FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
23 Jan 2025 04:13 PM IST
| FINNIFTY 30JAN2025 23750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 2.37
Theta: -3.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 22625.85 | 7.6 | -9.45 | 18.16 | 4,906 | 637 | 2,441 | |||
| 22 Jan | 22650.40 | 17.05 | -12.50 | 19.19 | 2,244 | 418 | 1,821 | |||
| 21 Jan | 22548.90 | 29.55 | -28.15 | 21.96 | 2,509 | 162 | 1,418 | |||
| 20 Jan | 22926.70 | 57.7 | 20.20 | 19.13 | 2,069 | 169 | 1,376 | |||
| 17 Jan | 22608.20 | 37.5 | -40.10 | 18.65 | 5,538 | -1,019 | 1,280 | |||
| 16 Jan | 22943.75 | 77.6 | 31.05 | 16.60 | 2,247 | 152 | 2,365 | |||
| 15 Jan | 22680.10 | 46.55 | -20.65 | 17.16 | 3,596 | 869 | 2,216 | |||
| 14 Jan | 22722.15 | 67.2 | 26.80 | 17.30 | 2,006 | -235 | 1,347 | |||
| 13 Jan | 22400.45 | 40.4 | -36.60 | 18.86 | 1,829 | 453 | 1,586 | |||
| 10 Jan | 22730.20 | 77 | -76.80 | 16.48 | 2,695 | -7 | 1,133 | |||
| 9 Jan | 23026.15 | 153.8 | -56.20 | 16.52 | 1,932 | 187 | 1,183 | |||
| 8 Jan | 23236.05 | 210 | -103.10 | 16.03 | 2,910 | 43 | 1,015 | |||
| 7 Jan | 23430.30 | 313.1 | 11.50 | 16.86 | 2,849 | -152 | 975 | |||
| 6 Jan | 23317.85 | 301.6 | -130.35 | 17.38 | 8,344 | 386 | 1,145 | |||
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| 3 Jan | 23735.70 | 431.95 | -218.05 | 13.86 | 4,194 | 529 | 756 | |||
| 2 Jan | 24006.70 | 650 | 15.19 | 9,986 | 53 | 251 | ||||
For Nifty Financial Services - strike price 23750 expiring on 30JAN2025
Delta for 23750 CE is 0.03
Historical price for 23750 CE is as follows
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 7.6, which was -9.45 lower than the previous day. The implied volatity was 18.16, the open interest changed by 637 which increased total open position to 2441
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 17.05, which was -12.50 lower than the previous day. The implied volatity was 19.19, the open interest changed by 418 which increased total open position to 1821
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 29.55, which was -28.15 lower than the previous day. The implied volatity was 21.96, the open interest changed by 162 which increased total open position to 1418
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 57.7, which was 20.20 higher than the previous day. The implied volatity was 19.13, the open interest changed by 169 which increased total open position to 1376
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 37.5, which was -40.10 lower than the previous day. The implied volatity was 18.65, the open interest changed by -1019 which decreased total open position to 1280
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 77.6, which was 31.05 higher than the previous day. The implied volatity was 16.60, the open interest changed by 152 which increased total open position to 2365
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 46.55, which was -20.65 lower than the previous day. The implied volatity was 17.16, the open interest changed by 869 which increased total open position to 2216
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 67.2, which was 26.80 higher than the previous day. The implied volatity was 17.30, the open interest changed by -235 which decreased total open position to 1347
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 40.4, which was -36.60 lower than the previous day. The implied volatity was 18.86, the open interest changed by 453 which increased total open position to 1586
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 77, which was -76.80 lower than the previous day. The implied volatity was 16.48, the open interest changed by -7 which decreased total open position to 1133
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 153.8, which was -56.20 lower than the previous day. The implied volatity was 16.52, the open interest changed by 187 which increased total open position to 1183
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 210, which was -103.10 lower than the previous day. The implied volatity was 16.03, the open interest changed by 43 which increased total open position to 1015
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 313.1, which was 11.50 higher than the previous day. The implied volatity was 16.86, the open interest changed by -152 which decreased total open position to 975
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 301.6, which was -130.35 lower than the previous day. The implied volatity was 17.38, the open interest changed by 386 which increased total open position to 1145
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 431.95, which was -218.05 lower than the previous day. The implied volatity was 13.86, the open interest changed by 529 which increased total open position to 756
