FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 24250 CE | ||||||||||
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Delta: 0.22
Vega: 12.12
Theta: -10.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 84.75 | -109.00 | 16.67 | 4,291.538 | 273.846 | 1,016.923 | |||
| 19 Dec | 23906.60 | 193.75 | -146.25 | 17.33 | 2,458.077 | 219.231 | 739.615 | |||
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| 18 Dec | 24198.35 | 340 | -179.00 | 16.95 | 4,544.615 | 306.923 | 521.154 | |||
| 17 Dec | 24498.90 | 519 | -258.05 | 17.73 | 155.769 | -15.385 | 215 | |||
| 16 Dec | 24857.00 | 777.05 | -0.65 | 17.47 | 18.462 | 4.231 | 233.462 | |||
| 13 Dec | 24880.40 | 777.7 | 56.00 | - | 318.846 | -7.308 | 229.615 | |||
| 12 Dec | 24726.95 | 721.7 | -41.00 | 15.09 | 71.154 | 37.308 | 237.308 | |||
| 11 Dec | 24803.05 | 762.7 | -17.35 | 13.74 | 22.308 | 2.692 | 200 | |||
| 10 Dec | 24802.95 | 780.05 | 40.40 | 13.28 | 23.462 | -14.231 | 196.923 | |||
| 9 Dec | 24722.60 | 739.65 | -7.95 | 14.36 | 50.769 | -23.462 | 210.769 | |||
| 6 Dec | 24703.70 | 747.6 | -7.10 | 14.34 | 33.846 | 1.538 | 234.615 | |||
| 5 Dec | 24731.25 | 754.7 | 119.30 | 12.59 | 251.538 | 13.462 | 235 | |||
| 4 Dec | 24562.60 | 635.4 | 164.50 | 13.31 | 566.538 | -73.846 | 224.615 | |||
| 3 Dec | 24296.55 | 470.9 | 86.55 | 13.25 | 7,453.846 | -31.154 | 323.462 | |||
| 2 Dec | 24072.65 | 384.35 | 31.25 | 13.90 | 1,695 | 68.462 | 354.615 | |||
| 29 Nov | 24010.15 | 353.1 | 3.10 | 13.18 | 1,840.769 | 5.385 | 291.154 | |||
| 28 Nov | 23919.60 | 350 | -55.95 | 13.60 | 6,670.769 | 106.538 | 290.385 | |||
| 27 Nov | 24171.55 | 405.95 | 11.30 | 1,996.154 | 181.538 | 181.538 | ||||
For Nifty Financial Services - strike price 24250 expiring on 31DEC2024
Delta for 24250 CE is 0.22
Historical price for 24250 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 84.75, which was -109.00 lower than the previous day. The implied volatity was 16.67, the open interest changed by 712 which increased total open position to 2644
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 193.75, which was -146.25 lower than the previous day. The implied volatity was 17.33, the open interest changed by 570 which increased total open position to 1923
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 340, which was -179.00 lower than the previous day. The implied volatity was 16.95, the open interest changed by 798 which increased total open position to 1355
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 519, which was -258.05 lower than the previous day. The implied volatity was 17.73, the open interest changed by -40 which decreased total open position to 559
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 777.05, which was -0.65 lower than the previous day. The implied volatity was 17.47, the open interest changed by 11 which increased total open position to 607
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 777.7, which was 56.00 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 597
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 721.7, which was -41.00 lower than the previous day. The implied volatity was 15.09, the open interest changed by 97 which increased total open position to 617
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 762.7, which was -17.35 lower than the previous day. The implied volatity was 13.74, the open interest changed by 7 which increased total open position to 520
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 780.05, which was 40.40 higher than the previous day. The implied volatity was 13.28, the open interest changed by -37 which decreased total open position to 512
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 739.65, which was -7.95 lower than the previous day. The implied volatity was 14.36, the open interest changed by -61 which decreased total open position to 548
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 747.6, which was -7.10 lower than the previous day. The implied volatity was 14.34, the open interest changed by 4 which increased total open position to 610
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 754.7, which was 119.30 higher than the previous day. The implied volatity was 12.59, the open interest changed by 35 which increased total open position to 611
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 635.4, which was 164.50 higher than the previous day. The implied volatity was 13.31, the open interest changed by -192 which decreased total open position to 584
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 470.9, which was 86.55 higher than the previous day. The implied volatity was 13.25, the open interest changed by -81 which decreased total open position to 841
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 384.35, which was 31.25 higher than the previous day. The implied volatity was 13.90, the open interest changed by 178 which increased total open position to 922
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 353.1, which was 3.10 higher than the previous day. The implied volatity was 13.18, the open interest changed by 14 which increased total open position to 757
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 350, which was -55.95 lower than the previous day. The implied volatity was 13.60, the open interest changed by 277 which increased total open position to 755
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 405.95, which was lower than the previous day. The implied volatity was 11.30, the open interest changed by 472 which increased total open position to 472
