FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
30 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 23850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 3.18
Theta: -32.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 23565.30 | 23.05 | -78.80 | 20.01 | 6,66,933 | 13,293 | 23,092 | |||
| 27 Dec | 23788.00 | 101.85 | -31.15 | 11.08 | 2,17,057 | 3,189 | 10,162 | |||
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| 26 Dec | 23743.80 | 133 | -10.45 | 14.48 | 89,786 | 1,132 | 6,952 | |||
| 24 Dec | 23737.60 | 143.45 | -40.55 | 12.61 | 42,849 | 2,054 | 5,919 | |||
| 23 Dec | 23785.55 | 184 | -4.10 | 13.61 | 34,475 | 1,190 | 3,975 | |||
| 20 Dec | 23591.70 | 188.1 | -199.55 | 15.42 | 22,160 | 1,187 | 2,789 | |||
| 19 Dec | 23906.60 | 387.65 | -179.45 | 17.74 | 17,147 | 1,289 | 1,622 | |||
| 18 Dec | 24198.35 | 567.1 | -305.55 | 15.48 | 44 | -26 | 333 | |||
| 17 Dec | 24498.90 | 872.65 | -264.30 | 22.38 | 11 | 0 | 359 | |||
| 16 Dec | 24857.00 | 1136.95 | 14.70 | 20.14 | 6 | 3 | 362 | |||
| 13 Dec | 24880.40 | 1122.25 | 2.95 | - | 143 | 5 | 362 | |||
| 12 Dec | 24726.95 | 1119.3 | 14.10 | 20.58 | 2 | 0 | 357 | |||
| 11 Dec | 24803.05 | 1105.2 | 46.10 | 13.67 | 27 | -2 | 357 | |||
| 10 Dec | 24802.95 | 1059.1 | -4.70 | - | 6 | 0 | 359 | |||
| 9 Dec | 24722.60 | 1063.8 | 89.90 | 14.00 | 22 | -6 | 364 | |||
| 6 Dec | 24703.70 | 973.9 | -91.00 | - | 12 | 1 | 367 | |||
| 5 Dec | 24731.25 | 1064.9 | 131.35 | 9.87 | 48 | -6 | 366 | |||
| 4 Dec | 24562.60 | 933.55 | 195.35 | 12.80 | 13 | 5 | 375 | |||
| 3 Dec | 24296.55 | 738.2 | 120.75 | 13.28 | 107 | 27 | 374 | |||
| 2 Dec | 24072.65 | 617.45 | 38.50 | 13.98 | 1,834 | 50 | 363 | |||
| 29 Nov | 24010.15 | 578.95 | 23.40 | 13.36 | 2,485 | 43 | 324 | |||
| 28 Nov | 23919.60 | 555.55 | -141.65 | 13.34 | 513 | 162 | 281 | |||
| 27 Nov | 24171.55 | 697.2 | 12.68 | 281 | 136 | 136 | ||||
For Nifty Financial Services - strike price 23850 expiring on 31DEC2024
Delta for 23850 CE is 0.17
Historical price for 23850 CE is as follows
On 30 Dec FINNIFTY was trading at 23565.30. The strike last trading price was 23.05, which was -78.80 lower than the previous day. The implied volatity was 20.01, the open interest changed by 13293 which increased total open position to 23092
On 27 Dec FINNIFTY was trading at 23788.00. The strike last trading price was 101.85, which was -31.15 lower than the previous day. The implied volatity was 11.08, the open interest changed by 3189 which increased total open position to 10162
On 26 Dec FINNIFTY was trading at 23743.80. The strike last trading price was 133, which was -10.45 lower than the previous day. The implied volatity was 14.48, the open interest changed by 1132 which increased total open position to 6952
On 24 Dec FINNIFTY was trading at 23737.60. The strike last trading price was 143.45, which was -40.55 lower than the previous day. The implied volatity was 12.61, the open interest changed by 2054 which increased total open position to 5919
On 23 Dec FINNIFTY was trading at 23785.55. The strike last trading price was 184, which was -4.10 lower than the previous day. The implied volatity was 13.61, the open interest changed by 1190 which increased total open position to 3975
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 188.1, which was -199.55 lower than the previous day. The implied volatity was 15.42, the open interest changed by 1187 which increased total open position to 2789
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 387.65, which was -179.45 lower than the previous day. The implied volatity was 17.74, the open interest changed by 1289 which increased total open position to 1622
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 567.1, which was -305.55 lower than the previous day. The implied volatity was 15.48, the open interest changed by -26 which decreased total open position to 333
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 872.65, which was -264.30 lower than the previous day. The implied volatity was 22.38, the open interest changed by 0 which decreased total open position to 359
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 1136.95, which was 14.70 higher than the previous day. The implied volatity was 20.14, the open interest changed by 3 which increased total open position to 362
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 1122.25, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 362
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 1119.3, which was 14.10 higher than the previous day. The implied volatity was 20.58, the open interest changed by 0 which decreased total open position to 357
