FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 23750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 16.34
Theta: -14.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 229.75 | -212.15 | 15.42 | 6,141.154 | 377.692 | 547.692 | |||
| 19 Dec | 23906.60 | 441.9 | -204.45 | 17.42 | 509.615 | 24.615 | 172.308 | |||
| 18 Dec | 24198.35 | 646.35 | -271.05 | 15.73 | 26.154 | -5.385 | 147.308 | |||
| 17 Dec | 24498.90 | 917.4 | 143.35 | 20.09 | 4.615 | 0 | 152.692 | |||
| 16 Dec | 24857.00 | 774.05 | 0.00 | 0.00 | 0 | 0.769 | 0 | |||
| 13 Dec | 24880.40 | 774.05 | -412.15 | - | 3.077 | 0.385 | 152.308 | |||
| 12 Dec | 24726.95 | 1186.2 | 0.00 | 0.00 | 0 | 0.769 | 0 | |||
| 11 Dec | 24803.05 | 1186.2 | -1.90 | 11.86 | 1.923 | 0.769 | 151.923 | |||
| 10 Dec | 24802.95 | 1188.1 | -29.90 | - | 8.077 | 0 | 151.154 | |||
| 9 Dec | 24722.60 | 1218 | 44.90 | 19.32 | 2.308 | 0 | 151.154 | |||
| 6 Dec | 24703.70 | 1173.1 | 17.60 | 15.81 | 2.692 | -0.769 | 151.154 | |||
| 5 Dec | 24731.25 | 1155.5 | 98.65 | 8.26 | 9.615 | -0.385 | 151.923 | |||
| 4 Dec | 24562.60 | 1056.85 | 242.30 | 15.34 | 24.615 | 0.769 | 152.308 | |||
| 3 Dec | 24296.55 | 814.55 | 128.40 | 13.29 | 6.923 | -4.231 | 152.308 | |||
| 2 Dec | 24072.65 | 686.15 | 37.65 | 14.03 | 136.538 | 40 | 164.615 | |||
| 29 Nov | 24010.15 | 648.5 | 6.05 | 13.52 | 140.385 | 31.538 | 128.077 | |||
| 28 Nov | 23919.60 | 642.45 | -125.50 | 14.22 | 103.077 | 11.538 | 90.385 | |||
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| 27 Nov | 24171.55 | 767.95 | 12.51 | 127.692 | 78.846 | 78.846 | ||||
For Nifty Financial Services - strike price 23750 expiring on 31DEC2024
Delta for 23750 CE is 0.48
Historical price for 23750 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 229.75, which was -212.15 lower than the previous day. The implied volatity was 15.42, the open interest changed by 982 which increased total open position to 1424
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 441.9, which was -204.45 lower than the previous day. The implied volatity was 17.42, the open interest changed by 64 which increased total open position to 448
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 646.35, which was -271.05 lower than the previous day. The implied volatity was 15.73, the open interest changed by -14 which decreased total open position to 383
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 917.4, which was 143.35 higher than the previous day. The implied volatity was 20.09, the open interest changed by 0 which decreased total open position to 397
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 774.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 774.05, which was -412.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 396
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 1186.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 1186.2, which was -1.90 lower than the previous day. The implied volatity was 11.86, the open interest changed by 2 which increased total open position to 395
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 1188.1, which was -29.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 393
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 1218, which was 44.90 higher than the previous day. The implied volatity was 19.32, the open interest changed by 0 which decreased total open position to 393
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 1173.1, which was 17.60 higher than the previous day. The implied volatity was 15.81, the open interest changed by -2 which decreased total open position to 393
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 1155.5, which was 98.65 higher than the previous day. The implied volatity was 8.26, the open interest changed by -1 which decreased total open position to 395
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 1056.85, which was 242.30 higher than the previous day. The implied volatity was 15.34, the open interest changed by 2 which increased total open position to 396
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 814.55, which was 128.40 higher than the previous day. The implied volatity was 13.29, the open interest changed by -11 which decreased total open position to 396
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 686.15, which was 37.65 higher than the previous day. The implied volatity was 14.03, the open interest changed by 104 which increased total open position to 428
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 648.5, which was 6.05 higher than the previous day. The implied volatity was 13.52, the open interest changed by 82 which increased total open position to 333
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 642.45, which was -125.50 lower than the previous day. The implied volatity was 14.22, the open interest changed by 30 which increased total open position to 235
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 767.95, which was lower than the previous day. The implied volatity was 12.51, the open interest changed by 205 which increased total open position to 205
| FINNIFTY 31DEC2024 23750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 16.36
Theta: -10.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 332.25 | 143.55 | 18.93 | 10,135.385 | 168.462 | 636.154 |
