FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 23350 CE | ||||||||||
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Delta: 0.75
Vega: 12.99
Theta: -12.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 435.7 | -309.05 | 13.07 | 73.077 | 23.846 | 49.615 | |||
| 19 Dec | 23906.60 | 744.75 | -838.10 | 18.78 | 5.385 | 0.769 | 25.769 | |||
| 18 Dec | 24198.35 | 1582.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 24498.90 | 1582.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 1582.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 1582.85 | 593.50 | - | 6.923 | 0 | 25 | |||
| 12 Dec | 24726.95 | 989.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 989.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24802.95 | 989.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 24722.60 | 989.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 989.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 24731.25 | 989.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 24562.60 | 989.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 24296.55 | 989.35 | 0.00 | 0.00 | 0 | 5.769 | 0 | |||
| 2 Dec | 24072.65 | 989.35 | 44.05 | 13.92 | 6.923 | 6.154 | 25.385 | |||
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| 29 Nov | 24010.15 | 945.3 | -32.70 | 13.58 | 10 | 5.769 | 19.615 | |||
| 28 Nov | 23919.60 | 978 | -69.90 | 16.79 | 1.538 | 0 | 12.308 | |||
| 27 Nov | 24171.55 | 1047.9 | 8.79 | 12.308 | 10.769 | 10.769 | ||||
For Nifty Financial Services - strike price 23350 expiring on 31DEC2024
Delta for 23350 CE is 0.75
Historical price for 23350 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 435.7, which was -309.05 lower than the previous day. The implied volatity was 13.07, the open interest changed by 62 which increased total open position to 129
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 744.75, which was -838.10 lower than the previous day. The implied volatity was 18.78, the open interest changed by 2 which increased total open position to 67
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1582.85, 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 1582.85, 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 1582.85, 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 1582.85, which was 593.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 65
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 989.35, 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 989.35, 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 989.35, 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 989.35, 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 989.35, 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 989.35, 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 989.35, 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 989.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 989.35, which was 44.05 higher than the previous day. The implied volatity was 13.92, the open interest changed by 16 which increased total open position to 66
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 945.3, which was -32.70 lower than the previous day. The implied volatity was 13.58, the open interest changed by 15 which increased total open position to 51
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 978, which was -69.90 lower than the previous day. The implied volatity was 16.79, the open interest changed by 0 which decreased total open position to 32
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 1047.9, which was lower than the previous day. The implied volatity was 8.79, the open interest changed by 28 which increased total open position to 28
| FINNIFTY 31DEC2024 23350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 14.42
Theta: -9.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 144.9 | 62.10 | 17.67 | 2,333.846 | -86.538 | 654.615 |
| 19 Dec | 23906.60 | 82.8 | 41.60 | 17.76 | 1,699.615 | 494.615 | 742.308 |
| 18 Dec | 24198.35 | 41.2 | 15.55 | 17.39 | 1,076.154 | 50.385 | 248.846 |
| 17 Dec | 24498.90 | 25.65 | 6.05 | 17.63 | 448.846 | 11.923 | 198.462 |
| 16 Dec | 24857.00 | 19.6 | -0.90 | 19.46 | 303.077 | -58.077 | 189.231 |
| 13 Dec | 24880.40 | 20.5 | -8.45 | 18.80 | 870 | 127.692 | 248.077 |
| 12 Dec | 24726.95 | 28.95 | -4.35 | 18.24 | 104.231 | -21.154 | 129.231 |
| 11 Dec | 24803.05 | 33.3 | -7.90 | 19.03 | 203.077 | 20 | 159.615 |
| 10 Dec | 24802.95 | 41.2 | -13.95 | 19.74 | 161.538 | 17.308 | 140.769 |
| 9 Dec | 24722.60 | 55.15 | -6.60 | 20.03 | 355.385 | -47.692 | 123.846 |
| 6 Dec | 24703.70 | 61.75 | -11.05 | 19.28 | 280.769 | 22.692 | 177.692 |
| 5 Dec | 24731.25 | 72.8 | -8.30 | 20.27 | 365 | -20.769 | 160.385 |
| 4 Dec | 24562.60 | 81.1 | -32.80 | 18.83 | 463.077 | 13.846 | 181.538 |
| 3 Dec | 24296.55 | 113.9 | -31.60 | 18.16 | 205.769 | 43.846 | 170.385 |
| 2 Dec | 24072.65 | 145.5 | -8.40 | 17.53 | 407.692 | -0.769 | 126.538 |
| 29 Nov | 24010.15 | 153.9 | -8.15 | 16.49 | 696.154 | 2.692 | 127.308 |
| 28 Nov | 23919.60 | 162.05 | 44.25 | 16.16 | 1,082.308 | 37.308 | 128.462 |
| 27 Nov | 24171.55 | 117.8 | 16.03 | 136.154 | 91.538 | 91.538 | |
For Nifty Financial Services - strike price 23350 expiring on 31DEC2024
Delta for 23350 PE is -0.31
Historical price for 23350 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 144.9, which was 62.10 higher than the previous day. The implied volatity was 17.67, the open interest changed by -225 which decreased total open position to 1702
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 82.8, which was 41.60 higher than the previous day. The implied volatity was 17.76, the open interest changed by 1286 which increased total open position to 1930
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 41.2, which was 15.55 higher than the previous day. The implied volatity was 17.39, the open interest changed by 131 which increased total open position to 647
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 25.65, which was 6.05 higher than the previous day. The implied volatity was 17.63, the open interest changed by 31 which increased total open position to 516
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 19.6, which was -0.90 lower than the previous day. The implied volatity was 19.46, the open interest changed by -151 which decreased total open position to 492
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 20.5, which was -8.45 lower than the previous day. The implied volatity was 18.80, the open interest changed by 332 which increased total open position to 645
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 28.95, which was -4.35 lower than the previous day. The implied volatity was 18.24, the open interest changed by -55 which decreased total open position to 336
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 33.3, which was -7.90 lower than the previous day. The implied volatity was 19.03, the open interest changed by 52 which increased total open position to 415
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 41.2, which was -13.95 lower than the previous day. The implied volatity was 19.74, the open interest changed by 45 which increased total open position to 366
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 55.15, which was -6.60 lower than the previous day. The implied volatity was 20.03, the open interest changed by -124 which decreased total open position to 322
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 61.75, which was -11.05 lower than the previous day. The implied volatity was 19.28, the open interest changed by 59 which increased total open position to 462
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 72.8, which was -8.30 lower than the previous day. The implied volatity was 20.27, the open interest changed by -54 which decreased total open position to 417
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 81.1, which was -32.80 lower than the previous day. The implied volatity was 18.83, the open interest changed by 36 which increased total open position to 472
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 113.9, which was -31.60 lower than the previous day. The implied volatity was 18.16, the open interest changed by 114 which increased total open position to 443
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 145.5, which was -8.40 lower than the previous day. The implied volatity was 17.53, the open interest changed by -2 which decreased total open position to 329
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 153.9, which was -8.15 lower than the previous day. The implied volatity was 16.49, the open interest changed by 7 which increased total open position to 331
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 162.05, which was 44.25 higher than the previous day. The implied volatity was 16.16, the open interest changed by 97 which increased total open position to 334
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 117.8, which was lower than the previous day. The implied volatity was 16.03, the open interest changed by 238 which increased total open position to 238
