FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 24350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 10.92
Theta: -9.60
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 69.1 | -91.05 | 16.98 | 3,216.538 | 64.615 | 848.077 | |||
|
|
||||||||||
| 19 Dec | 23906.60 | 160.15 | -132.85 | 17.36 | 2,267.308 | 249.231 | 784.231 | |||
| 18 Dec | 24198.35 | 293 | -161.70 | 17.10 | 4,048.462 | 143.462 | 544.231 | |||
| 17 Dec | 24498.90 | 454.7 | -235.50 | 17.58 | 223.846 | 23.462 | 399.231 | |||
| 16 Dec | 24857.00 | 690.2 | -8.85 | 16.75 | 37.692 | -12.692 | 375 | |||
| 13 Dec | 24880.40 | 699.05 | 58.15 | 10.31 | 2,322.308 | -96.538 | 388.462 | |||
| 12 Dec | 24726.95 | 640.9 | -43.60 | 14.70 | 137.308 | -75 | 485.769 | |||
| 11 Dec | 24803.05 | 684.5 | -17.50 | 13.72 | 80 | -21.923 | 568.846 | |||
| 10 Dec | 24802.95 | 702 | 41.15 | 13.32 | 150.769 | 91.154 | 591.154 | |||
| 9 Dec | 24722.60 | 660.85 | -7.35 | 14.10 | 67.308 | 46.154 | 501.154 | |||
| 6 Dec | 24703.70 | 668.2 | -16.85 | 13.99 | 169.231 | -11.923 | 456.538 | |||
| 5 Dec | 24731.25 | 685.05 | 114.85 | 12.95 | 757.692 | 11.923 | 472.308 | |||
| 4 Dec | 24562.60 | 570.2 | 150.05 | 13.38 | 1,951.154 | -198.077 | 464.615 | |||
| 3 Dec | 24296.55 | 420.15 | 83.95 | 13.40 | 4,363.846 | 266.923 | 668.462 | |||
| 2 Dec | 24072.65 | 336.2 | 23.30 | 13.87 | 838.846 | -8.077 | 408.077 | |||
| 29 Nov | 24010.15 | 312.9 | 5.90 | 13.35 | 2,525.769 | 5 | 425.769 | |||
| 28 Nov | 23919.60 | 307 | -43.00 | 13.61 | 6,451.154 | 211.154 | 422.692 | |||
| 27 Nov | 24171.55 | 350 | 11.20 | 1,462.692 | 213.846 | 213.846 | ||||
For Nifty Financial Services - strike price 24350 expiring on 31DEC2024
Delta for 24350 CE is 0.18
Historical price for 24350 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 69.1, which was -91.05 lower than the previous day. The implied volatity was 16.98, the open interest changed by 168 which increased total open position to 2205
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 160.15, which was -132.85 lower than the previous day. The implied volatity was 17.36, the open interest changed by 648 which increased total open position to 2039
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 293, which was -161.70 lower than the previous day. The implied volatity was 17.10, the open interest changed by 373 which increased total open position to 1415
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 454.7, which was -235.50 lower than the previous day. The implied volatity was 17.58, the open interest changed by 61 which increased total open position to 1038
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 690.2, which was -8.85 lower than the previous day. The implied volatity was 16.75, the open interest changed by -33 which decreased total open position to 975
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 699.05, which was 58.15 higher than the previous day. The implied volatity was 10.31, the open interest changed by -251 which decreased total open position to 1010
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 640.9, which was -43.60 lower than the previous day. The implied volatity was 14.70, the open interest changed by -195 which decreased total open position to 1263
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 684.5, which was -17.50 lower than the previous day. The implied volatity was 13.72, the open interest changed by -57 which decreased total open position to 1479
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 702, which was 41.15 higher than the previous day. The implied volatity was 13.32, the open interest changed by 237 which increased total open position to 1537
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 660.85, which was -7.35 lower than the previous day. The implied volatity was 14.10, the open interest changed by 120 which increased total open position to 1303
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 668.2, which was -16.85 lower than the previous day. The implied volatity was 13.99, the open interest changed by -31 which decreased total open position to 1187
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 685.05, which was 114.85 higher than the previous day. The implied volatity was 12.95, the open interest changed by 31 which increased total open position to 1228
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 570.2, which was 150.05 higher than the previous day. The implied volatity was 13.38, the open interest changed by -515 which decreased total open position to 1208
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 420.15, which was 83.95 higher than the previous day. The implied volatity was 13.40, the open interest changed by 694 which increased total open position to 1738
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 336.2, which was 23.30 higher than the previous day. The implied volatity was 13.87, the open interest changed by -21 which decreased total open position to 1061
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 312.9, which was 5.90 higher than the previous day. The implied volatity was 13.35, the open interest changed by 13 which increased total open position to 1107
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 307, which was -43.00 lower than the previous day. The implied volatity was 13.61, the open interest changed by 549 which increased total open position to 1099
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 350, which was lower than the previous day. The implied volatity was 11.20, the open interest changed by 556 which increased total open position to 556