| 19 Dec | 23906.60 | 188.7 | 90.70 | 17.28 | 3,183.462 | 124.231 | 479.615 |
| 18 Dec | 24198.35 | 98 | 36.05 | 16.51 | 1,506.538 | 3.077 | 441.154 |
| 17 Dec | 24498.90 | 61.95 | 23.10 | 16.77 | 995 | 29.231 | 438.846 |
| 16 Dec | 24857.00 | 38.85 | -0.10 | 18.01 | 345 | 13.077 | 411.538 |
| 13 Dec | 24880.40 | 38.95 | -15.15 | 17.45 | 1,695.385 | -19.615 | 398.077 |
| 12 Dec | 24726.95 | 54.1 | -6.30 | 16.90 | 525.769 | -50.385 | 419.231 |
| 11 Dec | 24803.05 | 60.4 | -10.60 | 17.77 | 296.154 | 8.077 | 471.923 |
| 10 Dec | 24802.95 | 71 | -23.00 | 18.47 | 301.154 | 80.385 | 463.462 |
| 9 Dec | 24722.60 | 94 | -4.35 | 18.91 | 335.385 | 31.154 | 383.077 |
| 6 Dec | 24703.70 | 98.35 | -19.90 | 17.91 | 325 | 70 | 358.077 |
| 5 Dec | 24731.25 | 118.25 | -20.70 | 19.26 | 496.923 | -22.308 | 288.462 |
| 4 Dec | 24562.60 | 138.95 | -44.05 | 18.14 | 298.462 | -23.462 | 312.692 |
| 3 Dec | 24296.55 | 183 | -56.90 | 17.13 | 652.308 | 139.615 | 336.538 |
| 2 Dec | 24072.65 | 239.9 | -11.05 | 16.82 | 692.692 | 11.154 | 197.692 |
| 29 Nov | 24010.15 | 250.95 | -31.95 | 15.71 | 1,209.231 | 78.077 | 200 |
| 28 Nov | 23919.60 | 282.9 | 82.80 | 16.11 | 1,824.615 | 43.846 | 122.692 |
| 27 Nov | 24171.55 | 200.1 | 15.45 | 669.231 | 78.462 | 78.462 | |
For Nifty Financial Services - strike price 23750 expiring on 31DEC2024
Delta for 23750 PE is -0.52
Historical price for 23750 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 332.25, which was 143.55 higher than the previous day. The implied volatity was 18.93, the open interest changed by 438 which increased total open position to 1654
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 188.7, which was 90.70 higher than the previous day. The implied volatity was 17.28, the open interest changed by 323 which increased total open position to 1247
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 98, which was 36.05 higher than the previous day. The implied volatity was 16.51, the open interest changed by 8 which increased total open position to 1147
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 61.95, which was 23.10 higher than the previous day. The implied volatity was 16.77, the open interest changed by 76 which increased total open position to 1141
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 38.85, which was -0.10 lower than the previous day. The implied volatity was 18.01, the open interest changed by 34 which increased total open position to 1070
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 38.95, which was -15.15 lower than the previous day. The implied volatity was 17.45, the open interest changed by -51 which decreased total open position to 1035
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 54.1, which was -6.30 lower than the previous day. The implied volatity was 16.90, the open interest changed by -131 which decreased total open position to 1090
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 60.4, which was -10.60 lower than the previous day. The implied volatity was 17.77, the open interest changed by 21 which increased total open position to 1227
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 71, which was -23.00 lower than the previous day. The implied volatity was 18.47, the open interest changed by 209 which increased total open position to 1205
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 94, which was -4.35 lower than the previous day. The implied volatity was 18.91, the open interest changed by 81 which increased total open position to 996
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 98.35, which was -19.90 lower than the previous day. The implied volatity was 17.91, the open interest changed by 182 which increased total open position to 931
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 118.25, which was -20.70 lower than the previous day. The implied volatity was 19.26, the open interest changed by -58 which decreased total open position to 750
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 138.95, which was -44.05 lower than the previous day. The implied volatity was 18.14, the open interest changed by -61 which decreased total open position to 813
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 183, which was -56.90 lower than the previous day. The implied volatity was 17.13, the open interest changed by 363 which increased total open position to 875
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 239.9, which was -11.05 lower than the previous day. The implied volatity was 16.82, the open interest changed by 29 which increased total open position to 514
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 250.95, which was -31.95 lower than the previous day. The implied volatity was 15.71, the open interest changed by 203 which increased total open position to 520
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 282.9, which was 82.80 higher than the previous day. The implied volatity was 16.11, the open interest changed by 114 which increased total open position to 319
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 200.1, which was lower than the previous day. The implied volatity was 15.45, the open interest changed by 204 which increased total open position to 204