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 1105.2, which was 46.10 higher than the previous day. The implied volatity was 13.67, the open interest changed by -2 which decreased total open position to 357
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 1059.1, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 359
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 1063.8, which was 89.90 higher than the previous day. The implied volatity was 14.00, the open interest changed by -6 which decreased total open position to 364
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 973.9, which was -91.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 367
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 1064.9, which was 131.35 higher than the previous day. The implied volatity was 9.87, the open interest changed by -6 which decreased total open position to 366
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 933.55, which was 195.35 higher than the previous day. The implied volatity was 12.80, the open interest changed by 5 which increased total open position to 375
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 738.2, which was 120.75 higher than the previous day. The implied volatity was 13.28, the open interest changed by 27 which increased total open position to 374
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 617.45, which was 38.50 higher than the previous day. The implied volatity was 13.98, the open interest changed by 50 which increased total open position to 363
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 578.95, which was 23.40 higher than the previous day. The implied volatity was 13.36, the open interest changed by 43 which increased total open position to 324
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 555.55, which was -141.65 lower than the previous day. The implied volatity was 13.34, the open interest changed by 162 which increased total open position to 281
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 697.2, which was lower than the previous day. The implied volatity was 12.68, the open interest changed by 136 which increased total open position to 136
| FINNIFTY 31DEC2024 23850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 1.58
Theta: -3.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 23565.30 | 238.7 | 117.95 | 12.49 | 3,74,393 | -1,665 | 4,109 |
| 27 Dec | 23788.00 | 120.75 | -57.10 | 11.26 | 2,13,927 | 1,443 | 5,847 |
| 26 Dec | 23743.80 | 177.85 | 10.30 | 13.18 | 73,239 | -295 | 4,171 |
| 24 Dec | 23737.60 | 167.55 | -32.90 | 10.90 | 30,861 | 1,829 | 4,594 |
| 23 Dec | 23785.55 | 200.45 | -187.80 | 13.75 | 32,306 | 222 | 2,783 |
| 20 Dec | 23591.70 | 388.25 | 166.70 | 18.98 | 23,817 | -39 | 2,578 |
| 19 Dec | 23906.60 | 221.55 | 99.25 | 16.87 | 23,084 | 1,126 | 2,649 |
| 18 Dec | 24198.35 | 122.3 | 46.75 | 16.45 | 4,987 | -53 | 1,542 |
| 17 Dec | 24498.90 | 75.55 | 28.40 | 16.49 | 5,063 | 280 | 1,600 |
| 16 Dec | 24857.00 | 47.15 | 1.60 | 17.76 | 2,002 | 20 | 1,320 |
| 13 Dec | 24880.40 | 45.55 | -19.25 | 17.09 | 6,442 | -144 | 1,305 |
| 12 Dec | 24726.95 | 64.8 | -5.90 | 16.69 | 689 | 79 | 1,453 |
| 11 Dec | 24803.05 | 70.7 | -11.30 | 17.51 | 2,766 | 43 | 1,413 |
| 10 Dec | 24802.95 | 82 | -25.40 | 18.20 | 1,241 | 94 | 1,381 |
| 9 Dec | 24722.60 | 107.4 | -4.30 | 18.64 | 762 | 56 | 1,281 |
| 6 Dec | 24703.70 | 111.7 | -17.10 | 17.63 | 854 | 57 | 1,228 |
| 5 Dec | 24731.25 | 128.8 | -28.45 | 18.75 | 1,406 | -66 | 1,173 |
| 4 Dec | 24562.60 | 157.25 | -49.10 | 17.92 | 670 | 107 | 1,242 |
| 3 Dec | 24296.55 | 206.35 | -61.70 | 16.87 | 2,609 | 454 | 1,144 |
| 2 Dec | 24072.65 | 268.05 | -11.55 | 16.56 | 7,323 | 120 | 704 |
| 29 Nov | 24010.15 | 279.6 | -35.10 | 15.42 | 6,552 | 343 | 618 |
| 28 Nov | 23919.60 | 314.7 | 84.70 | 15.86 | 7,293 | -2 | 285 |
| 27 Nov | 24171.55 | 230 | 15.39 | 2,391 | 307 | 307 | |
For Nifty Financial Services - strike price 23850 expiring on 31DEC2024
Delta for 23850 PE is -0.93
Historical price for 23850 PE is as follows
On 30 Dec FINNIFTY was trading at 23565.30. The strike last trading price was 238.7, which was 117.95 higher than the previous day. The implied volatity was 12.49, the open interest changed by -1665 which decreased total open position to 4109
On 27 Dec FINNIFTY was trading at 23788.00. The strike last trading price was 120.75, which was -57.10 lower than the previous day. The implied volatity was 11.26, the open interest changed by 1443 which increased total open position to 5847
