FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 25750 CE | ||||||||||
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Delta: 0.03
Vega: 2.68
Theta: -3.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 11.05 | -4.80 | 24.82 | 1,108.846 | 212.308 | 532.308 | |||
| 19 Dec | 23906.60 | 15.85 | -24.05 | 22.09 | 517.692 | 83.462 | 325 | |||
| 18 Dec | 24198.35 | 39.9 | -0.30 | 22.10 | 525 | -123.462 | 272.692 | |||
| 17 Dec | 24498.90 | 40.2 | -18.75 | 18.33 | 563.077 | 27.692 | 408.462 | |||
| 16 Dec | 24857.00 | 58.95 | 8.55 | 15.34 | 991.154 | -22.308 | 382.308 | |||
| 13 Dec | 24880.40 | 50.4 | -3.95 | 12.18 | 2,208.077 | 73.846 | 406.538 | |||
| 12 Dec | 24726.95 | 54.35 | -12.10 | 13.96 | 448.077 | 63.462 | 333.846 | |||
| 11 Dec | 24803.05 | 66.45 | -11.15 | 13.70 | 782.692 | 108.077 | 270.385 | |||
| 10 Dec | 24802.95 | 77.6 | -0.15 | 13.84 | 710.385 | 41.538 | 165.769 | |||
| 9 Dec | 24722.60 | 77.75 | -0.40 | 14.43 | 1,157.308 | 20 | 126.538 | |||
| 6 Dec | 24703.70 | 78.15 | -0.95 | 13.69 | 711.154 | 6.923 | 110.385 | |||
| 5 Dec | 24731.25 | 79.1 | 79.10 | 12.99 | 393.077 | 108.846 | 108.846 | |||
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| 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 25750 expiring on 31DEC2024
Delta for 25750 CE is 0.03
Historical price for 25750 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 11.05, which was -4.80 lower than the previous day. The implied volatity was 24.82, the open interest changed by 552 which increased total open position to 1384
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 15.85, which was -24.05 lower than the previous day. The implied volatity was 22.09, the open interest changed by 217 which increased total open position to 845
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 39.9, which was -0.30 lower than the previous day. The implied volatity was 22.10, the open interest changed by -321 which decreased total open position to 709
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 40.2, which was -18.75 lower than the previous day. The implied volatity was 18.33, the open interest changed by 72 which increased total open position to 1062
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 58.95, which was 8.55 higher than the previous day. The implied volatity was 15.34, the open interest changed by -58 which decreased total open position to 994
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 50.4, which was -3.95 lower than the previous day. The implied volatity was 12.18, the open interest changed by 192 which increased total open position to 1057
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 54.35, which was -12.10 lower than the previous day. The implied volatity was 13.96, the open interest changed by 165 which increased total open position to 868
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 66.45, which was -11.15 lower than the previous day. The implied volatity was 13.70, the open interest changed by 281 which increased total open position to 703
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 77.6, which was -0.15 lower than the previous day. The implied volatity was 13.84, the open interest changed by 108 which increased total open position to 431
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 77.75, which was -0.40 lower than the previous day. The implied volatity was 14.43, the open interest changed by 52 which increased total open position to 329
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 78.15, which was -0.95 lower than the previous day. The implied volatity was 13.69, the open interest changed by 18 which increased total open position to 287
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 79.1, which was 79.10 higher than the previous day. The implied volatity was 12.99, the open interest changed by 283 which increased total open position to 283
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 25750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 1660.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 1660.95 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 1660.95 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24498.90 | 1660.95 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 1660.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24880.40 | 1660.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24726.95 | 1660.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24803.05 | 1660.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24802.95 | 1660.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24722.60 | 1660.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24703.70 | 1660.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 24731.25 | 1660.95 | 1660.95 | - | 0 | 0 | 0 |
| 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 25750 expiring on 31DEC2024
Delta for 25750 PE is -
Historical price for 25750 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1660.95, 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 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 1660.95, 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 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 1660.95, 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 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 1660.95, 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 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 1660.95, 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 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 1660.95, 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 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 1660.95, 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 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 1660.95, 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 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 1660.95, 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 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 1660.95, 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 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 1660.95, 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 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 1660.95, which was 1660.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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
