FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 23950 CE | ||||||||||
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Delta: 0.36
Vega: 15.33
Theta: -13.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 156.65 | -179.35 | 15.91 | 6,608.462 | 520.769 | 1,265.385 | |||
| 19 Dec | 23906.60 | 336 | -172.35 | 17.91 | 8,129.231 | 520.769 | 726.154 | |||
| 18 Dec | 24198.35 | 508.35 | -399.25 | 16.26 | 82.692 | 5.385 | 215 | |||
| 17 Dec | 24498.90 | 907.6 | -133.00 | 28.87 | 2.308 | 0 | 209.615 | |||
| 16 Dec | 24857.00 | 1040.6 | -2.95 | 19.10 | 18.077 | 0 | 209.615 | |||
| 13 Dec | 24880.40 | 1043.55 | 104.10 | - | 83.462 | 6.923 | 210.769 | |||
| 12 Dec | 24726.95 | 939.45 | -69.80 | 12.94 | 7.692 | 0.385 | 203.077 | |||
| 11 Dec | 24803.05 | 1009.25 | -12.05 | 13.06 | 5.769 | 0.769 | 203.462 | |||
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| 10 Dec | 24802.95 | 1021.3 | 42.85 | 11.64 | 6.923 | 1.923 | 202.692 | |||
| 9 Dec | 24722.60 | 978.45 | 78.45 | 14.17 | 4.231 | 1.923 | 201.923 | |||
| 6 Dec | 24703.70 | 900 | -101.30 | - | 1.154 | 0 | 201.154 | |||
| 5 Dec | 24731.25 | 1001.3 | 146.55 | 12.96 | 19.231 | -0.769 | 201.538 | |||
| 4 Dec | 24562.60 | 854.75 | 187.90 | 13.03 | 28.462 | 3.846 | 203.077 | |||
| 3 Dec | 24296.55 | 666.85 | 108.90 | 13.33 | 154.231 | -0.385 | 204.231 | |||
| 2 Dec | 24072.65 | 557.95 | 42.60 | 14.15 | 4,661.154 | 31.538 | 211.154 | |||
| 29 Nov | 24010.15 | 515.35 | 5.75 | 13.27 | 4,303.846 | 55.769 | 195.385 | |||
| 28 Nov | 23919.60 | 509.6 | -114.20 | 13.82 | 1,403.462 | 88.077 | 142.692 | |||
| 27 Nov | 24171.55 | 623.8 | 12.50 | 137.308 | 54.615 | 54.615 | ||||
For Nifty Financial Services - strike price 23950 expiring on 31DEC2024
Delta for 23950 CE is 0.36
Historical price for 23950 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 156.65, which was -179.35 lower than the previous day. The implied volatity was 15.91, the open interest changed by 1354 which increased total open position to 3290
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 336, which was -172.35 lower than the previous day. The implied volatity was 17.91, the open interest changed by 1354 which increased total open position to 1888
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 508.35, which was -399.25 lower than the previous day. The implied volatity was 16.26, the open interest changed by 14 which increased total open position to 559
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 907.6, which was -133.00 lower than the previous day. The implied volatity was 28.87, the open interest changed by 0 which decreased total open position to 545
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 1040.6, which was -2.95 lower than the previous day. The implied volatity was 19.10, the open interest changed by 0 which decreased total open position to 545
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 1043.55, which was 104.10 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 548
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 939.45, which was -69.80 lower than the previous day. The implied volatity was 12.94, the open interest changed by 1 which increased total open position to 528
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 1009.25, which was -12.05 lower than the previous day. The implied volatity was 13.06, the open interest changed by 2 which increased total open position to 529
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 1021.3, which was 42.85 higher than the previous day. The implied volatity was 11.64, the open interest changed by 5 which increased total open position to 527
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 978.45, which was 78.45 higher than the previous day. The implied volatity was 14.17, the open interest changed by 5 which increased total open position to 525
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 900, which was -101.30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 523
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 1001.3, which was 146.55 higher than the previous day. The implied volatity was 12.96, the open interest changed by -2 which decreased total open position to 524
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 854.75, which was 187.90 higher than the previous day. The implied volatity was 13.03, the open interest changed by 10 which increased total open position to 528
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 666.85, which was 108.90 higher than the previous day. The implied volatity was 13.33, the open interest changed by -1 which decreased total open position to 531
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 557.95, which was 42.60 higher than the previous day. The implied volatity was 14.15, the open interest changed by 82 which increased total open position to 549
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 515.35, which was 5.75 higher than the previous day. The implied volatity was 13.27, the open interest changed by 145 which increased total open position to 508
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 509.6, which was -114.20 lower than the previous day. The implied volatity was 13.82, the open interest changed by 229 which increased total open position to 371
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 623.8, which was lower than the previous day. The implied volatity was 12.50, the open interest changed by 142 which increased total open position to 142
