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

23317.85 -417.85 (-1.76%)

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Historical option data for FINNIFTY

06 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23600 CE
Delta: 0.47
Vega: 23.79
Theta: -11.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.47

Historical price for 23600 CE is as follows

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: -0.53
Vega: 23.81
Theta: -5.47
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.53

Historical price for 23600 PE is as follows

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