FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23500 CE | ||||||||||
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Delta: 0.04
Vega: 2.40
Theta: -3.87
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 8 | -14.85 | 18.20 | 72,192 | 1,864 | 11,963 | |||
23 Jan | 22625.85 | 20 | -17.00 | 18.04 | 37,985 | 3,102 | 10,168 | |||
22 Jan | 22650.40 | 37 | -13.00 | 19.04 | 23,531 | 756 | 7,241 | |||
21 Jan | 22548.90 | 50 | -48.60 | 21.23 | 19,817 | 544 | 6,456 | |||
20 Jan | 22926.70 | 98.6 | 39.60 | 18.59 | 17,319 | -2,018 | 5,978 | |||
17 Jan | 22608.20 | 59 | -68.70 | 17.75 | 17,400 | 3,035 | 8,025 | |||
16 Jan | 22943.75 | 127.7 | 48.15 | 16.14 | 15,393 | -316 | 5,045 | |||
15 Jan | 22680.10 | 79.55 | -32.40 | 16.86 | 15,261 | 403 | 5,353 | |||
14 Jan | 22722.15 | 111.95 | 47.30 | 17.19 | 10,838 | -137 | 5,001 | |||
13 Jan | 22400.45 | 64.65 | -60.15 | 18.52 | 13,957 | 806 | 5,177 | |||
10 Jan | 22730.20 | 124.8 | -102.80 | 16.45 | 17,950 | 1,598 | 4,355 | |||
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9 Jan | 23026.15 | 227.6 | -79.95 | 16.34 | 10,941 | 827 | 2,787 | |||
8 Jan | 23236.05 | 307.55 | -96.95 | 16.11 | 12,489 | 68 | 1,949 | |||
7 Jan | 23430.30 | 404.5 | 21.80 | 15.74 | 16,629 | 117 | 1,909 | |||
6 Jan | 23317.85 | 382.7 | -221.65 | 16.19 | 9,054 | 540 | 1,762 | |||
3 Jan | 23735.70 | 604.35 | -193.75 | 14.75 | 799 | -44 | 1,224 | |||
2 Jan | 24006.70 | 798.1 | 13.90 | 2,998 | -857 | 1,294 |
For Nifty Financial Services - strike price 23500 expiring on 30JAN2025
Delta for 23500 CE is 0.04
Historical price for 23500 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 8, which was -14.85 lower than the previous day. The implied volatity was 18.20, the open interest changed by 1864 which increased total open position to 11963
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 20, which was -17.00 lower than the previous day. The implied volatity was 18.04, the open interest changed by 3102 which increased total open position to 10168
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 37, which was -13.00 lower than the previous day. The implied volatity was 19.04, the open interest changed by 756 which increased total open position to 7241
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 50, which was -48.60 lower than the previous day. The implied volatity was 21.23, the open interest changed by 544 which increased total open position to 6456
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 98.6, which was 39.60 higher than the previous day. The implied volatity was 18.59, the open interest changed by -2018 which decreased total open position to 5978
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 59, which was -68.70 lower than the previous day. The implied volatity was 17.75, the open interest changed by 3035 which increased total open position to 8025
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 127.7, which was 48.15 higher than the previous day. The implied volatity was 16.14, the open interest changed by -316 which decreased total open position to 5045
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 79.55, which was -32.40 lower than the previous day. The implied volatity was 16.86, the open interest changed by 403 which increased total open position to 5353
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 111.95, which was 47.30 higher than the previous day. The implied volatity was 17.19, the open interest changed by -137 which decreased total open position to 5001
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 64.65, which was -60.15 lower than the previous day. The implied volatity was 18.52, the open interest changed by 806 which increased total open position to 5177
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 124.8, which was -102.80 lower than the previous day. The implied volatity was 16.45, the open interest changed by 1598 which increased total open position to 4355
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 227.6, which was -79.95 lower than the previous day. The implied volatity was 16.34, the open interest changed by 827 which increased total open position to 2787
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 307.55, which was -96.95 lower than the previous day. The implied volatity was 16.11, the open interest changed by 68 which increased total open position to 1949
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 404.5, which was 21.80 higher than the previous day. The implied volatity was 15.74, the open interest changed by 117 which increased total open position to 1909
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 382.7, which was -221.65 lower than the previous day. The implied volatity was 16.19, the open interest changed by 540 which increased total open position to 1762
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 604.35, which was -193.75 lower than the previous day. The implied volatity was 14.75, the open interest changed by -44 which decreased total open position to 1224
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 798.1, which was lower than the previous day. The implied volatity was 13.90, the open interest changed by -857 which decreased total open position to 1294
