FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
18 Feb 2025 04:13 PM IST
FINNIFTY 27FEB2025 23500 CE | ||||||||||
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Delta: 0.40
Vega: 14.09
Theta: -16.25
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.60
Vega: 14.15
Theta: -10.79
Gamma: 0.00
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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