| FINNIFTY 31DEC2024 24350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 12.54
Theta: -6.59
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 754.5 | 252.20 | 20.64 | 107.308 | -24.615 | 607.308 |
| 19 Dec | 23906.60 | 502.3 | 171.35 | 17.04 | 235.385 | -23.462 | 629.231 |
| 18 Dec | 24198.35 | 330.95 | 124.00 | 17.04 | 4,630 | 146.538 | 655.385 |
| 17 Dec | 24498.90 | 206.95 | 91.80 | 15.94 | 2,420.385 | 160 | 512.308 |
| 16 Dec | 24857.00 | 115.15 | 9.80 | 16.26 | 600.385 | -17.692 | 351.923 |
| 13 Dec | 24880.40 | 105.35 | -41.80 | 15.60 | 3,360.769 | -7.692 | 370.385 |
| 12 Dec | 24726.95 | 147.15 | -0.20 | 15.37 | 376.923 | -20 | 384.615 |
| 11 Dec | 24803.05 | 147.35 | -24.40 | 16.00 | 864.231 | -98.077 | 408.462 |
| 10 Dec | 24802.95 | 171.75 | -40.15 | 17.20 | 876.923 | 28.846 | 513.462 |
| 9 Dec | 24722.60 | 211.9 | -5.35 | 17.63 | 379.615 | 20.769 | 485.385 |
| 6 Dec | 24703.70 | 217.25 | -16.75 | 16.63 | 1,346.538 | 38.846 | 474.615 |
| 5 Dec | 24731.25 | 234 | -50.10 | 17.64 | 2,363.462 | 5.385 | 444.231 |
| 4 Dec | 24562.60 | 284.1 | -85.25 | 16.85 | 3,076.923 | 34.615 | 453.846 |
| 3 Dec | 24296.55 | 369.35 | -109.45 | 15.89 | 3,963.462 | 143.846 | 428.077 |
| 2 Dec | 24072.65 | 478.8 | -30.15 | 16.08 | 96.154 | -6.538 | 288.077 |
| 29 Nov | 24010.15 | 508.95 | -42.00 | 15.28 | 183.846 | -25 | 295.385 |
| 28 Nov | 23919.60 | 550.95 | 110.45 | 15.68 | 4,076.154 | 65.385 | 320.385 |
| 27 Nov | 24171.55 | 440.5 | 15.70 | 1,199.231 | 213.462 | 213.462 | |
For Nifty Financial Services - strike price 24350 expiring on 31DEC2024
Delta for 24350 PE is -0.77
Historical price for 24350 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 754.5, which was 252.20 higher than the previous day. The implied volatity was 20.64, the open interest changed by -64 which decreased total open position to 1579
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 502.3, which was 171.35 higher than the previous day. The implied volatity was 17.04, the open interest changed by -61 which decreased total open position to 1636
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 330.95, which was 124.00 higher than the previous day. The implied volatity was 17.04, the open interest changed by 381 which increased total open position to 1704
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 206.95, which was 91.80 higher than the previous day. The implied volatity was 15.94, the open interest changed by 416 which increased total open position to 1332
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 115.15, which was 9.80 higher than the previous day. The implied volatity was 16.26, the open interest changed by -46 which decreased total open position to 915
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 105.35, which was -41.80 lower than the previous day. The implied volatity was 15.60, the open interest changed by -20 which decreased total open position to 963
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 147.15, which was -0.20 lower than the previous day. The implied volatity was 15.37, the open interest changed by -52 which decreased total open position to 1000
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 147.35, which was -24.40 lower than the previous day. The implied volatity was 16.00, the open interest changed by -255 which decreased total open position to 1062
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 171.75, which was -40.15 lower than the previous day. The implied volatity was 17.20, the open interest changed by 75 which increased total open position to 1335
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 211.9, which was -5.35 lower than the previous day. The implied volatity was 17.63, the open interest changed by 54 which increased total open position to 1262
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 217.25, which was -16.75 lower than the previous day. The implied volatity was 16.63, the open interest changed by 101 which increased total open position to 1234
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 234, which was -50.10 lower than the previous day. The implied volatity was 17.64, the open interest changed by 14 which increased total open position to 1155
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 284.1, which was -85.25 lower than the previous day. The implied volatity was 16.85, the open interest changed by 90 which increased total open position to 1180
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 369.35, which was -109.45 lower than the previous day. The implied volatity was 15.89, the open interest changed by 374 which increased total open position to 1113
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 478.8, which was -30.15 lower than the previous day. The implied volatity was 16.08, the open interest changed by -17 which decreased total open position to 749
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 508.95, which was -42.00 lower than the previous day. The implied volatity was 15.28, the open interest changed by -65 which decreased total open position to 768
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 550.95, which was 110.45 higher than the previous day. The implied volatity was 15.68, the open interest changed by 170 which increased total open position to 833
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 440.5, which was lower than the previous day. The implied volatity was 15.70, the open interest changed by 555 which increased total open position to 555
