FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 24750 CE | ||||||||||
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Delta: 0.09
Vega: 6.71
Theta: -6.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 31.5 | -41.10 | 18.43 | 3,601.923 | -288.846 | 1,270.769 | |||
| 19 Dec | 23906.60 | 72.6 | -80.00 | 17.89 | 4,228.462 | 623.462 | 1,561.923 | |||
| 18 Dec | 24198.35 | 152.6 | -88.90 | 17.70 | 2,397.692 | 5.769 | 947.308 | |||
| 17 Dec | 24498.90 | 241.5 | -166.50 | 16.88 | 5,280 | 374.615 | 949.231 | |||
| 16 Dec | 24857.00 | 408 | -6.25 | 15.81 | 1,780.769 | -42.308 | 577.692 | |||
| 13 Dec | 24880.40 | 414.25 | 40.35 | 11.76 | 7,236.538 | -325 | 620.385 | |||
| 12 Dec | 24726.95 | 373.9 | -40.10 | 14.11 | 4,903.462 | 133.462 | 965.385 | |||
| 11 Dec | 24803.05 | 414 | -18.80 | 13.67 | 5,021.923 | -7.692 | 837.308 | |||
| 10 Dec | 24802.95 | 432.8 | 19.80 | 13.54 | 7,587.692 | 50.769 | 868.077 | |||
| 9 Dec | 24722.60 | 413 | -4.00 | 14.39 | 8,157.692 | 252.692 | 831.923 | |||
| 6 Dec | 24703.70 | 417 | -3.05 | 13.92 | 7,362.308 | 137.692 | 605 | |||
| 5 Dec | 24731.25 | 420.05 | 76.20 | 12.71 | 4,633.846 | 25.769 | 460 | |||
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| 4 Dec | 24562.60 | 343.85 | 112.85 | 13.37 | 1,361.923 | -27.308 | 435.385 | |||
| 3 Dec | 24296.55 | 231 | 46.15 | 13.10 | 793.846 | 149.231 | 466.154 | |||
| 2 Dec | 24072.65 | 184.85 | 16.85 | 13.79 | 636.154 | 64.615 | 316.923 | |||
| 29 Nov | 24010.15 | 168 | -7.45 | 13.18 | 902.308 | 7.308 | 255 | |||
| 28 Nov | 23919.60 | 175.45 | -35.45 | 13.79 | 1,563.462 | -1.154 | 249.615 | |||
| 27 Nov | 24171.55 | 210.9 | 12.15 | 478.077 | 249.615 | 249.615 | ||||
For Nifty Financial Services - strike price 24750 expiring on 31DEC2024
Delta for 24750 CE is 0.09
Historical price for 24750 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 31.5, which was -41.10 lower than the previous day. The implied volatity was 18.43, the open interest changed by -751 which decreased total open position to 3304
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 72.6, which was -80.00 lower than the previous day. The implied volatity was 17.89, the open interest changed by 1621 which increased total open position to 4061
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 152.6, which was -88.90 lower than the previous day. The implied volatity was 17.70, the open interest changed by 15 which increased total open position to 2463
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 241.5, which was -166.50 lower than the previous day. The implied volatity was 16.88, the open interest changed by 974 which increased total open position to 2468
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 408, which was -6.25 lower than the previous day. The implied volatity was 15.81, the open interest changed by -110 which decreased total open position to 1502
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 414.25, which was 40.35 higher than the previous day. The implied volatity was 11.76, the open interest changed by -845 which decreased total open position to 1613
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 373.9, which was -40.10 lower than the previous day. The implied volatity was 14.11, the open interest changed by 347 which increased total open position to 2510
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 414, which was -18.80 lower than the previous day. The implied volatity was 13.67, the open interest changed by -20 which decreased total open position to 2177
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 432.8, which was 19.80 higher than the previous day. The implied volatity was 13.54, the open interest changed by 132 which increased total open position to 2257
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 413, which was -4.00 lower than the previous day. The implied volatity was 14.39, the open interest changed by 657 which increased total open position to 2163
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 417, which was -3.05 lower than the previous day. The implied volatity was 13.92, the open interest changed by 358 which increased total open position to 1573
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 420.05, which was 76.20 higher than the previous day. The implied volatity was 12.71, the open interest changed by 67 which increased total open position to 1196
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 343.85, which was 112.85 higher than the previous day. The implied volatity was 13.37, the open interest changed by -71 which decreased total open position to 1132
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 231, which was 46.15 higher than the previous day. The implied volatity was 13.10, the open interest changed by 388 which increased total open position to 1212
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 184.85, which was 16.85 higher than the previous day. The implied volatity was 13.79, the open interest changed by 168 which increased total open position to 824
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 168, which was -7.45 lower than the previous day. The implied volatity was 13.18, the open interest changed by 19 which increased total open position to 663
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 175.45, which was -35.45 lower than the previous day. The implied volatity was 13.79, the open interest changed by -3 which decreased total open position to 649
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 210.9, which was lower than the previous day. The implied volatity was 12.15, the open interest changed by 649 which increased total open position to 649
