`
[--[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 23700 CE
Delta: 0.02
Vega: 1.64
Theta: -2.83
Gamma: 0.00
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
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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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