE | ||||||||||
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Delta: 0.01
Vega: 1.11
Theta: -1.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 4.35 | -2.30 | 31.08 | 1,150 | 18.846 | 411.154 | |||
| 19 Dec | 23906.60 | 6.65 | -3.25 | 28.72 | 694.231 | -37.692 | 392.692 | |||
| 18 Dec | 24198.35 | 9.9 | 2.05 | 26.40 | 1,212.308 | -44.615 | 441.154 | |||
| 17 Dec | 24498.90 | 7.85 | 0.60 | 22.35 | 2,408.077 | 44.231 | 486.154 | |||
| 16 Dec | 24857.00 | 7.25 | 0.10 | 18.45 | 1,376.154 | 1.538 | 448.846 | |||
| 13 Dec | 24880.40 | 7.15 | -1.85 | 16.05 | 1,979.615 | -445 | 449.231 | |||
| 12 Dec | 24726.95 | 9 | -1.25 | 17.41 | 1,904.615 | -444.231 | 906.154 | |||
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| 11 Dec | 24803.05 | 10.25 | 0.45 | 16.79 | 1,466.538 | -76.538 | 1,352.692 | |||
| 10 Dec | 24802.95 | 9.8 | -0.45 | 16.09 | 3,738.077 | 294.231 | 1,429.615 | |||
| 9 Dec | 24722.60 | 10.25 | 0.25 | 16.41 | 3,845.769 | 421.923 | 1,133.077 | |||
| 6 Dec | 24703.70 | 10 | 1.70 | 15.41 | 3,370 | 311.923 | 708.846 | |||
| 5 Dec | 24731.25 | 8.3 | 1.00 | 14.37 | 2,794.615 | -253.077 | 393.462 | |||
| 4 Dec | 24562.60 | 7.3 | 2.10 | 14.97 | 2,465.769 | 182.308 | 652.308 | |||
| 3 Dec | 24296.55 | 5.2 | 0.15 | 15.49 | 1,820.769 | -136.154 | 466.154 | |||
| 2 Dec | 24072.65 | 5.05 | -0.95 | 16.33 | 1,523.846 | 60.385 | 611.538 | |||
| 29 Nov | 24010.15 | 6 | -3.40 | 16.27 | 994.231 | 45.769 | 569.231 | |||
| 28 Nov | 23919.60 | 9.4 | 0.45 | 17.30 | 1,706.538 | 379.231 | 525 | |||
| 27 Nov | 24171.55 | 8.95 | -5.80 | 15.61 | 1,059.615 | 172.692 | 174.231 | |||
| 26 Nov | 24046.80 | 14.75 | 17.36 | 1.538 | 1.154 | 1.154 | ||||
For Nifty Financial Services - strike price 26900 expiring on 31DEC2024
Delta for 26900 CE is 0.01
Historical price for 26900 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 4.35, which was -2.30 lower than the previous day. The implied volatity was 31.08, the open interest changed by 49 which increased total open position to 1069
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 6.65, which was -3.25 lower than the previous day. The implied volatity was 28.72, the open interest changed by -98 which decreased total open position to 1021
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 9.9, which was 2.05 higher than the previous day. The implied volatity was 26.40, the open interest changed by -116 which decreased total open position to 1147
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 7.85, which was 0.60 higher than the previous day. The implied volatity was 22.35, the open interest changed by 115 which increased total open position to 1264
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 7.25, which was 0.10 higher than the previous day. The implied volatity was 18.45, the open interest changed by 4 which increased total open position to 1167
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 7.15, which was -1.85 lower than the previous day. The implied volatity was 16.05, the open interest changed by -1157 which decreased total open position to 1168
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 9, which was -1.25 lower than the previous day. The implied volatity was 17.41, the open interest changed by -1155 which decreased total open position to 2356
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 10.25, which was 0.45 higher than the previous day. The implied volatity was 16.79, the open interest changed by -199 which decreased total open position to 3517
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 9.8, which was -0.45 lower than the previous day. The implied volatity was 16.09, the open interest changed by 765 which increased total open position to 3717
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 10.25, which was 0.25 higher than the previous day. The implied volatity was 16.41, the open interest changed by 1097 which increased total open position to 2946
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 10, which was 1.70 higher than the previous day. The implied volatity was 15.41, the open interest changed by 811 which increased total open position to 1843
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 8.3, which was 1.00 higher than the previous day. The implied volatity was 14.37, the open interest changed by -658 which decreased total open position to 1023
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 7.3, which was 2.10 higher than the previous day. The implied volatity was 14.97, the open interest changed by 474 which increased total open position to 1696
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 5.2, which was 0.15 higher than the previous day. The implied volatity was 15.49, the open interest changed by -354 which decreased total open position to 1212
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 5.05, which was -0.95 lower than the previous day. The implied volatity was 16.33, the open interest changed by 157 which increased total open position to 1590
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 6, which was -3.40 lower than the previous day. The implied volatity was 16.27, the open interest changed by 119 which increased total open position to 1480
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 9.4, which was 0.45 higher than the previous day. The implied volatity was 17.30, the open interest changed by 986 which increased total open position to 1365
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 8.95, which was -5.80 lower than the previous day. The implied volatity was 15.61, the open interest changed by 449 which increased total open position to 453
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 14.75, which was lower than the previous day. The implied volatity was 17.36, the open interest changed by 3 which increased total open position to 3
| FINNIFTY 31DEC2024 26900 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 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24498.90 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24880.40 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24726.95 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24803.05 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24802.95 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24722.60 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24703.70 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 24731.25 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 24562.60 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24296.55 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24010.15 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23919.60 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24171.55 | 1981.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24046.80 | 1981.75 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 26900 expiring on 31DEC2024
Delta for 26900 PE is -
Historical price for 26900 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, 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 1981.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
