FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23350 CE | ||||||||||
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Delta: 0.06
Vega: 3.44
Theta: -5.38
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 12.95 | -21.9 | 17.50 | 14,752 | 625 | 1,602 | |||
23 Jan | 22625.85 | 32.5 | -19.70 | 17.73 | 2,763 | 24 | 960 | |||
22 Jan | 22650.40 | 52.2 | -19.80 | 18.37 | 2,866 | 222 | 949 | |||
21 Jan | 22548.90 | 72 | -64.95 | 21.22 | 5,543 | -266 | 730 | |||
20 Jan | 22926.70 | 136.95 | 56.95 | 18.50 | 3,937 | -33 | 1,000 | |||
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17 Jan | 22608.20 | 80 | -92.65 | 17.41 | 4,631 | 39 | 1,027 | |||
16 Jan | 22943.75 | 172.65 | 65.70 | 16.05 | 2,278 | -330 | 983 | |||
15 Jan | 22680.10 | 106.95 | -42.40 | 16.64 | 2,812 | 350 | 1,310 | |||
14 Jan | 22722.15 | 149.35 | 64.45 | 17.16 | 2,694 | 267 | 963 | |||
13 Jan | 22400.45 | 84.9 | -78.35 | 18.32 | 1,180 | -18 | 695 | |||
10 Jan | 22730.20 | 163.25 | -146.20 | 16.44 | 3,244 | 164 | 726 | |||
9 Jan | 23026.15 | 309.45 | -82.50 | 17.43 | 2,645 | -15 | 566 | |||
8 Jan | 23236.05 | 391.95 | -93.40 | 16.70 | 7,239 | 204 | 589 | |||
7 Jan | 23430.30 | 485.35 | 17.75 | 15.71 | 3,634 | 7 | 390 | |||
6 Jan | 23317.85 | 467.6 | -265.40 | 16.51 | 3,259 | 252 | 368 | |||
3 Jan | 23735.70 | 733 | -193.00 | 16.00 | 92 | 4 | 115 | |||
2 Jan | 24006.70 | 926 | 14.49 | 18 | 0 | 110 |
For Nifty Financial Services - strike price 23350 expiring on 30JAN2025
Delta for 23350 CE is 0.06
Historical price for 23350 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 12.95, which was -21.9 lower than the previous day. The implied volatity was 17.50, the open interest changed by 625 which increased total open position to 1602
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 32.5, which was -19.70 lower than the previous day. The implied volatity was 17.73, the open interest changed by 24 which increased total open position to 960
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 52.2, which was -19.80 lower than the previous day. The implied volatity was 18.37, the open interest changed by 222 which increased total open position to 949
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 72, which was -64.95 lower than the previous day. The implied volatity was 21.22, the open interest changed by -266 which decreased total open position to 730
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 136.95, which was 56.95 higher than the previous day. The implied volatity was 18.50, the open interest changed by -33 which decreased total open position to 1000
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 80, which was -92.65 lower than the previous day. The implied volatity was 17.41, the open interest changed by 39 which increased total open position to 1027
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 172.65, which was 65.70 higher than the previous day. The implied volatity was 16.05, the open interest changed by -330 which decreased total open position to 983
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 106.95, which was -42.40 lower than the previous day. The implied volatity was 16.64, the open interest changed by 350 which increased total open position to 1310
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 149.35, which was 64.45 higher than the previous day. The implied volatity was 17.16, the open interest changed by 267 which increased total open position to 963
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 84.9, which was -78.35 lower than the previous day. The implied volatity was 18.32, the open interest changed by -18 which decreased total open position to 695
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 163.25, which was -146.20 lower than the previous day. The implied volatity was 16.44, the open interest changed by 164 which increased total open position to 726
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 309.45, which was -82.50 lower than the previous day. The implied volatity was 17.43, the open interest changed by -15 which decreased total open position to 566
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 391.95, which was -93.40 lower than the previous day. The implied volatity was 16.70, the open interest changed by 204 which increased total open position to 589
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 485.35, which was 17.75 higher than the previous day. The implied volatity was 15.71, the open interest changed by 7 which increased total open position to 390
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 467.6, which was -265.40 lower than the previous day. The implied volatity was 16.51, the open interest changed by 252 which increased total open position to 368
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 733, which was -193.00 lower than the previous day. The implied volatity was 16.00, the open interest changed by 4 which increased total open position to 115
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 926, which was lower than the previous day. The implied volatity was 14.49, the open interest changed by 0 which decreased total open position to 110
