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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 25650 CE
Delta: 0.03
Vega: 2.54
Theta: -2.85
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 23591.70 9.6 -7.45 23.25 1,237.308 60.385 258.846
19 Dec 23906.60 17.05 -27.80 21.40 289.231 -3.077 196.154
18 Dec 24198.35 44.85 -3.35 21.62 498.077 -68.077 207.692
17 Dec 24498.90 48.2 -26.25 18.08 618.077 33.462 264.615
16 Dec 24857.00 74.45 2.40 15.33 846.923 34.615 237.692
13 Dec 24880.40 72.05 4.55 12.57 1,118.077 -90 203.077
12 Dec 24726.95 67.5 -13.10 13.87 543.846 -27.692 295.385
11 Dec 24803.05 80.6 -13.25 13.54 385 15.769 327.692
10 Dec 24802.95 93.85 2.05 13.73 790.385 -4.615 316.538
9 Dec 24722.60 91.8 2.45 14.24 608.462 -60 321.538
6 Dec 24703.70 89.35 -13.50 13.35 1,286.923 258.846 381.923
5 Dec 24731.25 102.85 102.85 13.33 125.769 123.462 123.462
4 Dec 24562.60 0 0.00 0.00 0 0 0
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 25650 expiring on 31DEC2024

Delta for 25650 CE is 0.03

Historical price for 25650 CE is as follows

On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 9.6, which was -7.45 lower than the previous day. The implied volatity was 23.25, the open interest changed by 157 which increased total open position to 673


On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 17.05, which was -27.80 lower than the previous day. The implied volatity was 21.40, the open interest changed by -8 which decreased total open position to 510


On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 44.85, which was -3.35 lower than the previous day. The implied volatity was 21.62, the open interest changed by -177 which decreased total open position to 540


On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 48.2, which was -26.25 lower than the previous day. The implied volatity was 18.08, the open interest changed by 87 which increased total open position to 688


On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 74.45, which was 2.40 higher than the previous day. The implied volatity was 15.33, the open interest changed by 90 which increased total open position to 618


On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 72.05, which was 4.55 higher than the previous day. The implied volatity was 12.57, the open interest changed by -234 which decreased total open position to 528


On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 67.5, which was -13.10 lower than the previous day. The implied volatity was 13.87, the open interest changed by -72 which decreased total open position to 768


On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 80.6, which was -13.25 lower than the previous day. The implied volatity was 13.54, the open interest changed by 41 which increased total open position to 852


On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 93.85, which was 2.05 higher than the previous day. The implied volatity was 13.73, the open interest changed by -12 which decreased total open position to 823


On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 91.8, which was 2.45 higher than the previous day. The implied volatity was 14.24, the open interest changed by -156 which decreased total open position to 836


On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 89.35, which was -13.50 lower than the previous day. The implied volatity was 13.35, the open interest changed by 673 which increased total open position to 993


On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 102.85, which was 102.85 higher than the previous day. The implied volatity was 13.33, the open interest changed by 321 which increased total open position to 321


On 4 Dec FINNIFTY was trading at 24562.60. 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 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 25650 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 1025 0.00 0.00 0 0 0
19 Dec 23906.60 1025 0.00 0.00 0 0 0
18 Dec 24198.35 1025 0.00 0.00 0 0 0
17 Dec 24498.90 1025 0.00 0.00 0 0 0
16 Dec 24857.00 1025 0.00 0.00 0 0 0
13 Dec 24880.40 1025 173.00 29.88 0.769 0 23.846
12 Dec 24726.95 852 0.00 0.00 0 0 0
11 Dec 24803.05 852 0.00 0.00 0 0 0
10 Dec 24802.95 852 0.00 0.00 0 0 0
9 Dec 24722.60 852 -49.00 13.62 0.769 0 23.846
6 Dec 24703.70 901 -61.00 14.99 1.538 0.769 23.846
5 Dec 24731.25 962 962.00 19.23 23.077 18.462 18.462
4 Dec 24562.60 0 0.00 0.00 0 0 0
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 25650 expiring on 31DEC2024

Delta for 25650 PE is 0.00

Historical price for 25650 PE is as follows

On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1025, 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 1025, 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 1025, 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 1025, 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 1025, 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 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 1025, which was 173.00 higher than the previous day. The implied volatity was 29.88, the open interest changed by 0 which decreased total open position to 62


On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 852, 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 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 852, 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 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 852, 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 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 852, which was -49.00 lower than the previous day. The implied volatity was 13.62, the open interest changed by 0 which decreased total open position to 62


On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 901, which was -61.00 lower than the previous day. The implied volatity was 14.99, the open interest changed by 2 which increased total open position to 62


On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 962, which was 962.00 higher than the previous day. The implied volatity was 19.23, the open interest changed by 48 which increased total open position to 48


On 4 Dec FINNIFTY was trading at 24562.60. 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 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