FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23250 CE | ||||||||||
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Delta: 0.08
Vega: 4.27
Theta: -6.53
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 17.5 | -30.95 | 16.99 | 13,675 | 1,669 | 2,702 | |||
23 Jan | 22625.85 | 46.2 | -25.60 | 17.80 | 3,491 | 75 | 1,096 | |||
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22 Jan | 22650.40 | 71.8 | -8.75 | 18.59 | 2,956 | 73 | 1,037 | |||
21 Jan | 22548.90 | 80.55 | -85.45 | 20.22 | 4,185 | -76 | 961 | |||
20 Jan | 22926.70 | 166 | 69.00 | 18.27 | 4,361 | -113 | 1,044 | |||
17 Jan | 22608.20 | 97 | -107.30 | 17.14 | 3,328 | 114 | 1,179 | |||
16 Jan | 22943.75 | 204.3 | 74.45 | 15.74 | 3,185 | -172 | 1,092 | |||
15 Jan | 22680.10 | 129.85 | -52.15 | 16.51 | 2,742 | 419 | 1,260 | |||
14 Jan | 22722.15 | 182 | 77.00 | 17.30 | 2,140 | 141 | 850 | |||
13 Jan | 22400.45 | 105 | -75.00 | 18.44 | 1,597 | 146 | 709 | |||
10 Jan | 22730.20 | 180 | -150.00 | 15.73 | 3,291 | -23 | 585 | |||
9 Jan | 23026.15 | 330 | -100.05 | 16.37 | 3,791 | 66 | 601 | |||
8 Jan | 23236.05 | 430.05 | -121.95 | 16.13 | 6,991 | 349 | 536 | |||
7 Jan | 23430.30 | 552 | 28.85 | 16.00 | 644 | -16 | 198 | |||
6 Jan | 23317.85 | 523.15 | -261.50 | 16.47 | 933 | 160 | 214 | |||
3 Jan | 23735.70 | 784.65 | -239.35 | 14.90 | 6 | -4 | 54 | |||
2 Jan | 24006.70 | 1024 | 15.51 | 16 | 1 | 58 |
For Nifty Financial Services - strike price 23250 expiring on 30JAN2025
Delta for 23250 CE is 0.08
Historical price for 23250 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 17.5, which was -30.95 lower than the previous day. The implied volatity was 16.99, the open interest changed by 1669 which increased total open position to 2702
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 46.2, which was -25.60 lower than the previous day. The implied volatity was 17.80, the open interest changed by 75 which increased total open position to 1096
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 71.8, which was -8.75 lower than the previous day. The implied volatity was 18.59, the open interest changed by 73 which increased total open position to 1037
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 80.55, which was -85.45 lower than the previous day. The implied volatity was 20.22, the open interest changed by -76 which decreased total open position to 961
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 166, which was 69.00 higher than the previous day. The implied volatity was 18.27, the open interest changed by -113 which decreased total open position to 1044
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 97, which was -107.30 lower than the previous day. The implied volatity was 17.14, the open interest changed by 114 which increased total open position to 1179
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 204.3, which was 74.45 higher than the previous day. The implied volatity was 15.74, the open interest changed by -172 which decreased total open position to 1092
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 129.85, which was -52.15 lower than the previous day. The implied volatity was 16.51, the open interest changed by 419 which increased total open position to 1260
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 182, which was 77.00 higher than the previous day. The implied volatity was 17.30, the open interest changed by 141 which increased total open position to 850
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 105, which was -75.00 lower than the previous day. The implied volatity was 18.44, the open interest changed by 146 which increased total open position to 709
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 180, which was -150.00 lower than the previous day. The implied volatity was 15.73, the open interest changed by -23 which decreased total open position to 585
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 330, which was -100.05 lower than the previous day. The implied volatity was 16.37, the open interest changed by 66 which increased total open position to 601
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 430.05, which was -121.95 lower than the previous day. The implied volatity was 16.13, the open interest changed by 349 which increased total open position to 536
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 552, which was 28.85 higher than the previous day. The implied volatity was 16.00, the open interest changed by -16 which decreased total open position to 198
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 523.15, which was -261.50 lower than the previous day. The implied volatity was 16.47, the open interest changed by 160 which increased total open position to 214
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 784.65, which was -239.35 lower than the previous day. The implied volatity was 14.90, the open interest changed by -4 which decreased total open position to 54
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1024, which was lower than the previous day. The implied volatity was 15.51, the open interest changed by 1 which increased total open position to 58
