FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
23 Jan 2025 04:13 PM IST
| FINNIFTY 30JAN2025 23150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 8.81
Theta: -12.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 22625.85 | 61 | -31.15 | 17.49 | 8,016 | 262 | 1,496 | |||
| 22 Jan | 22650.40 | 92.15 | -14.85 | 18.43 | 5,291 | 300 | 1,249 | |||
| 21 Jan | 22548.90 | 107 | -96.05 | 20.67 | 9,131 | -298 | 844 | |||
| 20 Jan | 22926.70 | 203.05 | 82.05 | 18.25 | 6,477 | -115 | 1,150 | |||
| 17 Jan | 22608.20 | 121 | -125.80 | 17.13 | 5,255 | 106 | 1,222 | |||
| 16 Jan | 22943.75 | 246.8 | 91.80 | 15.76 | 4,624 | -497 | 1,120 | |||
| 15 Jan | 22680.10 | 155 | -51.00 | 16.28 | 3,372 | 157 | 1,611 | |||
| 14 Jan | 22722.15 | 206 | 82.00 | 16.72 | 3,558 | 276 | 1,458 | |||
| 13 Jan | 22400.45 | 124 | -97.45 | 18.28 | 3,175 | 176 | 1,186 | |||
| 10 Jan | 22730.20 | 221.45 | -157.40 | 16.11 | 4,514 | 139 | 1,029 | |||
| 9 Jan | 23026.15 | 378.85 | -117.00 | 16.38 | 6,463 | 538 | 911 | |||
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| 8 Jan | 23236.05 | 495.85 | -124.85 | 16.56 | 3,893 | 285 | 374 | |||
| 7 Jan | 23430.30 | 620.7 | 43.05 | 16.22 | 128 | 21 | 93 | |||
| 6 Jan | 23317.85 | 577.65 | -315.35 | 16.21 | 70 | 26 | 72 | |||
| 3 Jan | 23735.70 | 893 | -150.00 | 16.79 | 14 | 10 | 46 | |||
| 2 Jan | 24006.70 | 1043 | 10.31 | 34 | 23 | 30 | ||||
For Nifty Financial Services - strike price 23150 expiring on 30JAN2025
Delta for 23150 CE is 0.20
Historical price for 23150 CE is as follows
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 61, which was -31.15 lower than the previous day. The implied volatity was 17.49, the open interest changed by 262 which increased total open position to 1496
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 92.15, which was -14.85 lower than the previous day. The implied volatity was 18.43, the open interest changed by 300 which increased total open position to 1249
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 107, which was -96.05 lower than the previous day. The implied volatity was 20.67, the open interest changed by -298 which decreased total open position to 844
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 203.05, which was 82.05 higher than the previous day. The implied volatity was 18.25, the open interest changed by -115 which decreased total open position to 1150
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 121, which was -125.80 lower than the previous day. The implied volatity was 17.13, the open interest changed by 106 which increased total open position to 1222
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 246.8, which was 91.80 higher than the previous day. The implied volatity was 15.76, the open interest changed by -497 which decreased total open position to 1120
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 155, which was -51.00 lower than the previous day. The implied volatity was 16.28, the open interest changed by 157 which increased total open position to 1611
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 206, which was 82.00 higher than the previous day. The implied volatity was 16.72, the open interest changed by 276 which increased total open position to 1458
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 124, which was -97.45 lower than the previous day. The implied volatity was 18.28, the open interest changed by 176 which increased total open position to 1186
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 221.45, which was -157.40 lower than the previous day. The implied volatity was 16.11, the open interest changed by 139 which increased total open position to 1029
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 378.85, which was -117.00 lower than the previous day. The implied volatity was 16.38, the open interest changed by 538 which increased total open position to 911
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 495.85, which was -124.85 lower than the previous day. The implied volatity was 16.56, the open interest changed by 285 which increased total open position to 374
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 620.7, which was 43.05 higher than the previous day. The implied volatity was 16.22, the open interest changed by 21 which increased total open position to 93
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 577.65, which was -315.35 lower than the previous day. The implied volatity was 16.21, the open interest changed by 26 which increased total open position to 72
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 893, which was -150.00 lower than the previous day. The implied volatity was 16.79, the open interest changed by 10 which increased total open position to 46
