FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23100 CE | ||||||||||
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Delta: 0.13
Vega: 6.15
Theta: -9.44
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 31.8 | -42.9 | 16.86 | 31,557 | 1,293 | 3,650 | |||
23 Jan | 22625.85 | 70.7 | -29.50 | 17.42 | 12,436 | 574 | 2,367 | |||
22 Jan | 22650.40 | 100.2 | -17.15 | 18.00 | 11,340 | 296 | 1,818 | |||
21 Jan | 22548.90 | 117.35 | -107.80 | 20.47 | 14,117 | 58 | 1,516 | |||
20 Jan | 22926.70 | 225.15 | 87.80 | 18.35 | 15,742 | -666 | 1,465 | |||
17 Jan | 22608.20 | 137.35 | -130.70 | 17.31 | 8,059 | 600 | 2,126 | |||
16 Jan | 22943.75 | 268.05 | 95.55 | 15.65 | 9,225 | -142 | 1,547 | |||
15 Jan | 22680.10 | 172.5 | -42.55 | 16.36 | 5,596 | 199 | 1,690 | |||
14 Jan | 22722.15 | 215.05 | 75.10 | 16.19 | 4,879 | 3 | 1,509 | |||
13 Jan | 22400.45 | 139.95 | -85.10 | 18.54 | 6,021 | 226 | 1,501 | |||
10 Jan | 22730.20 | 225.05 | -180.95 | 15.27 | 8,837 | -37 | 1,200 | |||
9 Jan | 23026.15 | 406 | -130.75 | 16.45 | 11,738 | 860 | 1,236 | |||
8 Jan | 23236.05 | 536.75 | -116.70 | 17.08 | 4,537 | 297 | 377 | |||
7 Jan | 23430.30 | 653.45 | 44.35 | 16.12 | 55 | 25 | 80 | |||
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6 Jan | 23317.85 | 609.1 | -467.90 | 16.19 | 60 | 9 | 54 | |||
3 Jan | 23735.70 | 1077 | 0.00 | 0.00 | 0 | 45 | 0 | |||
2 Jan | 24006.70 | 1077 | 7.68 | 22 | 10 | 48 |
For Nifty Financial Services - strike price 23100 expiring on 30JAN2025
Delta for 23100 CE is 0.13
Historical price for 23100 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 31.8, which was -42.9 lower than the previous day. The implied volatity was 16.86, the open interest changed by 1293 which increased total open position to 3650
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 70.7, which was -29.50 lower than the previous day. The implied volatity was 17.42, the open interest changed by 574 which increased total open position to 2367
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 100.2, which was -17.15 lower than the previous day. The implied volatity was 18.00, the open interest changed by 296 which increased total open position to 1818
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 117.35, which was -107.80 lower than the previous day. The implied volatity was 20.47, the open interest changed by 58 which increased total open position to 1516
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 225.15, which was 87.80 higher than the previous day. The implied volatity was 18.35, the open interest changed by -666 which decreased total open position to 1465
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 137.35, which was -130.70 lower than the previous day. The implied volatity was 17.31, the open interest changed by 600 which increased total open position to 2126
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 268.05, which was 95.55 higher than the previous day. The implied volatity was 15.65, the open interest changed by -142 which decreased total open position to 1547
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 172.5, which was -42.55 lower than the previous day. The implied volatity was 16.36, the open interest changed by 199 which increased total open position to 1690
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 215.05, which was 75.10 higher than the previous day. The implied volatity was 16.19, the open interest changed by 3 which increased total open position to 1509
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 139.95, which was -85.10 lower than the previous day. The implied volatity was 18.54, the open interest changed by 226 which increased total open position to 1501
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 225.05, which was -180.95 lower than the previous day. The implied volatity was 15.27, the open interest changed by -37 which decreased total open position to 1200
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 406, which was -130.75 lower than the previous day. The implied volatity was 16.45, the open interest changed by 860 which increased total open position to 1236
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 536.75, which was -116.70 lower than the previous day. The implied volatity was 17.08, the open interest changed by 297 which increased total open position to 377
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 653.45, which was 44.35 higher than the previous day. The implied volatity was 16.12, the open interest changed by 25 which increased total open position to 80
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 609.1, which was -467.90 lower than the previous day. The implied volatity was 16.19, the open interest changed by 9 which increased total open position to 54
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1077, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 45 which increased total open position to 0
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1077, which was lower than the previous day. The implied volatity was 7.68, the open interest changed by 10 which increased total open position to 48