FINNIFTY 30JAN2025 23500 PE | |||||||
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Delta: -0.85
Vega: 6.80
Theta: -11.97
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 1020.85 | 184.3 | 30.86 | 44 | 17 | 1,027 |
23 Jan | 22625.85 | 837.65 | 21.80 | 17.56 | 42 | -10 | 1,010 |
22 Jan | 22650.40 | 815.85 | -70.40 | 19.69 | 207 | -23 | 1,020 |
21 Jan | 22548.90 | 886.25 | 283.25 | 17.25 | 869 | -143 | 1,043 |
20 Jan | 22926.70 | 603 | -272.95 | 17.86 | 1,204 | -169 | 1,189 |
17 Jan | 22608.20 | 875.95 | 291.00 | 18.93 | 379 | -20 | 1,358 |
16 Jan | 22943.75 | 584.95 | -231.40 | 18.19 | 772 | -142 | 1,378 |
15 Jan | 22680.10 | 816.35 | 96.35 | 19.11 | 101 | -17 | 1,523 |
14 Jan | 22722.15 | 720 | -340.00 | 17.03 | 143 | -57 | 1,552 |
13 Jan | 22400.45 | 1060 | 219.95 | 18.77 | 844 | -123 | 1,645 |
10 Jan | 22730.20 | 840.05 | 288.70 | 21.26 | 3,001 | -333 | 1,604 |
9 Jan | 23026.15 | 551.35 | 107.20 | 16.85 | 1,932 | -168 | 1,940 |
8 Jan | 23236.05 | 444.15 | 52.20 | 16.58 | 10,180 | -1,371 | 2,089 |
7 Jan | 23430.30 | 391.95 | -60.95 | 18.19 | 19,622 | 1,496 | 3,534 |
6 Jan | 23317.85 | 452.9 | 204.80 | 18.80 | 19,832 | -99 | 2,028 |
3 Jan | 23735.70 | 248.1 | 65.10 | 16.26 | 7,911 | -103 | 2,131 |
2 Jan | 24006.70 | 183 | 16.89 | 11,701 | -607 | 2,323 |
For Nifty Financial Services - strike price 23500 expiring on 30JAN2025
Delta for 23500 PE is -0.85
Historical price for 23500 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1020.85, which was 184.3 higher than the previous day. The implied volatity was 30.86, the open interest changed by 17 which increased total open position to 1027
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 837.65, which was 21.80 higher than the previous day. The implied volatity was 17.56, the open interest changed by -10 which decreased total open position to 1010
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 815.85, which was -70.40 lower than the previous day. The implied volatity was 19.69, the open interest changed by -23 which decreased total open position to 1020
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 886.25, which was 283.25 higher than the previous day. The implied volatity was 17.25, the open interest changed by -143 which decreased total open position to 1043
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 603, which was -272.95 lower than the previous day. The implied volatity was 17.86, the open interest changed by -169 which decreased total open position to 1189
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 875.95, which was 291.00 higher than the previous day. The implied volatity was 18.93, the open interest changed by -20 which decreased total open position to 1358
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 584.95, which was -231.40 lower than the previous day. The implied volatity was 18.19, the open interest changed by -142 which decreased total open position to 1378
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 816.35, which was 96.35 higher than the previous day. The implied volatity was 19.11, the open interest changed by -17 which decreased total open position to 1523
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 720, which was -340.00 lower than the previous day. The implied volatity was 17.03, the open interest changed by -57 which decreased total open position to 1552
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1060, which was 219.95 higher than the previous day. The implied volatity was 18.77, the open interest changed by -123 which decreased total open position to 1645
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 840.05, which was 288.70 higher than the previous day. The implied volatity was 21.26, the open interest changed by -333 which decreased total open position to 1604
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 551.35, which was 107.20 higher than the previous day. The implied volatity was 16.85, the open interest changed by -168 which decreased total open position to 1940
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 444.15, which was 52.20 higher than the previous day. The implied volatity was 16.58, the open interest changed by -1371 which decreased total open position to 2089
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 391.95, which was -60.95 lower than the previous day. The implied volatity was 18.19, the open interest changed by 1496 which increased total open position to 3534
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 452.9, which was 204.80 higher than the previous day. The implied volatity was 18.80, the open interest changed by -99 which decreased total open position to 2028
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 248.1, which was 65.10 higher than the previous day. The implied volatity was 16.26, the open interest changed by -103 which decreased total open position to 2131
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 183, which was lower than the previous day. The implied volatity was 16.89, the open interest changed by -607 which decreased total open position to 2323