FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
FINNIFTY 31DEC2024 25250 CE | ||||||||||
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Delta: 0.05
Vega: 4.31
Theta: -4.64
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 23591.70 | 19.1 | -11.60 | 22.03 | 813.846 | -105.769 | 550.385 | |||
19 Dec | 23906.60 | 30.7 | -47.60 | 19.69 | 461.538 | 134.615 | 668.846 | |||
18 Dec | 24198.35 | 78.3 | -23.60 | 20.12 | 1,087.692 | 43.846 | 533.846 | |||
17 Dec | 24498.90 | 101.9 | -66.30 | 17.46 | 1,005 | 65.385 | 490.769 | |||
16 Dec | 24857.00 | 168.2 | 2.90 | 15.09 | 828.462 | 26.923 | 421.923 | |||
13 Dec | 24880.40 | 165.3 | 11.40 | 11.92 | 1,816.154 | 148.077 | 400.385 | |||
12 Dec | 24726.95 | 153.9 | -24.35 | 13.69 | 748.846 | 21.923 | 280.769 | |||
11 Dec | 24803.05 | 178.25 | -21.05 | 13.36 | 1,094.231 | 0.769 | 268.077 | |||
10 Dec | 24802.95 | 199.3 | 10.45 | 13.60 | 1,396.154 | 8.077 | 267.692 | |||
9 Dec | 24722.60 | 188.85 | 1.25 | 14.08 | 1,313.846 | -36.923 | 266.154 | |||
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6 Dec | 24703.70 | 187.6 | -8.55 | 13.33 | 1,701.923 | -37.692 | 303.846 | |||
5 Dec | 24731.25 | 196.15 | 44.35 | 12.78 | 1,651.538 | 131.923 | 341.923 | |||
4 Dec | 24562.60 | 151.8 | 60.70 | 13.12 | 1,209.615 | -18.462 | 210.385 | |||
3 Dec | 24296.55 | 91.1 | 18.35 | 12.89 | 1,659.615 | 102.692 | 231.923 | |||
2 Dec | 24072.65 | 72.75 | 0.05 | 13.62 | 384.231 | 29.231 | 129.615 | |||
29 Nov | 24010.15 | 72.7 | -5.40 | 13.46 | 230.385 | 6.923 | 100.385 | |||
28 Nov | 23919.60 | 78.1 | -14.85 | 13.98 | 746.154 | 86.538 | 96.154 | |||
27 Nov | 24171.55 | 92.95 | 12.50 | 14.231 | 9.615 | 9.615 |
For Nifty Financial Services - strike price 25250 expiring on 31DEC2024
Delta for 25250 CE is 0.05
Historical price for 25250 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 19.1, which was -11.60 lower than the previous day. The implied volatity was 22.03, the open interest changed by -275 which decreased total open position to 1431
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 30.7, which was -47.60 lower than the previous day. The implied volatity was 19.69, the open interest changed by 350 which increased total open position to 1739
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 78.3, which was -23.60 lower than the previous day. The implied volatity was 20.12, the open interest changed by 114 which increased total open position to 1388
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 101.9, which was -66.30 lower than the previous day. The implied volatity was 17.46, the open interest changed by 170 which increased total open position to 1276
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 168.2, which was 2.90 higher than the previous day. The implied volatity was 15.09, the open interest changed by 70 which increased total open position to 1097
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 165.3, which was 11.40 higher than the previous day. The implied volatity was 11.92, the open interest changed by 385 which increased total open position to 1041
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 153.9, which was -24.35 lower than the previous day. The implied volatity was 13.69, the open interest changed by 57 which increased total open position to 730
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 178.25, which was -21.05 lower than the previous day. The implied volatity was 13.36, the open interest changed by 2 which increased total open position to 697
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 199.3, which was 10.45 higher than the previous day. The implied volatity was 13.60, the open interest changed by 21 which increased total open position to 696
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 188.85, which was 1.25 higher than the previous day. The implied volatity was 14.08, the open interest changed by -96 which decreased total open position to 692
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 187.6, which was -8.55 lower than the previous day. The implied volatity was 13.33, the open interest changed by -98 which decreased total open position to 790
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 196.15, which was 44.35 higher than the previous day. The implied volatity was 12.78, the open interest changed by 343 which increased total open position to 889
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 151.8, which was 60.70 higher than the previous day. The implied volatity was 13.12, the open interest changed by -48 which decreased total open position to 547
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 91.1, which was 18.35 higher than the previous day. The implied volatity was 12.89, the open interest changed by 267 which increased total open position to 603
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 72.75, which was 0.05 higher than the previous day. The implied volatity was 13.62, the open interest changed by 76 which increased total open position to 337
