FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 24650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 7.64
Theta: -6.93
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 38 | -49.65 | 17.98 | 1,944.615 | 129.615 | 1,243.077 | |||
| 19 Dec | 23906.60 | 87.65 | -101.35 | 17.62 | 2,266.538 | 426.538 | 1,115.385 | |||
| 18 Dec | 24198.35 | 189 | -94.70 | 18.02 | 3,140 | -113.462 | 692.308 | |||
|
|
||||||||||
| 17 Dec | 24498.90 | 283.7 | -187.70 | 16.85 | 5,541.538 | 384.231 | 818.462 | |||
| 16 Dec | 24857.00 | 471.4 | -5.25 | 15.99 | 277.692 | -9.615 | 434.615 | |||
| 13 Dec | 24880.40 | 476.65 | 40.35 | 11.46 | 5,740 | 108.846 | 444.231 | |||
| 12 Dec | 24726.95 | 436.3 | -30.20 | 14.36 | 1,023.462 | 0.385 | 340 | |||
| 11 Dec | 24803.05 | 466.5 | -30.90 | 13.30 | 555 | 52.308 | 339.615 | |||
| 10 Dec | 24802.95 | 497.4 | 31.40 | 13.67 | 793.846 | -56.923 | 290.385 | |||
| 9 Dec | 24722.60 | 466 | -8.60 | 14.22 | 935 | 9.615 | 335.385 | |||
| 6 Dec | 24703.70 | 474.6 | -16.70 | 13.98 | 1,811.154 | -39.231 | 328.462 | |||
| 5 Dec | 24731.25 | 491.3 | 100.40 | 13.27 | 3,770.385 | 18.846 | 368.077 | |||
| 4 Dec | 24562.60 | 390.9 | 118.30 | 13.26 | 2,464.615 | 145.385 | 354.615 | |||
| 3 Dec | 24296.55 | 272.6 | 57.70 | 13.21 | 830.385 | 62.308 | 215 | |||
| 2 Dec | 24072.65 | 214.9 | 22.30 | 13.74 | 475.385 | -35.385 | 151.538 | |||
| 29 Nov | 24010.15 | 192.6 | -9.45 | 12.99 | 1,380.769 | 76.923 | 186.923 | |||
| 28 Nov | 23919.60 | 202.05 | -35.45 | 13.70 | 1,271.923 | -49.615 | 111.154 | |||
| 27 Nov | 24171.55 | 237.5 | 11.87 | 334.231 | 159.615 | 159.615 | ||||
For Nifty Financial Services - strike price 24650 expiring on 31DEC2024
Delta for 24650 CE is 0.11
Historical price for 24650 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 38, which was -49.65 lower than the previous day. The implied volatity was 17.98, the open interest changed by 337 which increased total open position to 3232
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 87.65, which was -101.35 lower than the previous day. The implied volatity was 17.62, the open interest changed by 1109 which increased total open position to 2900
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 189, which was -94.70 lower than the previous day. The implied volatity was 18.02, the open interest changed by -295 which decreased total open position to 1800
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 283.7, which was -187.70 lower than the previous day. The implied volatity was 16.85, the open interest changed by 999 which increased total open position to 2128
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 471.4, which was -5.25 lower than the previous day. The implied volatity was 15.99, the open interest changed by -25 which decreased total open position to 1130
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 476.65, which was 40.35 higher than the previous day. The implied volatity was 11.46, the open interest changed by 283 which increased total open position to 1155
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 436.3, which was -30.20 lower than the previous day. The implied volatity was 14.36, the open interest changed by 1 which increased total open position to 884
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 466.5, which was -30.90 lower than the previous day. The implied volatity was 13.30, the open interest changed by 136 which increased total open position to 883
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 497.4, which was 31.40 higher than the previous day. The implied volatity was 13.67, the open interest changed by -148 which decreased total open position to 755
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 466, which was -8.60 lower than the previous day. The implied volatity was 14.22, the open interest changed by 25 which increased total open position to 872
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 474.6, which was -16.70 lower than the previous day. The implied volatity was 13.98, the open interest changed by -102 which decreased total open position to 854
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 491.3, which was 100.40 higher than the previous day. The implied volatity was 13.27, the open interest changed by 49 which increased total open position to 957
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 390.9, which was 118.30 higher than the previous day. The implied volatity was 13.26, the open interest changed by 378 which increased total open position to 922
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 272.6, which was 57.70 higher than the previous day. The implied volatity was 13.21, the open interest changed by 162 which increased total open position to 559
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 214.9, which was 22.30 higher than the previous day. The implied volatity was 13.74, the open interest changed by -92 which decreased total open position to 394
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 192.6, which was -9.45 lower than the previous day. The implied volatity was 12.99, the open interest changed by 200 which increased total open position to 486
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 202.05, which was -35.45 lower than the previous day. The implied volatity was 13.70, the open interest changed by -129 which decreased total open position to 289
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 237.5, which was lower than the previous day. The implied volatity was 11.87, the open interest changed by 415 which increased total open position to 415
