FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 24850 CE | ||||||||||
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Delta: 0.08
Vega: 6.20
Theta: -5.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 29.05 | -31.95 | 19.31 | 4,757.308 | 604.231 | 1,988.462 | |||
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| 19 Dec | 23906.60 | 61 | -79.25 | 18.25 | 3,029.615 | -25 | 1,386.538 | |||
| 18 Dec | 24198.35 | 140.25 | -64.75 | 18.67 | 1,707.692 | -56.154 | 1,423.462 | |||
| 17 Dec | 24498.90 | 205 | -140.15 | 16.96 | 4,199.231 | 297.308 | 1,482.692 | |||
| 16 Dec | 24857.00 | 345.15 | 2.70 | 15.43 | 9,798.077 | 133.077 | 1,183.846 | |||
| 13 Dec | 24880.40 | 342.45 | 26.70 | 11.32 | 6,701.538 | -235 | 1,052.692 | |||
| 12 Dec | 24726.95 | 315.75 | -39.25 | 13.84 | 5,874.615 | 280.385 | 1,285.769 | |||
| 11 Dec | 24803.05 | 355 | -26.60 | 13.52 | 6,363.462 | 164.231 | 1,006.923 | |||
| 10 Dec | 24802.95 | 381.6 | 31.60 | 13.77 | 6,342.692 | 63.846 | 843.077 | |||
| 9 Dec | 24722.60 | 350 | -12.75 | 13.95 | 6,401.538 | 319.615 | 805 | |||
| 6 Dec | 24703.70 | 362.75 | 0.60 | 13.82 | 4,844.615 | 111.538 | 491.154 | |||
| 5 Dec | 24731.25 | 362.15 | 63.15 | 12.59 | 3,007.308 | 158.846 | 382.308 | |||
| 4 Dec | 24562.60 | 299 | 106.70 | 13.40 | 1,964.615 | 9.231 | 225 | |||
| 3 Dec | 24296.55 | 192.3 | 38.50 | 12.93 | 1,463.846 | 94.231 | 216.538 | |||
| 2 Dec | 24072.65 | 153.8 | 13.10 | 13.66 | 361.154 | 13.846 | 121.923 | |||
| 29 Nov | 24010.15 | 140.7 | -9.50 | 13.12 | 1,020.385 | -18.462 | 109.615 | |||
| 28 Nov | 23919.60 | 150.2 | -198.80 | 13.81 | 1,226.923 | 140.385 | 140.385 | |||
| 27 Nov | 24171.55 | 349 | 1.52 | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24850 expiring on 31DEC2024
Delta for 24850 CE is 0.08
Historical price for 24850 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 29.05, which was -31.95 lower than the previous day. The implied volatity was 19.31, the open interest changed by 1571 which increased total open position to 5170
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 61, which was -79.25 lower than the previous day. The implied volatity was 18.25, the open interest changed by -65 which decreased total open position to 3605
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 140.25, which was -64.75 lower than the previous day. The implied volatity was 18.67, the open interest changed by -146 which decreased total open position to 3701
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 205, which was -140.15 lower than the previous day. The implied volatity was 16.96, the open interest changed by 773 which increased total open position to 3855
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 345.15, which was 2.70 higher than the previous day. The implied volatity was 15.43, the open interest changed by 346 which increased total open position to 3078
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 342.45, which was 26.70 higher than the previous day. The implied volatity was 11.32, the open interest changed by -611 which decreased total open position to 2737
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 315.75, which was -39.25 lower than the previous day. The implied volatity was 13.84, the open interest changed by 729 which increased total open position to 3343
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 355, which was -26.60 lower than the previous day. The implied volatity was 13.52, the open interest changed by 427 which increased total open position to 2618
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 381.6, which was 31.60 higher than the previous day. The implied volatity was 13.77, the open interest changed by 166 which increased total open position to 2192
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 350, which was -12.75 lower than the previous day. The implied volatity was 13.95, the open interest changed by 831 which increased total open position to 2093
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 362.75, which was 0.60 higher than the previous day. The implied volatity was 13.82, the open interest changed by 290 which increased total open position to 1277
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 362.15, which was 63.15 higher than the previous day. The implied volatity was 12.59, the open interest changed by 413 which increased total open position to 994
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 299, which was 106.70 higher than the previous day. The implied volatity was 13.40, the open interest changed by 24 which increased total open position to 585
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 192.3, which was 38.50 higher than the previous day. The implied volatity was 12.93, the open interest changed by 245 which increased total open position to 563
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 153.8, which was 13.10 higher than the previous day. The implied volatity was 13.66, the open interest changed by 36 which increased total open position to 317
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 140.7, which was -9.50 lower than the previous day. The implied volatity was 13.12, the open interest changed by -48 which decreased total open position to 285
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 150.2, which was -198.80 lower than the previous day. The implied volatity was 13.81, the open interest changed by 365 which increased total open position to 365
