FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23000 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.17
Vega: 7.41
Theta: -11.27
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 44.2 | -54.85 | 16.52 | 75,919 | -302 | 9,611 | |||
23 Jan | 22625.85 | 94.25 | -34.15 | 17.31 | 40,232 | 1,406 | 9,927 | |||
22 Jan | 22650.40 | 128.4 | -15.85 | 17.93 | 41,706 | -390 | 8,525 | |||
21 Jan | 22548.90 | 144.25 | -128.75 | 20.41 | 48,539 | 2,936 | 8,939 | |||
20 Jan | 22926.70 | 273 | 111.00 | 18.50 | 41,224 | 231 | 6,030 | |||
17 Jan | 22608.20 | 162 | -160.35 | 16.91 | 32,622 | 208 | 5,785 | |||
16 Jan | 22943.75 | 322.35 | 118.35 | 15.86 | 48,081 | 785 | 5,601 | |||
15 Jan | 22680.10 | 204 | -63.00 | 16.12 | 18,843 | 1,398 | 4,796 | |||
14 Jan | 22722.15 | 267 | 98.90 | 16.78 | 14,001 | -242 | 3,365 | |||
13 Jan | 22400.45 | 168.1 | -109.85 | 18.63 | 17,023 | 960 | 3,581 | |||
10 Jan | 22730.20 | 277.95 | -182.05 | 15.97 | 27,855 | 836 | 2,663 | |||
9 Jan | 23026.15 | 460 | -115.00 | 16.43 | 17,095 | 1,418 | 1,853 | |||
8 Jan | 23236.05 | 575 | -136.65 | 15.95 | 1,202 | 220 | 425 | |||
7 Jan | 23430.30 | 711.65 | 31.65 | 15.52 | 249 | 54 | 205 | |||
|
||||||||||
6 Jan | 23317.85 | 680 | -293.50 | 16.41 | 102 | 53 | 150 | |||
3 Jan | 23735.70 | 973.5 | -133.55 | 14.77 | 2 | 0 | 95 | |||
2 Jan | 24006.70 | 1107.05 | - | 45 | 40 | 95 |
For Nifty Financial Services - strike price 23000 expiring on 30JAN2025
Delta for 23000 CE is 0.17
Historical price for 23000 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 44.2, which was -54.85 lower than the previous day. The implied volatity was 16.52, the open interest changed by -302 which decreased total open position to 9611
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 94.25, which was -34.15 lower than the previous day. The implied volatity was 17.31, the open interest changed by 1406 which increased total open position to 9927
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 128.4, which was -15.85 lower than the previous day. The implied volatity was 17.93, the open interest changed by -390 which decreased total open position to 8525
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 144.25, which was -128.75 lower than the previous day. The implied volatity was 20.41, the open interest changed by 2936 which increased total open position to 8939
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 273, which was 111.00 higher than the previous day. The implied volatity was 18.50, the open interest changed by 231 which increased total open position to 6030
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 162, which was -160.35 lower than the previous day. The implied volatity was 16.91, the open interest changed by 208 which increased total open position to 5785
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 322.35, which was 118.35 higher than the previous day. The implied volatity was 15.86, the open interest changed by 785 which increased total open position to 5601
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 204, which was -63.00 lower than the previous day. The implied volatity was 16.12, the open interest changed by 1398 which increased total open position to 4796
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 267, which was 98.90 higher than the previous day. The implied volatity was 16.78, the open interest changed by -242 which decreased total open position to 3365
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 168.1, which was -109.85 lower than the previous day. The implied volatity was 18.63, the open interest changed by 960 which increased total open position to 3581
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 277.95, which was -182.05 lower than the previous day. The implied volatity was 15.97, the open interest changed by 836 which increased total open position to 2663
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 460, which was -115.00 lower than the previous day. The implied volatity was 16.43, the open interest changed by 1418 which increased total open position to 1853
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 575, which was -136.65 lower than the previous day. The implied volatity was 15.95, the open interest changed by 220 which increased total open position to 425
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 711.65, which was 31.65 higher than the previous day. The implied volatity was 15.52, the open interest changed by 54 which increased total open position to 205
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 680, which was -293.50 lower than the previous day. The implied volatity was 16.41, the open interest changed by 53 which increased total open position to 150
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 973.5, which was -133.55 lower than the previous day. The implied volatity was 14.77, the open interest changed by 0 which decreased total open position to 95
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1107.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 95
