FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 25050 CE | ||||||||||
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Delta: 0.06
Vega: 4.72
Theta: -4.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 19.75 | -22.80 | 19.89 | 951.538 | 178.462 | 859.231 | |||
| 19 Dec | 23906.60 | 42.55 | -60.10 | 18.89 | 1,374.615 | 16.538 | 684.615 | |||
| 18 Dec | 24198.35 | 102.65 | -40.95 | 19.24 | 1,110 | -216.538 | 671.923 | |||
| 17 Dec | 24498.90 | 143.6 | -106.25 | 17.06 | 1,909.615 | 165 | 888.846 | |||
| 16 Dec | 24857.00 | 249.85 | 1.65 | 15.42 | 2,773.846 | 306.538 | 725 | |||
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| 13 Dec | 24880.40 | 248.2 | 22.90 | 11.91 | 2,450 | -85 | 421.538 | |||
| 12 Dec | 24726.95 | 225.3 | -31.45 | 13.77 | 1,206.923 | 43.077 | 508.077 | |||
| 11 Dec | 24803.05 | 256.75 | -25.80 | 13.44 | 979.615 | 19.231 | 472.308 | |||
| 10 Dec | 24802.95 | 282.55 | 21.00 | 13.75 | 1,156.923 | 29.231 | 460.385 | |||
| 9 Dec | 24722.60 | 261.55 | -5.45 | 14.06 | 1,421.538 | 43.077 | 432.692 | |||
| 6 Dec | 24703.70 | 267 | -14.55 | 13.60 | 1,835 | 60 | 390.769 | |||
| 5 Dec | 24731.25 | 281.55 | 60.40 | 13.11 | 1,687.308 | 58.077 | 330.385 | |||
| 4 Dec | 24562.60 | 221.15 | 86.60 | 13.43 | 911.538 | -11.538 | 272.308 | |||
| 3 Dec | 24296.55 | 134.55 | 29.25 | 12.90 | 1,560 | 172.692 | 297.692 | |||
| 2 Dec | 24072.65 | 105.3 | 7.15 | 13.51 | 481.154 | 57.308 | 128.846 | |||
| 29 Nov | 24010.15 | 98.15 | -4.00 | 13.10 | 573.077 | -17.692 | 71.538 | |||
| 28 Nov | 23919.60 | 102.15 | -185.90 | 13.52 | 941.154 | 90 | 90 | |||
| 27 Nov | 24171.55 | 288.05 | 2.05 | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 25050 expiring on 31DEC2024
Delta for 25050 CE is 0.06
Historical price for 25050 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 19.75, which was -22.80 lower than the previous day. The implied volatity was 19.89, the open interest changed by 464 which increased total open position to 2234
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 42.55, which was -60.10 lower than the previous day. The implied volatity was 18.89, the open interest changed by 43 which increased total open position to 1780
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 102.65, which was -40.95 lower than the previous day. The implied volatity was 19.24, the open interest changed by -563 which decreased total open position to 1747
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 143.6, which was -106.25 lower than the previous day. The implied volatity was 17.06, the open interest changed by 429 which increased total open position to 2311
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 249.85, which was 1.65 higher than the previous day. The implied volatity was 15.42, the open interest changed by 797 which increased total open position to 1885
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 248.2, which was 22.90 higher than the previous day. The implied volatity was 11.91, the open interest changed by -221 which decreased total open position to 1096
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 225.3, which was -31.45 lower than the previous day. The implied volatity was 13.77, the open interest changed by 112 which increased total open position to 1321
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 256.75, which was -25.80 lower than the previous day. The implied volatity was 13.44, the open interest changed by 50 which increased total open position to 1228
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 282.55, which was 21.00 higher than the previous day. The implied volatity was 13.75, the open interest changed by 76 which increased total open position to 1197
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 261.55, which was -5.45 lower than the previous day. The implied volatity was 14.06, the open interest changed by 112 which increased total open position to 1125
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 267, which was -14.55 lower than the previous day. The implied volatity was 13.60, the open interest changed by 156 which increased total open position to 1016
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 281.55, which was 60.40 higher than the previous day. The implied volatity was 13.11, the open interest changed by 151 which increased total open position to 859
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 221.15, which was 86.60 higher than the previous day. The implied volatity was 13.43, the open interest changed by -30 which decreased total open position to 708
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 134.55, which was 29.25 higher than the previous day. The implied volatity was 12.90, the open interest changed by 449 which increased total open position to 774
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 105.3, which was 7.15 higher than the previous day. The implied volatity was 13.51, the open interest changed by 149 which increased total open position to 335
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 98.15, which was -4.00 lower than the previous day. The implied volatity was 13.10, the open interest changed by -46 which decreased total open position to 186
