FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 23550 CE | ||||||||||
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Delta: 0.60
Vega: 15.84
Theta: -14.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 334.9 | -253.55 | 15.42 | 1,130 | 108.462 | 177.308 | |||
| 19 Dec | 23906.60 | 588.45 | -421.75 | 18.27 | 47.308 | 2.308 | 68.846 | |||
| 18 Dec | 24198.35 | 1010.2 | -57.40 | 30.65 | 2.308 | 0 | 66.538 | |||
| 17 Dec | 24498.90 | 1067.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 1067.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 24880.40 | 1067.6 | -357.40 | - | 2.308 | 0 | 66.538 | |||
| 12 Dec | 24726.95 | 1425 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 1425 | 77.40 | 19.01 | 1.538 | 0 | 66.538 | |||
| 10 Dec | 24802.95 | 1347.6 | 12.00 | - | 2.308 | 0 | 66.538 | |||
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| 9 Dec | 24722.60 | 1335.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 24703.70 | 1335.6 | 56.50 | 14.52 | 2.308 | 0 | 66.538 | |||
| 5 Dec | 24731.25 | 1279.1 | 161.75 | - | 1.538 | 0.385 | 66.538 | |||
| 4 Dec | 24562.60 | 1117.35 | 95.70 | - | 4.231 | 1.154 | 67.308 | |||
| 3 Dec | 24296.55 | 1021.65 | 197.70 | 14.65 | 7.308 | 1.538 | 60.385 | |||
| 2 Dec | 24072.65 | 823.95 | 13.95 | 13.62 | 47.308 | 14.231 | 60 | |||
| 29 Nov | 24010.15 | 810 | 49.95 | 14.43 | 18.077 | 0.385 | 47.308 | |||
| 28 Nov | 23919.60 | 760.05 | -170.80 | 13.58 | 28.846 | 17.692 | 46.923 | |||
| 27 Nov | 24171.55 | 930.85 | 12.89 | 30 | 29.231 | 29.231 | ||||
For Nifty Financial Services - strike price 23550 expiring on 31DEC2024
Delta for 23550 CE is 0.60
Historical price for 23550 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 334.9, which was -253.55 lower than the previous day. The implied volatity was 15.42, the open interest changed by 282 which increased total open position to 461
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 588.45, which was -421.75 lower than the previous day. The implied volatity was 18.27, the open interest changed by 6 which increased total open position to 179
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1010.2, which was -57.40 lower than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 173
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 1067.6, 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 1067.6, 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 1067.6, which was -357.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 173
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 1425, 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 1425, which was 77.40 higher than the previous day. The implied volatity was 19.01, the open interest changed by 0 which decreased total open position to 173
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 1347.6, which was 12.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 173
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 1335.6, 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 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 1335.6, which was 56.50 higher than the previous day. The implied volatity was 14.52, the open interest changed by 0 which decreased total open position to 173
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 1279.1, which was 161.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 173
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 1117.35, which was 95.70 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 175
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 1021.65, which was 197.70 higher than the previous day. The implied volatity was 14.65, the open interest changed by 4 which increased total open position to 157
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 823.95, which was 13.95 higher than the previous day. The implied volatity was 13.62, the open interest changed by 37 which increased total open position to 156
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 810, which was 49.95 higher than the previous day. The implied volatity was 14.43, the open interest changed by 1 which increased total open position to 123
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 760.05, which was -170.80 lower than the previous day. The implied volatity was 13.58, the open interest changed by 46 which increased total open position to 122
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 930.85, which was lower than the previous day. The implied volatity was 12.89, the open interest changed by 76 which increased total open position to 76
| FINNIFTY 31DEC2024 23550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 15.92
Theta: -9.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 212 | 84.65 | 17.36 | 4,081.154 | -32.692 | 462.308 |
| 19 Dec | 23906.60 | 127.35 | 61.45 | 17.52 | 2,797.308 | 55.769 | 511.538 |
| 18 Dec | 24198.35 | 65.9 | 25.50 | 17.10 | 1,168.462 | 116.154 | 487.308 |
| 17 Dec | 24498.90 | 40.4 | 12.70 | 17.22 | 723.077 | 121.538 | 371.154 |