FINNIFTY 30JAN2025 23000 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.77
Vega: 8.84
Theta: -10.71
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 539 | 120.05 | 21.16 | 1,632 | -113 | 3,687 |
23 Jan | 22625.85 | 417.05 | 17.00 | 17.55 | 1,719 | -165 | 3,811 |
22 Jan | 22650.40 | 400.05 | -85.00 | 17.56 | 3,073 | 357 | 3,972 |
21 Jan | 22548.90 | 485.05 | 201.10 | 18.48 | 21,674 | 172 | 3,682 |
20 Jan | 22926.70 | 283.95 | -247.50 | 18.28 | 25,359 | 2,273 | 3,552 |
17 Jan | 22608.20 | 531.45 | 255.95 | 20.86 | 6,390 | -1,619 | 1,284 |
16 Jan | 22943.75 | 275.5 | -168.60 | 17.32 | 36,762 | 642 | 2,983 |
15 Jan | 22680.10 | 444.1 | 69.10 | 17.82 | 3,113 | -141 | 2,352 |
14 Jan | 22722.15 | 375 | -283.65 | 16.54 | 2,526 | -181 | 2,501 |
13 Jan | 22400.45 | 658.65 | 158.65 | 18.37 | 7,286 | -2,394 | 2,729 |
10 Jan | 22730.20 | 500 | 210.00 | 20.21 | 26,461 | -206 | 5,944 |
9 Jan | 23026.15 | 290 | 59.00 | 17.06 | 47,502 | 4,249 | 6,195 |
8 Jan | 23236.05 | 231 | 32.35 | 17.21 | 16,559 | -478 | 1,964 |
7 Jan | 23430.30 | 198.65 | -57.80 | 18.16 | 11,746 | 760 | 2,493 |
6 Jan | 23317.85 | 256.45 | 139.00 | 19.48 | 14,620 | 367 | 1,789 |
3 Jan | 23735.70 | 117.45 | 22.55 | 16.65 | 16,290 | -159 | 1,549 |
2 Jan | 24006.70 | 94.9 | 17.92 | 5,014 | 568 | 1,704 |
For Nifty Financial Services - strike price 23000 expiring on 30JAN2025
Delta for 23000 PE is -0.77
Historical price for 23000 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 539, which was 120.05 higher than the previous day. The implied volatity was 21.16, the open interest changed by -113 which decreased total open position to 3687
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 417.05, which was 17.00 higher than the previous day. The implied volatity was 17.55, the open interest changed by -165 which decreased total open position to 3811
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 400.05, which was -85.00 lower than the previous day. The implied volatity was 17.56, the open interest changed by 357 which increased total open position to 3972
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 485.05, which was 201.10 higher than the previous day. The implied volatity was 18.48, the open interest changed by 172 which increased total open position to 3682
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 283.95, which was -247.50 lower than the previous day. The implied volatity was 18.28, the open interest changed by 2273 which increased total open position to 3552
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 531.45, which was 255.95 higher than the previous day. The implied volatity was 20.86, the open interest changed by -1619 which decreased total open position to 1284
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 275.5, which was -168.60 lower than the previous day. The implied volatity was 17.32, the open interest changed by 642 which increased total open position to 2983
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 444.1, which was 69.10 higher than the previous day. The implied volatity was 17.82, the open interest changed by -141 which decreased total open position to 2352
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 375, which was -283.65 lower than the previous day. The implied volatity was 16.54, the open interest changed by -181 which decreased total open position to 2501
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 658.65, which was 158.65 higher than the previous day. The implied volatity was 18.37, the open interest changed by -2394 which decreased total open position to 2729
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 500, which was 210.00 higher than the previous day. The implied volatity was 20.21, the open interest changed by -206 which decreased total open position to 5944
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 290, which was 59.00 higher than the previous day. The implied volatity was 17.06, the open interest changed by 4249 which increased total open position to 6195
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 231, which was 32.35 higher than the previous day. The implied volatity was 17.21, the open interest changed by -478 which decreased total open position to 1964
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 198.65, which was -57.80 lower than the previous day. The implied volatity was 18.16, the open interest changed by 760 which increased total open position to 2493
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 256.45, which was 139.00 higher than the previous day. The implied volatity was 19.48, the open interest changed by 367 which increased total open position to 1789
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 117.45, which was 22.55 higher than the previous day. The implied volatity was 16.65, the open interest changed by -159 which decreased total open position to 1549
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 94.9, which was lower than the previous day. The implied volatity was 17.92, the open interest changed by 568 which increased total open position to 1704