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

23280.3 9.30 (0.04%)

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Historical option data for FINNIFTY

18 Feb 2025 04:13 PM IST
FINNIFTY 27FEB2025 23500 CE
Delta: 0.40
Vega: 14.09
Theta: -16.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Feb 23280.30 178.6 -38.25 17.59 7,441 175 1,776
17 Feb 23271.00 227.5 30.75 19.40 7,559 -83 1,604
14 Feb 23186.90 190 -50.7 17.21 7,103 -141 1,691
13 Feb 23272.40 224.8 4.55 16.06 10,542 -126 1,852
12 Feb 23192.80 234.75 34.4 16.93 10,116 -474 1,977
11 Feb 23089.60 189.6 -156.35 17.09 7,797 554 2,450
10 Feb 23400.35 338 -77.6 16.96 17,445 893 1,911
7 Feb 23539.75 417.6 -112.6 14.44 6,782 214 1,028
6 Feb 23660.40 530 -0.25 15.87 642 -8 813
5 Feb 23664.40 524.95 30.5 15.99 703 -34 821
4 Feb 23620.70 486.3 192.65 15.30 6,470 194 861
3 Feb 23132.45 292.8 -21.4 16.27 3,168 72 663
1 Feb 23170.25 315.55 -96.2 15.63 4,620 288 589
31 Jan 23220.55 396.05 -21.25 17.22 2,858 249 340
30 Jan 23133.70 402 37.65 18.31 442 -31 91
29 Jan 23044.95 387.2 140.15 19.73 309 97 115
28 Jan 22805.90 276.75 81.75 18.41 72 6 17
27 Jan 22383.10 195 -45 20.19 11 7 10
24 Jan 22513.50 280 -140 21.12 22 11 13
23 Jan 22625.85 420 0.00 0.00 0 0 0
22 Jan 22650.40 420 0.00 0.00 0 0 0
21 Jan 22548.90 420 0.00 0.00 0 0 0
20 Jan 22926.70 420 0.00 18.96 1 0 2
16 Jan 22943.75 420 -79.00 18.17 3 1 2
15 Jan 22680.10 499 0.00 0.00 0 0 0
14 Jan 22722.15 499 0.00 0.00 0 0 1
13 Jan 22400.45 499 0.00 0.00 0 0 0
10 Jan 22730.20 499 0.00 0.00 0 0 1
9 Jan 23026.15 499 -156.00 16.95 1 0 2
8 Jan 23236.05 655 0.00 0.00 0 0 2
7 Jan 23430.30 655 156.00 15.05 14 -5 4
6 Jan 23317.85 499 -531.00 11.77 8 2 13
2 Jan 24006.70 1030 13.52 14 -3 20


For Nifty Financial Services - strike price 23500 expiring on 27FEB2025

Delta for 23500 CE is 0.40

Historical price for 23500 CE is as follows

On 18 Feb FINNIFTY was trading at 23280.30. The strike last trading price was 178.6, which was -38.25 lower than the previous day. The implied volatity was 17.59, the open interest changed by 175 which increased total open position to 1776


On 17 Feb FINNIFTY was trading at 23271.00. The strike last trading price was 227.5, which was 30.75 higher than the previous day. The implied volatity was 19.40, the open interest changed by -83 which decreased total open position to 1604


On 14 Feb FINNIFTY was trading at 23186.90. The strike last trading price was 190, which was -50.7 lower than the previous day. The implied volatity was 17.21, the open interest changed by -141 which decreased total open position to 1691


On 13 Feb FINNIFTY was trading at 23272.40. The strike last trading price was 224.8, which was 4.55 higher than the previous day. The implied volatity was 16.06, the open interest changed by -126 which decreased total open position to 1852


On 12 Feb FINNIFTY was trading at 23192.80. The strike last trading price was 234.75, which was 34.4 higher than the previous day. The implied volatity was 16.93, the open interest changed by -474 which decreased total open position to 1977


On 11 Feb FINNIFTY was trading at 23089.60. The strike last trading price was 189.6, which was -156.35 lower than the previous day. The implied volatity was 17.09, the open interest changed by 554 which increased total open position to 2450


On 10 Feb FINNIFTY was trading at 23400.35. The strike last trading price was 338, which was -77.6 lower than the previous day. The implied volatity was 16.96, the open interest changed by 893 which increased total open position to 1911


On 7 Feb FINNIFTY was trading at 23539.75. The strike last trading price was 417.6, which was -112.6 lower than the previous day. The implied volatity was 14.44, the open interest changed by 214 which increased total open position to 1028


