FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
| FINNIFTY 30JAN2025 23200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 4.73
Theta: -7.13
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 24 Jan | 22513.50 | 20.2 | -36.15 | 16.68 | 53,114 | 6,223 | 9,667 | |||
|
|
||||||||||
| 23 Jan | 22625.85 | 52 | -26.45 | 17.49 | 15,188 | 1,244 | 3,411 | |||
| 22 Jan | 22650.40 | 78.45 | -15.55 | 18.24 | 19,280 | 395 | 2,178 | |||
| 21 Jan | 22548.90 | 94 | -93.00 | 20.53 | 11,318 | 108 | 1,818 | |||
| 20 Jan | 22926.70 | 187 | 76.85 | 18.48 | 9,494 | -10 | 1,768 | |||
| 17 Jan | 22608.20 | 110.15 | -119.85 | 17.25 | 8,858 | 284 | 1,858 | |||
| 16 Jan | 22943.75 | 230 | 84.85 | 16.04 | 8,473 | -278 | 1,570 | |||
| 15 Jan | 22680.10 | 145.15 | -53.80 | 16.59 | 5,734 | 210 | 1,856 | |||
| 14 Jan | 22722.15 | 198.95 | 85.70 | 17.31 | 6,686 | 119 | 1,659 | |||
| 13 Jan | 22400.45 | 113.25 | -55.30 | 18.33 | 3,710 | 259 | 1,547 | |||
| 10 Jan | 22730.20 | 168.55 | -181.45 | 14.32 | 8,365 | -104 | 1,296 | |||
| 9 Jan | 23026.15 | 350 | -106.90 | 16.19 | 10,765 | 824 | 1,423 | |||
| 8 Jan | 23236.05 | 456.9 | -132.15 | 16.09 | 9,459 | 334 | 609 | |||
| 7 Jan | 23430.30 | 589.05 | 22.50 | 16.20 | 862 | 87 | 276 | |||
| 6 Jan | 23317.85 | 566.55 | -254.20 | 17.07 | 310 | 91 | 187 | |||
| 3 Jan | 23735.70 | 820.75 | -222.60 | 15.02 | 416 | 9 | 98 | |||
| 2 Jan | 24006.70 | 1043.35 | 14.13 | 68 | 9 | 88 | ||||
For Nifty Financial Services - strike price 23200 expiring on 30JAN2025
Delta for 23200 CE is 0.09
Historical price for 23200 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 20.2, which was -36.15 lower than the previous day. The implied volatity was 16.68, the open interest changed by 6223 which increased total open position to 9667
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 52, which was -26.45 lower than the previous day. The implied volatity was 17.49, the open interest changed by 1244 which increased total open position to 3411
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 78.45, which was -15.55 lower than the previous day. The implied volatity was 18.24, the open interest changed by 395 which increased total open position to 2178
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 94, which was -93.00 lower than the previous day. The implied volatity was 20.53, the open interest changed by 108 which increased total open position to 1818
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 187, which was 76.85 higher than the previous day. The implied volatity was 18.48, the open interest changed by -10 which decreased total open position to 1768
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 110.15, which was -119.85 lower than the previous day. The implied volatity was 17.25, the open interest changed by 284 which increased total open position to 1858
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 230, which was 84.85 higher than the previous day. The implied volatity was 16.04, the open interest changed by -278 which decreased total open position to 1570
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 145.15, which was -53.80 lower than the previous day. The implied volatity was 16.59, the open interest changed by 210 which increased total open position to 1856
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 198.95, which was 85.70 higher than the previous day. The implied volatity was 17.31, the open interest changed by 119 which increased total open position to 1659
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 113.25, which was -55.30 lower than the previous day. The implied volatity was 18.33, the open interest changed by 259 which increased total open position to 1547
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 168.55, which was -181.45 lower than the previous day. The implied volatity was 14.32, the open interest changed by -104 which decreased total open position to 1296
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 350, which was -106.90 lower than the previous day. The implied volatity was 16.19, the open interest changed by 824 which increased total open position to 1423
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 456.9, which was -132.15 lower than the previous day. The implied volatity was 16.09, the open interest changed by 334 which increased total open position to 609
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 589.05, which was 22.50 higher than the previous day. The implied volatity was 16.20, the open interest changed by 87 which increased total open position to 276
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 566.55, which was -254.20 lower than the previous day. The implied volatity was 17.07, the open interest changed by 91 which increased total open position to 187
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 820.75, which was -222.60 lower than the previous day. The implied volatity was 15.02, the open interest changed by 9 which increased total open position to 98
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1043.35, which was lower than the previous day. The implied volatity was 14.13, the open interest changed by 9 which increased total open position to 88
