FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23300 CE | ||||||||||
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Delta: 0.07
Vega: 3.89
Theta: -6.05
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 15.45 | -26.65 | 17.36 | 46,862 | 179 | 3,579 | |||
23 Jan | 22625.85 | 38 | -25.90 | 17.64 | 12,849 | 1,287 | 3,357 | |||
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22 Jan | 22650.40 | 63.9 | -12.10 | 18.76 | 8,159 | 229 | 2,053 | |||
21 Jan | 22548.90 | 76 | -79.00 | 20.71 | 16,596 | 328 | 1,857 | |||
20 Jan | 22926.70 | 155 | 63.05 | 18.68 | 10,731 | -177 | 1,575 | |||
17 Jan | 22608.20 | 91.95 | -97.00 | 17.58 | 6,860 | 132 | 1,764 | |||
16 Jan | 22943.75 | 188.95 | 72.80 | 15.96 | 6,151 | -424 | 1,628 | |||
15 Jan | 22680.10 | 116.15 | -46.65 | 16.46 | 4,186 | 609 | 2,043 | |||
14 Jan | 22722.15 | 162.8 | 69.00 | 17.09 | 3,553 | -79 | 1,461 | |||
13 Jan | 22400.45 | 93.8 | -75.15 | 18.32 | 4,521 | 82 | 1,549 | |||
10 Jan | 22730.20 | 168.95 | -147.05 | 15.87 | 10,366 | 225 | 1,383 | |||
9 Jan | 23026.15 | 316 | -84.00 | 16.78 | 8,457 | 74 | 1,194 | |||
8 Jan | 23236.05 | 400 | -121.55 | 15.94 | 8,879 | 633 | 1,112 | |||
7 Jan | 23430.30 | 521.55 | 28.65 | 16.01 | 3,102 | 28 | 495 | |||
6 Jan | 23317.85 | 492.9 | -264.10 | 16.41 | 3,359 | 372 | 484 | |||
3 Jan | 23735.70 | 757 | -234.75 | 15.48 | 62 | 7 | 112 | |||
2 Jan | 24006.70 | 991.75 | 15.94 | 15 | -1 | 105 |
For Nifty Financial Services - strike price 23300 expiring on 30JAN2025
Delta for 23300 CE is 0.07
Historical price for 23300 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 15.45, which was -26.65 lower than the previous day. The implied volatity was 17.36, the open interest changed by 179 which increased total open position to 3579
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 38, which was -25.90 lower than the previous day. The implied volatity was 17.64, the open interest changed by 1287 which increased total open position to 3357
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 63.9, which was -12.10 lower than the previous day. The implied volatity was 18.76, the open interest changed by 229 which increased total open position to 2053
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 76, which was -79.00 lower than the previous day. The implied volatity was 20.71, the open interest changed by 328 which increased total open position to 1857
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 155, which was 63.05 higher than the previous day. The implied volatity was 18.68, the open interest changed by -177 which decreased total open position to 1575
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 91.95, which was -97.00 lower than the previous day. The implied volatity was 17.58, the open interest changed by 132 which increased total open position to 1764
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 188.95, which was 72.80 higher than the previous day. The implied volatity was 15.96, the open interest changed by -424 which decreased total open position to 1628
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 116.15, which was -46.65 lower than the previous day. The implied volatity was 16.46, the open interest changed by 609 which increased total open position to 2043
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 162.8, which was 69.00 higher than the previous day. The implied volatity was 17.09, the open interest changed by -79 which decreased total open position to 1461
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 93.8, which was -75.15 lower than the previous day. The implied volatity was 18.32, the open interest changed by 82 which increased total open position to 1549
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 168.95, which was -147.05 lower than the previous day. The implied volatity was 15.87, the open interest changed by 225 which increased total open position to 1383
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 316, which was -84.00 lower than the previous day. The implied volatity was 16.78, the open interest changed by 74 which increased total open position to 1194
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 400, which was -121.55 lower than the previous day. The implied volatity was 15.94, the open interest changed by 633 which increased total open position to 1112
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 521.55, which was 28.65 higher than the previous day. The implied volatity was 16.01, the open interest changed by 28 which increased total open position to 495
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 492.9, which was -264.10 lower than the previous day. The implied volatity was 16.41, the open interest changed by 372 which increased total open position to 484
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 757, which was -234.75 lower than the previous day. The implied volatity was 15.48, the open interest changed by 7 which increased total open position to 112
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 991.75, which was lower than the previous day. The implied volatity was 15.94, the open interest changed by -1 which decreased total open position to 105