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1043, which was lower than the previous day. The implied volatity was 10.31, the open interest changed by 23 which increased total open position to 30
| FINNIFTY 30JAN2025 23150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 8.84
Theta: -6.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 22625.85 | 532.15 | 3.90 | 17.57 | 161 | 0 | 363 |
| 22 Jan | 22650.40 | 528.25 | -73.20 | 19.45 | 215 | 2 | 364 |
| 21 Jan | 22548.90 | 601.45 | 239.45 | 18.86 | 553 | -46 | 362 |
| 20 Jan | 22926.70 | 362 | -227.35 | 17.93 | 629 | -4 | 410 |
| 17 Jan | 22608.20 | 589.35 | 235.30 | 18.00 | 310 | -19 | 421 |
| 16 Jan | 22943.75 | 354.05 | -182.95 | 17.47 | 1,182 | 95 | 456 |
| 15 Jan | 22680.10 | 537 | 66.95 | 17.65 | 205 | -4 | 361 |
| 14 Jan | 22722.15 | 470.05 | -295.95 | 16.84 | 225 | -44 | 369 |
| 13 Jan | 22400.45 | 766 | 203.00 | 18.13 | 172 | -62 | 413 |
| 10 Jan | 22730.20 | 563 | 201.25 | 19.03 | 1,779 | -37 | 476 |
| 9 Jan | 23026.15 | 361.75 | 76.70 | 17.18 | 9,473 | 86 | 521 |
| 8 Jan | 23236.05 | 285.05 | 44.05 | 17.03 | 7,913 | 154 | 476 |
| 7 Jan | 23430.30 | 241 | -68.15 | 17.94 | 1,838 | 61 | 332 |
| 6 Jan | 23317.85 | 309.15 | 156.45 | 19.28 | 2,294 | 85 | 282 |
| 3 Jan | 23735.70 | 152.7 | 34.60 | 16.72 | 248 | 28 | 197 |
| 2 Jan | 24006.70 | 118.1 | 17.72 | 259 | 1 | 179 | |
For Nifty Financial Services - strike price 23150 expiring on 30JAN2025
Delta for 23150 PE is -0.80
Historical price for 23150 PE is as follows
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 532.15, which was 3.90 higher than the previous day. The implied volatity was 17.57, the open interest changed by 0 which decreased total open position to 363
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 528.25, which was -73.20 lower than the previous day. The implied volatity was 19.45, the open interest changed by 2 which increased total open position to 364
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 601.45, which was 239.45 higher than the previous day. The implied volatity was 18.86, the open interest changed by -46 which decreased total open position to 362
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 362, which was -227.35 lower than the previous day. The implied volatity was 17.93, the open interest changed by -4 which decreased total open position to 410
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 589.35, which was 235.30 higher than the previous day. The implied volatity was 18.00, the open interest changed by -19 which decreased total open position to 421
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 354.05, which was -182.95 lower than the previous day. The implied volatity was 17.47, the open interest changed by 95 which increased total open position to 456
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 537, which was 66.95 higher than the previous day. The implied volatity was 17.65, the open interest changed by -4 which decreased total open position to 361
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 470.05, which was -295.95 lower than the previous day. The implied volatity was 16.84, the open interest changed by -44 which decreased total open position to 369
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 766, which was 203.00 higher than the previous day. The implied volatity was 18.13, the open interest changed by -62 which decreased total open position to 413
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 563, which was 201.25 higher than the previous day. The implied volatity was 19.03, the open interest changed by -37 which decreased total open position to 476
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 361.75, which was 76.70 higher than the previous day. The implied volatity was 17.18, the open interest changed by 86 which increased total open position to 521
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 285.05, which was 44.05 higher than the previous day. The implied volatity was 17.03, the open interest changed by 154 which increased total open position to 476
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 241, which was -68.15 lower than the previous day. The implied volatity was 17.94, the open interest changed by 61 which increased total open position to 332
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 309.15, which was 156.45 higher than the previous day. The implied volatity was 19.28, the open interest changed by 85 which increased total open position to 282
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 152.7, which was 34.60 higher than the previous day. The implied volatity was 16.72, the open interest changed by 28 which increased total open position to 197
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 118.1, which was lower than the previous day. The implied volatity was 17.72, the open interest changed by 1 which increased total open position to 179
