FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 23650 CE | ||||||||||
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Delta: 0.54
Vega: 16.29
Theta: -15.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 285 | -214.90 | 15.78 | 2,914.231 | 230.769 | 348.077 | |||
| 19 Dec | 23906.60 | 499.9 | -253.35 | 16.98 | 302.308 | 1.923 | 116.923 | |||
| 18 Dec | 24198.35 | 753.25 | -556.75 | 17.94 | 4.231 | -1.154 | 115.769 | |||
| 17 Dec | 24498.90 | 1310 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 24857.00 | 1310 | 0.00 | 0.00 | 0 | 3.462 | 0 | |||
| 13 Dec | 24880.40 | 1310 | 72.00 | - | 16.154 | 4.231 | 117.692 | |||
| 12 Dec | 24726.95 | 1238 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 24803.05 | 1238 | -46.20 | - | 2.308 | 0 | 113.462 | |||
| 10 Dec | 24802.95 | 1284.2 | 54.20 | - | 2.692 | 0 | 113.462 | |||
| 9 Dec | 24722.60 | 1230 | -19.10 | 12.00 | 30.769 | 1.154 | 113.462 | |||
| 6 Dec | 24703.70 | 1249.1 | -14.35 | 14.89 | 2.308 | 0 | 112.308 | |||
| 5 Dec | 24731.25 | 1263.45 | 165.90 | 11.11 | 11.538 | 2.692 | 112.308 | |||
| 4 Dec | 24562.60 | 1097.55 | 163.90 | 12.01 | 15.769 | 0 | 109.615 | |||
| 3 Dec | 24296.55 | 933.65 | 176.25 | 14.89 | 10.385 | -1.538 | 108.077 | |||
| 2 Dec | 24072.65 | 757.4 | 33.25 | 14.02 | 87.308 | 50 | 109.615 | |||
| 29 Nov | 24010.15 | 724.15 | 10.30 | 13.81 | 100 | -1.154 | 61.154 | |||
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| 28 Nov | 23919.60 | 713.85 | -139.15 | 14.43 | 89.231 | 25.769 | 49.615 | |||
| 27 Nov | 24171.55 | 853 | 12.96 | 23.846 | 19.615 | 19.615 | ||||
For Nifty Financial Services - strike price 23650 expiring on 31DEC2024
Delta for 23650 CE is 0.54
Historical price for 23650 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 285, which was -214.90 lower than the previous day. The implied volatity was 15.78, the open interest changed by 600 which increased total open position to 905
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 499.9, which was -253.35 lower than the previous day. The implied volatity was 16.98, the open interest changed by 5 which increased total open position to 304
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 753.25, which was -556.75 lower than the previous day. The implied volatity was 17.94, the open interest changed by -3 which decreased total open position to 301
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 1310, 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 1310, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 1310, which was 72.00 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 306
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 1238, 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 1238, which was -46.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 295
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 1284.2, which was 54.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 295
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 1230, which was -19.10 lower than the previous day. The implied volatity was 12.00, the open interest changed by 3 which increased total open position to 295
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 1249.1, which was -14.35 lower than the previous day. The implied volatity was 14.89, the open interest changed by 0 which decreased total open position to 292
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 1263.45, which was 165.90 higher than the previous day. The implied volatity was 11.11, the open interest changed by 7 which increased total open position to 292
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 1097.55, which was 163.90 higher than the previous day. The implied volatity was 12.01, the open interest changed by 0 which decreased total open position to 285
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 933.65, which was 176.25 higher than the previous day. The implied volatity was 14.89, the open interest changed by -4 which decreased total open position to 281
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 757.4, which was 33.25 higher than the previous day. The implied volatity was 14.02, the open interest changed by 130 which increased total open position to 285
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 724.15, which was 10.30 higher than the previous day. The implied volatity was 13.81, the open interest changed by -3 which decreased total open position to 159
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 713.85, which was -139.15 lower than the previous day. The implied volatity was 14.43, the open interest changed by 67 which increased total open position to 129
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 853, which was lower than the previous day. The implied volatity was 12.96, the open interest changed by 51 which increased total open position to 51
| FINNIFTY 31DEC2024 23650 PE | |||||||
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Delta: -0.47
Vega: 16.31
Theta: -11.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 287.55 | 132.55 | 19.15 | 11,378.077 | 276.538 | 768.846 |
| 19 Dec | 23906.60 | 155 | 75.45 | 17.35 | 2,530 | 79.615 | 502.308 |
