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

22513.5 -112.35 (-0.50%)

Back to Option Chain


Historical option data for FINNIFTY

24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23500 CE
Delta: 0.04
Vega: 2.40
Theta: -3.87
Gamma: 0.00
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
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
Delta: -0.85
Vega: 6.80
Theta: -11.97
Gamma: 0.00
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