FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 22950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 4.25
Theta: -8.14
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 760.2 | -284.45 | 11.39 | 4.231 | 0 | 3.077 | |||
| 19 Dec | 23906.60 | 1044.65 | -247.95 | - | 2.308 | 1.154 | 4.231 | |||
| 18 Dec | 24198.35 | 1292.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 24498.90 | 1292.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 1292.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 1292.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 24726.95 | 1292.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 1292.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24802.95 | 1292.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24722.60 | 1292.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 1292.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 24731.25 | 1292.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 24562.60 | 1292.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24296.55 | 1292.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 2 Dec | 24072.65 | 1292.6 | 0.00 | 0.00 | 0 | 3.077 | 0 | |||
| 29 Nov | 24010.15 | 1292.6 | 56.20 | 14.09 | 10 | 2.308 | 2.308 | |||
| 28 Nov | 23919.60 | 1236.4 | -183.05 | 12.67 | 3.077 | 1.538 | 1.538 | |||
| 27 Nov | 24171.55 | 1419.45 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 22950 expiring on 31DEC2024
Delta for 22950 CE is 0.95
Historical price for 22950 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 760.2, which was -284.45 lower than the previous day. The implied volatity was 11.39, the open interest changed by 0 which decreased total open position to 8
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 1044.65, which was -247.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 11
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1292.6, 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 1292.6, 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 1292.6, 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 1292.6, 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 1292.6, 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 1292.6, 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 1292.6, 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 1292.6, 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 1292.6, 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 1292.6, 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 1292.6, 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 1292.6, 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 1292.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 1292.6, which was 56.20 higher than the previous day. The implied volatity was 14.09, the open interest changed by 6 which increased total open position to 6
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 1236.4, which was -183.05 lower than the previous day. The implied volatity was 12.67, the open interest changed by 4 which increased total open position to 4
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 1419.45, 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 22950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 9.60
Theta: -6.98
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 59.5 | 25.60 | 18.28 | 1,979.615 | 231.538 | 780.385 |
| 19 Dec | 23906.60 | 33.9 | 17.60 | 18.62 | 884.231 | 193.846 | 553.462 |
| 18 Dec | 24198.35 | 16.3 | 2.70 | 18.35 | 345.769 | -10.385 | 366.923 |
| 17 Dec | 24498.90 | 13.6 | 3.65 | 19.55 | 1,066.923 | 202.692 | 383.462 |
| 16 Dec | 24857.00 | 9.95 | -1.50 | 20.90 | 226.538 | 81.538 | 180 |
| 13 Dec | 24880.40 | 11.45 | -3.70 | 20.31 | 356.154 | -1.923 | 112.692 |
| 12 Dec | 24726.95 | 15.15 | -3.35 | 19.48 | 57.692 | 20.385 | 115 |
| 11 Dec | 24803.05 | 18.5 | -5.25 | 20.28 | 95 | -13.077 | 110.385 |
| 10 Dec | 24802.95 | 23.75 | -9.70 | 20.97 | 95.385 | 35.769 | 123.846 |
| 9 Dec | 24722.60 | 33.45 | -5.55 | 21.34 | 93.462 | -11.923 | 88.077 |
| 6 Dec | 24703.70 | 39 | -8.75 | 20.63 | 161.923 | -20 | 100.385 |
| 5 Dec | 24731.25 | 47.75 | -1.25 | 21.56 | 325.769 | 5 | 123.077 |
| 4 Dec | 24562.60 | 49 | -17.85 | 19.84 | 151.923 | 0.769 | 118.462 |
| 3 Dec | 24296.55 | 66.85 | -21.00 | 18.96 | 307.692 | 14.231 | 119.231 |
| 2 Dec | 24072.65 | 87.85 | -4.40 | 18.43 | 513.846 | 32.308 | 103.462 |
| 29 Nov | 24010.15 | 92.25 | -23.75 | 17.31 | 449.615 | 8.077 | 70.769 |
| 28 Nov | 23919.60 | 116 | 42.75 | 18.05 | 241.154 | 1.154 | 62.692 |
| 27 Nov | 24171.55 | 73.25 | 17.09 | 114.615 | 61.538 | 61.538 | |
For Nifty Financial Services - strike price 22950 expiring on 31DEC2024
Delta for 22950 PE is -0.15
Historical price for 22950 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 59.5, which was 25.60 higher than the previous day. The implied volatity was 18.28, the open interest changed by 602 which increased total open position to 2029
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 33.9, which was 17.60 higher than the previous day. The implied volatity was 18.62, the open interest changed by 504 which increased total open position to 1439
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 16.3, which was 2.70 higher than the previous day. The implied volatity was 18.35, the open interest changed by -27 which decreased total open position to 954
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 13.6, which was 3.65 higher than the previous day. The implied volatity was 19.55, the open interest changed by 527 which increased total open position to 997
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 9.95, which was -1.50 lower than the previous day. The implied volatity was 20.90, the open interest changed by 212 which increased total open position to 468
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 11.45, which was -3.70 lower than the previous day. The implied volatity was 20.31, the open interest changed by -5 which decreased total open position to 293
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 15.15, which was -3.35 lower than the previous day. The implied volatity was 19.48, the open interest changed by 53 which increased total open position to 299
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 18.5, which was -5.25 lower than the previous day. The implied volatity was 20.28, the open interest changed by -34 which decreased total open position to 287
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 23.75, which was -9.70 lower than the previous day. The implied volatity was 20.97, the open interest changed by 93 which increased total open position to 322
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 33.45, which was -5.55 lower than the previous day. The implied volatity was 21.34, the open interest changed by -31 which decreased total open position to 229
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 39, which was -8.75 lower than the previous day. The implied volatity was 20.63, the open interest changed by -52 which decreased total open position to 261
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 47.75, which was -1.25 lower than the previous day. The implied volatity was 21.56, the open interest changed by 13 which increased total open position to 320
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 49, which was -17.85 lower than the previous day. The implied volatity was 19.84, the open interest changed by 2 which increased total open position to 308
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 66.85, which was -21.00 lower than the previous day. The implied volatity was 18.96, the open interest changed by 37 which increased total open position to 310
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 87.85, which was -4.40 lower than the previous day. The implied volatity was 18.43, the open interest changed by 84 which increased total open position to 269
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 92.25, which was -23.75 lower than the previous day. The implied volatity was 17.31, the open interest changed by 21 which increased total open position to 184
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 116, which was 42.75 higher than the previous day. The implied volatity was 18.05, the open interest changed by 3 which increased total open position to 163
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 73.25, which was lower than the previous day. The implied volatity was 17.09, the open interest changed by 160 which increased total open position to 160
