FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 23250 CE | ||||||||||
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Delta: 0.80
Vega: 11.52
Theta: -12.07
Gamma: 0.00
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| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 13.50
Theta: -9.51
Gamma: 0.00
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| 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
