FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
23 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23800 CE | ||||||||||
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Delta: 0.03
Vega: 2.38
Theta: -3.45
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
23 Jan | 22625.85 | 8 | -9.60 | 19.01 | 21,380 | 3,538 | 7,304 | |||
22 Jan | 22650.40 | 17.6 | -11.50 | 20.04 | 11,281 | 883 | 3,780 | |||
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21 Jan | 22548.90 | 29.1 | -25.10 | 22.59 | 5,147 | -358 | 2,894 | |||
20 Jan | 22926.70 | 54.2 | 23.00 | 19.54 | 6,564 | 656 | 3,254 | |||
17 Jan | 22608.20 | 31.2 | -38.80 | 18.38 | 4,485 | 136 | 2,615 | |||
16 Jan | 22943.75 | 70 | 21.00 | 16.69 | 3,977 | -78 | 2,423 | |||
15 Jan | 22680.10 | 49 | -5.05 | 18.05 | 6,671 | 134 | 2,502 | |||
14 Jan | 22722.15 | 54.05 | 15.90 | 16.73 | 10,442 | -65 | 2,388 | |||
13 Jan | 22400.45 | 38.15 | -21.75 | 19.12 | 4,623 | 392 | 2,456 | |||
10 Jan | 22730.20 | 59.9 | -85.10 | 15.71 | 4,696 | -46 | 2,137 | |||
9 Jan | 23026.15 | 145 | -48.10 | 16.73 | 4,752 | -223 | 2,160 | |||
8 Jan | 23236.05 | 193.1 | -77.05 | 15.99 | 7,621 | 601 | 2,354 | |||
7 Jan | 23430.30 | 270.15 | -8.35 | 15.87 | 5,770 | -338 | 1,783 | |||
6 Jan | 23317.85 | 278.5 | -133.50 | 17.21 | 14,640 | -11 | 2,189 | |||
3 Jan | 23735.70 | 412 | -182.00 | 14.14 | 12,936 | 1,321 | 2,235 | |||
2 Jan | 24006.70 | 594 | 14.22 | 14,702 | -57 | 929 |
For Nifty Financial Services - strike price 23800 expiring on 30JAN2025
Delta for 23800 CE is 0.03
Historical price for 23800 CE is as follows
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 8, which was -9.60 lower than the previous day. The implied volatity was 19.01, the open interest changed by 3538 which increased total open position to 7304
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 17.6, which was -11.50 lower than the previous day. The implied volatity was 20.04, the open interest changed by 883 which increased total open position to 3780
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 29.1, which was -25.10 lower than the previous day. The implied volatity was 22.59, the open interest changed by -358 which decreased total open position to 2894
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 54.2, which was 23.00 higher than the previous day. The implied volatity was 19.54, the open interest changed by 656 which increased total open position to 3254
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 31.2, which was -38.80 lower than the previous day. The implied volatity was 18.38, the open interest changed by 136 which increased total open position to 2615
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 70, which was 21.00 higher than the previous day. The implied volatity was 16.69, the open interest changed by -78 which decreased total open position to 2423
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 49, which was -5.05 lower than the previous day. The implied volatity was 18.05, the open interest changed by 134 which increased total open position to 2502
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 54.05, which was 15.90 higher than the previous day. The implied volatity was 16.73, the open interest changed by -65 which decreased total open position to 2388
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 38.15, which was -21.75 lower than the previous day. The implied volatity was 19.12, the open interest changed by 392 which increased total open position to 2456
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 59.9, which was -85.10 lower than the previous day. The implied volatity was 15.71, the open interest changed by -46 which decreased total open position to 2137
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 145, which was -48.10 lower than the previous day. The implied volatity was 16.73, the open interest changed by -223 which decreased total open position to 2160
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 193.1, which was -77.05 lower than the previous day. The implied volatity was 15.99, the open interest changed by 601 which increased total open position to 2354
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 270.15, which was -8.35 lower than the previous day. The implied volatity was 15.87, the open interest changed by -338 which decreased total open position to 1783
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 278.5, which was -133.50 lower than the previous day. The implied volatity was 17.21, the open interest changed by -11 which decreased total open position to 2189
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 412, which was -182.00 lower than the previous day. The implied volatity was 14.14, the open interest changed by 1321 which increased total open position to 2235