On 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 530, which was -0.25 lower than the previous day. The implied volatity was 15.87, the open interest changed by -8 which decreased total open position to 813


On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 524.95, which was 30.5 higher than the previous day. The implied volatity was 15.99, the open interest changed by -34 which decreased total open position to 821


On 4 Feb FINNIFTY was trading at 23620.70. The strike last trading price was 486.3, which was 192.65 higher than the previous day. The implied volatity was 15.30, the open interest changed by 194 which increased total open position to 861


On 3 Feb FINNIFTY was trading at 23132.45. The strike last trading price was 292.8, which was -21.4 lower than the previous day. The implied volatity was 16.27, the open interest changed by 72 which increased total open position to 663


On 1 Feb FINNIFTY was trading at 23170.25. The strike last trading price was 315.55, which was -96.2 lower than the previous day. The implied volatity was 15.63, the open interest changed by 288 which increased total open position to 589


On 31 Jan FINNIFTY was trading at 23220.55. The strike last trading price was 396.05, which was -21.25 lower than the previous day. The implied volatity was 17.22, the open interest changed by 249 which increased total open position to 340


On 30 Jan FINNIFTY was trading at 23133.70. The strike last trading price was 402, which was 37.65 higher than the previous day. The implied volatity was 18.31, the open interest changed by -31 which decreased total open position to 91


On 29 Jan FINNIFTY was trading at 23044.95. The strike last trading price was 387.2, which was 140.15 higher than the previous day. The implied volatity was 19.73, the open interest changed by 97 which increased total open position to 115


On 28 Jan FINNIFTY was trading at 22805.90. The strike last trading price was 276.75, which was 81.75 higher than the previous day. The implied volatity was 18.41, the open interest changed by 6 which increased total open position to 17


On 27 Jan FINNIFTY was trading at 22383.10. The strike last trading price was 195, which was -45 lower than the previous day. The implied volatity was 20.19, the open interest changed by 7 which increased total open position to 10


On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 280, which was -140 lower than the previous day. The implied volatity was 21.12, the open interest changed by 11 which increased total open position to 13


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 420, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 420, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 420, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 420, which was 0.00 lower than the previous day. The implied volatity was 18.96, the open interest changed by 0 which decreased total open position to 2


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 420, which was -79.00 lower than the previous day. The implied volatity was 18.17, the open interest changed by 1 which increased total open position to 2


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 499, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 499, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 499, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 499, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 499, which was -156.00 lower than the previous day. The implied volatity was 16.95, the open interest changed by 0 which decreased total open position to 2


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 655, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 655, which was 156.00 higher than the previous day. The implied volatity was 15.05, the open interest changed by -5 which decreased total open position to 4


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 499, which was -531.00 lower than the previous day. The implied volatity was 11.77, the open interest changed by 2 which increased total open position to 13


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1030, which was lower than the previous day. The implied volatity was 13.52, the open interest changed by -3 which decreased total open position to 20


FINNIFTY 27FEB2025 23500 PE
Delta: -0.60
Vega: 14.15
Theta: -10.79
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
18 Feb 23280.30 370.75 16.7 18.69 2,106 78 1,393
17 Feb 23271.00 338.55 -72.5 16.39 875 -118 1,309
14 Feb 23186.90 428.5 52.05 16.00 2,245 -312 1,430
13 Feb 23272.40 386.15 -32.1 16.80 6,467 238 1,744
12 Feb 23192.80 411.95 -81.6 16.47 2,082 -240 1,507
11 Feb 23089.60 522.35 196.3 16.80 3,273 187 1,770
10 Feb 23400.35 334.55 46.25 16.44 7,874 696 1,583
7 Feb 23539.75 286.15 16.5 16.96 11,384 131 885
6 Feb 23660.40 277.55 2.45 18.30 2,721 139 760
5 Feb 23664.40 275.2 -32.95 17.37 2,915 -43 600
4 Feb 23620.70 310 -210.7 17.66 6,413 441 652
3 Feb 23132.45 520.05 9.85 17.21 447 -3 212
1 Feb 23170.25 510.55 -38.5 17.37 1,402 57 220
31 Jan 23220.55 520 -169.85 18.95 600 151 156
30 Jan 23133.70 689.85 -10 23.11 5 4 5
29 Jan 23044.95 699.85 151.75 20.69 1 0 0
28 Jan 22805.90 548.1 0 - 0 0 0
27 Jan 22383.10 548.1 0 - 0 0 0
24 Jan 22513.50 548.1 0 - 0 0 0
23 Jan 22625.85 548.1 0.00 - 0 0 0
22 Jan 22650.40 548.1 0.00 - 0 0 0
21 Jan 22548.90 548.1 0.00 - 0 0 0
20 Jan 22926.70 548.1 0.00 - 0 0 0
16 Jan 22943.75 548.1 0.00 - 0 0 0
15 Jan 22680.10 548.1 0.00 - 0 0 0
14 Jan 22722.15 548.1 0.00 - 0 0 0
13 Jan 22400.45 548.1 0.00 - 0 0 0
10 Jan 22730.20 548.1 0.00 - 0 0 0
9 Jan 23026.15 548.1 0.00 - 0 0 0
8 Jan 23236.05 548.1 0.00 0.15 0 0 0
7 Jan 23430.30 548.1 0.00 0.71 0 0 0
6 Jan 23317.85 548.1 0.00 0.76 0 0 0
2 Jan 24006.70 548.1 1.54 0 0 0


