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

22625.85 -24.55 (-0.11%)

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Historical option data for FINNIFTY

23 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23800 CE
Delta: 0.03
Vega: 2.38
Theta: -3.45
Gamma: 0.00
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
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
Delta: -0.83
Vega: 7.89
Theta: -14.46
Gamma: 0.00
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