FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23700 CE | ||||||||||
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Delta: 0.02
Vega: 1.64
Theta: -2.83
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 5.1 | -7.2 | 19.65 | 30,154 | -820 | 4,477 | |||
23 Jan | 22625.85 | 10.7 | -12.35 | 18.63 | 21,166 | 2,649 | 5,981 | |||
22 Jan | 22650.40 | 23.05 | -8.95 | 19.80 | 8,562 | 1,530 | 3,304 | |||
21 Jan | 22548.90 | 32 | -34.00 | 21.67 | 6,344 | 220 | 1,798 | |||
20 Jan | 22926.70 | 66 | 26.00 | 19.19 | 5,946 | -470 | 1,631 | |||
17 Jan | 22608.20 | 40 | -43.20 | 18.34 | 8,431 | -398 | 2,128 | |||
16 Jan | 22943.75 | 83.2 | 31.20 | 16.29 | 5,213 | 672 | 2,533 | |||
15 Jan | 22680.10 | 52 | -22.00 | 17.09 | 5,493 | -252 | 1,851 | |||
14 Jan | 22722.15 | 74 | 29.90 | 17.22 | 4,748 | 91 | 2,117 | |||
13 Jan | 22400.45 | 44.1 | -44.70 | 18.75 | 10,183 | -537 | 2,029 | |||
10 Jan | 22730.20 | 88.8 | -77.25 | 16.74 | 4,424 | 37 | 2,569 | |||
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9 Jan | 23026.15 | 166.05 | -69.85 | 16.44 | 4,028 | 648 | 2,510 | |||
8 Jan | 23236.05 | 235.9 | -90.85 | 16.43 | 4,723 | 750 | 1,870 | |||
7 Jan | 23430.30 | 326.75 | 6.35 | 16.63 | 5,109 | -203 | 1,228 | |||
6 Jan | 23317.85 | 320.4 | -129.60 | 17.33 | 11,561 | 459 | 1,434 | |||
3 Jan | 23735.70 | 450 | -194.80 | 13.45 | 2,150 | 311 | 954 | |||
2 Jan | 24006.70 | 644.8 | 13.53 | 11,537 | -307 | 657 |
For Nifty Financial Services - strike price 23700 expiring on 30JAN2025
Delta for 23700 CE is 0.02
Historical price for 23700 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 5.1, which was -7.2 lower than the previous day. The implied volatity was 19.65, the open interest changed by -820 which decreased total open position to 4477
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 10.7, which was -12.35 lower than the previous day. The implied volatity was 18.63, the open interest changed by 2649 which increased total open position to 5981
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 23.05, which was -8.95 lower than the previous day. The implied volatity was 19.80, the open interest changed by 1530 which increased total open position to 3304
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 32, which was -34.00 lower than the previous day. The implied volatity was 21.67, the open interest changed by 220 which increased total open position to 1798
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 66, which was 26.00 higher than the previous day. The implied volatity was 19.19, the open interest changed by -470 which decreased total open position to 1631
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 40, which was -43.20 lower than the previous day. The implied volatity was 18.34, the open interest changed by -398 which decreased total open position to 2128
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 83.2, which was 31.20 higher than the previous day. The implied volatity was 16.29, the open interest changed by 672 which increased total open position to 2533
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 52, which was -22.00 lower than the previous day. The implied volatity was 17.09, the open interest changed by -252 which decreased total open position to 1851
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 74, which was 29.90 higher than the previous day. The implied volatity was 17.22, the open interest changed by 91 which increased total open position to 2117
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 44.1, which was -44.70 lower than the previous day. The implied volatity was 18.75, the open interest changed by -537 which decreased total open position to 2029
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 88.8, which was -77.25 lower than the previous day. The implied volatity was 16.74, the open interest changed by 37 which increased total open position to 2569
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 166.05, which was -69.85 lower than the previous day. The implied volatity was 16.44, the open interest changed by 648 which increased total open position to 2510
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 235.9, which was -90.85 lower than the previous day. The implied volatity was 16.43, the open interest changed by 750 which increased total open position to 1870
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 326.75, which was 6.35 higher than the previous day. The implied volatity was 16.63, the open interest changed by -203 which decreased total open position to 1228
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 320.4, which was -129.60 lower than the previous day. The implied volatity was 17.33, the open interest changed by 459 which increased total open position to 1434
