FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 27200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.90
Theta: -1.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 3.5 | -2.30 | 32.56 | 870.769 | 131.538 | 785.769 | |||
| 19 Dec | 23906.60 | 5.8 | -3.25 | 30.53 | 912.692 | 164.231 | 657.308 | |||
| 18 Dec | 24198.35 | 9.05 | 2.35 | 28.42 | 857.308 | -100.385 | 507.308 | |||
| 17 Dec | 24498.90 | 6.7 | 0.85 | 24.08 | 1,117.308 | -151.538 | 622.308 | |||
| 16 Dec | 24857.00 | 5.85 | -0.15 | 20.04 | 801.154 | -3.846 | 771.923 | |||
| 13 Dec | 24880.40 | 6 | -1.50 | 17.64 | 652.308 | 5.385 | 779.615 | |||
| 12 Dec | 24726.95 | 7.5 | -0.50 | 18.91 | 710.769 | 16.923 | 774.231 | |||
| 11 Dec | 24803.05 | 8 | 0.30 | 18.03 | 1,260.769 | -69.615 | 769.615 | |||
| 10 Dec | 24802.95 | 7.7 | 0.90 | 17.35 | 1,396.154 | 40.769 | 838.462 | |||
| 9 Dec | 24722.60 | 6.8 | -0.05 | 17.22 | 2,401.154 | 84.231 | 800 | |||
| 6 Dec | 24703.70 | 6.85 | 0.40 | 16.24 | 2,004.615 | 49.615 | 716.538 | |||
| 5 Dec | 24731.25 | 6.45 | 1.65 | 15.51 | 2,675.385 | -30.769 | 665.769 | |||
| 4 Dec | 24562.60 | 4.8 | 0.55 | 15.66 | 1,279.231 | -128.846 | 707.308 | |||
| 3 Dec | 24296.55 | 4.25 | 0.55 | 16.50 | 1,686.538 | 14.615 | 844.615 | |||
| 2 Dec | 24072.65 | 3.7 | -1.05 | 17.16 | 1,882.308 | 131.538 | 830.385 | |||
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| 29 Nov | 24010.15 | 4.75 | -2.45 | 17.13 | 1,410 | 163.846 | 700.385 | |||
| 28 Nov | 23919.60 | 7.2 | 1.20 | 18.09 | 1,563.077 | 163.846 | 525 | |||
| 27 Nov | 24171.55 | 6 | -3.30 | 16.14 | 2,605.769 | 361.538 | 363.846 | |||
| 26 Nov | 24046.80 | 9.3 | 17.58 | 2.308 | 1.923 | 1.923 | ||||
For Nifty Financial Services - strike price 27200 expiring on 31DEC2024
Delta for 27200 CE is 0.01
Historical price for 27200 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 3.5, which was -2.30 lower than the previous day. The implied volatity was 32.56, the open interest changed by 342 which increased total open position to 2043
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 5.8, which was -3.25 lower than the previous day. The implied volatity was 30.53, the open interest changed by 427 which increased total open position to 1709
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 9.05, which was 2.35 higher than the previous day. The implied volatity was 28.42, the open interest changed by -261 which decreased total open position to 1319
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 6.7, which was 0.85 higher than the previous day. The implied volatity was 24.08, the open interest changed by -394 which decreased total open position to 1618
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 5.85, which was -0.15 lower than the previous day. The implied volatity was 20.04, the open interest changed by -10 which decreased total open position to 2007
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 6, which was -1.50 lower than the previous day. The implied volatity was 17.64, the open interest changed by 14 which increased total open position to 2027
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 7.5, which was -0.50 lower than the previous day. The implied volatity was 18.91, the open interest changed by 44 which increased total open position to 2013
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 8, which was 0.30 higher than the previous day. The implied volatity was 18.03, the open interest changed by -181 which decreased total open position to 2001
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 7.7, which was 0.90 higher than the previous day. The implied volatity was 17.35, the open interest changed by 106 which increased total open position to 2180
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 6.8, which was -0.05 lower than the previous day. The implied volatity was 17.22, the open interest changed by 219 which increased total open position to 2080
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 6.85, which was 0.40 higher than the previous day. The implied volatity was 16.24, the open interest changed by 129 which increased total open position to 1863
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 6.45, which was 1.65 higher than the previous day. The implied volatity was 15.51, the open interest changed by -80 which decreased total open position to 1731
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 4.8, which was 0.55 higher than the previous day. The implied volatity was 15.66, the open interest changed by -335 which decreased total open position to 1839
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 4.25, which was 0.55 higher than the previous day. The implied volatity was 16.50, the open interest changed by 38 which increased total open position to 2196
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 3.7, which was -1.05 lower than the previous day. The implied volatity was 17.16, the open interest changed by 342 which increased total open position to 2159
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 4.75, which was -2.45 lower than the previous day. The implied volatity was 17.13, the open interest changed by 426 which increased total open position to 1821
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 7.2, which was 1.20 higher than the previous day. The implied volatity was 18.09, the open interest changed by 426 which increased total open position to 1365
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 6, which was -3.30 lower than the previous day. The implied volatity was 16.14, the open interest changed by 940 which increased total open position to 946
On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 9.3, which was lower than the previous day. The implied volatity was 17.58, the open interest changed by 5 which increased total open position to 5
| FINNIFTY 31DEC2024 27200 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 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24498.90 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24880.40 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24726.95 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24803.05 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24802.95 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24722.60 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24703.70 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 24731.25 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 24562.60 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24296.55 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24010.15 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23919.60 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24171.55 | 2202.35 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 24046.80 | 2202.35 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 27200 expiring on 31DEC2024
Delta for 27200 PE is -
Historical price for 27200 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, 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 2202.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