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 102.15, which was -185.90 lower than the previous day. The implied volatity was 13.52, the open interest changed by 234 which increased total open position to 234
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 288.05, which was lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 31DEC2024 25050 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 1138.3 | 47.35 | - | 2.692 | 0 | 205.385 |
| 19 Dec | 23906.60 | 1090.95 | 243.95 | 19.33 | 34.615 | -24.231 | 205.769 |
| 18 Dec | 24198.35 | 847 | 255.90 | 19.82 | 34.231 | -29.615 | 230 |
| 17 Dec | 24498.90 | 591.1 | 219.30 | 15.04 | 359.615 | 13.077 | 260.385 |
| 16 Dec | 24857.00 | 371.8 | 26.25 | 15.04 | 588.846 | 56.154 | 248.846 |
| 13 Dec | 24880.40 | 345.55 | -85.35 | 14.97 | 530.385 | -78.462 | 193.462 |
| 12 Dec | 24726.95 | 430.9 | 20.50 | 14.47 | 260.385 | 36.154 | 274.231 |
| 11 Dec | 24803.05 | 410.4 | -37.50 | 15.01 | 432.308 | 56.154 | 238.077 |
| 10 Dec | 24802.95 | 447.9 | -58.00 | 16.79 | 236.923 | -7.692 | 184.615 |
| 9 Dec | 24722.60 | 505.9 | -0.50 | 17.00 | 270 | 41.154 | 192.308 |
| 6 Dec | 24703.70 | 506.4 | -18.30 | 15.72 | 473.846 | 35 | 151.923 |
| 5 Dec | 24731.25 | 524.7 | -101.25 | 17.14 | 383.462 | 40 | 116.923 |
| 4 Dec | 24562.60 | 625.95 | -359.20 | 16.64 | 109.615 | 30.769 | 76.538 |
| 3 Dec | 24296.55 | 985.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 985.15 | 0.00 | 0.00 | 0 | 11.154 | 0 |
| 29 Nov | 24010.15 | 985.15 | -65.60 | 15.57 | 15 | 11.538 | 46.154 |
| 28 Nov | 23919.60 | 1050.75 | 189.75 | 16.79 | 13.462 | 5.769 | 34.231 |
| 27 Nov | 24171.55 | 861 | 15.47 | 28.462 | 23.077 | 23.077 | |
For Nifty Financial Services - strike price 25050 expiring on 31DEC2024
Delta for 25050 PE is -
Historical price for 25050 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1138.3, which was 47.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 534
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 1090.95, which was 243.95 higher than the previous day. The implied volatity was 19.33, the open interest changed by -63 which decreased total open position to 535
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 847, which was 255.90 higher than the previous day. The implied volatity was 19.82, the open interest changed by -77 which decreased total open position to 598
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 591.1, which was 219.30 higher than the previous day. The implied volatity was 15.04, the open interest changed by 34 which increased total open position to 677
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 371.8, which was 26.25 higher than the previous day. The implied volatity was 15.04, the open interest changed by 146 which increased total open position to 647
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 345.55, which was -85.35 lower than the previous day. The implied volatity was 14.97, the open interest changed by -204 which decreased total open position to 503
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 430.9, which was 20.50 higher than the previous day. The implied volatity was 14.47, the open interest changed by 94 which increased total open position to 713
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 410.4, which was -37.50 lower than the previous day. The implied volatity was 15.01, the open interest changed by 146 which increased total open position to 619
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 447.9, which was -58.00 lower than the previous day. The implied volatity was 16.79, the open interest changed by -20 which decreased total open position to 480
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 505.9, which was -0.50 lower than the previous day. The implied volatity was 17.00, the open interest changed by 107 which increased total open position to 500
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 506.4, which was -18.30 lower than the previous day. The implied volatity was 15.72, the open interest changed by 91 which increased total open position to 395
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 524.7, which was -101.25 lower than the previous day. The implied volatity was 17.14, the open interest changed by 104 which increased total open position to 304
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 625.95, which was -359.20 lower than the previous day. The implied volatity was 16.64, the open interest changed by 80 which increased total open position to 199
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 29 which increased total open position to 0
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 985.15, which was -65.60 lower than the previous day. The implied volatity was 15.57, the open interest changed by 30 which increased total open position to 120
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 1050.75, which was 189.75 higher than the previous day. The implied volatity was 16.79, the open interest changed by 15 which increased total open position to 89
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 861, which was lower than the previous day. The implied volatity was 15.47, the open interest changed by 60 which increased total open position to 60
