FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 25350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 3.74
Theta: -4.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 15.8 | -10.35 | 22.35 | 278.846 | 16.538 | 444.615 | |||
| 19 Dec | 23906.60 | 26.15 | -40.85 | 20.08 | 723.462 | -34.231 | 429.615 | |||
| 18 Dec | 24198.35 | 67 | -15.10 | 20.40 | 1,222.692 | -88.846 | 463.846 | |||
| 17 Dec | 24498.90 | 82.1 | -58.40 | 17.39 | 1,250.385 | 56.538 | 554.615 | |||
| 16 Dec | 24857.00 | 140.5 | 4.65 | 15.24 | 1,662.692 | 147.692 | 500.769 | |||
| 13 Dec | 24880.40 | 135.85 | 11.45 | 12.11 | 2,211.923 | -16.923 | 303.846 | |||
| 12 Dec | 24726.95 | 124.4 | -23.45 | 13.61 | 643.462 | -33.846 | 323.077 | |||
| 11 Dec | 24803.05 | 147.85 | -20.15 | 13.40 | 737.692 | 48.846 | 357.308 | |||
| 10 Dec | 24802.95 | 168 | 9.45 | 13.68 | 727.692 | 49.231 | 310.769 | |||
| 9 Dec | 24722.60 | 158.55 | -1.00 | 14.09 | 725.769 | -2.308 | 262.308 | |||
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| 6 Dec | 24703.70 | 159.55 | -6.00 | 13.42 | 1,105 | 23.077 | 265.769 | |||
| 5 Dec | 24731.25 | 165.55 | 38.70 | 12.82 | 1,064.615 | -23.077 | 246.923 | |||
| 4 Dec | 24562.60 | 126.85 | 52.45 | 13.13 | 2,020 | 149.615 | 274.231 | |||
| 3 Dec | 24296.55 | 74.4 | 12.75 | 12.80 | 741.538 | 11.154 | 137.308 | |||
| 2 Dec | 24072.65 | 61.65 | 3.50 | 13.77 | 436.538 | 37.692 | 133.077 | |||
| 29 Nov | 24010.15 | 58.15 | -8.20 | 13.40 | 365.769 | 17.692 | 93.077 | |||
| 28 Nov | 23919.60 | 66.35 | 66.35 | 14.05 | 175.769 | 77.692 | 77.692 | |||
| 27 Nov | 24171.55 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 25350 expiring on 31DEC2024
Delta for 25350 CE is 0.04
Historical price for 25350 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 15.8, which was -10.35 lower than the previous day. The implied volatity was 22.35, the open interest changed by 43 which increased total open position to 1156
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 26.15, which was -40.85 lower than the previous day. The implied volatity was 20.08, the open interest changed by -89 which decreased total open position to 1117
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 67, which was -15.10 lower than the previous day. The implied volatity was 20.40, the open interest changed by -231 which decreased total open position to 1206
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 82.1, which was -58.40 lower than the previous day. The implied volatity was 17.39, the open interest changed by 147 which increased total open position to 1442
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 140.5, which was 4.65 higher than the previous day. The implied volatity was 15.24, the open interest changed by 384 which increased total open position to 1302
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 135.85, which was 11.45 higher than the previous day. The implied volatity was 12.11, the open interest changed by -44 which decreased total open position to 790
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 124.4, which was -23.45 lower than the previous day. The implied volatity was 13.61, the open interest changed by -88 which decreased total open position to 840
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 147.85, which was -20.15 lower than the previous day. The implied volatity was 13.40, the open interest changed by 127 which increased total open position to 929
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 168, which was 9.45 higher than the previous day. The implied volatity was 13.68, the open interest changed by 128 which increased total open position to 808
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 158.55, which was -1.00 lower than the previous day. The implied volatity was 14.09, the open interest changed by -6 which decreased total open position to 682
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 159.55, which was -6.00 lower than the previous day. The implied volatity was 13.42, the open interest changed by 60 which increased total open position to 691
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 165.55, which was 38.70 higher than the previous day. The implied volatity was 12.82, the open interest changed by -60 which decreased total open position to 642
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 126.85, which was 52.45 higher than the previous day. The implied volatity was 13.13, the open interest changed by 389 which increased total open position to 713
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 74.4, which was 12.75 higher than the previous day. The implied volatity was 12.80, the open interest changed by 29 which increased total open position to 357
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 61.65, which was 3.50 higher than the previous day. The implied volatity was 13.77, the open interest changed by 98 which increased total open position to 346
