FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 24550 CE | ||||||||||
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Delta: 0.13
Vega: 8.64
Theta: -7.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 46.15 | -60.30 | 17.66 | 4,186.154 | 471.154 | 1,550.769 | |||
| 19 Dec | 23906.60 | 106.45 | -104.10 | 17.42 | 2,818.077 | 183.077 | 1,086.923 | |||
| 18 Dec | 24198.35 | 210.55 | -119.45 | 17.22 | 4,054.231 | 310 | 911.923 | |||
| 17 Dec | 24498.90 | 330 | -207.00 | 16.73 | 4,506.538 | 390.769 | 596.923 | |||
| 16 Dec | 24857.00 | 537 | -8.40 | 16.05 | 170.385 | -18.846 | 206.154 | |||
| 13 Dec | 24880.40 | 545.4 | 43.85 | 11.15 | 4,780.769 | 64.615 | 230.385 | |||
| 12 Dec | 24726.95 | 501.55 | -38.80 | 14.54 | 203.077 | -14.615 | 168.077 | |||
| 11 Dec | 24803.05 | 540.35 | -22.00 | 13.70 | 276.154 | -73.077 | 182.692 | |||
| 10 Dec | 24802.95 | 562.35 | 33.50 | 13.63 | 291.923 | 22.692 | 252.308 | |||
| 9 Dec | 24722.60 | 528.85 | -7.15 | 14.28 | 192.692 | 5 | 228.077 | |||
| 6 Dec | 24703.70 | 536 | -7.60 | 14.03 | 430.769 | -24.231 | 223.846 | |||
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| 5 Dec | 24731.25 | 543.6 | 94.00 | 12.83 | 4,675 | -212.308 | 252.308 | |||
| 4 Dec | 24562.60 | 449.6 | 136.85 | 13.43 | 8,086.538 | 249.615 | 461.923 | |||
| 3 Dec | 24296.55 | 312.75 | 66.00 | 13.10 | 1,182.308 | 10 | 213.077 | |||
| 2 Dec | 24072.65 | 246.75 | 14.85 | 13.61 | 1,446.923 | 46.154 | 201.154 | |||
| 29 Nov | 24010.15 | 231.9 | -2.10 | 13.24 | 936.538 | 9.615 | 153.462 | |||
| 28 Nov | 23919.60 | 234 | -54.80 | 13.70 | 2,244.615 | -34.231 | 142.308 | |||
| 27 Nov | 24171.55 | 288.8 | 12.23 | 566.538 | 181.538 | 181.538 | ||||
For Nifty Financial Services - strike price 24550 expiring on 31DEC2024
Delta for 24550 CE is 0.13
Historical price for 24550 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 46.15, which was -60.30 lower than the previous day. The implied volatity was 17.66, the open interest changed by 1225 which increased total open position to 4032
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 106.45, which was -104.10 lower than the previous day. The implied volatity was 17.42, the open interest changed by 476 which increased total open position to 2826
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 210.55, which was -119.45 lower than the previous day. The implied volatity was 17.22, the open interest changed by 806 which increased total open position to 2371
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 330, which was -207.00 lower than the previous day. The implied volatity was 16.73, the open interest changed by 1016 which increased total open position to 1552
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 537, which was -8.40 lower than the previous day. The implied volatity was 16.05, the open interest changed by -49 which decreased total open position to 536
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 545.4, which was 43.85 higher than the previous day. The implied volatity was 11.15, the open interest changed by 168 which increased total open position to 599
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 501.55, which was -38.80 lower than the previous day. The implied volatity was 14.54, the open interest changed by -38 which decreased total open position to 437
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 540.35, which was -22.00 lower than the previous day. The implied volatity was 13.70, the open interest changed by -190 which decreased total open position to 475
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 562.35, which was 33.50 higher than the previous day. The implied volatity was 13.63, the open interest changed by 59 which increased total open position to 656
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 528.85, which was -7.15 lower than the previous day. The implied volatity was 14.28, the open interest changed by 13 which increased total open position to 593
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 536, which was -7.60 lower than the previous day. The implied volatity was 14.03, the open interest changed by -63 which decreased total open position to 582
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 543.6, which was 94.00 higher than the previous day. The implied volatity was 12.83, the open interest changed by -552 which decreased total open position to 656
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 449.6, which was 136.85 higher than the previous day. The implied volatity was 13.43, the open interest changed by 649 which increased total open position to 1201
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 312.75, which was 66.00 higher than the previous day. The implied volatity was 13.10, the open interest changed by 26 which increased total open position to 554
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 246.75, which was 14.85 higher than the previous day. The implied volatity was 13.61, the open interest changed by 120 which increased total open position to 523
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 231.9, which was -2.10 lower than the previous day. The implied volatity was 13.24, the open interest changed by 25 which increased total open position to 399
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 234, which was -54.80 lower than the previous day. The implied volatity was 13.70, the open interest changed by -89 which decreased total open position to 370
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 288.8, which was lower than the previous day. The implied volatity was 12.23, the open interest changed by 472 which increased total open position to 472