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 650, which was lower than the previous day. The implied volatity was 15.19, the open interest changed by 53 which increased total open position to 251
| FINNIFTY 30JAN2025 23750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 22625.85 | 1059 | -211.00 | - | 1 | 0 | 535 |
| 22 Jan | 22650.40 | 1270 | 215.90 | 46.04 | 1 | 0 | 535 |
| 21 Jan | 22548.90 | 1054.1 | 224.00 | - | 2 | 0 | 535 |
| 20 Jan | 22926.70 | 830.1 | -269.65 | 20.23 | 12 | -7 | 536 |
| 17 Jan | 22608.20 | 1099.75 | 345.75 | 19.72 | 2 | 0 | 544 |
| 16 Jan | 22943.75 | 754 | -288.65 | 16.77 | 1 | 0 | 544 |
| 15 Jan | 22680.10 | 1042.65 | -43.35 | 20.91 | 46 | 11 | 555 |
| 14 Jan | 22722.15 | 1086 | -158.50 | 28.55 | 7 | 0 | 544 |
| 13 Jan | 22400.45 | 1244.5 | 238.25 | 11.53 | 79 | -69 | 545 |
| 10 Jan | 22730.20 | 1006.25 | 187.25 | 19.96 | 100 | 36 | 623 |
| 9 Jan | 23026.15 | 819 | 222.25 | 21.74 | 24 | 0 | 585 |
| 8 Jan | 23236.05 | 596.75 | 68.75 | 16.57 | 495 | -96 | 591 |
| 7 Jan | 23430.30 | 528 | -62.10 | 18.33 | 600 | -4 | 705 |
| 6 Jan | 23317.85 | 590.1 | 257.10 | 18.76 | 7,216 | -216 | 709 |
| 3 Jan | 23735.70 | 333 | 92.30 | 15.62 | 10,404 | -222 | 927 |
| 2 Jan | 24006.70 | 240.7 | 16.02 | 13,336 | 1,028 | 1,146 | |
For Nifty Financial Services - strike price 23750 expiring on 30JAN2025
Delta for 23750 PE is -
Historical price for 23750 PE is as follows
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1059, which was -211.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 535
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1270, which was 215.90 higher than the previous day. The implied volatity was 46.04, the open interest changed by 0 which decreased total open position to 535
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1054.1, which was 224.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 535
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 830.1, which was -269.65 lower than the previous day. The implied volatity was 20.23, the open interest changed by -7 which decreased total open position to 536
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1099.75, which was 345.75 higher than the previous day. The implied volatity was 19.72, the open interest changed by 0 which decreased total open position to 544
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 754, which was -288.65 lower than the previous day. The implied volatity was 16.77, the open interest changed by 0 which decreased total open position to 544
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1042.65, which was -43.35 lower than the previous day. The implied volatity was 20.91, the open interest changed by 11 which increased total open position to 555
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1086, which was -158.50 lower than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 544
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1244.5, which was 238.25 higher than the previous day. The implied volatity was 11.53, the open interest changed by -69 which decreased total open position to 545
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1006.25, which was 187.25 higher than the previous day. The implied volatity was 19.96, the open interest changed by 36 which increased total open position to 623
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 819, which was 222.25 higher than the previous day. The implied volatity was 21.74, the open interest changed by 0 which decreased total open position to 585
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 596.75, which was 68.75 higher than the previous day. The implied volatity was 16.57, the open interest changed by -96 which decreased total open position to 591
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 528, which was -62.10 lower than the previous day. The implied volatity was 18.33, the open interest changed by -4 which decreased total open position to 705
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 590.1, which was 257.10 higher than the previous day. The implied volatity was 18.76, the open interest changed by -216 which decreased total open position to 709
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 333, which was 92.30 higher than the previous day. The implied volatity was 15.62, the open interest changed by -222 which decreased total open position to 927
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 240.7, which was lower than the previous day. The implied volatity was 16.02, the open interest changed by 1028 which increased total open position to 1146
