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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

22513.5 -112.35 (-0.50%)

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Historical option data for FINNIFTY

24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23300 CE
Delta: 0.07
Vega: 3.89
Theta: -6.05
Gamma: 0.00
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
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
Delta: -0.90
Vega: 5.01
Theta: -2.50
Gamma: 0.00
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