FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 23050 CE | ||||||||||
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Delta: 0.70
Vega: 14.33
Theta: -25.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 920.1 | -54.05 | 33.02 | 2.308 | 0 | 9.231 | |||
| 19 Dec | 23906.60 | 974.15 | -230.15 | 16.04 | 8.462 | 0 | 9.231 | |||
| 18 Dec | 24198.35 | 1204.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 24498.90 | 1204.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 1204.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 1204.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 24726.95 | 1204.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 1204.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 10 Dec | 24802.95 | 1204.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24722.60 | 1204.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 1204.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 24731.25 | 1204.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 24562.60 | 1204.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24296.55 | 1204.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 24072.65 | 1204.3 | 0.00 | 0.00 | 0 | 8.462 | 0 | |||
| 29 Nov | 24010.15 | 1204.3 | 35.40 | 14.05 | 9.231 | 7.692 | 8.462 | |||
| 28 Nov | 23919.60 | 1168.9 | -172.75 | 14.18 | 3.846 | 0 | 0 | |||
| 27 Nov | 24171.55 | 1341.65 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23050 expiring on 31DEC2024
Delta for 23050 CE is 0.70
Historical price for 23050 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 920.1, which was -54.05 lower than the previous day. The implied volatity was 33.02, the open interest changed by 0 which decreased total open position to 24
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 974.15, which was -230.15 lower than the previous day. The implied volatity was 16.04, the open interest changed by 0 which decreased total open position to 24
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1204.3, 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 1204.3, 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 1204.3, 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 1204.3, 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 1204.3, 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 1204.3, 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 1204.3, 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 1204.3, 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 1204.3, 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 1204.3, 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 1204.3, 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 1204.3, 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 1204.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 22 which increased total open position to 0
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 1204.3, which was 35.40 higher than the previous day. The implied volatity was 14.05, the open interest changed by 20 which increased total open position to 22
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 1168.9, which was -172.75 lower than the previous day. The implied volatity was 14.18, 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 1341.65, 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 23050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 11.02
Theta: -8.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 79.1 | 38.45 | 18.53 | 1,470.385 | -125.385 | 380.769 |
| 19 Dec | 23906.60 | 40.65 | 18.70 | 18.14 | 1,633.077 | 264.231 | 505.769 |
| 18 Dec | 24198.35 | 21.95 | 7.60 | 18.35 | 566.923 | 30.385 | 245.769 |
| 17 Dec | 24498.90 | 14.35 | 2.95 | 18.71 | 354.615 | 31.154 | 215.769 |
| 16 Dec | 24857.00 | 11.4 | -2.45 | 20.47 | 330 | -18.077 | 186.923 |
| 13 Dec | 24880.40 | 13.85 | -1.80 | 20.10 | 554.231 | 34.615 | 207.308 |
| 12 Dec | 24726.95 | 15.65 | -5.90 | 18.71 | 35.769 | 0 | 172.692 |
| 11 Dec | 24803.05 | 21.55 | -5.75 | 19.99 | 664.615 | -84.231 | 175 |
| 10 Dec | 24802.95 | 27.3 | -10.70 | 20.65 | 332.308 | -10 | 277.692 |
| 9 Dec | 24722.60 | 38 | -5.50 | 21.02 | 121.154 | -16.538 | 288.077 |
| 6 Dec | 24703.70 | 43.5 | -7.00 | 20.27 | 258.846 | -3.462 | 306.923 |
| 5 Dec | 24731.25 | 50.5 | -5.90 | 20.99 | 738.462 | 56.923 | 310.769 |
| 4 Dec | 24562.60 | 56.4 | -19.35 | 19.67 | 272.692 | 55 | 254.231 |
| 3 Dec | 24296.55 | 75.75 | -24.50 | 18.70 | 391.538 | 41.538 | 197.308 |
| 2 Dec | 24072.65 | 100.25 | -10.75 | 18.23 | 303.846 | 80.769 | 161.154 |
| 29 Nov | 24010.15 | 111 | -2.45 | 17.44 | 288.462 | 28.846 | 80.769 |
| 28 Nov | 23919.60 | 113.45 | 27.95 | 16.91 | 216.154 | 13.462 | 52.308 |
| 27 Nov | 24171.55 | 85.5 | 17.01 | 149.231 | 39.615 | 39.615 | |
For Nifty Financial Services - strike price 23050 expiring on 31DEC2024
Delta for 23050 PE is -0.19
Historical price for 23050 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 79.1, which was 38.45 higher than the previous day. The implied volatity was 18.53, the open interest changed by -326 which decreased total open position to 990
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 40.65, which was 18.70 higher than the previous day. The implied volatity was 18.14, the open interest changed by 687 which increased total open position to 1315
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 21.95, which was 7.60 higher than the previous day. The implied volatity was 18.35, the open interest changed by 79 which increased total open position to 639
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 14.35, which was 2.95 higher than the previous day. The implied volatity was 18.71, the open interest changed by 81 which increased total open position to 561
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 11.4, which was -2.45 lower than the previous day. The implied volatity was 20.47, the open interest changed by -47 which decreased total open position to 486
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 13.85, which was -1.80 lower than the previous day. The implied volatity was 20.10, the open interest changed by 90 which increased total open position to 539
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 15.65, which was -5.90 lower than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 449
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 21.55, which was -5.75 lower than the previous day. The implied volatity was 19.99, the open interest changed by -219 which decreased total open position to 455
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 27.3, which was -10.70 lower than the previous day. The implied volatity was 20.65, the open interest changed by -26 which decreased total open position to 722
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 38, which was -5.50 lower than the previous day. The implied volatity was 21.02, the open interest changed by -43 which decreased total open position to 749
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 43.5, which was -7.00 lower than the previous day. The implied volatity was 20.27, the open interest changed by -9 which decreased total open position to 798
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 50.5, which was -5.90 lower than the previous day. The implied volatity was 20.99, the open interest changed by 148 which increased total open position to 808
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 56.4, which was -19.35 lower than the previous day. The implied volatity was 19.67, the open interest changed by 143 which increased total open position to 661
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 75.75, which was -24.50 lower than the previous day. The implied volatity was 18.70, the open interest changed by 108 which increased total open position to 513
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 100.25, which was -10.75 lower than the previous day. The implied volatity was 18.23, the open interest changed by 210 which increased total open position to 419
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 111, which was -2.45 lower than the previous day. The implied volatity was 17.44, the open interest changed by 75 which increased total open position to 210
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 113.45, which was 27.95 higher than the previous day. The implied volatity was 16.91, the open interest changed by 35 which increased total open position to 136
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 85.5, which was lower than the previous day. The implied volatity was 17.01, the open interest changed by 103 which increased total open position to 103
