FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23400 CE | ||||||||||
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Delta: 0.05
Vega: 3.08
Theta: -4.89
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.85
Vega: 6.75
Theta: -10.07
Gamma: 0.00
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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