FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 23450 CE | ||||||||||
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Delta: 0.67
Vega: 14.90
Theta: -14.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 385.3 | -235.00 | 14.65 | 405.385 | 106.538 | 137.692 | |||
| 19 Dec | 23906.60 | 620.3 | -833.30 | 15.02 | 12.692 | 3.077 | 31.538 | |||
| 18 Dec | 24198.35 | 1453.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 24498.90 | 1453.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 16 Dec | 24857.00 | 1453.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 1453.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 24726.95 | 1453.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 1453.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 24802.95 | 1453.6 | 116.75 | - | 2.308 | 0 | 28.462 | |||
| 9 Dec | 24722.60 | 1336.85 | 0.00 | 0.00 | 0 | 0.385 | 0 | |||
| 6 Dec | 24703.70 | 1336.85 | -40.75 | - | 2.692 | 0.385 | 28.462 | |||
| 5 Dec | 24731.25 | 1377.6 | 188.80 | - | 4.615 | 0 | 28.077 | |||
| 4 Dec | 24562.60 | 1188.8 | 88.45 | - | 2.308 | 0 | 28.077 | |||
| 3 Dec | 24296.55 | 1100.35 | 256.20 | 15.72 | 5.385 | 0 | 28.077 | |||
| 2 Dec | 24072.65 | 844.15 | -30.05 | 9.82 | 2.308 | 0 | 25.769 | |||
| 29 Nov | 24010.15 | 874.2 | -26.00 | 13.95 | 17.308 | 3.846 | 28.846 | |||
| 28 Nov | 23919.60 | 900.2 | -105.55 | 16.48 | 7.692 | 2.308 | 24.231 | |||
| 27 Nov | 24171.55 | 1005.75 | 12.40 | 22.308 | 20.385 | 20.385 | ||||
For Nifty Financial Services - strike price 23450 expiring on 31DEC2024
Delta for 23450 CE is 0.67
Historical price for 23450 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 385.3, which was -235.00 lower than the previous day. The implied volatity was 14.65, the open interest changed by 277 which increased total open position to 358
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 620.3, which was -833.30 lower than the previous day. The implied volatity was 15.02, the open interest changed by 8 which increased total open position to 82
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1453.6, 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 1453.6, 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 1453.6, 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 1453.6, 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 1453.6, 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 1453.6, 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 1453.6, which was 116.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 74
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 1336.85, 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 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 1336.85, which was -40.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 74
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 1377.6, which was 188.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 1188.8, which was 88.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 1100.35, which was 256.20 higher than the previous day. The implied volatity was 15.72, the open interest changed by 0 which decreased total open position to 73
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 844.15, which was -30.05 lower than the previous day. The implied volatity was 9.82, the open interest changed by 0 which decreased total open position to 67
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 874.2, which was -26.00 lower than the previous day. The implied volatity was 13.95, the open interest changed by 10 which increased total open position to 75
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 900.2, which was -105.55 lower than the previous day. The implied volatity was 16.48, the open interest changed by 6 which increased total open position to 63
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 1005.75, which was lower than the previous day. The implied volatity was 12.40, the open interest changed by 53 which increased total open position to 53
| FINNIFTY 31DEC2024 23450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 15.31
Theta: -9.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 178.8 | 78.60 | 17.65 | 2,556.538 | 23.077 | 595.769 |
| 19 Dec | 23906.60 | 100.2 | 48.35 | 17.41 | 1,469.615 | 327.308 | 567.308 |
| 18 Dec | 24198.35 | 51.85 | 19.25 | 17.20 | 754.231 | 71.923 | 240 |
| 17 Dec | 24498.90 | 32.6 | 8.95 | 17.47 | 310.385 | 14.231 | 168.077 |
| 16 Dec | 24857.00 | 23.65 | -0.05 | 19.17 | 222.308 | -7.308 | 156.538 |
| 13 Dec | 24880.40 | 23.7 | -9.65 | 18.41 | 1,236.538 | 33.846 | 163.846 |
| 12 Dec | 24726.95 | 33.35 | -6.05 | 17.85 | 33.077 | 2.308 | 131.154 |
| 11 Dec | 24803.05 | 39.4 | -7.00 | 18.81 | 105.769 | -1.538 | 133.462 |
