FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 24050 CE | ||||||||||
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Delta: 0.31
Vega: 14.38
Theta: -12.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 20 Dec | 23591.70 | 126.65 | -142.80 | 16.05 | 4,403.462 | 227.692 | 609.231 | |||
| 19 Dec | 23906.60 | 269.45 | -168.50 | 16.91 | 2,791.538 | 43.462 | 392.692 | |||
| 18 Dec | 24198.35 | 437.95 | -239.05 | 15.97 | 128.077 | 16.923 | 349.231 | |||
| 17 Dec | 24498.90 | 677 | -269.75 | 19.11 | 8.462 | 2.308 | 332.308 | |||
| 16 Dec | 24857.00 | 946.75 | 1.80 | 18.21 | 4.231 | -1.154 | 331.154 | |||
| 13 Dec | 24880.40 | 944.95 | 53.20 | - | 108.846 | 10.769 | 333.077 | |||
| 12 Dec | 24726.95 | 891.75 | -35.60 | 15.93 | 2.692 | -0.769 | 322.308 | |||
| 11 Dec | 24803.05 | 927.35 | -9.50 | 13.66 | 6.154 | -3.462 | 324.231 | |||
| 10 Dec | 24802.95 | 936.85 | 46.55 | 12.30 | 2.692 | 0 | 329.615 | |||
| 9 Dec | 24722.60 | 890.3 | -32.70 | 13.88 | 7.308 | -1.538 | 329.231 | |||
| 6 Dec | 24703.70 | 923 | 4.00 | 15.56 | 1.923 | 0 | 330.769 | |||
| 5 Dec | 24731.25 | 919 | 140.80 | 12.73 | 53.462 | -5.385 | 330.769 | |||
| 4 Dec | 24562.60 | 778.2 | 179.80 | 13.13 | 91.923 | -9.231 | 340.385 | |||
| 3 Dec | 24296.55 | 598.4 | 102.40 | 13.34 | 597.308 | -47.692 | 351.923 | |||
| 2 Dec | 24072.65 | 496 | 34.15 | 14.06 | 3,805.769 | 38.077 | 409.231 | |||
| 29 Nov | 24010.15 | 461.85 | -21.85 | 13.41 | 4,164.615 | 142.692 | 371.923 | |||
| 28 Nov | 23919.60 | 483.7 | -55.75 | 14.85 | 2,244.615 | 95.769 | 212.308 | |||
| 27 Nov | 24171.55 | 539.45 | 11.80 | 2,385.769 | 118.846 | 118.846 | ||||
For Nifty Financial Services - strike price 24050 expiring on 31DEC2024
Delta for 24050 CE is 0.31
Historical price for 24050 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 126.65, which was -142.80 lower than the previous day. The implied volatity was 16.05, the open interest changed by 592 which increased total open position to 1584
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 269.45, which was -168.50 lower than the previous day. The implied volatity was 16.91, the open interest changed by 113 which increased total open position to 1021
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 437.95, which was -239.05 lower than the previous day. The implied volatity was 15.97, the open interest changed by 44 which increased total open position to 908
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 677, which was -269.75 lower than the previous day. The implied volatity was 19.11, the open interest changed by 6 which increased total open position to 864
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 946.75, which was 1.80 higher than the previous day. The implied volatity was 18.21, the open interest changed by -3 which decreased total open position to 861
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 944.95, which was 53.20 higher than the previous day. The implied volatity was -, the open interest changed by 28 which increased total open position to 866
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 891.75, which was -35.60 lower than the previous day. The implied volatity was 15.93, the open interest changed by -2 which decreased total open position to 838
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 927.35, which was -9.50 lower than the previous day. The implied volatity was 13.66, the open interest changed by -9 which decreased total open position to 843
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 936.85, which was 46.55 higher than the previous day. The implied volatity was 12.30, the open interest changed by 0 which decreased total open position to 857
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 890.3, which was -32.70 lower than the previous day. The implied volatity was 13.88, the open interest changed by -4 which decreased total open position to 856
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 923, which was 4.00 higher than the previous day. The implied volatity was 15.56, the open interest changed by 0 which decreased total open position to 860
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 919, which was 140.80 higher than the previous day. The implied volatity was 12.73, the open interest changed by -14 which decreased total open position to 860
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 778.2, which was 179.80 higher than the previous day. The implied volatity was 13.13, the open interest changed by -24 which decreased total open position to 885
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 598.4, which was 102.40 higher than the previous day. The implied volatity was 13.34, the open interest changed by -124 which decreased total open position to 915
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 496, which was 34.15 higher than the previous day. The implied volatity was 14.06, the open interest changed by 99 which increased total open position to 1064
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 461.85, which was -21.85 lower than the previous day. The implied volatity was 13.41, the open interest changed by 371 which increased total open position to 967
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 483.7, which was -55.75 lower than the previous day. The implied volatity was 14.85, the open interest changed by 249 which increased total open position to 552
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 539.45, which was lower than the previous day. The implied volatity was 11.80, the open interest changed by 309 which increased total open position to 309
