FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23550 CE | ||||||||||
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Delta: 0.04
Vega: 2.34
Theta: -3.93
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 8.05 | -11.4 | 18.98 | 11,706 | 2,919 | 4,334 | |||
23 Jan | 22625.85 | 19.1 | -14.10 | 18.64 | 3,536 | -35 | 1,438 | |||
22 Jan | 22650.40 | 33.2 | -11.80 | 19.27 | 2,726 | 155 | 1,489 | |||
21 Jan | 22548.90 | 45 | -43.40 | 21.37 | 3,414 | 30 | 1,325 | |||
20 Jan | 22926.70 | 88.4 | 34.30 | 18.66 | 3,347 | -267 | 1,301 | |||
17 Jan | 22608.20 | 54.1 | -59.50 | 17.95 | 1,832 | 7 | 1,572 | |||
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16 Jan | 22943.75 | 113.6 | 45.30 | 16.07 | 3,608 | 99 | 1,595 | |||
15 Jan | 22680.10 | 68.3 | -33.45 | 16.65 | 3,229 | 601 | 1,505 | |||
14 Jan | 22722.15 | 101.75 | 43.50 | 17.24 | 1,001 | 71 | 907 | |||
13 Jan | 22400.45 | 58.25 | -63.65 | 18.52 | 1,226 | 4 | 836 | |||
10 Jan | 22730.20 | 121.9 | -90.55 | 16.96 | 1,612 | 77 | 831 | |||
9 Jan | 23026.15 | 212.45 | -64.25 | 16.45 | 2,082 | 139 | 759 | |||
8 Jan | 23236.05 | 276.7 | -119.30 | 15.68 | 3,569 | 0 | 645 | |||
7 Jan | 23430.30 | 396 | 23.00 | 16.50 | 4,606 | -76 | 652 | |||
6 Jan | 23317.85 | 373 | -206.50 | 16.78 | 5,038 | 516 | 753 | |||
3 Jan | 23735.70 | 579.5 | -184.50 | 15.05 | 107 | 22 | 237 | |||
2 Jan | 24006.70 | 764 | 14.07 | 633 | -34 | 226 |
For Nifty Financial Services - strike price 23550 expiring on 30JAN2025
Delta for 23550 CE is 0.04
Historical price for 23550 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 8.05, which was -11.4 lower than the previous day. The implied volatity was 18.98, the open interest changed by 2919 which increased total open position to 4334
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 19.1, which was -14.10 lower than the previous day. The implied volatity was 18.64, the open interest changed by -35 which decreased total open position to 1438
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 33.2, which was -11.80 lower than the previous day. The implied volatity was 19.27, the open interest changed by 155 which increased total open position to 1489
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 45, which was -43.40 lower than the previous day. The implied volatity was 21.37, the open interest changed by 30 which increased total open position to 1325
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 88.4, which was 34.30 higher than the previous day. The implied volatity was 18.66, the open interest changed by -267 which decreased total open position to 1301
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 54.1, which was -59.50 lower than the previous day. The implied volatity was 17.95, the open interest changed by 7 which increased total open position to 1572
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 113.6, which was 45.30 higher than the previous day. The implied volatity was 16.07, the open interest changed by 99 which increased total open position to 1595
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 68.3, which was -33.45 lower than the previous day. The implied volatity was 16.65, the open interest changed by 601 which increased total open position to 1505
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 101.75, which was 43.50 higher than the previous day. The implied volatity was 17.24, the open interest changed by 71 which increased total open position to 907
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 58.25, which was -63.65 lower than the previous day. The implied volatity was 18.52, the open interest changed by 4 which increased total open position to 836
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 121.9, which was -90.55 lower than the previous day. The implied volatity was 16.96, the open interest changed by 77 which increased total open position to 831
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 212.45, which was -64.25 lower than the previous day. The implied volatity was 16.45, the open interest changed by 139 which increased total open position to 759
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 276.7, which was -119.30 lower than the previous day. The implied volatity was 15.68, the open interest changed by 0 which decreased total open position to 645
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 396, which was 23.00 higher than the previous day. The implied volatity was 16.50, the open interest changed by -76 which decreased total open position to 652
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 373, which was -206.50 lower than the previous day. The implied volatity was 16.78, the open interest changed by 516 which increased total open position to 753
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 579.5, which was -184.50 lower than the previous day. The implied volatity was 15.05, the open interest changed by 22 which increased total open position to 237
