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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 23450 CE
Delta: 0.04
Vega: 2.70
Theta: -4.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 9.3 -16.95 17.92 17,371 1,821 4,067
23 Jan 22625.85 24.85 -19.45 18.19 4,453 1,065 2,387
22 Jan 22650.40 44.3 -12.65 19.19 1,574 40 1,322
21 Jan 22548.90 56.95 -54.90 21.27 1,903 53 1,281
20 Jan 22926.70 111.85 44.85 18.68 2,871 -27 1,226
17 Jan 22608.20 67 -74.65 17.79 2,204 43 1,254
16 Jan 22943.75 141.65 54.80 16.11 2,978 -8 1,221
15 Jan 22680.10 86.85 -33.15 16.72 4,264 344 1,235
14 Jan 22722.15 120 49.60 16.95 2,301 57 898
13 Jan 22400.45 70.4 -59.60 18.41 1,955 -129 851
10 Jan 22730.20 130 -121.00 15.98 3,267 187 980
9 Jan 23026.15 251 -70.90 16.59 1,933 65 790
8 Jan 23236.05 321.9 -108.80 15.76 4,749 -40 722
7 Jan 23430.30 430.7 -5.80 15.77 12,154 334 783
6 Jan 23317.85 436.5 -207.80 17.41 4,958 321 438
3 Jan 23735.70 644.3 -198.60 15.06 49 7 117
2 Jan 24006.70 842.9 14.24 93 22 117


For Nifty Financial Services - strike price 23450 expiring on 30JAN2025

Delta for 23450 CE is 0.04

Historical price for 23450 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 9.3, which was -16.95 lower than the previous day. The implied volatity was 17.92, the open interest changed by 1821 which increased total open position to 4067


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 24.85, which was -19.45 lower than the previous day. The implied volatity was 18.19, the open interest changed by 1065 which increased total open position to 2387


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 44.3, which was -12.65 lower than the previous day. The implied volatity was 19.19, the open interest changed by 40 which increased total open position to 1322


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 56.95, which was -54.90 lower than the previous day. The implied volatity was 21.27, the open interest changed by 53 which increased total open position to 1281


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 111.85, which was 44.85 higher than the previous day. The implied volatity was 18.68, the open interest changed by -27 which decreased total open position to 1226


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 67, which was -74.65 lower than the previous day. The implied volatity was 17.79, the open interest changed by 43 which increased total open position to 1254


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 141.65, which was 54.80 higher than the previous day. The implied volatity was 16.11, the open interest changed by -8 which decreased total open position to 1221


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 86.85, which was -33.15 lower than the previous day. The implied volatity was 16.72, the open interest changed by 344 which increased total open position to 1235


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 120, which was 49.60 higher than the previous day. The implied volatity was 16.95, the open interest changed by 57 which increased total open position to 898


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 70.4, which was -59.60 lower than the previous day. The implied volatity was 18.41, the open interest changed by -129 which decreased total open position to 851


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 130, which was -121.00 lower than the previous day. The implied volatity was 15.98, the open interest changed by 187 which increased total open position to 980


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 251, which was -70.90 lower than the previous day. The implied volatity was 16.59, the open interest changed by 65 which increased total open position to 790


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 321.9, which was -108.80 lower than the previous day. The implied volatity was 15.76, the open interest changed by -40 which decreased total open position to 722


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 430.7, which was -5.80 lower than the previous day. The implied volatity was 15.77, the open interest changed by 334 which increased total open position to 783


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 436.5, which was -207.80 lower than the previous day. The implied volatity was 17.41, the open interest changed by 321 which increased total open position to 438


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 644.3, which was -198.60 lower than the previous day. The implied volatity was 15.06, the open interest changed by 7 which increased total open position to 117


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 842.9, which was lower than the previous day. The implied volatity was 14.24, the open interest changed by 22 which increased total open position to 117


FINNIFTY 30JAN2025 23450 PE
Delta: -0.88
Vega: 5.87
Theta: -7.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 946.6 117.95 26.01 7 -3 209
23 Jan 22625.85 828.65 58.50 23.51 21 -2 219
22 Jan 22650.40 770.15 -129.85 19.36 17 -9 221
21 Jan 22548.90 900 334.90 24.67 11 1 231
20 Jan 22926.70 565.1 -307.90 17.89 22 -2 231
17 Jan 22608.20 873 289.15 22.13 13 -7 233
16 Jan 22943.75 583.85 -196.75 20.21 49 19 240
15 Jan 22680.10 780.6 53.60 19.34 11 -3 223
14 Jan 22722.15 727 -267.85 19.89 16 -1 225
13 Jan 22400.45 994.85 205.95 16.72 93 -6 229
10 Jan 22730.20 788.9 265.50 20.42 307 -48 235
9 Jan 23026.15 523.4 102.65 16.99 261 -53 276
8 Jan 23236.05 420.75 61.95 16.72 3,908 -213 331
7 Jan 23430.30 358.8 -72.65 17.73 13,642 210 571
6 Jan 23317.85 431.45 194.35 18.95 8,578 -93 359
3 Jan 23735.70 237.1 65.60 16.53 1,025 -15 453
2 Jan 24006.70 171.5 16.98 1,180 -66 467


For Nifty Financial Services - strike price 23450 expiring on 30JAN2025

Delta for 23450 PE is -0.88

Historical price for 23450 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 946.6, which was 117.95 higher than the previous day. The implied volatity was 26.01, the open interest changed by -3 which decreased total open position to 209


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 828.65, which was 58.50 higher than the previous day. The implied volatity was 23.51, the open interest changed by -2 which decreased total open position to 219


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 770.15, which was -129.85 lower than the previous day. The implied volatity was 19.36, the open interest changed by -9 which decreased total open position to 221


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 900, which was 334.90 higher than the previous day. The implied volatity was 24.67, the open interest changed by 1 which increased total open position to 231


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 565.1, which was -307.90 lower than the previous day. The implied volatity was 17.89, the open interest changed by -2 which decreased total open position to 231


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 873, which was 289.15 higher than the previous day. The implied volatity was 22.13, the open interest changed by -7 which decreased total open position to 233


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 583.85, which was -196.75 lower than the previous day. The implied volatity was 20.21, the open interest changed by 19 which increased total open position to 240


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 780.6, which was 53.60 higher than the previous day. The implied volatity was 19.34, the open interest changed by -3 which decreased total open position to 223


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 727, which was -267.85 lower than the previous day. The implied volatity was 19.89, the open interest changed by -1 which decreased total open position to 225


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 994.85, which was 205.95 higher than the previous day. The implied volatity was 16.72, the open interest changed by -6 which decreased total open position to 229


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 788.9, which was 265.50 higher than the previous day. The implied volatity was 20.42, the open interest changed by -48 which decreased total open position to 235


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 523.4, which was 102.65 higher than the previous day. The implied volatity was 16.99, the open interest changed by -53 which decreased total open position to 276


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 420.75, which was 61.95 higher than the previous day. The implied volatity was 16.72, the open interest changed by -213 which decreased total open position to 331


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 358.8, which was -72.65 lower than the previous day. The implied volatity was 17.73, the open interest changed by 210 which increased total open position to 571


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 431.45, which was 194.35 higher than the previous day. The implied volatity was 18.95, the open interest changed by -93 which decreased total open position to 359


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 237.1, which was 65.60 higher than the previous day. The implied volatity was 16.53, the open interest changed by -15 which decreased total open position to 453


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 171.5, which was lower than the previous day. The implied volatity was 16.98, the open interest changed by -66 which decreased total open position to 467