| 18 Dec | 24198.35 | 79.55 | 28.75 | 16.72 | 1,102.308 | 71.538 | 425.385 |
| 17 Dec | 24498.90 | 50.8 | 16.80 | 17.08 | 858.077 | -19.615 | 348.846 |
| 16 Dec | 24857.00 | 34 | 0.70 | 18.55 | 372.692 | -11.154 | 372.308 |
| 13 Dec | 24880.40 | 33.3 | -13.10 | 17.81 | 952.308 | 13.462 | 385 |
| 12 Dec | 24726.95 | 46.4 | -5.70 | 17.25 | 120 | -9.231 | 376.538 |
| 11 Dec | 24803.05 | 52.1 | -9.95 | 18.09 | 447.308 | 103.846 | 386.154 |
| 10 Dec | 24802.95 | 62.05 | -20.95 | 18.79 | 331.154 | 19.231 | 293.462 |
| 9 Dec | 24722.60 | 83 | -6.65 | 19.24 | 229.615 | 19.231 | 277.308 |
| 6 Dec | 24703.70 | 89.65 | -10.50 | 18.40 | 496.154 | -58.077 | 266.538 |
| 5 Dec | 24731.25 | 100.15 | -19.15 | 19.11 | 472.308 | 63.077 | 327.692 |
| 4 Dec | 24562.60 | 119.3 | -38.90 | 18.16 | 398.846 | -14.615 | 268.462 |
| 3 Dec | 24296.55 | 158.2 | -50.95 | 17.15 | 688.462 | 115 | 282.692 |
| 2 Dec | 24072.65 | 209.15 | -14.05 | 16.85 | 622.692 | 19.615 | 169.231 |
| 29 Nov | 24010.15 | 223.2 | -27.20 | 15.92 | 952.308 | 45 | 150 |
| 28 Nov | 23919.60 | 250.4 | 75.25 | 16.21 | 1,145 | 46.923 | 105.385 |
| 27 Nov | 24171.55 | 175.15 | 15.54 | 249.231 | 59.231 | 59.231 | |
For Nifty Financial Services - strike price 23650 expiring on 31DEC2024
Delta for 23650 PE is -0.47
Historical price for 23650 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 287.55, which was 132.55 higher than the previous day. The implied volatity was 19.15, the open interest changed by 719 which increased total open position to 1999
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 155, which was 75.45 higher than the previous day. The implied volatity was 17.35, the open interest changed by 207 which increased total open position to 1306
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 79.55, which was 28.75 higher than the previous day. The implied volatity was 16.72, the open interest changed by 186 which increased total open position to 1106
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 50.8, which was 16.80 higher than the previous day. The implied volatity was 17.08, the open interest changed by -51 which decreased total open position to 907
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 34, which was 0.70 higher than the previous day. The implied volatity was 18.55, the open interest changed by -29 which decreased total open position to 968
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 33.3, which was -13.10 lower than the previous day. The implied volatity was 17.81, the open interest changed by 35 which increased total open position to 1001
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 46.4, which was -5.70 lower than the previous day. The implied volatity was 17.25, the open interest changed by -24 which decreased total open position to 979
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 52.1, which was -9.95 lower than the previous day. The implied volatity was 18.09, the open interest changed by 270 which increased total open position to 1004
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 62.05, which was -20.95 lower than the previous day. The implied volatity was 18.79, the open interest changed by 50 which increased total open position to 763
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 83, which was -6.65 lower than the previous day. The implied volatity was 19.24, the open interest changed by 50 which increased total open position to 721
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 89.65, which was -10.50 lower than the previous day. The implied volatity was 18.40, the open interest changed by -151 which decreased total open position to 693
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 100.15, which was -19.15 lower than the previous day. The implied volatity was 19.11, the open interest changed by 164 which increased total open position to 852
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 119.3, which was -38.90 lower than the previous day. The implied volatity was 18.16, the open interest changed by -38 which decreased total open position to 698
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 158.2, which was -50.95 lower than the previous day. The implied volatity was 17.15, the open interest changed by 299 which increased total open position to 735
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 209.15, which was -14.05 lower than the previous day. The implied volatity was 16.85, the open interest changed by 51 which increased total open position to 440
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 223.2, which was -27.20 lower than the previous day. The implied volatity was 15.92, the open interest changed by 117 which increased total open position to 390
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 250.4, which was 75.25 higher than the previous day. The implied volatity was 16.21, the open interest changed by 122 which increased total open position to 274
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 175.15, which was lower than the previous day. The implied volatity was 15.54, the open interest changed by 154 which increased total open position to 154
