FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 27000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.00
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 3.85 | -2.25 | 31.36 | 5,860 | 125 | 4,174.615 | |||
| 19 Dec | 23906.60 | 6.1 | -3.90 | 29.17 | 5,396.923 | 926.538 | 4,061.154 | |||
| 18 Dec | 24198.35 | 10 | 2.45 | 27.25 | 4,184.615 | -864.231 | 3,200 | |||
| 17 Dec | 24498.90 | 7.55 | 1.25 | 22.99 | 9,600 | 171.538 | 4,063.462 | |||
| 16 Dec | 24857.00 | 6.3 | -0.95 | 18.80 | 10,566.154 | -821.154 | 3,893.077 | |||
| 13 Dec | 24880.40 | 7.25 | -1.45 | 16.77 | 13,593.462 | -1,834.615 | 4,718.846 | |||
| 12 Dec | 24726.95 | 8.7 | -1.45 | 18.00 | 7,476.923 | 1,107.308 | 6,418.462 | |||
| 11 Dec | 24803.05 | 10.15 | 1.05 | 17.44 | 8,609.615 | 2,182.692 | 5,313.846 | |||
| 10 Dec | 24802.95 | 9.1 | 0.15 | 16.55 | 3,179.615 | 251.538 | 3,126.154 | |||
| 9 Dec | 24722.60 | 8.95 | 0.45 | 16.69 | 4,631.538 | 310.385 | 2,896.923 | |||
| 6 Dec | 24703.70 | 8.5 | 0.00 | 15.61 | 6,255 | 648.077 | 2,581.538 | |||
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| 5 Dec | 24731.25 | 8.5 | 1.50 | 15.00 | 6,882.692 | 596.923 | 1,938.846 | |||
| 4 Dec | 24562.60 | 7 | 2.40 | 15.44 | 4,228.077 | -249.231 | 1,341.538 | |||
| 3 Dec | 24296.55 | 4.6 | 0.55 | 15.75 | 3,945 | 193.077 | 1,595 | |||
| 2 Dec | 24072.65 | 4.05 | -1.20 | 16.36 | 3,179.231 | 148.077 | 1,401.538 | |||
| 29 Nov | 24010.15 | 5.25 | -2.95 | 16.44 | 3,930.385 | 199.615 | 1,291.538 | |||
| 28 Nov | 23919.60 | 8.2 | 0.20 | 17.44 | 3,571.923 | 807.308 | 1,090.769 | |||
| 27 Nov | 24171.55 | 8 | -1.00 | 15.84 | 1,424.615 | 278.846 | 283.462 | |||
| 26 Nov | 24046.80 | 9 | 16.50 | 5.385 | 5 | 5 | ||||
For Nifty Financial Services - strike price 27000 expiring on 31DEC2024
Delta for 27000 CE is 0.01
Historical price for 27000 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 3.85, which was -2.25 lower than the previous day. The implied volatity was 31.36, the open interest changed by 325 which increased total open position to 10854
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 6.1, which was -3.90 lower than the previous day. The implied volatity was 29.17, the open interest changed by 2409 which increased total open position to 10559
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 10, which was 2.45 higher than the previous day. The implied volatity was 27.25, the open interest changed by -2247 which decreased total open position to 8320
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 7.55, which was 1.25 higher than the previous day. The implied volatity was 22.99, the open interest changed by 446 which increased total open position to 10565
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 6.3, which was -0.95 lower than the previous day. The implied volatity was 18.80, the open interest changed by -2135 which decreased total open position to 10122
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 7.25, which was -1.45 lower than the previous day. The implied volatity was 16.77, the open interest changed by -4770 which decreased total open position to 12269
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 8.7, which was -1.45 lower than the previous day. The implied volatity was 18.00, the open interest changed by 2879 which increased total open position to 16688
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 10.15, which was 1.05 higher than the previous day. The implied volatity was 17.44, the open interest changed by 5675 which increased total open position to 13816
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 9.1, which was 0.15 higher than the previous day. The implied volatity was 16.55, the open interest changed by 654 which increased total open position to 8128
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 8.95, which was 0.45 higher than the previous day. The implied volatity was 16.69, the open interest changed by 807 which increased total open position to 7532
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 8.5, which was 0.00 lower than the previous day. The implied volatity was 15.61, the open interest changed by 1685 which increased total open position to 6712
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 8.5, which was 1.50 higher than the previous day. The implied volatity was 15.00, the open interest changed by 1552 which increased total open position to 5041
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 7, which was 2.40 higher than the previous day. The implied volatity was 15.44, the open interest changed by -648 which decreased total open position to 3488
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 4.6, which was 0.55 higher than the previous day. The implied volatity was 15.75, the open interest changed by 502 which increased total open position to 4147
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 4.05, which was -1.20 lower than the previous day. The implied volatity was 16.36, the open interest changed by 385 which increased total open position to 3644
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 5.25, which was -2.95 lower than the previous day. The implied volatity was 16.44, the open interest changed by 519 which increased total open position to 3358
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 8.2, which was 0.20 higher than the previous day. The implied volatity was 17.44, the open interest changed by 2099 which increased total open position to 2836
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 8, which was -1.00 lower than the previous day. The implied volatity was 15.84, the open interest changed by 725 which increased total open position to 737
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 9, which was lower than the previous day. The implied volatity was 16.50, the open interest changed by 13 which increased total open position to 13
| FINNIFTY 31DEC2024 27000 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 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24498.90 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24880.40 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24726.95 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24803.05 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24802.95 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24722.60 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24703.70 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 24731.25 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 24562.60 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24296.55 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24010.15 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23919.60 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24171.55 | 2053.75 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24046.80 | 2053.75 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 27000 expiring on 31DEC2024
Delta for 27000 PE is -
Historical price for 27000 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, 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 2053.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