FINNIFTY 30JAN2025 23300 PE | |||||||
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Delta: -0.90
Vega: 5.01
Theta: -2.50
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 782.65 | 126.95 | 19.80 | 160 | -32 | 720 |
23 Jan | 22625.85 | 656.95 | 14.85 | 17.47 | 171 | 15 | 747 |
22 Jan | 22650.40 | 642.1 | -77.95 | 19.15 | 386 | -27 | 721 |
21 Jan | 22548.90 | 720.05 | 255.10 | 18.54 | 2,473 | -18 | 754 |
20 Jan | 22926.70 | 464.95 | -235.35 | 18.43 | 2,711 | 51 | 776 |
17 Jan | 22608.20 | 700.3 | 250.35 | 17.82 | 143 | -16 | 737 |
16 Jan | 22943.75 | 449.95 | -199.65 | 17.98 | 244 | 17 | 753 |
15 Jan | 22680.10 | 649.6 | 46.60 | 18.10 | 147 | -13 | 745 |
14 Jan | 22722.15 | 603 | -291.50 | 18.78 | 111 | 8 | 774 |
13 Jan | 22400.45 | 894.5 | 219.40 | 18.86 | 852 | -277 | 767 |
10 Jan | 22730.20 | 675.1 | 235.35 | 20.01 | 3,441 | -9 | 1,070 |
9 Jan | 23026.15 | 439.75 | 85.75 | 17.17 | 4,589 | 72 | 1,104 |
8 Jan | 23236.05 | 354 | 58.70 | 17.12 | 16,225 | 269 | 1,076 |
7 Jan | 23430.30 | 295.3 | -79.70 | 17.80 | 11,929 | -112 | 860 |
6 Jan | 23317.85 | 375 | 187.15 | 19.52 | 12,594 | 388 | 978 |
3 Jan | 23735.70 | 187.85 | 47.15 | 16.46 | 1,405 | -62 | 595 |
2 Jan | 24006.70 | 140.7 | 17.26 | 1,705 | 169 | 675 |
For Nifty Financial Services - strike price 23300 expiring on 30JAN2025
Delta for 23300 PE is -0.90
Historical price for 23300 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 782.65, which was 126.95 higher than the previous day. The implied volatity was 19.80, the open interest changed by -32 which decreased total open position to 720
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 656.95, which was 14.85 higher than the previous day. The implied volatity was 17.47, the open interest changed by 15 which increased total open position to 747
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 642.1, which was -77.95 lower than the previous day. The implied volatity was 19.15, the open interest changed by -27 which decreased total open position to 721
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 720.05, which was 255.10 higher than the previous day. The implied volatity was 18.54, the open interest changed by -18 which decreased total open position to 754
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 464.95, which was -235.35 lower than the previous day. The implied volatity was 18.43, the open interest changed by 51 which increased total open position to 776
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 700.3, which was 250.35 higher than the previous day. The implied volatity was 17.82, the open interest changed by -16 which decreased total open position to 737
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 449.95, which was -199.65 lower than the previous day. The implied volatity was 17.98, the open interest changed by 17 which increased total open position to 753
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 649.6, which was 46.60 higher than the previous day. The implied volatity was 18.10, the open interest changed by -13 which decreased total open position to 745
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 603, which was -291.50 lower than the previous day. The implied volatity was 18.78, the open interest changed by 8 which increased total open position to 774
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 894.5, which was 219.40 higher than the previous day. The implied volatity was 18.86, the open interest changed by -277 which decreased total open position to 767
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 675.1, which was 235.35 higher than the previous day. The implied volatity was 20.01, the open interest changed by -9 which decreased total open position to 1070
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 439.75, which was 85.75 higher than the previous day. The implied volatity was 17.17, the open interest changed by 72 which increased total open position to 1104
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 354, which was 58.70 higher than the previous day. The implied volatity was 17.12, the open interest changed by 269 which increased total open position to 1076
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 295.3, which was -79.70 lower than the previous day. The implied volatity was 17.80, the open interest changed by -112 which decreased total open position to 860
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 375, which was 187.15 higher than the previous day. The implied volatity was 19.52, the open interest changed by 388 which increased total open position to 978
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 187.85, which was 47.15 higher than the previous day. The implied volatity was 16.46, the open interest changed by -62 which decreased total open position to 595
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 140.7, which was lower than the previous day. The implied volatity was 17.26, the open interest changed by 169 which increased total open position to 675