FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 24450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 9.79
Theta: -8.68
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 56.75 | -77.35 | 17.28 | 2,942.308 | -28.846 | 847.692 | |||
| 19 Dec | 23906.60 | 134.1 | -119.80 | 17.59 | 1,858.077 | -54.231 | 875.769 | |||
| 18 Dec | 24198.35 | 253.9 | -136.20 | 17.41 | 5,354.231 | 295.769 | 942.308 | |||
| 17 Dec | 24498.90 | 390.1 | -223.20 | 17.18 | 1,317.692 | 142.692 | 647.308 | |||
| 16 Dec | 24857.00 | 613.3 | -8.30 | 16.48 | 55.385 | 5.769 | 505.385 | |||
| 13 Dec | 24880.40 | 621.6 | 54.50 | 10.83 | 3,374.231 | -55.769 | 500 | |||
| 12 Dec | 24726.95 | 567.1 | -44.00 | 14.51 | 115.769 | -5.385 | 559.615 | |||
|
|
||||||||||
| 11 Dec | 24803.05 | 611.1 | -17.75 | 13.77 | 102.308 | -5 | 565 | |||
| 10 Dec | 24802.95 | 628.85 | 33.45 | 13.52 | 164.615 | 1.154 | 570 | |||
| 9 Dec | 24722.60 | 595.4 | -5.25 | 14.32 | 88.462 | 6.923 | 568.846 | |||
| 6 Dec | 24703.70 | 600.65 | -21.30 | 14.03 | 241.154 | -3.462 | 561.923 | |||
| 5 Dec | 24731.25 | 621.95 | 110.55 | 13.27 | 3,081.154 | -71.154 | 566.154 | |||
| 4 Dec | 24562.60 | 511.4 | 144.55 | 13.55 | 5,785 | 110.385 | 638.077 | |||
| 3 Dec | 24296.55 | 366.85 | 78.55 | 13.34 | 2,184.231 | 300 | 526.923 | |||
| 2 Dec | 24072.65 | 288.3 | 17.10 | 13.70 | 561.154 | 16.538 | 240 | |||
| 29 Nov | 24010.15 | 271.2 | -2.65 | 13.32 | 917.692 | 23.077 | 226.923 | |||
| 28 Nov | 23919.60 | 273.85 | -44.75 | 13.85 | 3,164.615 | 105.769 | 213.077 | |||
| 27 Nov | 24171.55 | 318.6 | 11.74 | 572.308 | 109.615 | 109.615 | ||||
For Nifty Financial Services - strike price 24450 expiring on 31DEC2024
Delta for 24450 CE is 0.16
Historical price for 24450 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 56.75, which was -77.35 lower than the previous day. The implied volatity was 17.28, the open interest changed by -75 which decreased total open position to 2204
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 134.1, which was -119.80 lower than the previous day. The implied volatity was 17.59, the open interest changed by -141 which decreased total open position to 2277
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 253.9, which was -136.20 lower than the previous day. The implied volatity was 17.41, the open interest changed by 769 which increased total open position to 2450
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 390.1, which was -223.20 lower than the previous day. The implied volatity was 17.18, the open interest changed by 371 which increased total open position to 1683
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 613.3, which was -8.30 lower than the previous day. The implied volatity was 16.48, the open interest changed by 15 which increased total open position to 1314
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 621.6, which was 54.50 higher than the previous day. The implied volatity was 10.83, the open interest changed by -145 which decreased total open position to 1300
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 567.1, which was -44.00 lower than the previous day. The implied volatity was 14.51, the open interest changed by -14 which decreased total open position to 1455
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 611.1, which was -17.75 lower than the previous day. The implied volatity was 13.77, the open interest changed by -13 which decreased total open position to 1469
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 628.85, which was 33.45 higher than the previous day. The implied volatity was 13.52, the open interest changed by 3 which increased total open position to 1482
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 595.4, which was -5.25 lower than the previous day. The implied volatity was 14.32, the open interest changed by 18 which increased total open position to 1479
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 600.65, which was -21.30 lower than the previous day. The implied volatity was 14.03, the open interest changed by -9 which decreased total open position to 1461
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 621.95, which was 110.55 higher than the previous day. The implied volatity was 13.27, the open interest changed by -185 which decreased total open position to 1472
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 511.4, which was 144.55 higher than the previous day. The implied volatity was 13.55, the open interest changed by 287 which increased total open position to 1659
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 366.85, which was 78.55 higher than the previous day. The implied volatity was 13.34, the open interest changed by 780 which increased total open position to 1370
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 288.3, which was 17.10 higher than the previous day. The implied volatity was 13.70, the open interest changed by 43 which increased total open position to 624
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 271.2, which was -2.65 lower than the previous day. The implied volatity was 13.32, the open interest changed by 60 which increased total open position to 590
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 273.85, which was -44.75 lower than the previous day. The implied volatity was 13.85, the open interest changed by 275 which increased total open position to 554
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 318.6, which was lower than the previous day. The implied volatity was 11.74, the open interest changed by 285 which increased total open position to 285