| FINNIFTY 31DEC2024 23950 PE | |||||||
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Delta: -0.62
Vega: 15.58
Theta: -8.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 438.8 | 171.80 | 18.20 | 3,371.923 | 42.308 | 588.077 |
| 19 Dec | 23906.60 | 267 | 109.50 | 16.90 | 6,134.615 | -53.077 | 571.538 |
| 18 Dec | 24198.35 | 157.5 | 65.85 | 16.79 | 1,971.538 | 4.231 | 624.615 |
| 17 Dec | 24498.90 | 91.65 | 36.90 | 16.23 | 1,616.923 | 6.538 | 622.692 |
| 16 Dec | 24857.00 | 54.75 | 1.00 | 17.28 | 663.462 | -30.385 | 623.077 |
| 13 Dec | 24880.40 | 53.75 | -22.50 | 16.77 | 1,815 | 59.615 | 654.615 |
| 12 Dec | 24726.95 | 76.25 | -4.55 | 16.39 | 558.846 | -65.769 | 596.538 |
| 11 Dec | 24803.05 | 80.8 | -14.75 | 17.12 | 961.923 | 187.692 | 662.692 |
| 10 Dec | 24802.95 | 95.55 | -29.10 | 17.98 | 346.923 | 28.077 | 480.385 |
| 9 Dec | 24722.60 | 124.65 | -1.55 | 18.50 | 384.231 | 62.692 | 461.154 |
| 6 Dec | 24703.70 | 126.2 | -16.50 | 17.32 | 793.846 | 11.154 | 405 |
| 5 Dec | 24731.25 | 142.7 | -33.30 | 18.37 | 969.615 | -81.538 | 393.846 |
| 4 Dec | 24562.60 | 176 | -60.10 | 17.63 | 545.385 | 20 | 479.615 |
| 3 Dec | 24296.55 | 236.1 | -63.95 | 16.80 | 1,188.462 | -34.615 | 461.923 |
| 2 Dec | 24072.65 | 300.05 | -19.95 | 16.34 | 7,221.923 | 125.769 | 515 |
| 29 Nov | 24010.15 | 320 | -28.05 | 15.45 | 7,646.538 | 167.692 | 423.462 |
| 28 Nov | 23919.60 | 348.05 | 80.70 | 15.60 | 5,248.462 | 42.308 | 266.154 |
| 27 Nov | 24171.55 | 267.35 | 15.56 | 1,341.923 | 220 | 220 | |
For Nifty Financial Services - strike price 23950 expiring on 31DEC2024
Delta for 23950 PE is -0.62
Historical price for 23950 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 438.8, which was 171.80 higher than the previous day. The implied volatity was 18.20, the open interest changed by 110 which increased total open position to 1529
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 267, which was 109.50 higher than the previous day. The implied volatity was 16.90, the open interest changed by -138 which decreased total open position to 1486
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 157.5, which was 65.85 higher than the previous day. The implied volatity was 16.79, the open interest changed by 11 which increased total open position to 1624
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 91.65, which was 36.90 higher than the previous day. The implied volatity was 16.23, the open interest changed by 17 which increased total open position to 1619
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 54.75, which was 1.00 higher than the previous day. The implied volatity was 17.28, the open interest changed by -79 which decreased total open position to 1620
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 53.75, which was -22.50 lower than the previous day. The implied volatity was 16.77, the open interest changed by 155 which increased total open position to 1702
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 76.25, which was -4.55 lower than the previous day. The implied volatity was 16.39, the open interest changed by -171 which decreased total open position to 1551
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 80.8, which was -14.75 lower than the previous day. The implied volatity was 17.12, the open interest changed by 488 which increased total open position to 1723
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 95.55, which was -29.10 lower than the previous day. The implied volatity was 17.98, the open interest changed by 73 which increased total open position to 1249
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 124.65, which was -1.55 lower than the previous day. The implied volatity was 18.50, the open interest changed by 163 which increased total open position to 1199
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 126.2, which was -16.50 lower than the previous day. The implied volatity was 17.32, the open interest changed by 29 which increased total open position to 1053
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 142.7, which was -33.30 lower than the previous day. The implied volatity was 18.37, the open interest changed by -212 which decreased total open position to 1024
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 176, which was -60.10 lower than the previous day. The implied volatity was 17.63, the open interest changed by 52 which increased total open position to 1247
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 236.1, which was -63.95 lower than the previous day. The implied volatity was 16.80, the open interest changed by -90 which decreased total open position to 1201
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 300.05, which was -19.95 lower than the previous day. The implied volatity was 16.34, the open interest changed by 327 which increased total open position to 1339
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 320, which was -28.05 lower than the previous day. The implied volatity was 15.45, the open interest changed by 436 which increased total open position to 1101
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 348.05, which was 80.70 higher than the previous day. The implied volatity was 15.60, the open interest changed by 110 which increased total open position to 692
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 267.35, which was lower than the previous day. The implied volatity was 15.56, the open interest changed by 572 which increased total open position to 572
