`
[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

23591.7 -314.90 (-1.32%)

Back to Option Chain


Historical option data for FINNIFTY

20 Dec 2024 04:13 PM IST
FINNIFTY 31DEC2024 22850 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 23591.70 846.75 -298.05 - 0.385 0 0
19 Dec 23906.60 1144.8 -232.05 - 2.308 1.154 1.154
18 Dec 24198.35 1376.85 0.00 0.00 0 0 0
17 Dec 24498.90 1376.85 0.00 0.00 0 0 0
16 Dec 24857.00 1376.85 0.00 0.00 0 0 0
13 Dec 24880.40 1376.85 0.00 0.00 0 0 0
12 Dec 24726.95 1376.85 0.00 0.00 0 0 0
11 Dec 24803.05 1376.85 0.00 0.00 0 0 0
10 Dec 24802.95 1376.85 0.00 0.00 0 0 0
9 Dec 24722.60 1376.85 0.00 0.00 0 0 0
6 Dec 24703.70 1376.85 0.00 0.00 0 0 0
5 Dec 24731.25 1376.85 0.00 0.00 0 0 0
4 Dec 24562.60 1376.85 0.00 0.00 0 0 0
3 Dec 24296.55 1376.85 0.00 0.00 0 0 0
2 Dec 24072.65 1376.85 0.00 0.00 0 0 0
29 Nov 24010.15 1376.85 -122.40 13.56 7.692 1.923 1.923
28 Nov 23919.60 1499.25 0.00 - 0 0 0
27 Nov 24171.55 1499.25 - 0 0 0


For Nifty Financial Services - strike price 22850 expiring on 31DEC2024

Delta for 22850 CE is -

Historical price for 22850 CE is as follows

On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 846.75, which was -298.05 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 1144.8, which was -232.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1376.85, 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 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 1376.85, 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 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 1376.85, 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 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 1376.85, 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 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 1376.85, 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 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 1376.85, 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 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 1376.85, 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 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 1376.85, 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 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 1376.85, 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 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 1376.85, 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 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 1376.85, 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 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 1376.85, 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 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 1376.85, 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 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 1376.85, which was -122.40 lower than the previous day. The implied volatity was 13.56, the open interest changed by 5 which increased total open position to 5


On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 1499.25, 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 1499.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


FINNIFTY 31DEC2024 22850 PE
Delta: -0.12
Vega: 8.24
Theta: -6.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 23591.70 45.3 18.05 18.34 1,682.692 76.538 465.769
19 Dec 23906.60 27.25 14.20 18.92 1,102.308 76.538 390.769
18 Dec 24198.35 13.05 2.55 18.66 317.692 -1.538 314.231
17 Dec 24498.90 10.5 2.05 19.66 428.462 17.692 318.846
16 Dec 24857.00 8.45 -1.25 21.27 770 254.231 312.308
13 Dec 24880.40 9.7 -3.65 20.61 363.462 -46.923 58.077
12 Dec 24726.95 13.35 -2.15 19.91 91.154 22.692 106.538
11 Dec 24803.05 15.5 -5.45 20.48 191.923 -27.308 83.846
10 Dec 24802.95 20.95 -8.55 21.32 222.308 49.231 124.615
9 Dec 24722.60 29.5 -4.65 21.66 148.846 6.538 75.385
6 Dec 24703.70 34.15 -7.65 20.88 195 -20.769 78.462
5 Dec 24731.25 41.8 -0.45 21.73 246.154 60.385 99.231
4 Dec 24562.60 42.25 -16.45 20.01 129.615 4.231 38.846
3 Dec 24296.55 58.7 -16.10 19.22 273.077 15.769 35.385
2 Dec 24072.65 74.8 -6.75 18.46 188.846 -9.615 20.769
29 Nov 24010.15 81.55 -13.50 17.56 231.538 2.308 30.769
28 Nov 23919.60 95.05 28.80 17.78 351.538 -3.077 29.231
27 Nov 24171.55 66.25 17.47 187.692 63.462 63.462


For Nifty Financial Services - strike price 22850 expiring on 31DEC2024

Delta for 22850 PE is -0.12

Historical price for 22850 PE is as follows

On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 45.3, which was 18.05 higher than the previous day. The implied volatity was 18.34, the open interest changed by 199 which increased total open position to 1211


On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 27.25, which was 14.20 higher than the previous day. The implied volatity was 18.92, the open interest changed by 199 which increased total open position to 1016


On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 13.05, which was 2.55 higher than the previous day. The implied volatity was 18.66, the open interest changed by -4 which decreased total open position to 817


On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 10.5, which was 2.05 higher than the previous day. The implied volatity was 19.66, the open interest changed by 46 which increased total open position to 829


On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 8.45, which was -1.25 lower than the previous day. The implied volatity was 21.27, the open interest changed by 661 which increased total open position to 812


On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 9.7, which was -3.65 lower than the previous day. The implied volatity was 20.61, the open interest changed by -122 which decreased total open position to 151


On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 13.35, which was -2.15 lower than the previous day. The implied volatity was 19.91, the open interest changed by 59 which increased total open position to 277


On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 15.5, which was -5.45 lower than the previous day. The implied volatity was 20.48, the open interest changed by -71 which decreased total open position to 218


On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 20.95, which was -8.55 lower than the previous day. The implied volatity was 21.32, the open interest changed by 128 which increased total open position to 324


On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 29.5, which was -4.65 lower than the previous day. The implied volatity was 21.66, the open interest changed by 17 which increased total open position to 196


On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 34.15, which was -7.65 lower than the previous day. The implied volatity was 20.88, the open interest changed by -54 which decreased total open position to 204


On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 41.8, which was -0.45 lower than the previous day. The implied volatity was 21.73, the open interest changed by 157 which increased total open position to 258


On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 42.25, which was -16.45 lower than the previous day. The implied volatity was 20.01, the open interest changed by 11 which increased total open position to 101


On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 58.7, which was -16.10 lower than the previous day. The implied volatity was 19.22, the open interest changed by 41 which increased total open position to 92


On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 74.8, which was -6.75 lower than the previous day. The implied volatity was 18.46, the open interest changed by -25 which decreased total open position to 54


On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 81.55, which was -13.50 lower than the previous day. The implied volatity was 17.56, the open interest changed by 6 which increased total open position to 80


On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 95.05, which was 28.80 higher than the previous day. The implied volatity was 17.78, the open interest changed by -8 which decreased total open position to 76


On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 66.25, which was lower than the previous day. The implied volatity was 17.47, the open interest changed by 165 which increased total open position to 165