| FINNIFTY 31DEC2024 24450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 11.71
Theta: -5.95
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 841 | 261.45 | 21.26 | 228.462 | -19.615 | 581.538 |
| 19 Dec | 23906.60 | 579.55 | 188.85 | 17.50 | 103.462 | 6.923 | 603.846 |
| 18 Dec | 24198.35 | 390.7 | 137.70 | 17.30 | 4,665.385 | -213.462 | 598.462 |
| 17 Dec | 24498.90 | 253 | 116.10 | 16.17 | 3,989.231 | 51.923 | 796.923 |
| 16 Dec | 24857.00 | 136.9 | 11.45 | 15.97 | 1,456.538 | 110.385 | 745 |
| 13 Dec | 24880.40 | 125.45 | -45.15 | 15.40 | 4,636.538 | 25 | 648.846 |
| 12 Dec | 24726.95 | 170.6 | -4.60 | 15.03 | 900 | 37.308 | 623.846 |
| 11 Dec | 24803.05 | 175.2 | -23.05 | 15.96 | 683.846 | -9.231 | 588.077 |
| 10 Dec | 24802.95 | 198.25 | -41.50 | 17.04 | 679.231 | 28.077 | 599.231 |
| 9 Dec | 24722.60 | 239.75 | 0.25 | 17.38 | 524.231 | -16.154 | 576.538 |
| 6 Dec | 24703.70 | 239.5 | -19.70 | 16.14 | 1,680.385 | -71.538 | 601.923 |
| 5 Dec | 24731.25 | 259.2 | -61.95 | 17.29 | 5,359.231 | -32.308 | 675 |
| 4 Dec | 24562.60 | 321.15 | -106.35 | 16.77 | 5,191.154 | 252.308 | 725.769 |
| 3 Dec | 24296.55 | 427.5 | -106.55 | 16.27 | 1,446.923 | 281.154 | 477.308 |
| 2 Dec | 24072.65 | 534.05 | -29.00 | 16.08 | 149.615 | 38.077 | 196.154 |
| 29 Nov | 24010.15 | 563.05 | -42.25 | 15.17 | 321.154 | 36.538 | 160.769 |
| 28 Nov | 23919.60 | 605.3 | 142.40 | 15.55 | 1,623.462 | 66.154 | 124.231 |
| 27 Nov | 24171.55 | 462.9 | 14.75 | 123.462 | 58.077 | 58.077 | |
For Nifty Financial Services - strike price 24450 expiring on 31DEC2024
Delta for 24450 PE is -0.79
Historical price for 24450 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 841, which was 261.45 higher than the previous day. The implied volatity was 21.26, the open interest changed by -51 which decreased total open position to 1512
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 579.55, which was 188.85 higher than the previous day. The implied volatity was 17.50, the open interest changed by 18 which increased total open position to 1570
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 390.7, which was 137.70 higher than the previous day. The implied volatity was 17.30, the open interest changed by -555 which decreased total open position to 1556
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 253, which was 116.10 higher than the previous day. The implied volatity was 16.17, the open interest changed by 135 which increased total open position to 2072
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 136.9, which was 11.45 higher than the previous day. The implied volatity was 15.97, the open interest changed by 287 which increased total open position to 1937
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 125.45, which was -45.15 lower than the previous day. The implied volatity was 15.40, the open interest changed by 65 which increased total open position to 1687
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 170.6, which was -4.60 lower than the previous day. The implied volatity was 15.03, the open interest changed by 97 which increased total open position to 1622
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 175.2, which was -23.05 lower than the previous day. The implied volatity was 15.96, the open interest changed by -24 which decreased total open position to 1529
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 198.25, which was -41.50 lower than the previous day. The implied volatity was 17.04, the open interest changed by 73 which increased total open position to 1558
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 239.75, which was 0.25 higher than the previous day. The implied volatity was 17.38, the open interest changed by -42 which decreased total open position to 1499
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 239.5, which was -19.70 lower than the previous day. The implied volatity was 16.14, the open interest changed by -186 which decreased total open position to 1565
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 259.2, which was -61.95 lower than the previous day. The implied volatity was 17.29, the open interest changed by -84 which decreased total open position to 1755
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 321.15, which was -106.35 lower than the previous day. The implied volatity was 16.77, the open interest changed by 656 which increased total open position to 1887
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 427.5, which was -106.55 lower than the previous day. The implied volatity was 16.27, the open interest changed by 731 which increased total open position to 1241
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 534.05, which was -29.00 lower than the previous day. The implied volatity was 16.08, the open interest changed by 99 which increased total open position to 510
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 563.05, which was -42.25 lower than the previous day. The implied volatity was 15.17, the open interest changed by 95 which increased total open position to 418
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 605.3, which was 142.40 higher than the previous day. The implied volatity was 15.55, the open interest changed by 172 which increased total open position to 323
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 462.9, which was lower than the previous day. The implied volatity was 14.75, the open interest changed by 151 which increased total open position to 151