| FINNIFTY 31DEC2024 24050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 15.01
Theta: -8.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 515.4 | 200.35 | 19.11 | 1,157.692 | 21.538 | 350.385 |
| 19 Dec | 23906.60 | 315.05 | 129.65 | 16.76 | 2,201.538 | -161.154 | 255.385 |
| 18 Dec | 24198.35 | 185.4 | 71.30 | 16.40 | 1,863.462 | 3.077 | 417.308 |
| 17 Dec | 24498.90 | 114.1 | 49.60 | 16.17 | 989.231 | -24.231 | 414.231 |
| 16 Dec | 24857.00 | 64.5 | 0.10 | 16.87 | 949.615 | -10.769 | 440 |
| 13 Dec | 24880.40 | 64.4 | -23.85 | 16.54 | 1,391.538 | 182.308 | 451.538 |
| 12 Dec | 24726.95 | 88.25 | -7.05 | 16.00 | 735 | -21.923 | 271.923 |
| 11 Dec | 24803.05 | 95.3 | -15.50 | 16.92 | 779.231 | -13.462 | 309.615 |
| 10 Dec | 24802.95 | 110.8 | -29.20 | 17.79 | 386.154 | 2.692 | 326.923 |
| 9 Dec | 24722.60 | 140 | -2.75 | 18.13 | 426.538 | 28.077 | 344.231 |
| 6 Dec | 24703.70 | 142.75 | -19.70 | 17.02 | 926.923 | 20.769 | 321.923 |
| 5 Dec | 24731.25 | 162.45 | -39.55 | 18.21 | 965.385 | -3.846 | 305.385 |
| 4 Dec | 24562.60 | 202 | -60.40 | 17.58 | 862.692 | -21.154 | 314.231 |
| 3 Dec | 24296.55 | 262.4 | -75.45 | 16.50 | 1,270 | 60.385 | 335 |
| 2 Dec | 24072.65 | 337.85 | -22.95 | 16.21 | 3,549.231 | 74.231 | 328.077 |
| 29 Nov | 24010.15 | 360.8 | -73.10 | 15.37 | 4,049.231 | -31.154 | 268.077 |
| 28 Nov | 23919.60 | 433.9 | 133.90 | 17.02 | 6,556.538 | -73.462 | 297.692 |
| 27 Nov | 24171.55 | 300 | 15.36 | 4,608.462 | 366.154 | 366.154 | |
For Nifty Financial Services - strike price 24050 expiring on 31DEC2024
Delta for 24050 PE is -0.66
Historical price for 24050 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 515.4, which was 200.35 higher than the previous day. The implied volatity was 19.11, the open interest changed by 56 which increased total open position to 911
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 315.05, which was 129.65 higher than the previous day. The implied volatity was 16.76, the open interest changed by -419 which decreased total open position to 664
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 185.4, which was 71.30 higher than the previous day. The implied volatity was 16.40, the open interest changed by 8 which increased total open position to 1085
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 114.1, which was 49.60 higher than the previous day. The implied volatity was 16.17, the open interest changed by -63 which decreased total open position to 1077
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 64.5, which was 0.10 higher than the previous day. The implied volatity was 16.87, the open interest changed by -28 which decreased total open position to 1144
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 64.4, which was -23.85 lower than the previous day. The implied volatity was 16.54, the open interest changed by 474 which increased total open position to 1174
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 88.25, which was -7.05 lower than the previous day. The implied volatity was 16.00, the open interest changed by -57 which decreased total open position to 707
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 95.3, which was -15.50 lower than the previous day. The implied volatity was 16.92, the open interest changed by -35 which decreased total open position to 805
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 110.8, which was -29.20 lower than the previous day. The implied volatity was 17.79, the open interest changed by 7 which increased total open position to 850
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 140, which was -2.75 lower than the previous day. The implied volatity was 18.13, the open interest changed by 73 which increased total open position to 895
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 142.75, which was -19.70 lower than the previous day. The implied volatity was 17.02, the open interest changed by 54 which increased total open position to 837
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 162.45, which was -39.55 lower than the previous day. The implied volatity was 18.21, the open interest changed by -10 which decreased total open position to 794
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 202, which was -60.40 lower than the previous day. The implied volatity was 17.58, the open interest changed by -55 which decreased total open position to 817
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 262.4, which was -75.45 lower than the previous day. The implied volatity was 16.50, the open interest changed by 157 which increased total open position to 871
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 337.85, which was -22.95 lower than the previous day. The implied volatity was 16.21, the open interest changed by 193 which increased total open position to 853
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 360.8, which was -73.10 lower than the previous day. The implied volatity was 15.37, the open interest changed by -81 which decreased total open position to 697
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 433.9, which was 133.90 higher than the previous day. The implied volatity was 17.02, the open interest changed by -191 which decreased total open position to 774
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 300, which was lower than the previous day. The implied volatity was 15.36, the open interest changed by 952 which increased total open position to 952