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 594, which was lower than the previous day. The implied volatity was 14.22, the open interest changed by -57 which decreased total open position to 929
FINNIFTY 30JAN2025 23800 PE | |||||||
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Delta: -0.83
Vega: 7.89
Theta: -14.46
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
23 Jan | 22625.85 | 1216.75 | 36.75 | 35.40 | 3 | 0 | 1,138 |
22 Jan | 22650.40 | 1180 | -3.85 | 33.23 | 4 | -3 | 1,139 |
21 Jan | 22548.90 | 1183.85 | 382.10 | 20.95 | 7 | 0 | 1,142 |
20 Jan | 22926.70 | 801.75 | -385.30 | - | 38 | -22 | 1,142 |
17 Jan | 22608.20 | 1187.05 | 357.10 | 24.44 | 12 | -3 | 1,164 |
16 Jan | 22943.75 | 829.95 | -244.05 | 19.58 | 26 | -7 | 1,167 |
15 Jan | 22680.10 | 1074 | 104.70 | 19.92 | 14 | -1 | 1,177 |
14 Jan | 22722.15 | 969.3 | -339.35 | 17.31 | 21 | 1 | 1,175 |
13 Jan | 22400.45 | 1308.65 | 241.95 | 15.99 | 411 | -386 | 1,174 |
10 Jan | 22730.20 | 1066.7 | 312.05 | 21.30 | 672 | -294 | 1,565 |
9 Jan | 23026.15 | 754.65 | 121.30 | 16.63 | 1,271 | -767 | 1,878 |
8 Jan | 23236.05 | 633.35 | 89.50 | 16.78 | 2,206 | 207 | 2,630 |
7 Jan | 23430.30 | 543.85 | -106.10 | 17.76 | 2,488 | -199 | 2,426 |
6 Jan | 23317.85 | 649.95 | 289.50 | 20.04 | 11,700 | -818 | 2,610 |
3 Jan | 23735.70 | 360.45 | 90.45 | 15.79 | 23,600 | 951 | 3,407 |
2 Jan | 24006.70 | 270 | 16.48 | 18,685 | 1,750 | 2,474 |
For Nifty Financial Services - strike price 23800 expiring on 30JAN2025
Delta for 23800 PE is -0.83
Historical price for 23800 PE is as follows
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1216.75, which was 36.75 higher than the previous day. The implied volatity was 35.40, the open interest changed by 0 which decreased total open position to 1138
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1180, which was -3.85 lower than the previous day. The implied volatity was 33.23, the open interest changed by -3 which decreased total open position to 1139
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1183.85, which was 382.10 higher than the previous day. The implied volatity was 20.95, the open interest changed by 0 which decreased total open position to 1142
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 801.75, which was -385.30 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 1142
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1187.05, which was 357.10 higher than the previous day. The implied volatity was 24.44, the open interest changed by -3 which decreased total open position to 1164
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 829.95, which was -244.05 lower than the previous day. The implied volatity was 19.58, the open interest changed by -7 which decreased total open position to 1167
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1074, which was 104.70 higher than the previous day. The implied volatity was 19.92, the open interest changed by -1 which decreased total open position to 1177
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 969.3, which was -339.35 lower than the previous day. The implied volatity was 17.31, the open interest changed by 1 which increased total open position to 1175
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1308.65, which was 241.95 higher than the previous day. The implied volatity was 15.99, the open interest changed by -386 which decreased total open position to 1174
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1066.7, which was 312.05 higher than the previous day. The implied volatity was 21.30, the open interest changed by -294 which decreased total open position to 1565
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 754.65, which was 121.30 higher than the previous day. The implied volatity was 16.63, the open interest changed by -767 which decreased total open position to 1878
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 633.35, which was 89.50 higher than the previous day. The implied volatity was 16.78, the open interest changed by 207 which increased total open position to 2630
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 543.85, which was -106.10 lower than the previous day. The implied volatity was 17.76, the open interest changed by -199 which decreased total open position to 2426
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 649.95, which was 289.50 higher than the previous day. The implied volatity was 20.04, the open interest changed by -818 which decreased total open position to 2610
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 360.45, which was 90.45 higher than the previous day. The implied volatity was 15.79, the open interest changed by 951 which increased total open position to 3407
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 270, which was lower than the previous day. The implied volatity was 16.48, the open interest changed by 1750 which increased total open position to 2474