FINNIFTY 30JAN2025 23350 PE | |||||||
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Delta: -0.88
Vega: 5.81
Theta: -5.55
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 843.75 | 154 | 23.13 | 54 | -7 | 294 |
23 Jan | 22625.85 | 689.75 | 7.05 | 15.58 | 50 | -3 | 302 |
22 Jan | 22650.40 | 682.7 | -83.20 | 18.97 | 52 | 0 | 305 |
21 Jan | 22548.90 | 765.9 | 264.90 | 18.94 | 874 | -62 | 307 |
20 Jan | 22926.70 | 501 | -236.05 | 18.55 | 173 | 14 | 361 |
17 Jan | 22608.20 | 737.05 | 258.40 | 17.56 | 73 | 24 | 350 |
16 Jan | 22943.75 | 478.65 | -206.80 | 17.83 | 81 | 2 | 326 |
15 Jan | 22680.10 | 685.45 | 72.20 | 18.09 | 52 | 4 | 307 |
14 Jan | 22722.15 | 613.25 | -288.95 | 17.36 | 42 | -8 | 305 |
13 Jan | 22400.45 | 902.2 | 194.85 | 16.14 | 151 | -74 | 314 |
10 Jan | 22730.20 | 707.35 | 240.85 | 19.77 | 864 | -11 | 388 |
9 Jan | 23026.15 | 466.5 | 97.50 | 17.10 | 814 | -81 | 400 |
8 Jan | 23236.05 | 369 | 57.15 | 16.71 | 10,822 | -256 | 490 |
7 Jan | 23430.30 | 311.85 | -82.05 | 17.61 | 9,833 | 262 | 760 |
6 Jan | 23317.85 | 393.9 | 192.25 | 19.37 | 7,364 | 162 | 485 |
3 Jan | 23735.70 | 201.65 | 54.95 | 16.41 | 1,169 | -46 | 326 |
2 Jan | 24006.70 | 146.7 | 16.98 | 1,010 | 91 | 390 |
For Nifty Financial Services - strike price 23350 expiring on 30JAN2025
Delta for 23350 PE is -0.88
Historical price for 23350 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 843.75, which was 154 higher than the previous day. The implied volatity was 23.13, the open interest changed by -7 which decreased total open position to 294
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 689.75, which was 7.05 higher than the previous day. The implied volatity was 15.58, the open interest changed by -3 which decreased total open position to 302
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 682.7, which was -83.20 lower than the previous day. The implied volatity was 18.97, the open interest changed by 0 which decreased total open position to 305
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 765.9, which was 264.90 higher than the previous day. The implied volatity was 18.94, the open interest changed by -62 which decreased total open position to 307
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 501, which was -236.05 lower than the previous day. The implied volatity was 18.55, the open interest changed by 14 which increased total open position to 361
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 737.05, which was 258.40 higher than the previous day. The implied volatity was 17.56, the open interest changed by 24 which increased total open position to 350
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 478.65, which was -206.80 lower than the previous day. The implied volatity was 17.83, the open interest changed by 2 which increased total open position to 326
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 685.45, which was 72.20 higher than the previous day. The implied volatity was 18.09, the open interest changed by 4 which increased total open position to 307
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 613.25, which was -288.95 lower than the previous day. The implied volatity was 17.36, the open interest changed by -8 which decreased total open position to 305
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 902.2, which was 194.85 higher than the previous day. The implied volatity was 16.14, the open interest changed by -74 which decreased total open position to 314
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 707.35, which was 240.85 higher than the previous day. The implied volatity was 19.77, the open interest changed by -11 which decreased total open position to 388
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 466.5, which was 97.50 higher than the previous day. The implied volatity was 17.10, the open interest changed by -81 which decreased total open position to 400
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 369, which was 57.15 higher than the previous day. The implied volatity was 16.71, the open interest changed by -256 which decreased total open position to 490
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 311.85, which was -82.05 lower than the previous day. The implied volatity was 17.61, the open interest changed by 262 which increased total open position to 760
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 393.9, which was 192.25 higher than the previous day. The implied volatity was 19.37, the open interest changed by 162 which increased total open position to 485
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 201.65, which was 54.95 higher than the previous day. The implied volatity was 16.41, the open interest changed by -46 which decreased total open position to 326
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 146.7, which was lower than the previous day. The implied volatity was 16.98, the open interest changed by 91 which increased total open position to 390