FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 25150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 4.60
Theta: -4.77
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 20.2 | -16.70 | 21.11 | 1,145 | -211.923 | 310.769 | |||
| 19 Dec | 23906.60 | 36.9 | -52.15 | 19.40 | 736.538 | -18.462 | 523.846 | |||
| 18 Dec | 24198.35 | 89.05 | -33.10 | 19.64 | 1,123.462 | -98.077 | 546.154 | |||
| 17 Dec | 24498.90 | 122.15 | -83.30 | 17.32 | 1,589.231 | 88.462 | 644.231 | |||
| 16 Dec | 24857.00 | 205.45 | -0.80 | 15.20 | 1,405.385 | 82.308 | 556.923 | |||
| 13 Dec | 24880.40 | 206.25 | 22.05 | 12.00 | 1,683.077 | 8.077 | 473.462 | |||
| 12 Dec | 24726.95 | 184.2 | -32.50 | 13.58 | 796.923 | 11.538 | 470.385 | |||
| 11 Dec | 24803.05 | 216.7 | -22.30 | 13.47 | 917.692 | -108.462 | 458.846 | |||
| 10 Dec | 24802.95 | 239 | 16.55 | 13.69 | 535 | 0.769 | 567.692 | |||
| 9 Dec | 24722.60 | 222.45 | -5.20 | 14.04 | 835 | 34.231 | 566.923 | |||
| 6 Dec | 24703.70 | 227.65 | -6.05 | 13.57 | 1,544.231 | 75.385 | 536.538 | |||
| 5 Dec | 24731.25 | 233.7 | 47.80 | 12.82 | 1,391.154 | 41.538 | 461.154 | |||
| 4 Dec | 24562.60 | 185.9 | 72.90 | 13.34 | 987.692 | -11.538 | 421.538 | |||
| 3 Dec | 24296.55 | 113 | 24.80 | 12.97 | 1,620.385 | 234.615 | 456.538 | |||
| 2 Dec | 24072.65 | 88.2 | 2.55 | 13.57 | 1,160.769 | 43.077 | 245.769 | |||
|
|
||||||||||
| 29 Nov | 24010.15 | 85.65 | -4.35 | 13.34 | 570.769 | 54.615 | 205.769 | |||
| 28 Nov | 23919.60 | 90 | -20.00 | 13.81 | 964.231 | 41.538 | 155 | |||
| 27 Nov | 24171.55 | 110 | 12.41 | 345.385 | 120 | 120 | ||||
For Nifty Financial Services - strike price 25150 expiring on 31DEC2024
Delta for 25150 CE is 0.06
Historical price for 25150 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 20.2, which was -16.70 lower than the previous day. The implied volatity was 21.11, the open interest changed by -551 which decreased total open position to 808
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 36.9, which was -52.15 lower than the previous day. The implied volatity was 19.40, the open interest changed by -48 which decreased total open position to 1362
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 89.05, which was -33.10 lower than the previous day. The implied volatity was 19.64, the open interest changed by -255 which decreased total open position to 1420
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 122.15, which was -83.30 lower than the previous day. The implied volatity was 17.32, the open interest changed by 230 which increased total open position to 1675
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 205.45, which was -0.80 lower than the previous day. The implied volatity was 15.20, the open interest changed by 214 which increased total open position to 1448
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 206.25, which was 22.05 higher than the previous day. The implied volatity was 12.00, the open interest changed by 21 which increased total open position to 1231
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 184.2, which was -32.50 lower than the previous day. The implied volatity was 13.58, the open interest changed by 30 which increased total open position to 1223
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 216.7, which was -22.30 lower than the previous day. The implied volatity was 13.47, the open interest changed by -282 which decreased total open position to 1193
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 239, which was 16.55 higher than the previous day. The implied volatity was 13.69, the open interest changed by 2 which increased total open position to 1476
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 222.45, which was -5.20 lower than the previous day. The implied volatity was 14.04, the open interest changed by 89 which increased total open position to 1474
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 227.65, which was -6.05 lower than the previous day. The implied volatity was 13.57, the open interest changed by 196 which increased total open position to 1395
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 233.7, which was 47.80 higher than the previous day. The implied volatity was 12.82, the open interest changed by 108 which increased total open position to 1199
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 185.9, which was 72.90 higher than the previous day. The implied volatity was 13.34, the open interest changed by -30 which decreased total open position to 1096
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 113, which was 24.80 higher than the previous day. The implied volatity was 12.97, the open interest changed by 610 which increased total open position to 1187
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 88.2, which was 2.55 higher than the previous day. The implied volatity was 13.57, the open interest changed by 112 which increased total open position to 639
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 85.65, which was -4.35 lower than the previous day. The implied volatity was 13.34, the open interest changed by 142 which increased total open position to 535
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 90, which was -20.00 lower than the previous day. The implied volatity was 13.81, the open interest changed by 108 which increased total open position to 403
