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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 21400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
6 Jan 23317.85 3414.55 0.00 - 0 0 0
3 Jan 23735.70 3414.55 0.00 - 0 0 0
2 Jan 24006.70 3414.55 - 0 0 0


For Nifty Financial Services - strike price 21400 expiring on 30JAN2025

Delta for 21400 CE is -

Historical price for 21400 CE is as follows

On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 3414.55, 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 3414.55, 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 3414.55, 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 21400 PE
Delta: -0.04
Vega: 4.87
Theta: -1.86
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 23317.85 18.85 8.65 20.71 1,910 -113 331
3 Jan 23735.70 10.2 -1.70 20.18 1,661 19 474
2 Jan 24006.70 11.9 22.12 7,819 -3 458


For Nifty Financial Services - strike price 21400 expiring on 30JAN2025

Delta for 21400 PE is -0.04

Historical price for 21400 PE is as follows

On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 18.85, which was 8.65 higher than the previous day. The implied volatity was 20.71, the open interest changed by -113 which decreased total open position to 331


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 10.2, which was -1.70 lower than the previous day. The implied volatity was 20.18, the open interest changed by 19 which increased total open position to 474


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 11.9, which was lower than the previous day. The implied volatity was 22.12, the open interest changed by -3 which decreased total open position to 458