FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 27500 CE | ||||||||||
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Delta: 0.01
Vega: 0.66
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 2.45 | -2.85 | 33.43 | 3,651.923 | -3.462 | 2,453.846 | |||
| 19 Dec | 23906.60 | 5.3 | -2.40 | 32.44 | 4,037.308 | 756.923 | 2,488.462 | |||
| 18 Dec | 24198.35 | 7.7 | 1.70 | 30.05 | 2,302.692 | -438.846 | 1,739.615 | |||
| 17 Dec | 24498.90 | 6 | 1.70 | 25.84 | 2,372.308 | -168.462 | 2,178.462 | |||
| 16 Dec | 24857.00 | 4.3 | -0.30 | 21.27 | 2,398.462 | 226.154 | 2,343.462 | |||
| 13 Dec | 24880.40 | 4.6 | -1.25 | 18.89 | 2,318.077 | -335.769 | 2,121.538 | |||
| 12 Dec | 24726.95 | 5.85 | -0.75 | 20.13 | 2,515.769 | 155.769 | 2,458.462 | |||
| 11 Dec | 24803.05 | 6.6 | 0.60 | 19.45 | 4,385.385 | 980.385 | 2,304.231 | |||
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| 10 Dec | 24802.95 | 6 | 0.75 | 18.53 | 1,595 | 76.538 | 1,325.769 | |||
| 9 Dec | 24722.60 | 5.25 | -0.50 | 18.32 | 1,831.154 | 154.615 | 1,238.846 | |||
| 6 Dec | 24703.70 | 5.75 | 0.75 | 17.52 | 3,544.231 | 182.692 | 1,084.231 | |||
| 5 Dec | 24731.25 | 5 | 1.05 | 16.55 | 3,226.538 | 133.077 | 903.462 | |||
| 4 Dec | 24562.60 | 3.95 | 1.05 | 16.78 | 1,403.846 | 64.231 | 764.231 | |||
| 3 Dec | 24296.55 | 2.9 | -1.00 | 17.20 | 2,664.615 | 140 | 708.077 | |||
| 2 Dec | 24072.65 | 3.9 | 0.25 | 18.68 | 1,440.769 | 145.385 | 568.846 | |||
| 29 Nov | 24010.15 | 3.65 | -1.70 | 17.97 | 2,930.385 | 153.846 | 428.846 | |||
| 28 Nov | 23919.60 | 5.35 | -0.75 | 18.76 | 1,143.846 | 151.538 | 282.308 | |||
| 27 Nov | 24171.55 | 6.1 | 17.56 | 325.769 | 127.692 | 127.692 | ||||
For Nifty Financial Services - strike price 27500 expiring on 31DEC2024
Delta for 27500 CE is 0.01
Historical price for 27500 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 2.45, which was -2.85 lower than the previous day. The implied volatity was 33.43, the open interest changed by -9 which decreased total open position to 6380
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 5.3, which was -2.40 lower than the previous day. The implied volatity was 32.44, the open interest changed by 1968 which increased total open position to 6470
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 7.7, which was 1.70 higher than the previous day. The implied volatity was 30.05, the open interest changed by -1141 which decreased total open position to 4523
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 6, which was 1.70 higher than the previous day. The implied volatity was 25.84, the open interest changed by -438 which decreased total open position to 5664
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 4.3, which was -0.30 lower than the previous day. The implied volatity was 21.27, the open interest changed by 588 which increased total open position to 6093
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 4.6, which was -1.25 lower than the previous day. The implied volatity was 18.89, the open interest changed by -873 which decreased total open position to 5516
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 5.85, which was -0.75 lower than the previous day. The implied volatity was 20.13, the open interest changed by 405 which increased total open position to 6392
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 6.6, which was 0.60 higher than the previous day. The implied volatity was 19.45, the open interest changed by 2549 which increased total open position to 5991
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 6, which was 0.75 higher than the previous day. The implied volatity was 18.53, the open interest changed by 199 which increased total open position to 3447
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 5.25, which was -0.50 lower than the previous day. The implied volatity was 18.32, the open interest changed by 402 which increased total open position to 3221
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 5.75, which was 0.75 higher than the previous day. The implied volatity was 17.52, the open interest changed by 475 which increased total open position to 2819
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 5, which was 1.05 higher than the previous day. The implied volatity was 16.55, the open interest changed by 346 which increased total open position to 2349
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 3.95, which was 1.05 higher than the previous day. The implied volatity was 16.78, the open interest changed by 167 which increased total open position to 1987
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 2.9, which was -1.00 lower than the previous day. The implied volatity was 17.20, the open interest changed by 364 which increased total open position to 1841
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 3.9, which was 0.25 higher than the previous day. The implied volatity was 18.68, the open interest changed by 378 which increased total open position to 1479
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 3.65, which was -1.70 lower than the previous day. The implied volatity was 17.97, the open interest changed by 400 which increased total open position to 1115
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 5.35, which was -0.75 lower than the previous day. The implied volatity was 18.76, the open interest changed by 394 which increased total open position to 734
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was 17.56, the open interest changed by 332 which increased total open position to 332
| FINNIFTY 31DEC2024 27500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 24198.35 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 24498.90 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24880.40 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24726.95 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24803.05 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24802.95 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24722.60 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24703.70 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 24731.25 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 24562.60 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24296.55 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24010.15 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23919.60 | 2430.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24171.55 | 2430.45 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 27500 expiring on 31DEC2024
Delta for 27500 PE is -
Historical price for 27500 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 2430.45, 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 2430.45, 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 2430.45, 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 2430.45, 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 2430.45, 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 2430.45, 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 2430.45, 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 2430.45, 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 2430.45, 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 2430.45, 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 2430.45, 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 2430.45, 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 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 2430.45, 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 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 2430.45, 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 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 2430.45, 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 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 2430.45, 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 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 2430.45, 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 2430.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