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 450, which was -194.80 lower than the previous day. The implied volatity was 13.45, the open interest changed by 311 which increased total open position to 954
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 644.8, which was lower than the previous day. The implied volatity was 13.53, the open interest changed by -307 which decreased total open position to 657
FINNIFTY 30JAN2025 23700 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 | 1280 | 0 | 0.00 | 0 | 0 | 0 |
23 Jan | 22625.85 | 1280 | 0.00 | 0.00 | 0 | 0 | 0 |
22 Jan | 22650.40 | 1280 | 420.05 | 50.16 | 2 | 0 | 975 |
21 Jan | 22548.90 | 859.95 | 120.05 | - | 37 | -16 | 978 |
20 Jan | 22926.70 | 739.9 | -314.55 | 14.61 | 31 | 7 | 996 |
17 Jan | 22608.20 | 1054.45 | 309.40 | 19.60 | 38 | -27 | 993 |
16 Jan | 22943.75 | 745.05 | -327.85 | 19.07 | 106 | 17 | 1,012 |
15 Jan | 22680.10 | 1072.9 | 193.35 | 26.30 | 16 | -3 | 996 |
14 Jan | 22722.15 | 879.55 | -384.20 | 16.89 | 115 | -11 | 999 |
13 Jan | 22400.45 | 1263.75 | 293.80 | 21.63 | 115 | -82 | 1,015 |
10 Jan | 22730.20 | 969.95 | 282.30 | 20.15 | 443 | -98 | 1,100 |
9 Jan | 23026.15 | 687.65 | 107.65 | 16.94 | 658 | -130 | 1,202 |
8 Jan | 23236.05 | 580 | 86.65 | 17.29 | 864 | -145 | 1,339 |
7 Jan | 23430.30 | 493.35 | -100.90 | 18.06 | 1,290 | -50 | 1,495 |
6 Jan | 23317.85 | 594.25 | 263.25 | 20.18 | 12,247 | -154 | 1,550 |
3 Jan | 23735.70 | 331 | 99.85 | 16.41 | 9,180 | -638 | 1,690 |
2 Jan | 24006.70 | 231.15 | 16.33 | 15,658 | 1,167 | 2,384 |
For Nifty Financial Services - strike price 23700 expiring on 30JAN2025
Delta for 23700 PE is 0.00
Historical price for 23700 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1280, which was 0 lower 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 1280, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1280, which was 420.05 higher than the previous day. The implied volatity was 50.16, the open interest changed by 0 which decreased total open position to 975
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 859.95, which was 120.05 higher than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 978
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 739.9, which was -314.55 lower than the previous day. The implied volatity was 14.61, the open interest changed by 7 which increased total open position to 996
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1054.45, which was 309.40 higher than the previous day. The implied volatity was 19.60, the open interest changed by -27 which decreased total open position to 993
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 745.05, which was -327.85 lower than the previous day. The implied volatity was 19.07, the open interest changed by 17 which increased total open position to 1012
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1072.9, which was 193.35 higher than the previous day. The implied volatity was 26.30, the open interest changed by -3 which decreased total open position to 996
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 879.55, which was -384.20 lower than the previous day. The implied volatity was 16.89, the open interest changed by -11 which decreased total open position to 999
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1263.75, which was 293.80 higher than the previous day. The implied volatity was 21.63, the open interest changed by -82 which decreased total open position to 1015
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 969.95, which was 282.30 higher than the previous day. The implied volatity was 20.15, the open interest changed by -98 which decreased total open position to 1100
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 687.65, which was 107.65 higher than the previous day. The implied volatity was 16.94, the open interest changed by -130 which decreased total open position to 1202
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 580, which was 86.65 higher than the previous day. The implied volatity was 17.29, the open interest changed by -145 which decreased total open position to 1339
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 493.35, which was -100.90 lower than the previous day. The implied volatity was 18.06, the open interest changed by -50 which decreased total open position to 1495
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 594.25, which was 263.25 higher than the previous day. The implied volatity was 20.18, the open interest changed by -154 which decreased total open position to 1550
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 331, which was 99.85 higher than the previous day. The implied volatity was 16.41, the open interest changed by -638 which decreased total open position to 1690
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 231.15, which was lower than the previous day. The implied volatity was 16.33, the open interest changed by 1167 which increased total open position to 2384