FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
20 Dec 2024 04:13 PM IST
| FINNIFTY 31DEC2024 28000 CE | ||||||||||
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Delta: 0.01
Vega: 0.61
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 23591.70 | 2.45 | -2.65 | 36.98 | 4,961.923 | -86.923 | 3,680 | |||
| 19 Dec | 23906.60 | 5.1 | -0.05 | 35.94 | 7,977.308 | 1,576.154 | 3,956.923 | |||
| 18 Dec | 24198.35 | 5.15 | 0.15 | 32.03 | 2,855 | -102.308 | 2,403.846 | |||
| 17 Dec | 24498.90 | 5 | 1.85 | 28.71 | 2,367.308 | -272.308 | 2,513.077 | |||
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| 16 Dec | 24857.00 | 3.15 | -0.40 | 23.67 | 1,578.462 | 58.462 | 2,781.154 | |||
| 13 Dec | 24880.40 | 3.55 | -0.70 | 21.26 | 2,621.538 | -38.846 | 2,723.846 | |||
| 12 Dec | 24726.95 | 4.25 | -0.60 | 22.23 | 2,588.462 | -185 | 2,762.692 | |||
| 11 Dec | 24803.05 | 4.85 | 0.05 | 21.56 | 5,082.692 | -57.308 | 2,936.154 | |||
| 10 Dec | 24802.95 | 4.8 | 0.35 | 20.85 | 4,494.615 | 212.692 | 2,995.385 | |||
| 9 Dec | 24722.60 | 4.45 | 0.25 | 20.68 | 3,324.615 | 409.615 | 2,791.923 | |||
| 6 Dec | 24703.70 | 4.2 | 0.20 | 19.33 | 4,470 | 650.385 | 2,392.692 | |||
| 5 Dec | 24731.25 | 4 | 0.90 | 18.58 | 6,333.462 | 494.231 | 1,730.385 | |||
| 4 Dec | 24562.60 | 3.1 | 0.65 | 18.68 | 1,820.769 | 182.308 | 1,238.846 | |||
| 3 Dec | 24296.55 | 2.45 | -0.55 | 19.12 | 1,795 | 8.462 | 1,086.538 | |||
| 2 Dec | 24072.65 | 3 | -0.60 | 20.37 | 1,176.154 | 225 | 1,081.923 | |||
| 29 Nov | 24010.15 | 3.6 | -1.40 | 20.08 | 3,088.077 | 140.769 | 854.615 | |||
| 28 Nov | 23919.60 | 5 | 0.60 | 20.81 | 1,866.538 | 508.077 | 709.615 | |||
| 27 Nov | 24171.55 | 4.4 | 19.03 | 514.231 | 199.615 | 199.615 | ||||
For Nifty Financial Services - strike price 28000 expiring on 31DEC2024
Delta for 28000 CE is 0.01
Historical price for 28000 CE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 2.45, which was -2.65 lower than the previous day. The implied volatity was 36.98, the open interest changed by -226 which decreased total open position to 9568
On 19 Dec FINNIFTY was trading at 23906.60. The strike last trading price was 5.1, which was -0.05 lower than the previous day. The implied volatity was 35.94, the open interest changed by 4098 which increased total open position to 10288
On 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 5.15, which was 0.15 higher than the previous day. The implied volatity was 32.03, the open interest changed by -266 which decreased total open position to 6250
On 17 Dec FINNIFTY was trading at 24498.90. The strike last trading price was 5, which was 1.85 higher than the previous day. The implied volatity was 28.71, the open interest changed by -708 which decreased total open position to 6534
On 16 Dec FINNIFTY was trading at 24857.00. The strike last trading price was 3.15, which was -0.40 lower than the previous day. The implied volatity was 23.67, the open interest changed by 152 which increased total open position to 7231
On 13 Dec FINNIFTY was trading at 24880.40. The strike last trading price was 3.55, which was -0.70 lower than the previous day. The implied volatity was 21.26, the open interest changed by -101 which decreased total open position to 7082
On 12 Dec FINNIFTY was trading at 24726.95. The strike last trading price was 4.25, which was -0.60 lower than the previous day. The implied volatity was 22.23, the open interest changed by -481 which decreased total open position to 7183
On 11 Dec FINNIFTY was trading at 24803.05. The strike last trading price was 4.85, which was 0.05 higher than the previous day. The implied volatity was 21.56, the open interest changed by -149 which decreased total open position to 7634
On 10 Dec FINNIFTY was trading at 24802.95. The strike last trading price was 4.8, which was 0.35 higher than the previous day. The implied volatity was 20.85, the open interest changed by 553 which increased total open position to 7788
On 9 Dec FINNIFTY was trading at 24722.60. The strike last trading price was 4.45, which was 0.25 higher than the previous day. The implied volatity was 20.68, the open interest changed by 1065 which increased total open position to 7259
On 6 Dec FINNIFTY was trading at 24703.70. The strike last trading price was 4.2, which was 0.20 higher than the previous day. The implied volatity was 19.33, the open interest changed by 1691 which increased total open position to 6221
On 5 Dec FINNIFTY was trading at 24731.25. The strike last trading price was 4, which was 0.90 higher than the previous day. The implied volatity was 18.58, the open interest changed by 1285 which increased total open position to 4499
On 4 Dec FINNIFTY was trading at 24562.60. The strike last trading price was 3.1, which was 0.65 higher than the previous day. The implied volatity was 18.68, the open interest changed by 474 which increased total open position to 3221
On 3 Dec FINNIFTY was trading at 24296.55. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 19.12, the open interest changed by 22 which increased total open position to 2825
On 2 Dec FINNIFTY was trading at 24072.65. The strike last trading price was 3, which was -0.60 lower than the previous day. The implied volatity was 20.37, the open interest changed by 585 which increased total open position to 2813
On 29 Nov FINNIFTY was trading at 24010.15. The strike last trading price was 3.6, which was -1.40 lower than the previous day. The implied volatity was 20.08, the open interest changed by 366 which increased total open position to 2222
On 28 Nov FINNIFTY was trading at 23919.60. The strike last trading price was 5, which was 0.60 higher than the previous day. The implied volatity was 20.81, the open interest changed by 1321 which increased total open position to 1845
On 27 Nov FINNIFTY was trading at 24171.55. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was 19.03, the open interest changed by 519 which increased total open position to 519
| FINNIFTY 31DEC2024 28000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 23591.70 | 3108.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 23906.60 | 3108.15 | 0.00 | 0.00 | 0 | 0.385 | 0 |
| 18 Dec | 24198.35 | 3108.15 | 277.25 | - | 0.769 | 0 | 0 |
| 17 Dec | 24498.90 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 24857.00 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 24880.40 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 24726.95 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 24803.05 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 24802.95 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 24722.60 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 24703.70 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 24731.25 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 24562.60 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 24296.55 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 24072.65 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 24010.15 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 23919.60 | 2830.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 24171.55 | 2830.9 | - | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 28000 expiring on 31DEC2024
Delta for 28000 PE is 0.00
Historical price for 28000 PE is as follows
On 20 Dec FINNIFTY was trading at 23591.70. The strike last trading price was 3108.15, 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 3108.15, 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 18 Dec FINNIFTY was trading at 24198.35. The strike last trading price was 3108.15, which was 277.25 higher 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 2830.9, 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 2830.9, 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 2830.9, 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 2830.9, 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 2830.9, 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 2830.9, 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 2830.9, 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 2830.9, 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 2830.9, 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 2830.9, 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 2830.9, 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 2830.9, 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 2830.9, 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 2830.9, 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 2830.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