| 16 Dec | 24857.00 | 27.7 | -1.15 | 18.76 | 324.615 | -40 | 250.385 |
| 13 Dec | 24880.40 | 28.85 | -10.65 | 18.23 | 860.769 | -7.692 | 292.308 |
| 12 Dec | 24726.95 | 39.5 | -5.90 | 17.57 | 40 | 6.538 | 300.385 |
| 11 Dec | 24803.05 | 45.4 | -8.70 | 18.44 | 212.692 | 6.154 | 270.769 |
| 10 Dec | 24802.95 | 54.1 | -18.80 | 19.11 | 137.308 | 10.769 | 265.385 |
| 9 Dec | 24722.60 | 72.9 | -5.95 | 19.53 | 205.385 | 35.769 | 258.462 |
| 6 Dec | 24703.70 | 78.85 | -10.95 | 18.67 | 266.154 | -28.846 | 225 |
| 5 Dec | 24731.25 | 89.8 | -15.05 | 19.53 | 656.538 | -13.462 | 260.385 |
| 4 Dec | 24562.60 | 104.85 | -41.35 | 18.37 | 341.538 | 46.538 | 283.077 |
| 3 Dec | 24296.55 | 146.2 | -42.40 | 17.84 | 470.385 | 2.692 | 241.923 |
| 2 Dec | 24072.65 | 188.6 | -9.10 | 17.22 | 357.308 | 31.538 | 240.385 |
| 29 Nov | 24010.15 | 197.7 | -20.70 | 16.11 | 1,008.462 | 19.231 | 214.231 |
| 28 Nov | 23919.60 | 218.4 | 54.55 | 16.21 | 1,224.231 | 152.692 | 195.769 |
| 27 Nov | 24171.55 | 163.85 | 16.20 | 276.538 | 43.846 | 43.846 | |
For Nifty Financial Services - strike price 23550 expiring on 31DEC2024
Delta for 23550 PE is -0.41
Historical price for 23550 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 212, which was 84.65 higher than the previous day. The implied volatity was 17.36, the open interest changed by -85 which decreased total open position to 1202
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 127.35, which was 61.45 higher than the previous day. The implied volatity was 17.52, the open interest changed by 145 which increased total open position to 1330
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 65.9, which was 25.50 higher than the previous day. The implied volatity was 17.10, the open interest changed by 302 which increased total open position to 1267
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 40.4, which was 12.70 higher than the previous day. The implied volatity was 17.22, the open interest changed by 316 which increased total open position to 965
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 27.7, which was -1.15 lower than the previous day. The implied volatity was 18.76, the open interest changed by -104 which decreased total open position to 651
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 28.85, which was -10.65 lower than the previous day. The implied volatity was 18.23, the open interest changed by -20 which decreased total open position to 760
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 39.5, which was -5.90 lower than the previous day. The implied volatity was 17.57, the open interest changed by 17 which increased total open position to 781
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 45.4, which was -8.70 lower than the previous day. The implied volatity was 18.44, the open interest changed by 16 which increased total open position to 704
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 54.1, which was -18.80 lower than the previous day. The implied volatity was 19.11, the open interest changed by 28 which increased total open position to 690
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 72.9, which was -5.95 lower than the previous day. The implied volatity was 19.53, the open interest changed by 93 which increased total open position to 672
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 78.85, which was -10.95 lower than the previous day. The implied volatity was 18.67, the open interest changed by -75 which decreased total open position to 585
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 89.8, which was -15.05 lower than the previous day. The implied volatity was 19.53, the open interest changed by -35 which decreased total open position to 677
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 104.85, which was -41.35 lower than the previous day. The implied volatity was 18.37, the open interest changed by 121 which increased total open position to 736
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 146.2, which was -42.40 lower than the previous day. The implied volatity was 17.84, the open interest changed by 7 which increased total open position to 629
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 188.6, which was -9.10 lower than the previous day. The implied volatity was 17.22, the open interest changed by 82 which increased total open position to 625
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 197.7, which was -20.70 lower than the previous day. The implied volatity was 16.11, the open interest changed by 50 which increased total open position to 557
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 218.4, which was 54.55 higher than the previous day. The implied volatity was 16.21, the open interest changed by 397 which increased total open position to 509
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 163.85, which was lower than the previous day. The implied volatity was 16.20, the open interest changed by 114 which increased total open position to 114
