FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 24150 CE | ||||||||||
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Delta: 0.26
Vega: 13.30
Theta: -11.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 105.3 | -124.85 | 16.58 | 3,938.846 | 340 | 781.923 | |||
| 19 Dec | 23906.60 | 230.15 | -155.80 | 17.18 | 2,879.615 | 21.538 | 453.462 | |||
| 18 Dec | 24198.35 | 385.95 | -214.20 | 16.45 | 1,393.077 | 113.462 | 432.692 | |||
| 17 Dec | 24498.90 | 600.15 | -272.20 | 18.63 | 22.692 | 2.692 | 319.231 | |||
| 16 Dec | 24857.00 | 872.35 | 16.40 | 18.68 | 6.538 | -0.385 | 317.308 | |||
| 13 Dec | 24880.40 | 855.95 | 58.60 | - | 176.154 | 5.385 | 318.077 | |||
| 12 Dec | 24726.95 | 797.35 | -34.15 | 14.98 | 83.846 | -16.154 | 313.077 | |||
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| 11 Dec | 24803.05 | 831.5 | -24.45 | 12.80 | 4.231 | 0.385 | 328.846 | |||
| 10 Dec | 24802.95 | 855.95 | 30.70 | 12.80 | 0.769 | 0 | 328.077 | |||
| 9 Dec | 24722.60 | 825.25 | -43.45 | 14.86 | 15 | 0.769 | 329.231 | |||
| 6 Dec | 24703.70 | 868.7 | 38.10 | 16.68 | 7.308 | -0.769 | 328.462 | |||
| 5 Dec | 24731.25 | 830.6 | 122.45 | 12.33 | 78.077 | -14.615 | 331.154 | |||
| 4 Dec | 24562.60 | 708.15 | 168.45 | 13.37 | 246.538 | -7.692 | 346.538 | |||
| 3 Dec | 24296.55 | 539.7 | 96.10 | 13.51 | 2,685 | -46.538 | 363.846 | |||
| 2 Dec | 24072.65 | 443.6 | 41.90 | 14.18 | 1,894.231 | 25.385 | 418.462 | |||
| 29 Nov | 24010.15 | 401.7 | -25.75 | 13.17 | 3,639.231 | 142.308 | 408.077 | |||
| 28 Nov | 23919.60 | 427.45 | -66.55 | 14.66 | 4,438.077 | -8.077 | 264.615 | |||
| 27 Nov | 24171.55 | 494 | 12.37 | 2,550 | 269.231 | 269.231 | ||||
For Nifty Financial Services - strike price 24150 expiring on 31DEC2024
Delta for 24150 CE is 0.26
Historical price for 24150 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 105.3, which was -124.85 lower than the previous day. The implied volatity was 16.58, the open interest changed by 884 which increased total open position to 2033
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 230.15, which was -155.80 lower than the previous day. The implied volatity was 17.18, the open interest changed by 56 which increased total open position to 1179
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 385.95, which was -214.20 lower than the previous day. The implied volatity was 16.45, the open interest changed by 295 which increased total open position to 1125
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 600.15, which was -272.20 lower than the previous day. The implied volatity was 18.63, the open interest changed by 7 which increased total open position to 830
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 872.35, which was 16.40 higher than the previous day. The implied volatity was 18.68, the open interest changed by -1 which decreased total open position to 825
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 855.95, which was 58.60 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 827
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 797.35, which was -34.15 lower than the previous day. The implied volatity was 14.98, the open interest changed by -42 which decreased total open position to 814
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 831.5, which was -24.45 lower than the previous day. The implied volatity was 12.80, the open interest changed by 1 which increased total open position to 855
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 855.95, which was 30.70 higher than the previous day. The implied volatity was 12.80, the open interest changed by 0 which decreased total open position to 853
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 825.25, which was -43.45 lower than the previous day. The implied volatity was 14.86, the open interest changed by 2 which increased total open position to 856
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 868.7, which was 38.10 higher than the previous day. The implied volatity was 16.68, the open interest changed by -2 which decreased total open position to 854
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 830.6, which was 122.45 higher than the previous day. The implied volatity was 12.33, the open interest changed by -38 which decreased total open position to 861
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 708.15, which was 168.45 higher than the previous day. The implied volatity was 13.37, the open interest changed by -20 which decreased total open position to 901
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 539.7, which was 96.10 higher than the previous day. The implied volatity was 13.51, the open interest changed by -121 which decreased total open position to 946
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 443.6, which was 41.90 higher than the previous day. The implied volatity was 14.18, the open interest changed by 66 which increased total open position to 1088
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 401.7, which was -25.75 lower than the previous day. The implied volatity was 13.17, the open interest changed by 370 which increased total open position to 1061
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 427.45, which was -66.55 lower than the previous day. The implied volatity was 14.66, the open interest changed by -21 which decreased total open position to 688
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 494, which was lower than the previous day. The implied volatity was 12.37, the open interest changed by 700 which increased total open position to 700
