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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 23400 CE
Delta: 0.05
Vega: 3.08
Theta: -4.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 11.2 -19.15 17.81 51,878 -280 5,447
23 Jan 22625.85 27.8 -20.20 17.86 15,757 3,586 5,574
22 Jan 22650.40 48 -13.55 18.78 7,451 323 1,993
21 Jan 22548.90 61.55 -62.45 20.95 9,026 -721 1,703
20 Jan 22926.70 124 48.00 18.60 7,478 557 2,419
17 Jan 22608.20 76 -80.00 17.84 6,357 469 1,860
16 Jan 22943.75 156 60.00 16.05 4,944 -220 1,393
15 Jan 22680.10 96 -38.00 16.64 6,775 -507 1,617
14 Jan 22722.15 134 56.45 17.05 4,166 -96 2,130
13 Jan 22400.45 77.55 -69.40 18.38 4,787 20 2,226
10 Jan 22730.20 146.95 -127.35 16.22 9,164 197 2,023
9 Jan 23026.15 274.3 -83.40 16.76 6,076 -58 1,828
8 Jan 23236.05 357.7 -103.70 16.27 16,072 1,034 1,865
7 Jan 23430.30 461.4 1.90 15.91 12,073 214 861
6 Jan 23317.85 459.5 -217.55 17.30 6,888 358 637
3 Jan 23735.70 677.05 -196.55 15.02 102 22 279
2 Jan 24006.70 873.6 13.79 206 38 262


For Nifty Financial Services - strike price 23400 expiring on 30JAN2025

Delta for 23400 CE is 0.05

Historical price for 23400 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 11.2, which was -19.15 lower than the previous day. The implied volatity was 17.81, the open interest changed by -280 which decreased total open position to 5447


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 27.8, which was -20.20 lower than the previous day. The implied volatity was 17.86, the open interest changed by 3586 which increased total open position to 5574


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 48, which was -13.55 lower than the previous day. The implied volatity was 18.78, the open interest changed by 323 which increased total open position to 1993


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 61.55, which was -62.45 lower than the previous day. The implied volatity was 20.95, the open interest changed by -721 which decreased total open position to 1703


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 124, which was 48.00 higher than the previous day. The implied volatity was 18.60, the open interest changed by 557 which increased total open position to 2419


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 76, which was -80.00 lower than the previous day. The implied volatity was 17.84, the open interest changed by 469 which increased total open position to 1860


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 156, which was 60.00 higher than the previous day. The implied volatity was 16.05, the open interest changed by -220 which decreased total open position to 1393


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 96, which was -38.00 lower than the previous day. The implied volatity was 16.64, the open interest changed by -507 which decreased total open position to 1617


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 134, which was 56.45 higher than the previous day. The implied volatity was 17.05, the open interest changed by -96 which decreased total open position to 2130


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 77.55, which was -69.40 lower than the previous day. The implied volatity was 18.38, the open interest changed by 20 which increased total open position to 2226


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 146.95, which was -127.35 lower than the previous day. The implied volatity was 16.22, the open interest changed by 197 which increased total open position to 2023


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 274.3, which was -83.40 lower than the previous day. The implied volatity was 16.76, the open interest changed by -58 which decreased total open position to 1828


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 357.7, which was -103.70 lower than the previous day. The implied volatity was 16.27, the open interest changed by 1034 which increased total open position to 1865


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 461.4, which was 1.90 higher than the previous day. The implied volatity was 15.91, the open interest changed by 214 which increased total open position to 861


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 459.5, which was -217.55 lower than the previous day. The implied volatity was 17.30, the open interest changed by 358 which increased total open position to 637


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 677.05, which was -196.55 lower than the previous day. The implied volatity was 15.02, the open interest changed by 22 which increased total open position to 279


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 873.6, which was lower than the previous day. The implied volatity was 13.79, the open interest changed by 38 which increased total open position to 262


FINNIFTY 30JAN2025 23400 PE
Delta: -0.85
Vega: 6.75
Theta: -10.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 915.75 172.1 27.65 7 -2 757
23 Jan 22625.85 745.8 25.75 17.51 36 -12 754
22 Jan 22650.40 720.05 -86.60 18.47 259 0 769
21 Jan 22548.90 806.65 305.20 18.64 128 -21 771
20 Jan 22926.70 501.45 -285.35 15.73 55 5 792
17 Jan 22608.20 786.8 271.85 18.35 243 -49 787
16 Jan 22943.75 514.95 -215.10 18.06 352 50 835
15 Jan 22680.10 730.05 71.80 18.49 50 -7 788
14 Jan 22722.15 658.25 -311.70 17.89 62 -22 793
13 Jan 22400.45 969.95 204.90 18.32 975 -583 817
10 Jan 22730.20 765.05 274.50 21.18 2,622 62 1,237
9 Jan 23026.15 490.55 58.20 16.88 2,503 -225 1,175
8 Jan 23236.05 432.35 104.35 18.42 15,765 76 1,380
7 Jan 23430.30 328 -84.05 17.38 21,484 422 1,403
6 Jan 23317.85 412.05 196.50 19.15 15,953 117 1,007
3 Jan 23735.70 215.55 54.00 16.32 5,475 -363 916
2 Jan 24006.70 161.55 17.12 2,871 418 1,292


For Nifty Financial Services - strike price 23400 expiring on 30JAN2025

Delta for 23400 PE is -0.85

Historical price for 23400 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 915.75, which was 172.1 higher than the previous day. The implied volatity was 27.65, the open interest changed by -2 which decreased total open position to 757


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 745.8, which was 25.75 higher than the previous day. The implied volatity was 17.51, the open interest changed by -12 which decreased total open position to 754


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 720.05, which was -86.60 lower than the previous day. The implied volatity was 18.47, the open interest changed by 0 which decreased total open position to 769


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 806.65, which was 305.20 higher than the previous day. The implied volatity was 18.64, the open interest changed by -21 which decreased total open position to 771


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 501.45, which was -285.35 lower than the previous day. The implied volatity was 15.73, the open interest changed by 5 which increased total open position to 792


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 786.8, which was 271.85 higher than the previous day. The implied volatity was 18.35, the open interest changed by -49 which decreased total open position to 787


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 514.95, which was -215.10 lower than the previous day. The implied volatity was 18.06, the open interest changed by 50 which increased total open position to 835


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 730.05, which was 71.80 higher than the previous day. The implied volatity was 18.49, the open interest changed by -7 which decreased total open position to 788


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 658.25, which was -311.70 lower than the previous day. The implied volatity was 17.89, the open interest changed by -22 which decreased total open position to 793


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 969.95, which was 204.90 higher than the previous day. The implied volatity was 18.32, the open interest changed by -583 which decreased total open position to 817


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 765.05, which was 274.50 higher than the previous day. The implied volatity was 21.18, the open interest changed by 62 which increased total open position to 1237


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 490.55, which was 58.20 higher than the previous day. The implied volatity was 16.88, the open interest changed by -225 which decreased total open position to 1175


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 432.35, which was 104.35 higher than the previous day. The implied volatity was 18.42, the open interest changed by 76 which increased total open position to 1380


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 328, which was -84.05 lower than the previous day. The implied volatity was 17.38, the open interest changed by 422 which increased total open position to 1403


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 412.05, which was 196.50 higher than the previous day. The implied volatity was 19.15, the open interest changed by 117 which increased total open position to 1007


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 215.55, which was 54.00 higher than the previous day. The implied volatity was 16.32, the open interest changed by -363 which decreased total open position to 916


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 161.55, which was lower than the previous day. The implied volatity was 17.12, the open interest changed by 418 which increased total open position to 1292