| FINNIFTY 31DEC2024 24550 PE | |||||||
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Delta: -0.82
Vega: 10.70
Theta: -4.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 928.65 | 269.45 | 21.52 | 35 | -3.846 | 580.769 |
| 19 Dec | 23906.60 | 659.2 | 199.10 | 17.89 | 55.769 | -6.923 | 584.615 |
| 18 Dec | 24198.35 | 460.1 | 170.05 | 17.85 | 2,016.923 | -78.077 | 595 |
| 17 Dec | 24498.90 | 290.05 | 130.25 | 15.70 | 6,488.846 | 176.154 | 677.692 |
| 16 Dec | 24857.00 | 159.8 | 10.20 | 15.55 | 1,277.692 | 74.615 | 504.615 |
| 13 Dec | 24880.40 | 149.6 | -54.90 | 15.23 | 4,657.692 | 93.077 | 430 |
| 12 Dec | 24726.95 | 204.5 | 0.25 | 15.02 | 1,018.846 | -64.615 | 336.154 |
| 11 Dec | 24803.05 | 204.25 | -23.75 | 15.80 | 1,432.308 | 12.692 | 405.385 |
| 10 Dec | 24802.95 | 228 | -42.00 | 16.85 | 1,155 | -11.538 | 376.154 |
| 9 Dec | 24722.60 | 270 | -8.20 | 17.10 | 1,188.846 | -22.692 | 400.769 |
| 6 Dec | 24703.70 | 278.2 | -17.15 | 16.21 | 2,259.231 | 11.923 | 422.692 |
| 5 Dec | 24731.25 | 295.35 | -67.30 | 17.27 | 5,840.769 | -24.615 | 419.231 |
| 4 Dec | 24562.60 | 362.65 | -111.10 | 16.73 | 5,959.231 | 329.615 | 446.923 |
| 3 Dec | 24296.55 | 473.75 | -119.50 | 16.07 | 195 | 2.308 | 115.769 |
| 2 Dec | 24072.65 | 593.25 | -29.75 | 16.10 | 151.923 | 31.923 | 113.462 |
| 29 Nov | 24010.15 | 623 | -38.45 | 15.13 | 206.538 | 12.692 | 79.231 |
| 28 Nov | 23919.60 | 661.45 | 142.10 | 15.34 | 661.923 | 36.538 | 66.154 |
| 27 Nov | 24171.55 | 519.35 | 14.77 | 44.615 | 27.692 | 27.692 | |
For Nifty Financial Services - strike price 24550 expiring on 31DEC2024
Delta for 24550 PE is -0.82
Historical price for 24550 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 928.65, which was 269.45 higher than the previous day. The implied volatity was 21.52, the open interest changed by -10 which decreased total open position to 1510
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 659.2, which was 199.10 higher than the previous day. The implied volatity was 17.89, the open interest changed by -18 which decreased total open position to 1520
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 460.1, which was 170.05 higher than the previous day. The implied volatity was 17.85, the open interest changed by -203 which decreased total open position to 1547
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 290.05, which was 130.25 higher than the previous day. The implied volatity was 15.70, the open interest changed by 458 which increased total open position to 1762
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 159.8, which was 10.20 higher than the previous day. The implied volatity was 15.55, the open interest changed by 194 which increased total open position to 1312
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 149.6, which was -54.90 lower than the previous day. The implied volatity was 15.23, the open interest changed by 242 which increased total open position to 1118
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 204.5, which was 0.25 higher than the previous day. The implied volatity was 15.02, the open interest changed by -168 which decreased total open position to 874
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 204.25, which was -23.75 lower than the previous day. The implied volatity was 15.80, the open interest changed by 33 which increased total open position to 1054
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 228, which was -42.00 lower than the previous day. The implied volatity was 16.85, the open interest changed by -30 which decreased total open position to 978
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 270, which was -8.20 lower than the previous day. The implied volatity was 17.10, the open interest changed by -59 which decreased total open position to 1042
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 278.2, which was -17.15 lower than the previous day. The implied volatity was 16.21, the open interest changed by 31 which increased total open position to 1099
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 295.35, which was -67.30 lower than the previous day. The implied volatity was 17.27, the open interest changed by -64 which decreased total open position to 1090
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 362.65, which was -111.10 lower than the previous day. The implied volatity was 16.73, the open interest changed by 857 which increased total open position to 1162
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 473.75, which was -119.50 lower than the previous day. The implied volatity was 16.07, the open interest changed by 6 which increased total open position to 301
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 593.25, which was -29.75 lower than the previous day. The implied volatity was 16.10, the open interest changed by 83 which increased total open position to 295
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 623, which was -38.45 lower than the previous day. The implied volatity was 15.13, the open interest changed by 33 which increased total open position to 206
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 661.45, which was 142.10 higher than the previous day. The implied volatity was 15.34, the open interest changed by 95 which increased total open position to 172
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 519.35, which was lower than the previous day. The implied volatity was 14.77, the open interest changed by 72 which increased total open position to 72