FINNIFTY 30JAN2025 23100 PE | |||||||
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Delta: -0.81
Vega: 7.90
Theta: -9.03
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 620.15 | 125.8 | 21.54 | 177 | -49 | 681 |
23 Jan | 22625.85 | 494.95 | 19.90 | 17.81 | 262 | -4 | 731 |
22 Jan | 22650.40 | 475.05 | -89.90 | 17.96 | 403 | 8 | 736 |
21 Jan | 22548.90 | 564.95 | 234.50 | 19.02 | 2,487 | -217 | 721 |
20 Jan | 22926.70 | 330.45 | -223.60 | 17.77 | 3,843 | -24 | 947 |
17 Jan | 22608.20 | 554.05 | 225.05 | 18.02 | 564 | -128 | 979 |
16 Jan | 22943.75 | 329 | -176.40 | 17.56 | 3,836 | 220 | 1,112 |
15 Jan | 22680.10 | 505.4 | 66.40 | 17.74 | 582 | -17 | 893 |
14 Jan | 22722.15 | 439 | -288.70 | 16.83 | 504 | -121 | 910 |
13 Jan | 22400.45 | 727.7 | 206.20 | 18.11 | 1,329 | -187 | 1,036 |
10 Jan | 22730.20 | 521.5 | 194.80 | 18.49 | 4,325 | -26 | 1,234 |
9 Jan | 23026.15 | 326.7 | 64.70 | 16.69 | 17,922 | 391 | 1,304 |
8 Jan | 23236.05 | 262 | 30.25 | 16.90 | 9,946 | 237 | 897 |
7 Jan | 23430.30 | 231.75 | -45.55 | 18.28 | 2,310 | 169 | 670 |
6 Jan | 23317.85 | 277.3 | 135.35 | 18.81 | 2,417 | 229 | 514 |
3 Jan | 23735.70 | 141.95 | 36.95 | 16.79 | 676 | 28 | 286 |
2 Jan | 24006.70 | 105 | 17.50 | 492 | 5 | 252 |
For Nifty Financial Services - strike price 23100 expiring on 30JAN2025
Delta for 23100 PE is -0.81
Historical price for 23100 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 620.15, which was 125.8 higher than the previous day. The implied volatity was 21.54, the open interest changed by -49 which decreased total open position to 681
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 494.95, which was 19.90 higher than the previous day. The implied volatity was 17.81, the open interest changed by -4 which decreased total open position to 731
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 475.05, which was -89.90 lower than the previous day. The implied volatity was 17.96, the open interest changed by 8 which increased total open position to 736
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 564.95, which was 234.50 higher than the previous day. The implied volatity was 19.02, the open interest changed by -217 which decreased total open position to 721
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 330.45, which was -223.60 lower than the previous day. The implied volatity was 17.77, the open interest changed by -24 which decreased total open position to 947
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 554.05, which was 225.05 higher than the previous day. The implied volatity was 18.02, the open interest changed by -128 which decreased total open position to 979
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 329, which was -176.40 lower than the previous day. The implied volatity was 17.56, the open interest changed by 220 which increased total open position to 1112
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 505.4, which was 66.40 higher than the previous day. The implied volatity was 17.74, the open interest changed by -17 which decreased total open position to 893
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 439, which was -288.70 lower than the previous day. The implied volatity was 16.83, the open interest changed by -121 which decreased total open position to 910
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 727.7, which was 206.20 higher than the previous day. The implied volatity was 18.11, the open interest changed by -187 which decreased total open position to 1036
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 521.5, which was 194.80 higher than the previous day. The implied volatity was 18.49, the open interest changed by -26 which decreased total open position to 1234
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 326.7, which was 64.70 higher than the previous day. The implied volatity was 16.69, the open interest changed by 391 which increased total open position to 1304
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 262, which was 30.25 higher than the previous day. The implied volatity was 16.90, the open interest changed by 237 which increased total open position to 897
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 231.75, which was -45.55 lower than the previous day. The implied volatity was 18.28, the open interest changed by 169 which increased total open position to 670
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 277.3, which was 135.35 higher than the previous day. The implied volatity was 18.81, the open interest changed by 229 which increased total open position to 514
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 141.95, which was 36.95 higher than the previous day. The implied volatity was 16.79, the open interest changed by 28 which increased total open position to 286
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 105, which was lower than the previous day. The implied volatity was 17.50, the open interest changed by 5 which increased total open position to 252