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 110, which was lower than the previous day. The implied volatity was 12.41, the open interest changed by 312 which increased total open position to 312
| FINNIFTY 31DEC2024 25150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 672.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 672.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 672.15 | 0.00 | 0.00 | 0 | -21.923 | 0 |
| 17 Dec | 24498.90 | 672.15 | 238.55 | 15.35 | 163.462 | -21.538 | 267.308 |
| 16 Dec | 24857.00 | 433.6 | 26.85 | 15.14 | 149.615 | -7.308 | 291.923 |
| 13 Dec | 24880.40 | 406.75 | -88.45 | 15.32 | 345.385 | -23.077 | 300.769 |
| 12 Dec | 24726.95 | 495.2 | 23.10 | 14.59 | 161.923 | 23.846 | 329.231 |
| 11 Dec | 24803.05 | 472.1 | -33.70 | 15.18 | 359.615 | 58.462 | 305.385 |
| 10 Dec | 24802.95 | 505.8 | -61.70 | 16.87 | 191.538 | 63.077 | 246.538 |
| 9 Dec | 24722.60 | 567.5 | 3.00 | 17.11 | 158.462 | 25 | 183.077 |
| 6 Dec | 24703.70 | 564.5 | -11.20 | 15.67 | 322.692 | 101.923 | 158.846 |
| 5 Dec | 24731.25 | 575.7 | -123.80 | 16.91 | 111.538 | 15.769 | 56.923 |
| 4 Dec | 24562.60 | 699.5 | -167.80 | 17.03 | 20.385 | 6.538 | 39.231 |
| 3 Dec | 24296.55 | 867.3 | -154.95 | 16.47 | 10 | 8.846 | 33.846 |
| 2 Dec | 24072.65 | 1022.25 | -99.35 | 16.55 | 0.769 | 0.385 | 25 |
| 29 Nov | 24010.15 | 1121.6 | 0.00 | 0.00 | 0 | 0 | 24.615 |
| 28 Nov | 23919.60 | 1121.6 | 177.60 | 16.50 | 2.692 | 0.769 | 23.846 |
| 27 Nov | 24171.55 | 944 | 16.04 | 23.077 | 21.538 | 21.538 | |
For Nifty Financial Services - strike price 25150 expiring on 31DEC2024
Delta for 25150 PE is 0.00
Historical price for 25150 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 672.15, 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 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 672.15, 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 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 672.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -57 which decreased total open position to 0
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 672.15, which was 238.55 higher than the previous day. The implied volatity was 15.35, the open interest changed by -56 which decreased total open position to 695
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 433.6, which was 26.85 higher than the previous day. The implied volatity was 15.14, the open interest changed by -19 which decreased total open position to 759
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 406.75, which was -88.45 lower than the previous day. The implied volatity was 15.32, the open interest changed by -60 which decreased total open position to 782
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 495.2, which was 23.10 higher than the previous day. The implied volatity was 14.59, the open interest changed by 62 which increased total open position to 856
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 472.1, which was -33.70 lower than the previous day. The implied volatity was 15.18, the open interest changed by 152 which increased total open position to 794
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 505.8, which was -61.70 lower than the previous day. The implied volatity was 16.87, the open interest changed by 164 which increased total open position to 641
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 567.5, which was 3.00 higher than the previous day. The implied volatity was 17.11, the open interest changed by 65 which increased total open position to 476
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 564.5, which was -11.20 lower than the previous day. The implied volatity was 15.67, the open interest changed by 265 which increased total open position to 413
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 575.7, which was -123.80 lower than the previous day. The implied volatity was 16.91, the open interest changed by 41 which increased total open position to 148
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 699.5, which was -167.80 lower than the previous day. The implied volatity was 17.03, the open interest changed by 17 which increased total open position to 102
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 867.3, which was -154.95 lower than the previous day. The implied volatity was 16.47, the open interest changed by 23 which increased total open position to 88
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 1022.25, which was -99.35 lower than the previous day. The implied volatity was 16.55, the open interest changed by 1 which increased total open position to 65
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 1121.6, 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 64
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 1121.6, which was 177.60 higher than the previous day. The implied volatity was 16.50, the open interest changed by 2 which increased total open position to 62
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 944, which was lower than the previous day. The implied volatity was 16.04, the open interest changed by 56 which increased total open position to 56