For Nifty Financial Services - strike price 23500 expiring on 27FEB2025

Delta for 23500 PE is -0.60

Historical price for 23500 PE is as follows

On 18 Feb FINNIFTY was trading at 23280.30. The strike last trading price was 370.75, which was 16.7 higher than the previous day. The implied volatity was 18.69, the open interest changed by 78 which increased total open position to 1393


On 17 Feb FINNIFTY was trading at 23271.00. The strike last trading price was 338.55, which was -72.5 lower than the previous day. The implied volatity was 16.39, the open interest changed by -118 which decreased total open position to 1309


On 14 Feb FINNIFTY was trading at 23186.90. The strike last trading price was 428.5, which was 52.05 higher than the previous day. The implied volatity was 16.00, the open interest changed by -312 which decreased total open position to 1430


On 13 Feb FINNIFTY was trading at 23272.40. The strike last trading price was 386.15, which was -32.1 lower than the previous day. The implied volatity was 16.80, the open interest changed by 238 which increased total open position to 1744


On 12 Feb FINNIFTY was trading at 23192.80. The strike last trading price was 411.95, which was -81.6 lower than the previous day. The implied volatity was 16.47, the open interest changed by -240 which decreased total open position to 1507


On 11 Feb FINNIFTY was trading at 23089.60. The strike last trading price was 522.35, which was 196.3 higher than the previous day. The implied volatity was 16.80, the open interest changed by 187 which increased total open position to 1770


On 10 Feb FINNIFTY was trading at 23400.35. The strike last trading price was 334.55, which was 46.25 higher than the previous day. The implied volatity was 16.44, the open interest changed by 696 which increased total open position to 1583


On 7 Feb FINNIFTY was trading at 23539.75. The strike last trading price was 286.15, which was 16.5 higher than the previous day. The implied volatity was 16.96, the open interest changed by 131 which increased total open position to 885


On 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 277.55, which was 2.45 higher than the previous day. The implied volatity was 18.30, the open interest changed by 139 which increased total open position to 760


On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 275.2, which was -32.95 lower than the previous day. The implied volatity was 17.37, the open interest changed by -43 which decreased total open position to 600


On 4 Feb FINNIFTY was trading at 23620.70. The strike last trading price was 310, which was -210.7 lower than the previous day. The implied volatity was 17.66, the open interest changed by 441 which increased total open position to 652


On 3 Feb FINNIFTY was trading at 23132.45. The strike last trading price was 520.05, which was 9.85 higher than the previous day. The implied volatity was 17.21, the open interest changed by -3 which decreased total open position to 212


On 1 Feb FINNIFTY was trading at 23170.25. The strike last trading price was 510.55, which was -38.5 lower than the previous day. The implied volatity was 17.37, the open interest changed by 57 which increased total open position to 220


On 31 Jan FINNIFTY was trading at 23220.55. The strike last trading price was 520, which was -169.85 lower than the previous day. The implied volatity was 18.95, the open interest changed by 151 which increased total open position to 156


On 30 Jan FINNIFTY was trading at 23133.70. The strike last trading price was 689.85, which was -10 lower than the previous day. The implied volatity was 23.11, the open interest changed by 4 which increased total open position to 5


On 29 Jan FINNIFTY was trading at 23044.95. The strike last trading price was 699.85, which was 151.75 higher than the previous day. The implied volatity was 20.69, the open interest changed by 0 which decreased total open position to 0


On 28 Jan FINNIFTY was trading at 22805.90. The strike last trading price was 548.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan FINNIFTY was trading at 22383.10. The strike last trading price was 548.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 548.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 548.1, which was 0.00 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 548.1, which was lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0