| 10 Dec | 24802.95 | 46.4 | -17.70 | 19.34 | 125.385 | 19.615 | 136.154 |
| 9 Dec | 24722.60 | 64.1 | -4.55 | 19.85 | 241.154 | 7.308 | 116.538 |
| 6 Dec | 24703.70 | 68.65 | -12.65 | 18.88 | 439.615 | 9.231 | 112.308 |
| 5 Dec | 24731.25 | 81.3 | -10.20 | 19.86 | 566.154 | -91.154 | 105.385 |
| 4 Dec | 24562.60 | 91.5 | -31.00 | 18.56 | 471.154 | 14.615 | 204.231 |
| 3 Dec | 24296.55 | 122.5 | -43.25 | 17.57 | 277.692 | 11.538 | 194.615 |
| 2 Dec | 24072.65 | 165.75 | -8.95 | 17.37 | 382.308 | -1.154 | 183.846 |
| 29 Nov | 24010.15 | 174.7 | -3.80 | 16.30 | 1,328.077 | -30.769 | 185.385 |
| 28 Nov | 23919.60 | 178.5 | 36.50 | 15.73 | 1,742.308 | 83.846 | 217.308 |
| 27 Nov | 24171.55 | 142 | 16.21 | 173.462 | 133.462 | 133.462 | |
For Nifty Financial Services - strike price 23450 expiring on 31DEC2024
Delta for 23450 PE is -0.36
Historical price for 23450 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 178.8, which was 78.60 higher than the previous day. The implied volatity was 17.65, the open interest changed by 60 which increased total open position to 1549
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 100.2, which was 48.35 higher than the previous day. The implied volatity was 17.41, the open interest changed by 851 which increased total open position to 1475
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 51.85, which was 19.25 higher than the previous day. The implied volatity was 17.20, the open interest changed by 187 which increased total open position to 624
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 32.6, which was 8.95 higher than the previous day. The implied volatity was 17.47, the open interest changed by 37 which increased total open position to 437
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 23.65, which was -0.05 lower than the previous day. The implied volatity was 19.17, the open interest changed by -19 which decreased total open position to 407
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 23.7, which was -9.65 lower than the previous day. The implied volatity was 18.41, the open interest changed by 88 which increased total open position to 426
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 33.35, which was -6.05 lower than the previous day. The implied volatity was 17.85, the open interest changed by 6 which increased total open position to 341
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 39.4, which was -7.00 lower than the previous day. The implied volatity was 18.81, the open interest changed by -4 which decreased total open position to 347
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 46.4, which was -17.70 lower than the previous day. The implied volatity was 19.34, the open interest changed by 51 which increased total open position to 354
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 64.1, which was -4.55 lower than the previous day. The implied volatity was 19.85, the open interest changed by 19 which increased total open position to 303
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 68.65, which was -12.65 lower than the previous day. The implied volatity was 18.88, the open interest changed by 24 which increased total open position to 292
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 81.3, which was -10.20 lower than the previous day. The implied volatity was 19.86, the open interest changed by -237 which decreased total open position to 274
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 91.5, which was -31.00 lower than the previous day. The implied volatity was 18.56, the open interest changed by 38 which increased total open position to 531
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 122.5, which was -43.25 lower than the previous day. The implied volatity was 17.57, the open interest changed by 30 which increased total open position to 506
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 165.75, which was -8.95 lower than the previous day. The implied volatity was 17.37, the open interest changed by -3 which decreased total open position to 478
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 174.7, which was -3.80 lower than the previous day. The implied volatity was 16.30, the open interest changed by -80 which decreased total open position to 482
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 178.5, which was 36.50 higher than the previous day. The implied volatity was 15.73, the open interest changed by 218 which increased total open position to 565
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 142, which was lower than the previous day. The implied volatity was 16.21, the open interest changed by 347 which increased total open position to 347
