FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 24950 CE | ||||||||||
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Delta: 0.06
Vega: 5.17
Theta: -4.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 21.95 | -23.05 | 19.26 | 1,801.923 | -198.846 | 975.385 | |||
| 19 Dec | 23906.60 | 45 | -76.05 | 17.90 | 1,103.462 | 207.308 | 1,169.615 | |||
| 18 Dec | 24198.35 | 121.05 | -50.00 | 19.02 | 1,350.769 | -3.462 | 969.615 | |||
| 17 Dec | 24498.90 | 171.05 | -133.40 | 16.94 | 2,884.231 | 132.308 | 976.154 | |||
| 16 Dec | 24857.00 | 304.45 | 10.00 | 15.90 | 5,426.154 | 321.154 | 835 | |||
| 13 Dec | 24880.40 | 294.45 | 23.55 | 11.69 | 3,526.923 | -228.462 | 503.077 | |||
| 12 Dec | 24726.95 | 270.9 | -30.35 | 13.93 | 2,318.462 | 61.538 | 734.231 | |||
| 11 Dec | 24803.05 | 301.25 | -26.20 | 13.39 | 2,994.231 | 179.231 | 674.231 | |||
| 10 Dec | 24802.95 | 327.45 | 15.85 | 13.66 | 1,822.692 | -11.538 | 498.077 | |||
| 9 Dec | 24722.60 | 311.6 | 1.70 | 14.34 | 2,453.077 | 74.615 | 503.462 | |||
| 6 Dec | 24703.70 | 309.9 | -9.95 | 13.61 | 1,981.538 | 43.846 | 430 | |||
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| 5 Dec | 24731.25 | 319.85 | 65.85 | 12.86 | 1,871.154 | 102.692 | 382.308 | |||
| 4 Dec | 24562.60 | 254 | 92.20 | 13.27 | 1,047.692 | 19.615 | 283.846 | |||
| 3 Dec | 24296.55 | 161.8 | 33.65 | 12.93 | 878.846 | 38.846 | 277.308 | |||
| 2 Dec | 24072.65 | 128.15 | 7.75 | 13.60 | 496.923 | -3.077 | 239.231 | |||
| 29 Nov | 24010.15 | 120.4 | -8.55 | 13.22 | 789.231 | 9.615 | 247.308 | |||
| 28 Nov | 23919.60 | 128.95 | -23.65 | 13.87 | 1,568.846 | 90.769 | 241.154 | |||
| 27 Nov | 24171.55 | 152.6 | 12.19 | 280.769 | 150.385 | 150.385 | ||||
For Nifty Financial Services - strike price 24950 expiring on 31DEC2024
Delta for 24950 CE is 0.06
Historical price for 24950 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 21.95, which was -23.05 lower than the previous day. The implied volatity was 19.26, the open interest changed by -517 which decreased total open position to 2536
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 45, which was -76.05 lower than the previous day. The implied volatity was 17.90, the open interest changed by 539 which increased total open position to 3041
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 121.05, which was -50.00 lower than the previous day. The implied volatity was 19.02, the open interest changed by -9 which decreased total open position to 2521
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 171.05, which was -133.40 lower than the previous day. The implied volatity was 16.94, the open interest changed by 344 which increased total open position to 2538
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 304.45, which was 10.00 higher than the previous day. The implied volatity was 15.90, the open interest changed by 835 which increased total open position to 2171
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 294.45, which was 23.55 higher than the previous day. The implied volatity was 11.69, the open interest changed by -594 which decreased total open position to 1308
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 270.9, which was -30.35 lower than the previous day. The implied volatity was 13.93, the open interest changed by 160 which increased total open position to 1909
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 301.25, which was -26.20 lower than the previous day. The implied volatity was 13.39, the open interest changed by 466 which increased total open position to 1753
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 327.45, which was 15.85 higher than the previous day. The implied volatity was 13.66, the open interest changed by -30 which decreased total open position to 1295
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 311.6, which was 1.70 higher than the previous day. The implied volatity was 14.34, the open interest changed by 194 which increased total open position to 1309
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 309.9, which was -9.95 lower than the previous day. The implied volatity was 13.61, the open interest changed by 114 which increased total open position to 1118
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 319.85, which was 65.85 higher than the previous day. The implied volatity was 12.86, the open interest changed by 267 which increased total open position to 994
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 254, which was 92.20 higher than the previous day. The implied volatity was 13.27, the open interest changed by 51 which increased total open position to 738
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 161.8, which was 33.65 higher than the previous day. The implied volatity was 12.93, the open interest changed by 101 which increased total open position to 721
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 128.15, which was 7.75 higher than the previous day. The implied volatity was 13.60, the open interest changed by -8 which decreased total open position to 622
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 120.4, which was -8.55 lower than the previous day. The implied volatity was 13.22, the open interest changed by 25 which increased total open position to 643
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 128.95, which was -23.65 lower than the previous day. The implied volatity was 13.87, the open interest changed by 236 which increased total open position to 627
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 152.6, which was lower than the previous day. The implied volatity was 12.19, the open interest changed by 391 which increased total open position to 391
