FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 25950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 2.30
Theta: -2.88
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 9.4 | -3.60 | 26.10 | 346.923 | -83.462 | 439.615 | |||
| 19 Dec | 23906.60 | 13 | -18.65 | 23.21 | 206.923 | 36.923 | 523.077 | |||
| 18 Dec | 24198.35 | 31.65 | 4.55 | 23.01 | 205.385 | 19.231 | 486.154 | |||
| 17 Dec | 24498.90 | 27.1 | -13.10 | 18.64 | 255.385 | 5.385 | 471.154 | |||
| 16 Dec | 24857.00 | 40.2 | 2.15 | 15.85 | 254.231 | 12.692 | 466.154 | |||
|
|
||||||||||
| 13 Dec | 24880.40 | 38.05 | 1.05 | 13.21 | 795 | 191.538 | 458.462 | |||
| 12 Dec | 24726.95 | 37 | -7.75 | 14.38 | 580 | 63.846 | 268.077 | |||
| 11 Dec | 24803.05 | 44.75 | -7.95 | 14.02 | 517.308 | 101.923 | 204.615 | |||
| 10 Dec | 24802.95 | 52.7 | -0.25 | 14.10 | 360 | 32.692 | 105 | |||
| 9 Dec | 24722.60 | 52.95 | -0.40 | 14.61 | 599.615 | 43.077 | 73.846 | |||
| 6 Dec | 24703.70 | 53.35 | 53.35 | 13.91 | 283.077 | 25 | 25 | |||
| 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 25950 expiring on 31DEC2024
Delta for 25950 CE is 0.02
Historical price for 25950 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 9.4, which was -3.60 lower than the previous day. The implied volatity was 26.10, the open interest changed by -217 which decreased total open position to 1143
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 13, which was -18.65 lower than the previous day. The implied volatity was 23.21, the open interest changed by 96 which increased total open position to 1360
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 31.65, which was 4.55 higher than the previous day. The implied volatity was 23.01, the open interest changed by 50 which increased total open position to 1264
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 27.1, which was -13.10 lower than the previous day. The implied volatity was 18.64, the open interest changed by 14 which increased total open position to 1225
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 40.2, which was 2.15 higher than the previous day. The implied volatity was 15.85, the open interest changed by 33 which increased total open position to 1212
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 38.05, which was 1.05 higher than the previous day. The implied volatity was 13.21, the open interest changed by 498 which increased total open position to 1192
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 37, which was -7.75 lower than the previous day. The implied volatity was 14.38, the open interest changed by 166 which increased total open position to 697
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 44.75, which was -7.95 lower than the previous day. The implied volatity was 14.02, the open interest changed by 265 which increased total open position to 532
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 52.7, which was -0.25 lower than the previous day. The implied volatity was 14.10, the open interest changed by 85 which increased total open position to 273
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 52.95, which was -0.40 lower than the previous day. The implied volatity was 14.61, the open interest changed by 112 which increased total open position to 192
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 53.35, which was 53.35 higher than the previous day. The implied volatity was 13.91, the open interest changed by 65 which increased total open position to 65
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 25950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 1831.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 1831.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 1831.1 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24498.90 | 1831.1 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 1831.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24880.40 | 1831.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24726.95 | 1831.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24803.05 | 1831.1 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24802.95 | 1831.1 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24722.60 | 1831.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24703.70 | 1831.1 | 1831.10 | - | 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 25950 expiring on 31DEC2024
Delta for 25950 PE is -
Historical price for 25950 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 1831.1, 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 1831.1, 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 1831.1, 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 1831.1, 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 1831.1, 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 1831.1, 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 1831.1, 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 1831.1, 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 1831.1, 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 1831.1, 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 1831.1, which was 1831.10 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