| FINNIFTY 31DEC2024 24750 PE | |||||||
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Delta: -0.85
Vega: 9.40
Theta: -4.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 1114.7 | 288.30 | 23.22 | 30 | -0.769 | 354.231 |
| 19 Dec | 23906.60 | 826.4 | 214.30 | 17.38 | 15.385 | -3.846 | 355.769 |
| 18 Dec | 24198.35 | 612.1 | 214.75 | 19.06 | 426.923 | -104.615 | 359.615 |
| 17 Dec | 24498.90 | 397.35 | 173.15 | 15.54 | 4,868.077 | 43.077 | 464.615 |
| 16 Dec | 24857.00 | 224.2 | 12.65 | 15.06 | 4,357.308 | -97.308 | 425 |
| 13 Dec | 24880.40 | 211.55 | -66.25 | 14.97 | 5,282.692 | -87.308 | 562.308 |
| 12 Dec | 24726.95 | 277.8 | 4.75 | 14.65 | 6,524.231 | 37.692 | 648.077 |
| 11 Dec | 24803.05 | 273.05 | -24.70 | 15.44 | 9,333.077 | -11.923 | 635.769 |
| 10 Dec | 24802.95 | 297.75 | -50.70 | 16.56 | 8,351.923 | 33.077 | 661.923 |
| 9 Dec | 24722.60 | 348.45 | -2.80 | 16.87 | 8,269.231 | 156.154 | 612.692 |
| 6 Dec | 24703.70 | 351.25 | -23.75 | 15.74 | 7,967.308 | 165.385 | 472.308 |
| 5 Dec | 24731.25 | 375 | -85.15 | 17.16 | 3,472.308 | 179.231 | 315 |
| 4 Dec | 24562.60 | 460.15 | -132.60 | 16.78 | 410.385 | 10.385 | 136.154 |
| 3 Dec | 24296.55 | 592.75 | -108.70 | 16.20 | 148.846 | 52.692 | 125.769 |
| 2 Dec | 24072.65 | 701.45 | -58.80 | 15.31 | 8.846 | 4.231 | 73.077 |
| 29 Nov | 24010.15 | 760.25 | -42.75 | 15.34 | 17.692 | 11.923 | 70.769 |
| 28 Nov | 23919.60 | 803 | 159.25 | 15.52 | 32.692 | 15.385 | 59.231 |
| 27 Nov | 24171.55 | 643.75 | 15.02 | 75.769 | 40.769 | 40.769 | |
For Nifty Financial Services - strike price 24750 expiring on 31DEC2024
Delta for 24750 PE is -0.85
Historical price for 24750 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1114.7, which was 288.30 higher than the previous day. The implied volatity was 23.22, the open interest changed by -2 which decreased total open position to 921
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 826.4, which was 214.30 higher than the previous day. The implied volatity was 17.38, the open interest changed by -10 which decreased total open position to 925
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 612.1, which was 214.75 higher than the previous day. The implied volatity was 19.06, the open interest changed by -272 which decreased total open position to 935
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 397.35, which was 173.15 higher than the previous day. The implied volatity was 15.54, the open interest changed by 112 which increased total open position to 1208
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 224.2, which was 12.65 higher than the previous day. The implied volatity was 15.06, the open interest changed by -253 which decreased total open position to 1105
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 211.55, which was -66.25 lower than the previous day. The implied volatity was 14.97, the open interest changed by -227 which decreased total open position to 1462
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 277.8, which was 4.75 higher than the previous day. The implied volatity was 14.65, the open interest changed by 98 which increased total open position to 1685
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 273.05, which was -24.70 lower than the previous day. The implied volatity was 15.44, the open interest changed by -31 which decreased total open position to 1653
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 297.75, which was -50.70 lower than the previous day. The implied volatity was 16.56, the open interest changed by 86 which increased total open position to 1721
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 348.45, which was -2.80 lower than the previous day. The implied volatity was 16.87, the open interest changed by 406 which increased total open position to 1593
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 351.25, which was -23.75 lower than the previous day. The implied volatity was 15.74, the open interest changed by 430 which increased total open position to 1228
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 375, which was -85.15 lower than the previous day. The implied volatity was 17.16, the open interest changed by 466 which increased total open position to 819
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 460.15, which was -132.60 lower than the previous day. The implied volatity was 16.78, the open interest changed by 27 which increased total open position to 354
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 592.75, which was -108.70 lower than the previous day. The implied volatity was 16.20, the open interest changed by 137 which increased total open position to 327
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 701.45, which was -58.80 lower than the previous day. The implied volatity was 15.31, the open interest changed by 11 which increased total open position to 190
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 760.25, which was -42.75 lower than the previous day. The implied volatity was 15.34, the open interest changed by 31 which increased total open position to 184
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 803, which was 159.25 higher than the previous day. The implied volatity was 15.52, the open interest changed by 40 which increased total open position to 154
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 643.75, which was lower than the previous day. The implied volatity was 15.02, the open interest changed by 106 which increased total open position to 106
