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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 25850 CE
Delta: 0.03
Vega: 2.46
Theta: -3.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 23591.70 10.05 -4.95 25.38 1,228.077 77.308 819.231
19 Dec 23906.60 15 -19.35 22.84 860 181.154 745
18 Dec 24198.35 34.35 2.65 22.38 420.385 61.154 580.769
17 Dec 24498.90 31.7 -15.85 18.29 1,012.308 73.462 513.846
16 Dec 24857.00 47.55 0.50 15.48 573.462 43.462 445
13 Dec 24880.40 47.05 2.05 12.99 1,303.462 258.077 403.077
12 Dec 24726.95 45 -10.20 14.18 271.538 3.077 147.308
11 Dec 24803.05 55.2 -8.80 13.91 389.615 57.308 148.077
10 Dec 24802.95 64 1.65 13.97 477.692 -8.846 91.923
9 Dec 24722.60 62.35 0.55 14.38 831.923 0.385 127.692
6 Dec 24703.70 61.8 61.80 13.57 331.923 127.308 127.308
5 Dec 24731.25 0 0.00 0.00 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 25850 expiring on 31DEC2024

Delta for 25850 CE is 0.03

Historical price for 25850 CE is as follows

On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 10.05, which was -4.95 lower than the previous day. The implied volatity was 25.38, the open interest changed by 201 which increased total open position to 2130


On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 15, which was -19.35 lower than the previous day. The implied volatity was 22.84, the open interest changed by 471 which increased total open position to 1937


On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 34.35, which was 2.65 higher than the previous day. The implied volatity was 22.38, the open interest changed by 159 which increased total open position to 1510


On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 31.7, which was -15.85 lower than the previous day. The implied volatity was 18.29, the open interest changed by 191 which increased total open position to 1336


On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 47.55, which was 0.50 higher than the previous day. The implied volatity was 15.48, the open interest changed by 113 which increased total open position to 1157


On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 47.05, which was 2.05 higher than the previous day. The implied volatity was 12.99, the open interest changed by 671 which increased total open position to 1048


On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 45, which was -10.20 lower than the previous day. The implied volatity was 14.18, the open interest changed by 8 which increased total open position to 383


On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 55.2, which was -8.80 lower than the previous day. The implied volatity was 13.91, the open interest changed by 149 which increased total open position to 385


On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 64, which was 1.65 higher than the previous day. The implied volatity was 13.97, the open interest changed by -23 which decreased total open position to 239


On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 62.35, which was 0.55 higher than the previous day. The implied volatity was 14.38, the open interest changed by 1 which increased total open position to 332


On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 61.8, which was 61.80 higher than the previous day. The implied volatity was 13.57, the open interest changed by 331 which increased total open position to 331


On 5 Dec FINNIFTY was trading at 24731.25. 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 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 25850 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 1018.9 0.00 0.00 0 0 0
19 Dec 23906.60 1018.9 0.00 0.00 0 0 0
18 Dec 24198.35 1018.9 0.00 0.00 0 0 0
17 Dec 24498.90 1018.9 0.00 0.00 0 0 0
16 Dec 24857.00 1018.9 0.00 0.00 0 0 0
13 Dec 24880.40 1018.9 0.00 0.00 0 0 0
12 Dec 24726.95 1018.9 0.00 0.00 0 0 0
11 Dec 24803.05 1018.9 0.00 0.00 0 0 0
10 Dec 24802.95 1018.9 0.00 0.00 0 0.385 0
9 Dec 24722.60 1018.9 -726.45 13.40 0.769 0.385 0.385
6 Dec 24703.70 1745.35 1745.35 - 0 0 0
5 Dec 24731.25 0 0.00 0.00 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 25850 expiring on 31DEC2024

Delta for 25850 PE is 0.00

Historical price for 25850 PE is as follows

On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1018.9, 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 1018.9, 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 1018.9, 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 1018.9, 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 1018.9, 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 1018.9, 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 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 1018.9, 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 1018.9, 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 1018.9, 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 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 1018.9, which was -726.45 lower than the previous day. The implied volatity was 13.40, the open interest changed by 1 which increased total open position to 1


On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 1745.35, which was 1745.35 higher 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 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 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