| FINNIFTY 31DEC2024 24250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 13.79
Theta: -8.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 691.7 | 252.60 | 21.59 | 624.231 | -10.769 | 520.769 |
| 19 Dec | 23906.60 | 439.1 | 147.85 | 17.21 | 475.385 | -51.154 | 533.846 |
| 18 Dec | 24198.35 | 291.25 | 117.05 | 17.60 | 6,214.615 | 70 | 591.154 |
| 17 Dec | 24498.90 | 174.2 | 79.85 | 16.17 | 1,843.462 | 226.538 | 527.692 |
| 16 Dec | 24857.00 | 94.35 | 6.55 | 16.39 | 753.846 | 6.923 | 310.385 |
| 13 Dec | 24880.40 | 87.8 | -37.05 | 15.80 | 2,331.154 | -46.923 | 311.154 |
| 12 Dec | 24726.95 | 124.85 | -5.55 | 15.60 | 543.846 | -50.385 | 359.615 |
| 11 Dec | 24803.05 | 130.4 | -18.30 | 16.47 | 816.923 | 37.692 | 409.231 |
| 10 Dec | 24802.95 | 148.7 | -33.95 | 17.39 | 308.077 | 23.846 | 374.231 |
| 9 Dec | 24722.60 | 182.65 | -7.70 | 17.67 | 468.462 | -4.615 | 350 |
| 6 Dec | 24703.70 | 190.35 | -20.40 | 16.79 | 731.538 | 36.154 | 355.769 |
| 5 Dec | 24731.25 | 210.75 | -47.25 | 17.99 | 1,413.846 | -85 | 327.308 |
| 4 Dec | 24562.60 | 258 | -76.95 | 17.27 | 1,626.154 | 31.154 | 414.231 |
| 3 Dec | 24296.55 | 334.95 | -93.95 | 16.27 | 7,123.846 | 120.385 | 403.462 |
| 2 Dec | 24072.65 | 428.9 | -22.55 | 16.15 | 556.923 | 56.923 | 292.308 |
| 29 Nov | 24010.15 | 451.45 | -32.10 | 15.15 | 320 | -9.615 | 236.923 |
| 28 Nov | 23919.60 | 483.55 | 83.55 | 15.26 | 6,092.308 | 16.154 | 246.538 |
| 27 Nov | 24171.55 | 400 | 15.94 | 1,886.538 | 235 | 235 | |
For Nifty Financial Services - strike price 24250 expiring on 31DEC2024
Delta for 24250 PE is -0.72
Historical price for 24250 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 691.7, which was 252.60 higher than the previous day. The implied volatity was 21.59, the open interest changed by -28 which decreased total open position to 1354
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 439.1, which was 147.85 higher than the previous day. The implied volatity was 17.21, the open interest changed by -133 which decreased total open position to 1388
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 291.25, which was 117.05 higher than the previous day. The implied volatity was 17.60, the open interest changed by 182 which increased total open position to 1537
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 174.2, which was 79.85 higher than the previous day. The implied volatity was 16.17, the open interest changed by 589 which increased total open position to 1372
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 94.35, which was 6.55 higher than the previous day. The implied volatity was 16.39, the open interest changed by 18 which increased total open position to 807
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 87.8, which was -37.05 lower than the previous day. The implied volatity was 15.80, the open interest changed by -122 which decreased total open position to 809
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 124.85, which was -5.55 lower than the previous day. The implied volatity was 15.60, the open interest changed by -131 which decreased total open position to 935
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 130.4, which was -18.30 lower than the previous day. The implied volatity was 16.47, the open interest changed by 98 which increased total open position to 1064
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 148.7, which was -33.95 lower than the previous day. The implied volatity was 17.39, the open interest changed by 62 which increased total open position to 973
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 182.65, which was -7.70 lower than the previous day. The implied volatity was 17.67, the open interest changed by -12 which decreased total open position to 910
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 190.35, which was -20.40 lower than the previous day. The implied volatity was 16.79, the open interest changed by 94 which increased total open position to 925
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 210.75, which was -47.25 lower than the previous day. The implied volatity was 17.99, the open interest changed by -221 which decreased total open position to 851
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 258, which was -76.95 lower than the previous day. The implied volatity was 17.27, the open interest changed by 81 which increased total open position to 1077
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 334.95, which was -93.95 lower than the previous day. The implied volatity was 16.27, the open interest changed by 313 which increased total open position to 1049
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 428.9, which was -22.55 lower than the previous day. The implied volatity was 16.15, the open interest changed by 148 which increased total open position to 760
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 451.45, which was -32.10 lower than the previous day. The implied volatity was 15.15, the open interest changed by -25 which decreased total open position to 616
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 483.55, which was 83.55 higher than the previous day. The implied volatity was 15.26, the open interest changed by 42 which increased total open position to 641
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 400, which was lower than the previous day. The implied volatity was 15.94, the open interest changed by 611 which increased total open position to 611