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 349, which was lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 31DEC2024 24850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 10.72
Theta: -8.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 1251.55 | 357.25 | 28.73 | 28.462 | -10.769 | 633.462 |
| 19 Dec | 23906.60 | 894.3 | 215.70 | 17.00 | 46.154 | -16.923 | 644.231 |
| 18 Dec | 24198.35 | 678.6 | 210.50 | 18.74 | 150.769 | -0.769 | 661.154 |
| 17 Dec | 24498.90 | 468.1 | 200.55 | 16.01 | 2,489.231 | -191.154 | 663.077 |
| 16 Dec | 24857.00 | 267.55 | 16.35 | 15.02 | 8,600 | -18.077 | 891.923 |
| 13 Dec | 24880.40 | 251.2 | -70.65 | 14.96 | 2,732.692 | 163.462 | 909.231 |
| 12 Dec | 24726.95 | 321.85 | 5.90 | 14.49 | 4,985.769 | 36.154 | 745 |
| 11 Dec | 24803.05 | 315.95 | -31.45 | 15.36 | 6,090.769 | 5.769 | 710.769 |
| 10 Dec | 24802.95 | 347.4 | -48.35 | 16.79 | 4,413.462 | 242.308 | 701.538 |
| 9 Dec | 24722.60 | 395.75 | -1.60 | 16.86 | 4,699.231 | 186.923 | 463.077 |
| 6 Dec | 24703.70 | 397.35 | -17.95 | 15.67 | 3,701.154 | -41.154 | 276.154 |
| 5 Dec | 24731.25 | 415.3 | -96.85 | 16.91 | 2,202.692 | 244.615 | 320 |
| 4 Dec | 24562.60 | 512.15 | -139.75 | 16.74 | 132.692 | 5 | 75.385 |
| 3 Dec | 24296.55 | 651.9 | -136.10 | 16.08 | 65 | 1.154 | 71.154 |
| 2 Dec | 24072.65 | 788 | -40.15 | 16.04 | 0.769 | 0 | 70 |
| 29 Nov | 24010.15 | 828.15 | -65.20 | 15.24 | 18.462 | 11.154 | 70.769 |
| 28 Nov | 23919.60 | 893.35 | 200.70 | 16.40 | 12.308 | 9.231 | 57.308 |
| 27 Nov | 24171.55 | 692.65 | 14.45 | 55.769 | 48.462 | 48.462 | |
For Nifty Financial Services - strike price 24850 expiring on 31DEC2024
Delta for 24850 PE is -0.82
Historical price for 24850 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1251.55, which was 357.25 higher than the previous day. The implied volatity was 28.73, the open interest changed by -28 which decreased total open position to 1647
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 894.3, which was 215.70 higher than the previous day. The implied volatity was 17.00, the open interest changed by -44 which decreased total open position to 1675
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 678.6, which was 210.50 higher than the previous day. The implied volatity was 18.74, the open interest changed by -2 which decreased total open position to 1719
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 468.1, which was 200.55 higher than the previous day. The implied volatity was 16.01, the open interest changed by -497 which decreased total open position to 1724
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 267.55, which was 16.35 higher than the previous day. The implied volatity was 15.02, the open interest changed by -47 which decreased total open position to 2319
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 251.2, which was -70.65 lower than the previous day. The implied volatity was 14.96, the open interest changed by 425 which increased total open position to 2364
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 321.85, which was 5.90 higher than the previous day. The implied volatity was 14.49, the open interest changed by 94 which increased total open position to 1937
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 315.95, which was -31.45 lower than the previous day. The implied volatity was 15.36, the open interest changed by 15 which increased total open position to 1848
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 347.4, which was -48.35 lower than the previous day. The implied volatity was 16.79, the open interest changed by 630 which increased total open position to 1824
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 395.75, which was -1.60 lower than the previous day. The implied volatity was 16.86, the open interest changed by 486 which increased total open position to 1204
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 397.35, which was -17.95 lower than the previous day. The implied volatity was 15.67, the open interest changed by -107 which decreased total open position to 718
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 415.3, which was -96.85 lower than the previous day. The implied volatity was 16.91, the open interest changed by 636 which increased total open position to 832
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 512.15, which was -139.75 lower than the previous day. The implied volatity was 16.74, the open interest changed by 13 which increased total open position to 196
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 651.9, which was -136.10 lower than the previous day. The implied volatity was 16.08, the open interest changed by 3 which increased total open position to 185
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 788, which was -40.15 lower than the previous day. The implied volatity was 16.04, the open interest changed by 0 which decreased total open position to 182
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 828.15, which was -65.20 lower than the previous day. The implied volatity was 15.24, the open interest changed by 29 which increased total open position to 184
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 893.35, which was 200.70 higher than the previous day. The implied volatity was 16.40, the open interest changed by 24 which increased total open position to 149
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 692.65, which was lower than the previous day. The implied volatity was 14.45, the open interest changed by 126 which increased total open position to 126
