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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 25500 CE
Delta: 0.03
Vega: 3.11
Theta: -3.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 23591.70 12.5 -9.55 22.86 11,368.462 1,119.615 3,900.385
19 Dec 23906.60 22.05 -36.80 20.94 6,887.692 -186.538 2,828.462
18 Dec 24198.35 58.85 -3.30 21.47 5,385 510 3,021.923
17 Dec 24498.90 62.15 -41.90 17.65 5,347.308 170 2,503.077
16 Dec 24857.00 104.05 4.15 15.33 7,567.692 152.692 2,344.231
13 Dec 24880.40 99.9 8.55 12.37 12,643.462 -418.846 2,203.846
12 Dec 24726.95 91.35 -18.80 13.68 4,571.923 218.077 2,629.231
11 Dec 24803.05 110.15 -19.25 13.47 6,669.615 1,618.846 2,410
10 Dec 24802.95 129.4 6.40 13.84 4,936.923 -241.538 789.615
9 Dec 24722.60 123 1.70 14.24 6,591.538 117.308 1,043.846
6 Dec 24703.70 121.3 -8.70 13.42 4,900 33.846 1,013.077
5 Dec 24731.25 130 36.45 13.03 8,647.692 -371.538 990.769
4 Dec 24562.60 93.55 39.40 13.04 11,411.538 -376.154 1,438.077
3 Dec 24296.55 54.15 9.60 12.89 9,125.385 207.308 1,818.846
2 Dec 24072.65 44.55 0.05 13.67 7,023.462 422.308 1,607.308
29 Nov 24010.15 44.5 -8.45 13.49 5,540.385 278.077 1,201.154
28 Nov 23919.60 52.95 -7.15 14.28 5,316.538 575.769 920
27 Nov 24171.55 60.1 -27.90 12.72 1,381.923 344.231 344.615
26 Nov 24046.80 88 0.00 0.00 0 0.385 0
25 Nov 24058.70 88 -897.15 14.73 0.385 0 0
22 Nov 23623.75 985.15 0.00 4.68 0 0 0
21 Nov 23273.45 985.15 0.00 5.56 0 0 0
19 Nov 23403.05 985.15 0.00 5.00 0 0 0
18 Nov 23257.70 985.15 0.00 5.39 0 0 0
14 Nov 23200.30 985.15 0.00 5.26 0 0 0
13 Nov 23138.40 985.15 0.00 4.44 0 0 0
12 Nov 23563.65 985.15 0.00 4.05 0 0 0
8 Nov 23834.55 985.15 0.00 3.19 0 0 0
7 Nov 23966.60 985.15 0.00 2.85 0 0 0
30 Oct 24037.40 985.15 0.00 - 0 0 0
23 Oct 23752.00 985.15 0.00 - 0 0 0
22 Oct 23700.35 985.15 0.00 - 0 0 0
17 Oct 23583.75 985.15 0.00 - 0 0 0
16 Oct 23882.35 985.15 0.00 - 0 0 0
15 Oct 23863.45 985.15 0.00 - 0 0 0
14 Oct 23857.55 985.15 0.00 - 0 0 0
11 Oct 23612.55 985.15 0.00 - 0 0 0
10 Oct 23764.65 985.15 0.00 - 0 0 0
9 Oct 23546.00 985.15 0.00 - 0 0 0
8 Oct 23452.85 985.15 0.00 - 0 0 0
7 Oct 23221.10 985.15 0.00 - 0 0 0
4 Oct 23621.80 985.15 - 0 0 0


For Nifty Financial Services - strike price 25500 expiring on 31DEC2024

Delta for 25500 CE is 0.03

Historical price for 25500 CE is as follows

On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 12.5, which was -9.55 lower than the previous day. The implied volatity was 22.86, the open interest changed by 2911 which increased total open position to 10141


On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 22.05, which was -36.80 lower than the previous day. The implied volatity was 20.94, the open interest changed by -485 which decreased total open position to 7354


On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 58.85, which was -3.30 lower than the previous day. The implied volatity was 21.47, the open interest changed by 1326 which increased total open position to 7857


On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 62.15, which was -41.90 lower than the previous day. The implied volatity was 17.65, the open interest changed by 442 which increased total open position to 6508


On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 104.05, which was 4.15 higher than the previous day. The implied volatity was 15.33, the open interest changed by 397 which increased total open position to 6095


On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 99.9, which was 8.55 higher than the previous day. The implied volatity was 12.37, the open interest changed by -1089 which decreased total open position to 5730


On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 91.35, which was -18.80 lower than the previous day. The implied volatity was 13.68, the open interest changed by 567 which increased total open position to 6836


On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 110.15, which was -19.25 lower than the previous day. The implied volatity was 13.47, the open interest changed by 4209 which increased total open position to 6266


On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 129.4, which was 6.40 higher than the previous day. The implied volatity was 13.84, the open interest changed by -628 which decreased total open position to 2053


On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 123, which was 1.70 higher than the previous day. The implied volatity was 14.24, the open interest changed by 305 which increased total open position to 2714