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 72.7, which was -5.40 lower than the previous day. The implied volatity was 13.46, the open interest changed by 18 which increased total open position to 261
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 78.1, which was -14.85 lower than the previous day. The implied volatity was 13.98, the open interest changed by 225 which increased total open position to 250
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 92.95, which was lower than the previous day. The implied volatity was 12.50, the open interest changed by 25 which increased total open position to 25
FINNIFTY 31DEC2024 25250 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 23591.70 | 1045.45 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Dec | 23906.60 | 1045.45 | 0.00 | 0.00 | 0 | -3.077 | 0 |
18 Dec | 24198.35 | 1045.45 | 313.50 | 22.73 | 4.231 | -2.308 | 162.692 |
17 Dec | 24498.90 | 731.95 | 237.10 | 13.80 | 20 | 7.692 | 168.077 |
16 Dec | 24857.00 | 494.85 | 29.80 | 14.97 | 128.462 | 16.538 | 163.462 |
13 Dec | 24880.40 | 465.05 | -92.45 | 15.27 | 203.846 | 38.077 | 146.923 |
12 Dec | 24726.95 | 557.5 | 23.85 | 14.40 | 88.846 | 2.308 | 111.154 |
11 Dec | 24803.05 | 533.65 | -43.80 | 15.15 | 411.923 | 12.308 | 119.615 |
10 Dec | 24802.95 | 577.45 | -50.20 | 17.32 | 120.769 | 13.077 | 107.308 |
9 Dec | 24722.60 | 627.65 | -2.10 | 17.00 | 127.308 | 11.538 | 94.615 |
6 Dec | 24703.70 | 629.75 | -9.65 | 15.75 | 171.538 | 25.769 | 83.077 |
5 Dec | 24731.25 | 639.4 | -154.50 | 17.02 | 58.462 | 38.462 | 58.462 |
4 Dec | 24562.60 | 793.9 | -313.70 | 18.17 | 12.308 | 10.769 | 18.462 |
3 Dec | 24296.55 | 1107.6 | 0.00 | 0.00 | 0 | 0.385 | 0 |
2 Dec | 24072.65 | 1107.6 | -156.70 | 16.87 | 0.769 | 0.385 | 7.692 |
29 Nov | 24010.15 | 1264.3 | 0.50 | 21.20 | 7.692 | 6.538 | 6.538 |
28 Nov | 23919.60 | 1263.8 | 0.00 | - | 0 | 0 | 0 |
27 Nov | 24171.55 | 1263.8 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 25250 expiring on 31DEC2024
Delta for 25250 PE is 0.00
Historical price for 25250 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1045.45, 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 1045.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1045.45, which was 313.50 higher than the previous day. The implied volatity was 22.73, the open interest changed by -6 which decreased total open position to 423
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 731.95, which was 237.10 higher than the previous day. The implied volatity was 13.80, the open interest changed by 20 which increased total open position to 437
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 494.85, which was 29.80 higher than the previous day. The implied volatity was 14.97, the open interest changed by 43 which increased total open position to 425
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 465.05, which was -92.45 lower than the previous day. The implied volatity was 15.27, the open interest changed by 99 which increased total open position to 382
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 557.5, which was 23.85 higher than the previous day. The implied volatity was 14.40, the open interest changed by 6 which increased total open position to 289
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 533.65, which was -43.80 lower than the previous day. The implied volatity was 15.15, the open interest changed by 32 which increased total open position to 311
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 577.45, which was -50.20 lower than the previous day. The implied volatity was 17.32, the open interest changed by 34 which increased total open position to 279
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 627.65, which was -2.10 lower than the previous day. The implied volatity was 17.00, the open interest changed by 30 which increased total open position to 246
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 629.75, which was -9.65 lower than the previous day. The implied volatity was 15.75, the open interest changed by 67 which increased total open position to 216
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 639.4, which was -154.50 lower than the previous day. The implied volatity was 17.02, the open interest changed by 100 which increased total open position to 152
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 793.9, which was -313.70 lower than the previous day. The implied volatity was 18.17, the open interest changed by 28 which increased total open position to 48
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 1107.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 1107.6, which was -156.70 lower than the previous day. The implied volatity was 16.87, the open interest changed by 1 which increased total open position to 20
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 1264.3, which was 0.50 higher than the previous day. The implied volatity was 21.20, the open interest changed by 17 which increased total open position to 17
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 1263.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 1263.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0