| FINNIFTY 31DEC2024 24150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.71
Vega: 14.13
Theta: -7.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 589.95 | 216.10 | 19.28 | 634.231 | -2.308 | 263.846 |
| 19 Dec | 23906.60 | 373.85 | 143.85 | 16.94 | 757.692 | -195.769 | 265.769 |
| 18 Dec | 24198.35 | 230 | 89.00 | 16.69 | 3,642.692 | 84.231 | 469.231 |
| 17 Dec | 24498.90 | 141 | 61.20 | 16.10 | 1,215.769 | -133.846 | 386.923 |
| 16 Dec | 24857.00 | 79.8 | 4.55 | 16.76 | 819.615 | 147.692 | 528.846 |
| 13 Dec | 24880.40 | 75.25 | -31.65 | 16.17 | 1,383.077 | 49.615 | 387.692 |
| 12 Dec | 24726.95 | 106.9 | -0.55 | 15.91 | 430 | -7.692 | 338.462 |
| 11 Dec | 24803.05 | 107.45 | -18.85 | 16.44 | 670.385 | -36.923 | 356.538 |
| 10 Dec | 24802.95 | 126.3 | -36.75 | 17.45 | 407.308 | 18.077 | 394.615 |
| 9 Dec | 24722.60 | 163.05 | -0.15 | 18.05 | 476.154 | -18.462 | 377.692 |
| 6 Dec | 24703.70 | 163.2 | -17.90 | 16.81 | 512.308 | 4.231 | 397.692 |
| 5 Dec | 24731.25 | 181.1 | -42.45 | 17.92 | 1,137.308 | -58.846 | 393.846 |
| 4 Dec | 24562.60 | 223.55 | -74.70 | 17.20 | 1,065.769 | -7.308 | 454.231 |
| 3 Dec | 24296.55 | 298.25 | -82.55 | 16.44 | 3,378.077 | 150.769 | 488.462 |
| 2 Dec | 24072.65 | 380.8 | -28.10 | 16.15 | 1,270 | 41.923 | 346.538 |
| 29 Nov | 24010.15 | 408.9 | -37.10 | 15.42 | 2,498.077 | 25.385 | 296.538 |
| 28 Nov | 23919.60 | 446 | 121.00 | 15.75 | 5,805 | -122.308 | 275.385 |
| 27 Nov | 24171.55 | 325 | 14.82 | 3,470 | 398.846 | 398.846 | |
For Nifty Financial Services - strike price 24150 expiring on 31DEC2024
Delta for 24150 PE is -0.71
Historical price for 24150 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 589.95, which was 216.10 higher than the previous day. The implied volatity was 19.28, the open interest changed by -6 which decreased total open position to 686
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 373.85, which was 143.85 higher than the previous day. The implied volatity was 16.94, the open interest changed by -509 which decreased total open position to 691
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 230, which was 89.00 higher than the previous day. The implied volatity was 16.69, the open interest changed by 219 which increased total open position to 1220
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 141, which was 61.20 higher than the previous day. The implied volatity was 16.10, the open interest changed by -348 which decreased total open position to 1006
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 79.8, which was 4.55 higher than the previous day. The implied volatity was 16.76, the open interest changed by 384 which increased total open position to 1375
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 75.25, which was -31.65 lower than the previous day. The implied volatity was 16.17, the open interest changed by 129 which increased total open position to 1008
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 106.9, which was -0.55 lower than the previous day. The implied volatity was 15.91, the open interest changed by -20 which decreased total open position to 880
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 107.45, which was -18.85 lower than the previous day. The implied volatity was 16.44, the open interest changed by -96 which decreased total open position to 927
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 126.3, which was -36.75 lower than the previous day. The implied volatity was 17.45, the open interest changed by 47 which increased total open position to 1026
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 163.05, which was -0.15 lower than the previous day. The implied volatity was 18.05, the open interest changed by -48 which decreased total open position to 982
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 163.2, which was -17.90 lower than the previous day. The implied volatity was 16.81, the open interest changed by 11 which increased total open position to 1034
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 181.1, which was -42.45 lower than the previous day. The implied volatity was 17.92, the open interest changed by -153 which decreased total open position to 1024
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 223.55, which was -74.70 lower than the previous day. The implied volatity was 17.20, the open interest changed by -19 which decreased total open position to 1181
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 298.25, which was -82.55 lower than the previous day. The implied volatity was 16.44, the open interest changed by 392 which increased total open position to 1270
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 380.8, which was -28.10 lower than the previous day. The implied volatity was 16.15, the open interest changed by 109 which increased total open position to 901
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 408.9, which was -37.10 lower than the previous day. The implied volatity was 15.42, the open interest changed by 66 which increased total open position to 771
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 446, which was 121.00 higher than the previous day. The implied volatity was 15.75, the open interest changed by -318 which decreased total open position to 716
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 325, which was lower than the previous day. The implied volatity was 14.82, the open interest changed by 1037 which increased total open position to 1037
