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

23591.7 -314.90 (-1.32%)

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Historical option data for FINNIFTY

20 Dec 2024 04:13 PM IST
FINNIFTY 31DEC2024 23250 CE
Delta: 0.80
Vega: 11.52
Theta: -12.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 23591.70 513.8 -213.15 13.43 47.308 1.154 30
19 Dec 23906.60 726.95 -856.15 - 6.538 0 35.385
18 Dec 24198.35 1583.1 0.00 0.00 0 0 0
17 Dec 24498.90 1583.1 0.00 0.00 0 0 0
16 Dec 24857.00 1583.1 0.00 0.00 0 0 0
13 Dec 24880.40 1583.1 0.00 0.00 0 0 0
12 Dec 24726.95 1583.1 0.00 0.00 0 0.385 0
11 Dec 24803.05 1583.1 528.10 - 1.538 0.385 35.385
10 Dec 24802.95 1055 0.00 0.00 0 0 0
9 Dec 24722.60 1055 0.00 0.00 0 0 0
6 Dec 24703.70 1055 0.00 0.00 0 0 0
5 Dec 24731.25 1055 0.00 0.00 0 0 0
4 Dec 24562.60 1055 0.00 0.00 0 0 0
3 Dec 24296.55 1055 0.00 0.00 0 17.692 0
2 Dec 24072.65 1055 21.75 12.60 17.692 15.385 32.692
29 Nov 24010.15 1033.25 58.60 13.95 21.538 12.692 15.769
28 Nov 23919.60 974.65 -218.35 12.54 3.077 2.308 2.308
27 Nov 24171.55 1193 - 0 0 0


For Nifty Financial Services - strike price 23250 expiring on 31DEC2024

Delta for 23250 CE is 0.80

Historical price for 23250 CE is as follows

On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 513.8, which was -213.15 lower than the previous day. The implied volatity was 13.43, the open interest changed by 3 which increased total open position to 78


On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 726.95, which was -856.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92


On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1583.1, 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 1583.1, 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 1583.1, 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 1583.1, 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 1583.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 1583.1, which was 528.10 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 92


On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 1055, 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 1055, 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 1055, 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 1055, 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 1055, 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 1055, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 46 which increased total open position to 0


On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 1055, which was 21.75 higher than the previous day. The implied volatity was 12.60, the open interest changed by 40 which increased total open position to 85


On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 1033.25, which was 58.60 higher than the previous day. The implied volatity was 13.95, the open interest changed by 33 which increased total open position to 41


On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 974.65, which was -218.35 lower than the previous day. The implied volatity was 12.54, 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 1193, 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 23250 PE
Delta: -0.27
Vega: 13.50
Theta: -9.51
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 23591.70 124.95 58.30 18.37 3,084.231 -201.923 782.308
19 Dec 23906.60 66.65 36.45 17.96 1,366.154 312.692 993.462
18 Dec 24198.35 30.2 7.65 17.25 716.923 -18.462 683.077
17 Dec 24498.90 22.55 5.55 18.25 667.692 110 707.692
16 Dec 24857.00 17 -1.95 19.93 432.692 162.692 598.077
13 Dec 24880.40 18.95 -5.50 19.44 941.923 300.385 430.769
12 Dec 24726.95 24.45 -4.80 18.53 49.231 -5.769 130.385
11 Dec 24803.05 29.25 -6.35 19.42 242.308 -11.923 140.385
10 Dec 24802.95 35.6 -13.85 20.01 222.308 20.385 148.846
9 Dec 24722.60 49.45 -6.25 20.44 209.615 12.308 128.846
6 Dec 24703.70 55.7 -9.95 19.68 142.308 -8.077 116.154
5 Dec 24731.25 65.65 -6.35 20.58 429.615 27.692 125.769
4 Dec 24562.60 72 -26.10 19.12 300 -9.615 98.077
3 Dec 24296.55 98.1 -31.25 18.27 226.923 18.077 109.231
2 Dec 24072.65 129.35 -5.30 17.80 307.308 -4.231 90.769
29 Nov 24010.15 134.65 -20.30 16.64 1,076.923 38.077 95.385
28 Nov 23919.60 154.95 -79.05 16.93 649.231 69.231 69.231
27 Nov 24171.55 234 3.66 0 0 0


For Nifty Financial Services - strike price 23250 expiring on 31DEC2024

Delta for 23250 PE is -0.27

Historical price for 23250 PE is as follows

On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 124.95, which was 58.30 higher than the previous day. The implied volatity was 18.37, the open interest changed by -525 which decreased total open position to 2034


On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 66.65, which was 36.45 higher than the previous day. The implied volatity was 17.96, the open interest changed by 813 which increased total open position to 2583


On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 30.2, which was 7.65 higher than the previous day. The implied volatity was 17.25, the open interest changed by -48 which decreased total open position to 1776


On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 22.55, which was 5.55 higher than the previous day. The implied volatity was 18.25, the open interest changed by 286 which increased total open position to 1840


On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 17, which was -1.95 lower than the previous day. The implied volatity was 19.93, the open interest changed by 423 which increased total open position to 1555


On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 18.95, which was -5.50 lower than the previous day. The implied volatity was 19.44, the open interest changed by 781 which increased total open position to 1120


On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 24.45, which was -4.80 lower than the previous day. The implied volatity was 18.53, the open interest changed by -15 which decreased total open position to 339


On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 29.25, which was -6.35 lower than the previous day. The implied volatity was 19.42, the open interest changed by -31 which decreased total open position to 365


On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 35.6, which was -13.85 lower than the previous day. The implied volatity was 20.01, the open interest changed by 53 which increased total open position to 387


On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 49.45, which was -6.25 lower than the previous day. The implied volatity was 20.44, the open interest changed by 32 which increased total open position to 335


On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 55.7, which was -9.95 lower than the previous day. The implied volatity was 19.68, the open interest changed by -21 which decreased total open position to 302


On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 65.65, which was -6.35 lower than the previous day. The implied volatity was 20.58, the open interest changed by 72 which increased total open position to 327


On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 72, which was -26.10 lower than the previous day. The implied volatity was 19.12, the open interest changed by -25 which decreased total open position to 255


On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 98.1, which was -31.25 lower than the previous day. The implied volatity was 18.27, the open interest changed by 47 which increased total open position to 284


On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 129.35, which was -5.30 lower than the previous day. The implied volatity was 17.80, the open interest changed by -11 which decreased total open position to 236


On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 134.65, which was -20.30 lower than the previous day. The implied volatity was 16.64, the open interest changed by 99 which increased total open position to 248


On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 154.95, which was -79.05 lower than the previous day. The implied volatity was 16.93, the open interest changed by 180 which increased total open position to 180


On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 234, which was lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0