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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

23317.85 -417.85 (-1.76%)

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Historical option data for FINNIFTY

06 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 20500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
6 Jan 23317.85 4251.5 0.00 - 0 0 0
3 Jan 23735.70 4251.5 0.00 - 0 0 0
2 Jan 24006.70 4251.5 - 0 0 0


For Nifty Financial Services - strike price 20500 expiring on 30JAN2025

Delta for 20500 CE is -

Historical price for 20500 CE is as follows

On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 4251.5, 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 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 4251.5, 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 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 4251.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


FINNIFTY 30JAN2025 20500 PE
Delta: -0.01
Vega: 1.83
Theta: -0.83
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 23317.85 5.85 0.25 23.74 2,206 340 452
3 Jan 23735.70 5.6 -0.40 24.66 324 3 103
2 Jan 24006.70 6 26.04 420 95 95


For Nifty Financial Services - strike price 20500 expiring on 30JAN2025

Delta for 20500 PE is -0.01

Historical price for 20500 PE is as follows

On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 5.85, which was 0.25 higher than the previous day. The implied volatity was 23.74, the open interest changed by 340 which increased total open position to 452


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 5.6, which was -0.40 lower than the previous day. The implied volatity was 24.66, the open interest changed by 3 which increased total open position to 103


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 6, which was lower than the previous day. The implied volatity was 26.04, the open interest changed by 95 which increased total open position to 95