FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23600 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.03
Vega: 1.91
Theta: -3.16
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 6 | -10.6 | 18.75 | 30,060 | 4,227 | 7,522 | |||
23 Jan | 22625.85 | 14.1 | -13.05 | 18.18 | 16,774 | 477 | 3,854 | |||
|
||||||||||
22 Jan | 22650.40 | 27.15 | -14.85 | 19.05 | 8,886 | 729 | 3,487 | |||
21 Jan | 22548.90 | 42 | -39.10 | 21.74 | 6,213 | 329 | 2,758 | |||
20 Jan | 22926.70 | 81.1 | 33.25 | 18.92 | 5,570 | -247 | 2,439 | |||
17 Jan | 22608.20 | 47.85 | -54.25 | 17.96 | 7,131 | 5 | 2,680 | |||
16 Jan | 22943.75 | 102.1 | 37.50 | 16.11 | 4,549 | 406 | 2,693 | |||
15 Jan | 22680.10 | 64.6 | -28.95 | 17.01 | 5,067 | -3 | 2,296 | |||
14 Jan | 22722.15 | 93.55 | 40.65 | 17.38 | 2,925 | 260 | 2,310 | |||
13 Jan | 22400.45 | 52.9 | -62.10 | 18.57 | 3,622 | 518 | 2,067 | |||
10 Jan | 22730.20 | 115 | -79.75 | 17.20 | 4,597 | 230 | 1,567 | |||
9 Jan | 23026.15 | 194.75 | -83.15 | 16.39 | 6,653 | 222 | 1,337 | |||
8 Jan | 23236.05 | 277.9 | -80.70 | 16.64 | 6,677 | 26 | 1,124 | |||
7 Jan | 23430.30 | 358.6 | 13.35 | 15.95 | 7,972 | -17 | 1,117 | |||
6 Jan | 23317.85 | 345.25 | -184.75 | 16.57 | 7,616 | 485 | 1,136 | |||
3 Jan | 23735.70 | 530 | -199.90 | 14.29 | 462 | -45 | 649 | |||
2 Jan | 24006.70 | 729.9 | 14.18 | 3,924 | -762 | 705 |
For Nifty Financial Services - strike price 23600 expiring on 30JAN2025
Delta for 23600 CE is 0.03
Historical price for 23600 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 6, which was -10.6 lower than the previous day. The implied volatity was 18.75, the open interest changed by 4227 which increased total open position to 7522
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 14.1, which was -13.05 lower than the previous day. The implied volatity was 18.18, the open interest changed by 477 which increased total open position to 3854
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 27.15, which was -14.85 lower than the previous day. The implied volatity was 19.05, the open interest changed by 729 which increased total open position to 3487
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 42, which was -39.10 lower than the previous day. The implied volatity was 21.74, the open interest changed by 329 which increased total open position to 2758
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 81.1, which was 33.25 higher than the previous day. The implied volatity was 18.92, the open interest changed by -247 which decreased total open position to 2439
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 47.85, which was -54.25 lower than the previous day. The implied volatity was 17.96, the open interest changed by 5 which increased total open position to 2680
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 102.1, which was 37.50 higher than the previous day. The implied volatity was 16.11, the open interest changed by 406 which increased total open position to 2693
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 64.6, which was -28.95 lower than the previous day. The implied volatity was 17.01, the open interest changed by -3 which decreased total open position to 2296
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 93.55, which was 40.65 higher than the previous day. The implied volatity was 17.38, the open interest changed by 260 which increased total open position to 2310
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 52.9, which was -62.10 lower than the previous day. The implied volatity was 18.57, the open interest changed by 518 which increased total open position to 2067
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 115, which was -79.75 lower than the previous day. The implied volatity was 17.20, the open interest changed by 230 which increased total open position to 1567
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 194.75, which was -83.15 lower than the previous day. The implied volatity was 16.39, the open interest changed by 222 which increased total open position to 1337
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 277.9, which was -80.70 lower than the previous day. The implied volatity was 16.64, the open interest changed by 26 which increased total open position to 1124
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 358.6, which was 13.35 higher than the previous day. The implied volatity was 15.95, the open interest changed by -17 which decreased total open position to 1117
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 345.25, which was -184.75 lower than the previous day. The implied volatity was 16.57, the open interest changed by 485 which increased total open position to 1136
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 530, which was -199.90 lower than the previous day. The implied volatity was 14.29, the open interest changed by -45 which decreased total open position to 649