On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 121.3, which was -8.70 lower than the previous day. The implied volatity was 13.42, the open interest changed by 88 which increased total open position to 2634


On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 130, which was 36.45 higher than the previous day. The implied volatity was 13.03, the open interest changed by -966 which decreased total open position to 2576


On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 93.55, which was 39.40 higher than the previous day. The implied volatity was 13.04, the open interest changed by -978 which decreased total open position to 3739


On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 54.15, which was 9.60 higher than the previous day. The implied volatity was 12.89, the open interest changed by 539 which increased total open position to 4729


On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 44.55, which was 0.05 higher than the previous day. The implied volatity was 13.67, the open interest changed by 1098 which increased total open position to 4179


On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 44.5, which was -8.45 lower than the previous day. The implied volatity was 13.49, the open interest changed by 723 which increased total open position to 3123


On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 52.95, which was -7.15 lower than the previous day. The implied volatity was 14.28, the open interest changed by 1497 which increased total open position to 2392


On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 60.1, which was -27.90 lower than the previous day. The implied volatity was 12.72, the open interest changed by 895 which increased total open position to 896


On 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 88, 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 25 Nov FINNIFTY was trading at 24058.70. The strike last trading price was 88, which was -897.15 lower than the previous day. The implied volatity was 14.73, the open interest changed by 0 which decreased total open position to 0


On 22 Nov FINNIFTY was trading at 23623.75. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0


On 21 Nov FINNIFTY was trading at 23273.45. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0


On 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0


On 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0


On 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0


On 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0


On 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0


On 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0


On 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0


On 30 Oct FINNIFTY was trading at 24037.40. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct FINNIFTY was trading at 23752.00. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct FINNIFTY was trading at 23700.35. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct FINNIFTY was trading at 23583.75. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct FINNIFTY was trading at 23882.35. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct FINNIFTY was trading at 23863.45. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct FINNIFTY was trading at 23857.55. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct FINNIFTY was trading at 23612.55. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct FINNIFTY was trading at 23764.65. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct FINNIFTY was trading at 23546.00. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct FINNIFTY was trading at 23452.85. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct FINNIFTY was trading at 23221.10. The strike last trading price was 985.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct FINNIFTY was trading at 23621.80. The strike last trading price was 985.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


FINNIFTY 31DEC2024 25500 PE
Delta: -0.89
Vega: 7.51
Theta: -4.91
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 23591.70 1853.2 603.20 32.86 13.462 -13.077 482.692
19 Dec 23906.60 1250 0.00 0.00 0 0.385 0
18 Dec 24198.35 1250 311.70 22.11 1.154 0.385 495.769
17 Dec 24498.90 938.3 264.20 11.27 46.154 0.769 495.385
16 Dec 24857.00 674.1 28.15 14.82 86.923 19.615 496.538
13 Dec 24880.40 645.95 -94.25 16.05 27.692 -1.154 477.308
12 Dec 24726.95 740.2 20.30 14.34 83.462 24.615 478.462
11 Dec 24803.05 719.9 -26.35 15.84 502.308 401.154 454.615
10 Dec 24802.95 746.25 -68.60 17.58 69.615 11.923 53.462
9 Dec 24722.60 814.85 8.00 17.76 66.538 10 41.538
6 Dec 24703.70 806.85 -12.40 15.95 72.308 13.462 31.923
5 Dec 24731.25 819.25 -138.75 17.59 28.462 -2.308 18.077
4 Dec 24562.60 958 -147.00 17.67 12.692 6.923 20.385
3 Dec 24296.55 1105 -215.00 15.08 9.615 7.692 13.846
2 Dec 24072.65 1320 -62.85 17.25 0.385 0 5.769
29 Nov 24010.15 1382.85 276.30 17.26 5.769 4.231 4.231
28 Nov 23919.60 1106.55 0.00 - 0 0 0
27 Nov 24171.55 1106.55 0.00 - 0 0 0
26 Nov 24046.80 1106.55 0.00 - 0 0 0
25 Nov 24058.70 1106.55 0.00 - 0 0 0
22 Nov 23623.75 1106.55 0.00 - 0 0 0
21 Nov 23273.45 1106.55 0.00 - 0 0 0
19 Nov 23403.05 1106.55 0.00 - 0 0 0
18 Nov 23257.70 1106.55 0.00 - 0 0 0
14 Nov 23200.30 1106.55 0.00 - 0 0 0
13 Nov 23138.40 1106.55 0.00 - 0 0 0
12 Nov 23563.65 1106.55 0.00 - 0 0 0
8 Nov 23834.55 1106.55 0.00 - 0 0 0
7 Nov 23966.60 1106.55 0.00 - 0 0 0
30 Oct 24037.40 1106.55 0.00 - 0 0 0
23 Oct 23752.00 1106.55 0.00 - 0 0 0
22 Oct 23700.35 1106.55 0.00 - 0 0 0
17 Oct 23583.75 1106.55 0.00 - 0 0 0
16 Oct 23882.35 1106.55 0.00 - 0 0 0
15 Oct 23863.45 1106.55 0.00 - 0 0 0
14 Oct 23857.55 1106.55 0.00 - 0 0 0
11 Oct 23612.55 1106.55 0.00 - 0 0 0
10 Oct 23764.65 1106.55 0.00 - 0 0 0
9 Oct 23546.00 1106.55 0.00 - 0 0 0
8 Oct 23452.85 1106.55 0.00 - 0 0 0
7 Oct 23221.10 1106.55 0.00 - 0 0 0
4 Oct 23621.80 1106.55 - 0 0 0


