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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

23591.7 -314.90 (-1.32%)

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Historical option data for FINNIFTY

20 Dec 2024 04:13 PM IST
FINNIFTY 31DEC2024 25250 CE
Delta: 0.05
Vega: 4.31
Theta: -4.64
Gamma: 0.00
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
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
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 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