| FINNIFTY 31DEC2024 24650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 12.42
Theta: -11.29
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 1100.75 | 358.35 | 29.38 | 14.615 | -0.769 | 545.385 |
| 19 Dec | 23906.60 | 742.4 | 211.55 | 18.31 | 29.231 | -9.615 | 546.923 |
| 18 Dec | 24198.35 | 530.85 | 188.75 | 18.24 | 625 | -154.231 | 553.462 |
| 17 Dec | 24498.90 | 342.1 | 146.20 | 15.65 | 5,663.077 | 121.538 | 698.846 |
| 16 Dec | 24857.00 | 195.9 | 20.10 | 15.63 | 2,297.308 | -48.846 | 582.692 |
| 13 Dec | 24880.40 | 175.8 | -60.00 | 14.96 | 5,158.846 | 112.308 | 639.231 |
| 12 Dec | 24726.95 | 235.8 | -0.35 | 14.69 | 2,098.462 | -34.231 | 538.846 |
| 11 Dec | 24803.05 | 236.15 | -25.15 | 15.59 | 1,944.231 | 41.154 | 576.154 |
| 10 Dec | 24802.95 | 261.3 | -47.90 | 16.74 | 2,908.462 | 86.154 | 542.308 |
| 9 Dec | 24722.60 | 309.2 | -4.70 | 17.06 | 2,728.077 | 46.154 | 461.154 |
| 6 Dec | 24703.70 | 313.9 | -11.15 | 16.01 | 3,552.692 | 56.154 | 422.308 |
| 5 Dec | 24731.25 | 325.05 | -82.55 | 16.89 | 4,829.615 | 63.077 | 370.769 |
| 4 Dec | 24562.60 | 407.6 | -132.10 | 16.69 | 1,476.154 | 183.462 | 305.769 |
| 3 Dec | 24296.55 | 539.7 | -116.95 | 16.42 | 158.846 | 11.923 | 123.846 |
| 2 Dec | 24072.65 | 656.65 | -37.15 | 16.15 | 97.308 | 11.923 | 111.923 |
| 29 Nov | 24010.15 | 693.8 | -27.95 | 15.38 | 133.846 | 13.077 | 100 |
| 28 Nov | 23919.60 | 721.75 | 149.80 | 15.06 | 208.462 | 55.385 | 86.923 |
| 27 Nov | 24171.55 | 571.95 | 14.64 | 41.538 | 28.846 | 28.846 | |
For Nifty Financial Services - strike price 24650 expiring on 31DEC2024
Delta for 24650 PE is -0.77
Historical price for 24650 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1100.75, which was 358.35 higher than the previous day. The implied volatity was 29.38, the open interest changed by -2 which decreased total open position to 1418
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 742.4, which was 211.55 higher than the previous day. The implied volatity was 18.31, the open interest changed by -25 which decreased total open position to 1422
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 530.85, which was 188.75 higher than the previous day. The implied volatity was 18.24, the open interest changed by -401 which decreased total open position to 1439
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 342.1, which was 146.20 higher than the previous day. The implied volatity was 15.65, the open interest changed by 316 which increased total open position to 1817
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 195.9, which was 20.10 higher than the previous day. The implied volatity was 15.63, the open interest changed by -127 which decreased total open position to 1515
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 175.8, which was -60.00 lower than the previous day. The implied volatity was 14.96, the open interest changed by 292 which increased total open position to 1662
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 235.8, which was -0.35 lower than the previous day. The implied volatity was 14.69, the open interest changed by -89 which decreased total open position to 1401
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 236.15, which was -25.15 lower than the previous day. The implied volatity was 15.59, the open interest changed by 107 which increased total open position to 1498
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 261.3, which was -47.90 lower than the previous day. The implied volatity was 16.74, the open interest changed by 224 which increased total open position to 1410
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 309.2, which was -4.70 lower than the previous day. The implied volatity was 17.06, the open interest changed by 120 which increased total open position to 1199
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 313.9, which was -11.15 lower than the previous day. The implied volatity was 16.01, the open interest changed by 146 which increased total open position to 1098
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 325.05, which was -82.55 lower than the previous day. The implied volatity was 16.89, the open interest changed by 164 which increased total open position to 964
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 407.6, which was -132.10 lower than the previous day. The implied volatity was 16.69, the open interest changed by 477 which increased total open position to 795
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 539.7, which was -116.95 lower than the previous day. The implied volatity was 16.42, the open interest changed by 31 which increased total open position to 322
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 656.65, which was -37.15 lower than the previous day. The implied volatity was 16.15, the open interest changed by 31 which increased total open position to 291
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 693.8, which was -27.95 lower than the previous day. The implied volatity was 15.38, the open interest changed by 34 which increased total open position to 260
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 721.75, which was 149.80 higher than the previous day. The implied volatity was 15.06, the open interest changed by 144 which increased total open position to 226
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 571.95, which was lower than the previous day. The implied volatity was 14.64, the open interest changed by 75 which increased total open position to 75