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 729.9, which was lower than the previous day. The implied volatity was 14.18, the open interest changed by -762 which decreased total open position to 705
FINNIFTY 30JAN2025 23600 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 1008.8 | 108.75 | - | 4 | -3 | 908 |
23 Jan | 22625.85 | 907.6 | 0.00 | 0.00 | 0 | -1 | 0 |
22 Jan | 22650.40 | 907.6 | -80.85 | 20.15 | 16 | -2 | 910 |
21 Jan | 22548.90 | 988.45 | 294.45 | 18.99 | 65 | -22 | 915 |
20 Jan | 22926.70 | 694 | -268.55 | 18.95 | 11 | -1 | 938 |
17 Jan | 22608.20 | 962.55 | 295.30 | 19.08 | 18 | -2 | 940 |
16 Jan | 22943.75 | 667.25 | -237.25 | 18.88 | 122 | -30 | 942 |
15 Jan | 22680.10 | 904.5 | 25.50 | 19.73 | 79 | -1 | 972 |
14 Jan | 22722.15 | 879 | -261.90 | 22.47 | 18 | -4 | 987 |
13 Jan | 22400.45 | 1140.9 | 260.95 | 18.14 | 169 | -1 | 1,001 |
10 Jan | 22730.20 | 879.95 | 263.30 | 19.37 | 278 | 6 | 1,002 |
9 Jan | 23026.15 | 616.65 | 67.40 | 16.82 | 546 | -138 | 996 |
8 Jan | 23236.05 | 549.25 | 103.90 | 18.66 | 1,721 | 124 | 1,112 |
7 Jan | 23430.30 | 445.35 | -44.20 | 18.29 | 4,101 | -108 | 989 |
6 Jan | 23317.85 | 489.55 | 208.55 | 18.13 | 11,504 | -220 | 1,108 |
3 Jan | 23735.70 | 281 | 72.05 | 16.06 | 3,978 | -154 | 1,332 |
2 Jan | 24006.70 | 208.95 | 16.75 | 7,804 | 266 | 1,492 |
For Nifty Financial Services - strike price 23600 expiring on 30JAN2025
Delta for 23600 PE is -
Historical price for 23600 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1008.8, which was 108.75 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 908
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 907.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 907.6, which was -80.85 lower than the previous day. The implied volatity was 20.15, the open interest changed by -2 which decreased total open position to 910
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 988.45, which was 294.45 higher than the previous day. The implied volatity was 18.99, the open interest changed by -22 which decreased total open position to 915
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 694, which was -268.55 lower than the previous day. The implied volatity was 18.95, the open interest changed by -1 which decreased total open position to 938
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 962.55, which was 295.30 higher than the previous day. The implied volatity was 19.08, the open interest changed by -2 which decreased total open position to 940
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 667.25, which was -237.25 lower than the previous day. The implied volatity was 18.88, the open interest changed by -30 which decreased total open position to 942
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 904.5, which was 25.50 higher than the previous day. The implied volatity was 19.73, the open interest changed by -1 which decreased total open position to 972
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 879, which was -261.90 lower than the previous day. The implied volatity was 22.47, the open interest changed by -4 which decreased total open position to 987
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1140.9, which was 260.95 higher than the previous day. The implied volatity was 18.14, the open interest changed by -1 which decreased total open position to 1001
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 879.95, which was 263.30 higher than the previous day. The implied volatity was 19.37, the open interest changed by 6 which increased total open position to 1002
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 616.65, which was 67.40 higher than the previous day. The implied volatity was 16.82, the open interest changed by -138 which decreased total open position to 996
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 549.25, which was 103.90 higher than the previous day. The implied volatity was 18.66, the open interest changed by 124 which increased total open position to 1112
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 445.35, which was -44.20 lower than the previous day. The implied volatity was 18.29, the open interest changed by -108 which decreased total open position to 989
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 489.55, which was 208.55 higher than the previous day. The implied volatity was 18.13, the open interest changed by -220 which decreased total open position to 1108
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 281, which was 72.05 higher than the previous day. The implied volatity was 16.06, the open interest changed by -154 which decreased total open position to 1332
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 208.95, which was lower than the previous day. The implied volatity was 16.75, the open interest changed by 266 which increased total open position to 1492