| FINNIFTY 31DEC2024 24950 PE | |||||||
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Delta: -0.82
Vega: 10.61
Theta: -9.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 1360.95 | 348.00 | 30.86 | 25.769 | -1.923 | 1,196.923 |
| 19 Dec | 23906.60 | 1012.95 | 251.75 | 20.33 | 72.692 | -23.462 | 1,198.846 |
| 18 Dec | 24198.35 | 761.2 | 234.45 | 19.24 | 66.538 | -5 | 1,222.308 |
| 17 Dec | 24498.90 | 526.75 | 201.70 | 15.52 | 746.154 | -33.077 | 1,228.846 |
| 16 Dec | 24857.00 | 325.05 | 27.75 | 15.43 | 3,330.769 | 327.308 | 1,275.769 |
| 13 Dec | 24880.40 | 297.3 | -74.50 | 15.05 | 1,207.308 | 181.538 | 948.462 |
| 12 Dec | 24726.95 | 371.8 | 5.10 | 14.39 | 873.846 | 37.308 | 760.385 |
| 11 Dec | 24803.05 | 366.7 | -28.50 | 15.44 | 1,423.077 | 143.462 | 723.077 |
| 10 Dec | 24802.95 | 395.2 | -55.60 | 16.78 | 758.077 | -16.538 | 562.692 |
| 9 Dec | 24722.60 | 450.8 | 3.45 | 17.00 | 800 | 164.615 | 581.154 |
| 6 Dec | 24703.70 | 447.35 | -18.45 | 15.59 | 794.615 | 123.077 | 416.538 |
| 5 Dec | 24731.25 | 465.8 | -97.15 | 16.94 | 769.231 | 218.846 | 293.846 |
| 4 Dec | 24562.60 | 562.95 | -161.95 | 16.52 | 80.769 | 23.077 | 76.538 |
| 3 Dec | 24296.55 | 724.9 | -226.10 | 16.38 | 6.923 | 0 | 53.462 |
| 2 Dec | 24072.65 | 951 | 38.15 | 19.90 | 3.462 | 0 | 51.154 |
| 29 Nov | 24010.15 | 912.85 | -58.15 | 15.72 | 10.769 | 9.615 | 52.308 |
| 28 Nov | 23919.60 | 971 | 185.00 | 16.59 | 22.692 | 12.308 | 40.385 |
| 27 Nov | 24171.55 | 786 | 15.42 | 28.462 | 28.077 | 28.077 | |
For Nifty Financial Services - strike price 24950 expiring on 31DEC2024
Delta for 24950 PE is -0.82
Historical price for 24950 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1360.95, which was 348.00 higher than the previous day. The implied volatity was 30.86, the open interest changed by -5 which decreased total open position to 3112
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 1012.95, which was 251.75 higher than the previous day. The implied volatity was 20.33, the open interest changed by -61 which decreased total open position to 3117
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 761.2, which was 234.45 higher than the previous day. The implied volatity was 19.24, the open interest changed by -13 which decreased total open position to 3178
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 526.75, which was 201.70 higher than the previous day. The implied volatity was 15.52, the open interest changed by -86 which decreased total open position to 3195
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 325.05, which was 27.75 higher than the previous day. The implied volatity was 15.43, the open interest changed by 851 which increased total open position to 3317
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 297.3, which was -74.50 lower than the previous day. The implied volatity was 15.05, the open interest changed by 472 which increased total open position to 2466
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 371.8, which was 5.10 higher than the previous day. The implied volatity was 14.39, the open interest changed by 97 which increased total open position to 1977
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 366.7, which was -28.50 lower than the previous day. The implied volatity was 15.44, the open interest changed by 373 which increased total open position to 1880
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 395.2, which was -55.60 lower than the previous day. The implied volatity was 16.78, the open interest changed by -43 which decreased total open position to 1463
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 450.8, which was 3.45 higher than the previous day. The implied volatity was 17.00, the open interest changed by 428 which increased total open position to 1511
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 447.35, which was -18.45 lower than the previous day. The implied volatity was 15.59, the open interest changed by 320 which increased total open position to 1083
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 465.8, which was -97.15 lower than the previous day. The implied volatity was 16.94, the open interest changed by 569 which increased total open position to 764
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 562.95, which was -161.95 lower than the previous day. The implied volatity was 16.52, the open interest changed by 60 which increased total open position to 199
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 724.9, which was -226.10 lower than the previous day. The implied volatity was 16.38, the open interest changed by 0 which decreased total open position to 139
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 951, which was 38.15 higher than the previous day. The implied volatity was 19.90, the open interest changed by 0 which decreased total open position to 133
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 912.85, which was -58.15 lower than the previous day. The implied volatity was 15.72, the open interest changed by 25 which increased total open position to 136
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 971, which was 185.00 higher than the previous day. The implied volatity was 16.59, the open interest changed by 32 which increased total open position to 105
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 786, which was lower than the previous day. The implied volatity was 15.42, the open interest changed by 73 which increased total open position to 73