FINNIFTY 30JAN2025 23250 PE | |||||||
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Delta: -0.85
Vega: 6.80
Theta: -7.68
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 758.65 | 133.65 | 23.15 | 83 | -6 | 302 |
23 Jan | 22625.85 | 615.1 | 15.00 | 17.62 | 102 | 19 | 310 |
22 Jan | 22650.40 | 600.1 | -82.75 | 18.96 | 171 | -11 | 275 |
21 Jan | 22548.90 | 682.85 | 252.80 | 19.00 | 333 | -24 | 289 |
20 Jan | 22926.70 | 430.05 | -241.30 | 18.30 | 328 | -10 | 315 |
17 Jan | 22608.20 | 671.35 | 251.95 | 18.55 | 77 | -7 | 327 |
16 Jan | 22943.75 | 419.4 | -192.45 | 17.96 | 311 | 49 | 335 |
15 Jan | 22680.10 | 611.85 | 32.85 | 17.99 | 110 | 1 | 286 |
14 Jan | 22722.15 | 579 | -265.00 | 19.32 | 7 | -5 | 285 |
13 Jan | 22400.45 | 844 | 222.20 | 18.00 | 182 | -68 | 290 |
10 Jan | 22730.20 | 621.8 | 207.80 | 18.81 | 946 | -63 | 393 |
9 Jan | 23026.15 | 414 | 81.00 | 17.24 | 2,824 | -144 | 462 |
8 Jan | 23236.05 | 333 | 62.35 | 17.25 | 8,505 | 18 | 601 |
7 Jan | 23430.30 | 270.65 | -66.20 | 17.58 | 2,643 | 59 | 623 |
6 Jan | 23317.85 | 336.85 | 161.95 | 18.82 | 6,731 | 257 | 581 |
3 Jan | 23735.70 | 174.9 | 41.30 | 16.53 | 903 | 85 | 343 |
2 Jan | 24006.70 | 133.6 | 17.46 | 477 | 110 | 268 |
For Nifty Financial Services - strike price 23250 expiring on 30JAN2025
Delta for 23250 PE is -0.85
Historical price for 23250 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 758.65, which was 133.65 higher than the previous day. The implied volatity was 23.15, the open interest changed by -6 which decreased total open position to 302
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 615.1, which was 15.00 higher than the previous day. The implied volatity was 17.62, the open interest changed by 19 which increased total open position to 310
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 600.1, which was -82.75 lower than the previous day. The implied volatity was 18.96, the open interest changed by -11 which decreased total open position to 275
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 682.85, which was 252.80 higher than the previous day. The implied volatity was 19.00, the open interest changed by -24 which decreased total open position to 289
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 430.05, which was -241.30 lower than the previous day. The implied volatity was 18.30, the open interest changed by -10 which decreased total open position to 315
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 671.35, which was 251.95 higher than the previous day. The implied volatity was 18.55, the open interest changed by -7 which decreased total open position to 327
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 419.4, which was -192.45 lower than the previous day. The implied volatity was 17.96, the open interest changed by 49 which increased total open position to 335
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 611.85, which was 32.85 higher than the previous day. The implied volatity was 17.99, the open interest changed by 1 which increased total open position to 286
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 579, which was -265.00 lower than the previous day. The implied volatity was 19.32, the open interest changed by -5 which decreased total open position to 285
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 844, which was 222.20 higher than the previous day. The implied volatity was 18.00, the open interest changed by -68 which decreased total open position to 290
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 621.8, which was 207.80 higher than the previous day. The implied volatity was 18.81, the open interest changed by -63 which decreased total open position to 393
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 414, which was 81.00 higher than the previous day. The implied volatity was 17.24, the open interest changed by -144 which decreased total open position to 462
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 333, which was 62.35 higher than the previous day. The implied volatity was 17.25, the open interest changed by 18 which increased total open position to 601
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 270.65, which was -66.20 lower than the previous day. The implied volatity was 17.58, the open interest changed by 59 which increased total open position to 623
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 336.85, which was 161.95 higher than the previous day. The implied volatity was 18.82, the open interest changed by 257 which increased total open position to 581
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 174.9, which was 41.30 higher than the previous day. The implied volatity was 16.53, the open interest changed by 85 which increased total open position to 343
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 133.6, which was lower than the previous day. The implied volatity was 17.46, the open interest changed by 110 which increased total open position to 268