| FINNIFTY 30JAN2025 23200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 7.45
Theta: -9.38
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 24 Jan | 22513.50 | 720 | 143.45 | 23.64 | 171 | -22 | 466 |
| 23 Jan | 22625.85 | 573.8 | 12.10 | 17.74 | 286 | -18 | 489 |
| 22 Jan | 22650.40 | 561.7 | -83.25 | 19.03 | 417 | 1 | 508 |
| 21 Jan | 22548.90 | 644.95 | 250.45 | 19.25 | 944 | -110 | 506 |
| 20 Jan | 22926.70 | 394.5 | -240.45 | 18.05 | 1,348 | -169 | 617 |
| 17 Jan | 22608.20 | 634.95 | 248.45 | 18.63 | 542 | -56 | 786 |
| 16 Jan | 22943.75 | 386.5 | -188.85 | 17.74 | 1,506 | 52 | 842 |
| 15 Jan | 22680.10 | 575.35 | 56.95 | 17.96 | 468 | 3 | 799 |
| 14 Jan | 22722.15 | 518.4 | -281.90 | 17.75 | 102 | -12 | 798 |
| 13 Jan | 22400.45 | 800.3 | 207.70 | 17.82 | 310 | 12 | 811 |
| 10 Jan | 22730.20 | 592.6 | 222.45 | 19.11 | 3,197 | -478 | 801 |
| 9 Jan | 23026.15 | 370.15 | 65.25 | 16.42 | 9,877 | 315 | 1,277 |
| 8 Jan | 23236.05 | 304.9 | 44.70 | 16.96 | 16,962 | 136 | 977 |
| 7 Jan | 23430.30 | 260.2 | -72.70 | 17.96 | 5,587 | 278 | 849 |
| 6 Jan | 23317.85 | 332.9 | 170.20 | 19.54 | 6,280 | 212 | 606 |
| 3 Jan | 23735.70 | 162.7 | 43.70 | 16.58 | 950 | -61 | 399 |
| 2 Jan | 24006.70 | 119 | 17.22 | 1,421 | 132 | 474 | |
For Nifty Financial Services - strike price 23200 expiring on 30JAN2025
Delta for 23200 PE is -0.82
Historical price for 23200 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 720, which was 143.45 higher than the previous day. The implied volatity was 23.64, the open interest changed by -22 which decreased total open position to 466
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 573.8, which was 12.10 higher than the previous day. The implied volatity was 17.74, the open interest changed by -18 which decreased total open position to 489
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 561.7, which was -83.25 lower than the previous day. The implied volatity was 19.03, the open interest changed by 1 which increased total open position to 508
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 644.95, which was 250.45 higher than the previous day. The implied volatity was 19.25, the open interest changed by -110 which decreased total open position to 506
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 394.5, which was -240.45 lower than the previous day. The implied volatity was 18.05, the open interest changed by -169 which decreased total open position to 617
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 634.95, which was 248.45 higher than the previous day. The implied volatity was 18.63, the open interest changed by -56 which decreased total open position to 786
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 386.5, which was -188.85 lower than the previous day. The implied volatity was 17.74, the open interest changed by 52 which increased total open position to 842
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 575.35, which was 56.95 higher than the previous day. The implied volatity was 17.96, the open interest changed by 3 which increased total open position to 799
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 518.4, which was -281.90 lower than the previous day. The implied volatity was 17.75, the open interest changed by -12 which decreased total open position to 798
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 800.3, which was 207.70 higher than the previous day. The implied volatity was 17.82, the open interest changed by 12 which increased total open position to 811
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 592.6, which was 222.45 higher than the previous day. The implied volatity was 19.11, the open interest changed by -478 which decreased total open position to 801
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 370.15, which was 65.25 higher than the previous day. The implied volatity was 16.42, the open interest changed by 315 which increased total open position to 1277
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 304.9, which was 44.70 higher than the previous day. The implied volatity was 16.96, the open interest changed by 136 which increased total open position to 977
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 260.2, which was -72.70 lower than the previous day. The implied volatity was 17.96, the open interest changed by 278 which increased total open position to 849
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 332.9, which was 170.20 higher than the previous day. The implied volatity was 19.54, the open interest changed by 212 which increased total open position to 606
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 162.7, which was 43.70 higher than the previous day. The implied volatity was 16.58, the open interest changed by -61 which decreased total open position to 399
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 119, which was lower than the previous day. The implied volatity was 17.22, the open interest changed by 132 which increased total open position to 474