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 58.15, which was -8.20 lower than the previous day. The implied volatity was 13.40, the open interest changed by 46 which increased total open position to 242
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 66.35, which was 66.35 higher than the previous day. The implied volatity was 14.05, the open interest changed by 202 which increased total open position to 202
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 31DEC2024 25350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 1094.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 1094.35 | 0.00 | 0.00 | 0 | -0.385 | 0 |
| 18 Dec | 24198.35 | 1094.35 | 260.30 | 19.58 | 5 | 0.769 | 108.077 |
| 17 Dec | 24498.90 | 834.05 | 270.45 | 15.18 | 6.154 | 0 | 107.308 |
| 16 Dec | 24857.00 | 563.6 | 26.00 | 14.93 | 167.308 | 36.538 | 108.077 |
| 13 Dec | 24880.40 | 537.6 | -110.75 | 15.76 | 26.538 | 11.154 | 71.154 |
| 12 Dec | 24726.95 | 648.35 | 46.40 | 15.45 | 33.077 | -1.538 | 60.769 |
| 11 Dec | 24803.05 | 601.95 | -43.25 | 15.23 | 69.231 | 16.538 | 62.692 |
| 10 Dec | 24802.95 | 645.2 | -48.80 | 17.51 | 18.846 | 1.923 | 45.769 |
| 9 Dec | 24722.60 | 694 | 1.95 | 17.01 | 58.846 | 8.846 | 42.308 |
| 6 Dec | 24703.70 | 692.05 | 22.95 | 15.57 | 87.692 | 3.846 | 32.692 |
| 5 Dec | 24731.25 | 669.1 | -171.65 | 15.65 | 5.385 | 3.462 | 29.231 |
| 4 Dec | 24562.60 | 840.75 | -470.40 | 17.28 | 22.308 | 21.923 | 26.154 |
| 3 Dec | 24296.55 | 1311.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 1311.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 24010.15 | 1311.15 | 0.00 | 0.00 | 0 | 0 | 4.231 |
| 28 Nov | 23919.60 | 1311.15 | 1311.15 | 17.75 | 4.615 | 3.462 | 3.462 |
| 27 Nov | 24171.55 | 0 | 0.00 | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 25350 expiring on 31DEC2024
Delta for 25350 PE is 0.00
Historical price for 25350 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1094.35, 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 1094.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1094.35, which was 260.30 higher than the previous day. The implied volatity was 19.58, the open interest changed by 2 which increased total open position to 281
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 834.05, which was 270.45 higher than the previous day. The implied volatity was 15.18, the open interest changed by 0 which decreased total open position to 279
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 563.6, which was 26.00 higher than the previous day. The implied volatity was 14.93, the open interest changed by 95 which increased total open position to 281
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 537.6, which was -110.75 lower than the previous day. The implied volatity was 15.76, the open interest changed by 29 which increased total open position to 185
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 648.35, which was 46.40 higher than the previous day. The implied volatity was 15.45, the open interest changed by -4 which decreased total open position to 158
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 601.95, which was -43.25 lower than the previous day. The implied volatity was 15.23, the open interest changed by 43 which increased total open position to 163
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 645.2, which was -48.80 lower than the previous day. The implied volatity was 17.51, the open interest changed by 5 which increased total open position to 119
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 694, which was 1.95 higher than the previous day. The implied volatity was 17.01, the open interest changed by 23 which increased total open position to 110
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 692.05, which was 22.95 higher than the previous day. The implied volatity was 15.57, the open interest changed by 10 which increased total open position to 85
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 669.1, which was -171.65 lower than the previous day. The implied volatity was 15.65, the open interest changed by 9 which increased total open position to 76
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 840.75, which was -470.40 lower than the previous day. The implied volatity was 17.28, the open interest changed by 57 which increased total open position to 68
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 1311.15, 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 1311.15, 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 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 1311.15, 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 11
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 1311.15, which was 1311.15 higher than the previous day. The implied volatity was 17.75, the open interest changed by 9 which increased total open position to 9
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