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 764, which was lower than the previous day. The implied volatity was 14.07, the open interest changed by -34 which decreased total open position to 226
FINNIFTY 30JAN2025 23550 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 862.25 | 12.5 | 0.00 | 0 | 0 | 0 |
23 Jan | 22625.85 | 862.25 | 0.00 | 0.00 | 0 | -5 | 0 |
22 Jan | 22650.40 | 862.25 | -112.80 | 19.99 | 11 | -5 | 446 |
21 Jan | 22548.90 | 975.05 | 391.05 | 23.54 | 20 | -2 | 460 |
20 Jan | 22926.70 | 584 | -322.55 | 11.47 | 9 | 5 | 463 |
17 Jan | 22608.20 | 906.55 | 248.55 | 17.74 | 16 | -8 | 456 |
16 Jan | 22943.75 | 658 | -197.05 | 20.58 | 30 | 4 | 460 |
15 Jan | 22680.10 | 855.05 | -2.60 | 19.02 | 22 | -2 | 456 |
14 Jan | 22722.15 | 857.65 | -260.90 | 23.47 | 3 | 0 | 458 |
13 Jan | 22400.45 | 1118.55 | 283.70 | 20.10 | 40 | -8 | 459 |
10 Jan | 22730.20 | 834.85 | 248.75 | 18.93 | 184 | -22 | 467 |
9 Jan | 23026.15 | 586.1 | 118.05 | 16.95 | 205 | 14 | 490 |
8 Jan | 23236.05 | 468.05 | 68.05 | 16.38 | 1,310 | -122 | 483 |
7 Jan | 23430.30 | 400 | -68.35 | 17.44 | 3,395 | 152 | 652 |
6 Jan | 23317.85 | 468.35 | 206.60 | 18.37 | 5,050 | 94 | 499 |
3 Jan | 23735.70 | 261.75 | 71.20 | 16.06 | 1,375 | -95 | 395 |
2 Jan | 24006.70 | 190.55 | 16.59 | 3,059 | 100 | 504 |
For Nifty Financial Services - strike price 23550 expiring on 30JAN2025
Delta for 23550 PE is 0.00
Historical price for 23550 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 862.25, which was 12.5 higher than the previous day. The implied volatity was 0.00, 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 862.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 862.25, which was -112.80 lower than the previous day. The implied volatity was 19.99, the open interest changed by -5 which decreased total open position to 446
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 975.05, which was 391.05 higher than the previous day. The implied volatity was 23.54, the open interest changed by -2 which decreased total open position to 460
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 584, which was -322.55 lower than the previous day. The implied volatity was 11.47, the open interest changed by 5 which increased total open position to 463
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 906.55, which was 248.55 higher than the previous day. The implied volatity was 17.74, the open interest changed by -8 which decreased total open position to 456
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 658, which was -197.05 lower than the previous day. The implied volatity was 20.58, the open interest changed by 4 which increased total open position to 460
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 855.05, which was -2.60 lower than the previous day. The implied volatity was 19.02, the open interest changed by -2 which decreased total open position to 456
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 857.65, which was -260.90 lower than the previous day. The implied volatity was 23.47, the open interest changed by 0 which decreased total open position to 458
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1118.55, which was 283.70 higher than the previous day. The implied volatity was 20.10, the open interest changed by -8 which decreased total open position to 459
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 834.85, which was 248.75 higher than the previous day. The implied volatity was 18.93, the open interest changed by -22 which decreased total open position to 467
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 586.1, which was 118.05 higher than the previous day. The implied volatity was 16.95, the open interest changed by 14 which increased total open position to 490
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 468.05, which was 68.05 higher than the previous day. The implied volatity was 16.38, the open interest changed by -122 which decreased total open position to 483
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 400, which was -68.35 lower than the previous day. The implied volatity was 17.44, the open interest changed by 152 which increased total open position to 652
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 468.35, which was 206.60 higher than the previous day. The implied volatity was 18.37, the open interest changed by 94 which increased total open position to 499
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 261.75, which was 71.20 higher than the previous day. The implied volatity was 16.06, the open interest changed by -95 which decreased total open position to 395
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 190.55, which was lower than the previous day. The implied volatity was 16.59, the open interest changed by 100 which increased total open position to 504