For Nifty Financial Services - strike price 25500 expiring on 31DEC2024

Delta for 25500 PE is -0.89

Historical price for 25500 PE is as follows

On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1853.2, which was 603.20 higher than the previous day. The implied volatity was 32.86, the open interest changed by -34 which decreased total open position to 1255


On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 1250, 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 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1250, which was 311.70 higher than the previous day. The implied volatity was 22.11, the open interest changed by 1 which increased total open position to 1289


On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 938.3, which was 264.20 higher than the previous day. The implied volatity was 11.27, the open interest changed by 2 which increased total open position to 1288


On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 674.1, which was 28.15 higher than the previous day. The implied volatity was 14.82, the open interest changed by 51 which increased total open position to 1291


On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 645.95, which was -94.25 lower than the previous day. The implied volatity was 16.05, the open interest changed by -3 which decreased total open position to 1241


On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 740.2, which was 20.30 higher than the previous day. The implied volatity was 14.34, the open interest changed by 64 which increased total open position to 1244


On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 719.9, which was -26.35 lower than the previous day. The implied volatity was 15.84, the open interest changed by 1043 which increased total open position to 1182


On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 746.25, which was -68.60 lower than the previous day. The implied volatity was 17.58, the open interest changed by 31 which increased total open position to 139


On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 814.85, which was 8.00 higher than the previous day. The implied volatity was 17.76, the open interest changed by 26 which increased total open position to 108


On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 806.85, which was -12.40 lower than the previous day. The implied volatity was 15.95, the open interest changed by 35 which increased total open position to 83


On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 819.25, which was -138.75 lower than the previous day. The implied volatity was 17.59, the open interest changed by -6 which decreased total open position to 47


On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 958, which was -147.00 lower than the previous day. The implied volatity was 17.67, the open interest changed by 18 which increased total open position to 53


On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 1105, which was -215.00 lower than the previous day. The implied volatity was 15.08, the open interest changed by 20 which increased total open position to 36


On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 1320, which was -62.85 lower than the previous day. The implied volatity was 17.25, the open interest changed by 0 which decreased total open position to 15


On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 1382.85, which was 276.30 higher than the previous day. The implied volatity was 17.26, the open interest changed by 11 which increased total open position to 11


On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 1106.55, 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 1106.55, 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 26 Nov FINNIFTY was trading at 24046.80. The strike last trading price was 1106.55, 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 25 Nov FINNIFTY was trading at 24058.70. The strike last trading price was 1106.55, 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 22 Nov FINNIFTY was trading at 23623.75. The strike last trading price was 1106.55, 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 21 Nov FINNIFTY was trading at 23273.45. The strike last trading price was 1106.55, 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 19 Nov FINNIFTY was trading at 23403.05. The strike last trading price was 1106.55, 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 18 Nov FINNIFTY was trading at 23257.70. The strike last trading price was 1106.55, 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 14 Nov FINNIFTY was trading at 23200.30. The strike last trading price was 1106.55, 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 13 Nov FINNIFTY was trading at 23138.40. The strike last trading price was 1106.55, 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 12 Nov FINNIFTY was trading at 23563.65. The strike last trading price was 1106.55, 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 8 Nov FINNIFTY was trading at 23834.55. The strike last trading price was 1106.55, 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 7 Nov FINNIFTY was trading at 23966.60. The strike last trading price was 1106.55, 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 30 Oct FINNIFTY was trading at 24037.40. The strike last trading price was 1106.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct FINNIFTY was trading at 23752.00. The strike last trading price was 1106.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct FINNIFTY was trading at 23700.35. The strike last trading price was 1106.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct FINNIFTY was trading at 23583.75. The strike last trading price was 1106.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct FINNIFTY was trading at 23882.35. The strike last trading price was 1106.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct FINNIFTY was trading at 23863.45. The strike last trading price was 1106.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct FINNIFTY was trading at 23857.55. The strike last trading price was 1106.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct FINNIFTY was trading at 23612.55. The strike last trading price was 1106.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct FINNIFTY was trading at 23764.65. The strike last trading price was 1106.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct FINNIFTY was trading at 23546.00. The strike last trading price was 1106.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct FINNIFTY was trading at 23452.85. The strike last trading price was 1106.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct FINNIFTY was trading at 23221.10. The strike last trading price was 1106.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct FINNIFTY was trading at 23621.80. The strike last trading price was 1106.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to