FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 25450 CE | ||||||||||
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Delta: 0.03
Vega: 2.92
Theta: -3.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 10.95 | -11.75 | 21.85 | 394.615 | 1.538 | 338.462 | |||
| 19 Dec | 23906.60 | 22.7 | -37.65 | 20.54 | 722.308 | 29.231 | 339.231 | |||
| 18 Dec | 24198.35 | 60.35 | -7.25 | 21.00 | 541.923 | 6.923 | 313.846 | |||
| 17 Dec | 24498.90 | 67.6 | -44.70 | 17.52 | 1,161.923 | 78.077 | 310.769 | |||
| 16 Dec | 24857.00 | 112.3 | 2.20 | 15.12 | 633.846 | 35.769 | 234.231 | |||
| 13 Dec | 24880.40 | 110.1 | 8.00 | 12.22 | 2,024.231 | -43.462 | 211.154 | |||
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| 12 Dec | 24726.95 | 102.1 | -20.50 | 13.69 | 347.308 | 70 | 255 | |||
| 11 Dec | 24803.05 | 122.6 | -19.05 | 13.49 | 518.462 | 12.308 | 185.385 | |||
| 10 Dec | 24802.95 | 141.65 | 9.45 | 13.79 | 550.769 | -13.846 | 178.077 | |||
| 9 Dec | 24722.60 | 132.2 | -4.20 | 14.10 | 450.769 | -17.308 | 191.923 | |||
| 6 Dec | 24703.70 | 136.4 | -3.60 | 13.58 | 1,022.692 | 24.615 | 212.692 | |||
| 5 Dec | 24731.25 | 140 | 34.05 | 12.90 | 1,322.692 | 5 | 189.231 | |||
| 4 Dec | 24562.60 | 105.95 | 105.95 | 13.18 | 1,336.538 | 199.231 | 199.231 | |||
| 3 Dec | 24296.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 24072.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 24010.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 23919.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 24171.55 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 25450 expiring on 31DEC2024
Delta for 25450 CE is 0.03
Historical price for 25450 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 10.95, which was -11.75 lower than the previous day. The implied volatity was 21.85, the open interest changed by 4 which increased total open position to 880
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 22.7, which was -37.65 lower than the previous day. The implied volatity was 20.54, the open interest changed by 76 which increased total open position to 882
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 60.35, which was -7.25 lower than the previous day. The implied volatity was 21.00, the open interest changed by 18 which increased total open position to 816
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 67.6, which was -44.70 lower than the previous day. The implied volatity was 17.52, the open interest changed by 203 which increased total open position to 808
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 112.3, which was 2.20 higher than the previous day. The implied volatity was 15.12, the open interest changed by 93 which increased total open position to 609
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 110.1, which was 8.00 higher than the previous day. The implied volatity was 12.22, the open interest changed by -113 which decreased total open position to 549
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 102.1, which was -20.50 lower than the previous day. The implied volatity was 13.69, the open interest changed by 182 which increased total open position to 663
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 122.6, which was -19.05 lower than the previous day. The implied volatity was 13.49, the open interest changed by 32 which increased total open position to 482
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 141.65, which was 9.45 higher than the previous day. The implied volatity was 13.79, the open interest changed by -36 which decreased total open position to 463
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 132.2, which was -4.20 lower than the previous day. The implied volatity was 14.10, the open interest changed by -45 which decreased total open position to 499
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 136.4, which was -3.60 lower than the previous day. The implied volatity was 13.58, the open interest changed by 64 which increased total open position to 553
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 140, which was 34.05 higher than the previous day. The implied volatity was 12.90, the open interest changed by 13 which increased total open position to 492
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 105.95, which was 105.95 higher than the previous day. The implied volatity was 13.18, the open interest changed by 518 which increased total open position to 518
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 0, 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 0, 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 0, 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 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 0, 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 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 25450 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 | 904.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 904.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 904.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 24498.90 | 904.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 904.3 | 0.00 | 0.00 | 0 | 0.385 | 0 |
| 13 Dec | 24880.40 | 904.3 | 181.30 | 30.31 | 1.923 | 0.385 | 32.308 |
| 12 Dec | 24726.95 | 723 | 43.00 | 15.54 | 0.385 | 0 | 31.923 |
| 11 Dec | 24803.05 | 680 | -35.65 | 15.61 | 9.231 | 1.154 | 33.077 |
| 10 Dec | 24802.95 | 715.65 | -66.35 | 17.68 | 6.923 | 0 | 31.923 |
| 9 Dec | 24722.60 | 782 | 48.95 | 17.88 | 1.538 | 0 | 31.923 |
| 6 Dec | 24703.70 | 733.05 | -66.90 | 14.00 | 9.231 | 0 | 31.923 |
| 5 Dec | 24731.25 | 799.95 | -113.05 | 18.29 | 7.308 | 5.769 | 31.923 |
| 4 Dec | 24562.60 | 913 | 913.00 | 17.23 | 26.154 | 24.615 | 24.615 |
| 3 Dec | 24296.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 24010.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 23919.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 24171.55 | 0 | 0.00 | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 25450 expiring on 31DEC2024
Delta for 25450 PE is 0.00
Historical price for 25450 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 904.3, 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 904.3, 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 904.3, 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 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 904.3, 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 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 904.3, 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 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 904.3, which was 181.30 higher than the previous day. The implied volatity was 30.31, the open interest changed by 1 which increased total open position to 84
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 723, which was 43.00 higher than the previous day. The implied volatity was 15.54, the open interest changed by 0 which decreased total open position to 83
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 680, which was -35.65 lower than the previous day. The implied volatity was 15.61, the open interest changed by 3 which increased total open position to 86
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 715.65, which was -66.35 lower than the previous day. The implied volatity was 17.68, the open interest changed by 0 which decreased total open position to 83
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 782, which was 48.95 higher than the previous day. The implied volatity was 17.88, the open interest changed by 0 which decreased total open position to 83
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 733.05, which was -66.90 lower than the previous day. The implied volatity was 14.00, the open interest changed by 0 which decreased total open position to 83
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 799.95, which was -113.05 lower than the previous day. The implied volatity was 18.29, the open interest changed by 15 which increased total open position to 83
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 913, which was 913.00 higher than the previous day. The implied volatity was 17.23, the open interest changed by 64 which increased total open position to 64
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 0, 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 0, 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 0, 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 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 0, 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 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