On 26 Dec FINNIFTY was trading at 23743.80. The strike last trading price was 177.85, which was 10.30 higher than the previous day. The implied volatity was 13.18, the open interest changed by -295 which decreased total open position to 4171
On 24 Dec FINNIFTY was trading at 23737.60. The strike last trading price was 167.55, which was -32.90 lower than the previous day. The implied volatity was 10.90, the open interest changed by 1829 which increased total open position to 4594
On 23 Dec FINNIFTY was trading at 23785.55. The strike last trading price was 200.45, which was -187.80 lower than the previous day. The implied volatity was 13.75, the open interest changed by 222 which increased total open position to 2783
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 388.25, which was 166.70 higher than the previous day. The implied volatity was 18.98, the open interest changed by -39 which decreased total open position to 2578
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 221.55, which was 99.25 higher than the previous day. The implied volatity was 16.87, the open interest changed by 1126 which increased total open position to 2649
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 122.3, which was 46.75 higher than the previous day. The implied volatity was 16.45, the open interest changed by -53 which decreased total open position to 1542
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 75.55, which was 28.40 higher than the previous day. The implied volatity was 16.49, the open interest changed by 280 which increased total open position to 1600
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 47.15, which was 1.60 higher than the previous day. The implied volatity was 17.76, the open interest changed by 20 which increased total open position to 1320
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 45.55, which was -19.25 lower than the previous day. The implied volatity was 17.09, the open interest changed by -144 which decreased total open position to 1305
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 64.8, which was -5.90 lower than the previous day. The implied volatity was 16.69, the open interest changed by 79 which increased total open position to 1453
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 70.7, which was -11.30 lower than the previous day. The implied volatity was 17.51, the open interest changed by 43 which increased total open position to 1413
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 82, which was -25.40 lower than the previous day. The implied volatity was 18.20, the open interest changed by 94 which increased total open position to 1381
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 107.4, which was -4.30 lower than the previous day. The implied volatity was 18.64, the open interest changed by 56 which increased total open position to 1281
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 111.7, which was -17.10 lower than the previous day. The implied volatity was 17.63, the open interest changed by 57 which increased total open position to 1228
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 128.8, which was -28.45 lower than the previous day. The implied volatity was 18.75, the open interest changed by -66 which decreased total open position to 1173
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 157.25, which was -49.10 lower than the previous day. The implied volatity was 17.92, the open interest changed by 107 which increased total open position to 1242
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 206.35, which was -61.70 lower than the previous day. The implied volatity was 16.87, the open interest changed by 454 which increased total open position to 1144
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 268.05, which was -11.55 lower than the previous day. The implied volatity was 16.56, the open interest changed by 120 which increased total open position to 704
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 279.6, which was -35.10 lower than the previous day. The implied volatity was 15.42, the open interest changed by 343 which increased total open position to 618
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 314.7, which was 84.70 higher than the previous day. The implied volatity was 15.86, the open interest changed by -2 which decreased total open position to 285
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 230, which was lower than the previous day. The implied volatity was 15.39, the open interest changed by 307 which increased total open position to 307
