FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 23150 CE | ||||||||||
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Delta: 0.85
Vega: 9.56
Theta: -11.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 597.85 | -317.50 | 13.35 | 7.308 | 1.538 | 26.538 | |||
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| 19 Dec | 23906.60 | 915.35 | -157.70 | 19.50 | 3.077 | -1.154 | 25 | |||
| 18 Dec | 24198.35 | 1073.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 24498.90 | 1073.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 1073.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 1073.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 24726.95 | 1073.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 1073.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24802.95 | 1073.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24722.60 | 1073.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 1073.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 24731.25 | 1073.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 24562.60 | 1073.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24296.55 | 1073.05 | 0.00 | 0.00 | 0 | 16.154 | 0 | |||
| 2 Dec | 24072.65 | 1073.05 | -43.20 | - | 16.154 | 13.846 | 23.846 | |||
| 29 Nov | 24010.15 | 1116.25 | 33.10 | 13.90 | 6.923 | 6.154 | 9.231 | |||
| 28 Nov | 23919.60 | 1083.15 | -182.70 | 14.49 | 6.154 | 2.308 | 2.308 | |||
| 27 Nov | 24171.55 | 1265.85 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 23150 expiring on 31DEC2024
Delta for 23150 CE is 0.85
Historical price for 23150 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 597.85, which was -317.50 lower than the previous day. The implied volatity was 13.35, the open interest changed by 4 which increased total open position to 69
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 915.35, which was -157.70 lower than the previous day. The implied volatity was 19.50, the open interest changed by -3 which decreased total open position to 65
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1073.05, 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 1073.05, 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 1073.05, 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 1073.05, 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 1073.05, 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 1073.05, 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 1073.05, 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 1073.05, 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 1073.05, 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 1073.05, 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 1073.05, 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 1073.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 42 which increased total open position to 0
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 1073.05, which was -43.20 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 62
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 1116.25, which was 33.10 higher than the previous day. The implied volatity was 13.90, the open interest changed by 16 which increased total open position to 24
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 1083.15, which was -182.70 lower than the previous day. The implied volatity was 14.49, the open interest changed by 6 which increased total open position to 6
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 1265.85, 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 23150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.22
Vega: 12.10
Theta: -8.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 93 | 39.45 | 17.84 | 2,965.769 | -283.846 | 284.615 |
| 19 Dec | 23906.60 | 53.55 | 30.10 | 18.18 | 1,326.923 | 488.462 | 568.846 |
| 18 Dec | 24198.35 | 23.45 | 5.70 | 17.43 | 503.846 | -11.538 | 85 |
| 17 Dec | 24498.90 | 17.75 | 3.90 | 18.42 | 226.923 | -9.615 | 96.538 |
| 16 Dec | 24857.00 | 13.85 | -1.70 | 20.16 | 246.538 | -30 | 112.692 |
| 13 Dec | 24880.40 | 15.55 | -5.55 | 19.62 | 605 | 60 | 143.462 |
| 12 Dec | 24726.95 | 21.1 | -4.10 | 18.89 | 22.308 | 9.615 | 83.077 |
| 11 Dec | 24803.05 | 25.2 | -5.75 | 19.71 | 135.769 | -21.538 | 73.462 |
| 10 Dec | 24802.95 | 30.95 | -11.65 | 20.31 | 171.923 | 5.385 | 102.692 |
| 9 Dec | 24722.60 | 42.6 | -6.00 | 20.64 | 153.462 | -18.077 | 97.308 |
| 6 Dec | 24703.70 | 48.6 | -11.10 | 19.86 | 243.077 | 17.308 | 121.538 |
| 5 Dec | 24731.25 | 59.7 | -3.30 | 20.95 | 360.385 | -31.154 | 104.231 |
| 4 Dec | 24562.60 | 63 | -23.90 | 19.34 | 219.231 | -7.692 | 137.692 |
| 3 Dec | 24296.55 | 86.9 | -24.70 | 18.52 | 363.077 | 29.615 | 147.692 |
| 2 Dec | 24072.65 | 111.6 | -5.05 | 17.88 | 263.077 | 38.077 | 124.615 |
| 29 Nov | 24010.15 | 116.65 | -25.30 | 16.74 | 545.385 | 1.538 | 86.923 |
| 28 Nov | 23919.60 | 141.95 | -65.60 | 17.33 | 328.846 | 87.308 | 87.308 |
| 27 Nov | 24171.55 | 207.55 | 3.97 | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 23150 expiring on 31DEC2024
Delta for 23150 PE is -0.22
Historical price for 23150 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 93, which was 39.45 higher than the previous day. The implied volatity was 17.84, the open interest changed by -738 which decreased total open position to 740
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 53.55, which was 30.10 higher than the previous day. The implied volatity was 18.18, the open interest changed by 1270 which increased total open position to 1479
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 23.45, which was 5.70 higher than the previous day. The implied volatity was 17.43, the open interest changed by -30 which decreased total open position to 221
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 17.75, which was 3.90 higher than the previous day. The implied volatity was 18.42, the open interest changed by -25 which decreased total open position to 251
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 13.85, which was -1.70 lower than the previous day. The implied volatity was 20.16, the open interest changed by -78 which decreased total open position to 293
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 15.55, which was -5.55 lower than the previous day. The implied volatity was 19.62, the open interest changed by 156 which increased total open position to 373
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 21.1, which was -4.10 lower than the previous day. The implied volatity was 18.89, the open interest changed by 25 which increased total open position to 216
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 25.2, which was -5.75 lower than the previous day. The implied volatity was 19.71, the open interest changed by -56 which decreased total open position to 191
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 30.95, which was -11.65 lower than the previous day. The implied volatity was 20.31, the open interest changed by 14 which increased total open position to 267
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 42.6, which was -6.00 lower than the previous day. The implied volatity was 20.64, the open interest changed by -47 which decreased total open position to 253
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 48.6, which was -11.10 lower than the previous day. The implied volatity was 19.86, the open interest changed by 45 which increased total open position to 316
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 59.7, which was -3.30 lower than the previous day. The implied volatity was 20.95, the open interest changed by -81 which decreased total open position to 271
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 63, which was -23.90 lower than the previous day. The implied volatity was 19.34, the open interest changed by -20 which decreased total open position to 358
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 86.9, which was -24.70 lower than the previous day. The implied volatity was 18.52, the open interest changed by 77 which increased total open position to 384
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 111.6, which was -5.05 lower than the previous day. The implied volatity was 17.88, the open interest changed by 99 which increased total open position to 324
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 116.65, which was -25.30 lower than the previous day. The implied volatity was 16.74, the open interest changed by 4 which increased total open position to 226
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 141.95, which was -65.60 lower than the previous day. The implied volatity was 17.33, the open interest changed by 227 which increased total open position to 227
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 207.55, which was lower than the previous day. The implied volatity was 3.97, the open interest changed by 0 which decreased total open position to 0
