FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
21 Nov 2024 02:23 PM IST
| FINNIFTY 26NOV2024 27000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.23
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 23305.75 | 1 | 0.05 | 44.31 | 1,185 | 218.125 | 498.75 | |||
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| 19 Nov | 23403.05 | 0.95 | -0.25 | 37.12 | 286.875 | 273.125 | 280.625 | |||
| 18 Nov | 23257.70 | 1.2 | -3.80 | 36.11 | 33.75 | 6.25 | 7.5 | |||
| 14 Nov | 23200.30 | 5 | -5.00 | 34.60 | 1.25 | 0 | 1.25 | |||
| 13 Nov | 23138.40 | 10 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 23563.65 | 10 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 23959.95 | 10 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 23966.60 | 10 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 24181.20 | 10 | 0.00 | 0.00 | 0 | -6,174.375 | 0 | |||
| 5 Nov | 24128.90 | 10 | 0.00 | 0.00 | 0 | 5,880 | 0 | |||
| 4 Nov | 23660.25 | 10 | -89.00 | 24.70 | 1.25 | 0 | 1.25 | |||
| 14 Oct | 23857.55 | 99 | 0.00 | - | 0 | 0 | 1.25 | |||
| 11 Oct | 23612.55 | 99 | 0.00 | - | 0 | 0 | 1.25 | |||
| 10 Oct | 23764.65 | 99 | 0.00 | - | 0 | 1.25 | 1.25 | |||
| 9 Oct | 23546.00 | 99 | 0.00 | - | 0 | 1.25 | 1.25 | |||
| 8 Oct | 23452.85 | 99 | 0.00 | - | 0 | 1.25 | 1.25 | |||
| 7 Oct | 23221.10 | 99 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 23621.80 | 99 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 23881.55 | 99 | -68.15 | - | 1.25 | 0.625 | 0.625 | |||
| 1 Oct | 24477.45 | 167.15 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Sept | 25155.45 | 167.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 24987.75 | 167.15 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 27000 expiring on 26NOV2024
Delta for 27000 CE is 0.00
Historical price for 27000 CE is as follows
On 21 Nov FINNIFTY was trading at 23305.75. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 44.31, the open interest changed by 349 which increased total open position to 798
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 37.12, the open interest changed by 437 which increased total open position to 449
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 1.2, which was -3.80 lower than the previous day. The implied volatity was 36.11, the open interest changed by 10 which increased total open position to 12
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 5, which was -5.00 lower than the previous day. The implied volatity was 34.60, the open interest changed by 0 which decreased total open position to 2
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 10, 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 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 10, 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 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 10, 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 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 10, 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 0
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -9879 which decreased total open position to 0
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 10, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9408 which increased total open position to 0
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 10, which was -89.00 lower than the previous day. The implied volatity was 24.70, the open interest changed by 0 which decreased total open position to 2
On 14 Oct FINNIFTY was trading at 23857.55. The strike last trading price was 99, 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 11 Oct FINNIFTY was trading at 23612.55. The strike last trading price was 99, 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 10 Oct FINNIFTY was trading at 23764.65. The strike last trading price was 99, 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 9 Oct FINNIFTY was trading at 23546.00. The strike last trading price was 99, 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 8 Oct FINNIFTY was trading at 23452.85. The strike last trading price was 99, 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 7 Oct FINNIFTY was trading at 23221.10. The strike last trading price was 99, 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 4 Oct FINNIFTY was trading at 23621.80. The strike last trading price was 99, 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 3 Oct FINNIFTY was trading at 23881.55. The strike last trading price was 99, which was -68.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct FINNIFTY was trading at 24477.45. The strike last trading price was 167.15, 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 26 Sept FINNIFTY was trading at 25155.45. The strike last trading price was 167.15, 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 25 Sept FINNIFTY was trading at 24987.75. The strike last trading price was 167.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FINNIFTY 26NOV2024 27000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 23305.75 | 2770 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 23403.05 | 2770 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 23257.70 | 2770 | 0.00 | 0.00 | 0 | 0 | 2.5 |
| 14 Nov | 23200.30 | 2770 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 23138.40 | 2770 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 23563.65 | 2770 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 23959.95 | 2770 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 23966.60 | 2770 | 0.00 | 0.00 | 0 | 0 | 2.5 |
| 6 Nov | 24181.20 | 2770 | 0.00 | 0.00 | 0 | 1.25 | 2.5 |
| 5 Nov | 24128.90 | 2770 | -333.40 | 25.08 | 2.5 | -0.625 | 1.875 |
| 4 Nov | 23660.25 | 3103.4 | 3103.40 | - | 0 | 0 | 0 |
| 14 Oct | 23857.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 23612.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 23764.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 23546.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 23452.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 23221.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 23621.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 23881.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 24477.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 26 Sept | 25155.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 24987.75 | 0 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 27000 expiring on 26NOV2024
Delta for 27000 PE is 0.00
Historical price for 27000 PE is as follows
On 21 Nov FINNIFTY was trading at 23305.75. The strike last trading price was 2770, 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 0
On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 2770, 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 0
On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 2770, 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 4
On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 2770, 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 0
On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 2770, 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 0
On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 2770, 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 0
On 11 Nov FINNIFTY was trading at 23959.95. The strike last trading price was 2770, 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 0
On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 2770, 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 4
On 6 Nov FINNIFTY was trading at 24181.20. The strike last trading price was 2770, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 4
On 5 Nov FINNIFTY was trading at 24128.90. The strike last trading price was 2770, which was -333.40 lower than the previous day. The implied volatity was 25.08, the open interest changed by -1 which decreased total open position to 3
On 4 Nov FINNIFTY was trading at 23660.25. The strike last trading price was 3103.4, which was 3103.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct FINNIFTY was trading at 23857.55. 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 11 Oct FINNIFTY was trading at 23612.55. 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 10 Oct FINNIFTY was trading at 23764.65. 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 which decreased total open position to
On 9 Oct FINNIFTY was trading at 23546.00. 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 8 Oct FINNIFTY was trading at 23452.85. 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 7 Oct FINNIFTY was trading at 23221.10. 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 4 Oct FINNIFTY was trading at 23621.80. 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 3 Oct FINNIFTY was trading at 23881.55. 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 1 Oct FINNIFTY was trading at 24477.45. 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 26 Sept FINNIFTY was trading at 25155.45. 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 25 Sept FINNIFTY was trading at 24987.75. 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
