FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 23850 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.02
Vega: 1.28
Theta: -2.33
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 3.9 | -4.55 | 20.85 | 2,874 | -41 | 1,111 | |||
23 Jan | 22625.85 | 8.3 | -8.55 | 19.82 | 1,830 | 177 | 1,144 | |||
22 Jan | 22650.40 | 16.85 | -6.80 | 20.55 | 936 | -158 | 1,037 | |||
21 Jan | 22548.90 | 23.65 | -24.40 | 22.20 | 1,227 | -156 | 1,237 | |||
20 Jan | 22926.70 | 48.05 | 16.75 | 19.58 | 1,715 | -127 | 1,432 | |||
17 Jan | 22608.20 | 31.3 | -28.65 | 19.00 | 1,468 | -155 | 1,707 | |||
16 Jan | 22943.75 | 59.95 | 19.75 | 16.49 | 1,121 | -155 | 1,865 | |||
15 Jan | 22680.10 | 40.2 | -11.05 | 17.72 | 949 | -24 | 2,020 | |||
14 Jan | 22722.15 | 51.25 | 16.70 | 17.08 | 4,298 | 371 | 2,082 | |||
13 Jan | 22400.45 | 34.55 | -32.35 | 19.17 | 2,766 | 789 | 1,714 | |||
10 Jan | 22730.20 | 66.9 | -68.00 | 16.78 | 880 | -129 | 926 | |||
|
||||||||||
9 Jan | 23026.15 | 134.9 | -49.80 | 16.84 | 1,921 | 248 | 1,057 | |||
8 Jan | 23236.05 | 184.7 | -71.55 | 16.33 | 1,446 | -51 | 816 | |||
7 Jan | 23430.30 | 256.25 | 3.85 | 16.20 | 2,098 | -174 | 884 | |||
6 Jan | 23317.85 | 252.4 | -153.60 | 16.86 | 5,577 | -417 | 1,053 | |||
3 Jan | 23735.70 | 406 | -162.30 | 14.91 | 9,052 | 1,101 | 1,489 | |||
2 Jan | 24006.70 | 568.3 | 14.46 | 5,551 | 141 | 400 |
For Nifty Financial Services - strike price 23850 expiring on 30JAN2025
Delta for 23850 CE is 0.02
Historical price for 23850 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 3.9, which was -4.55 lower than the previous day. The implied volatity was 20.85, the open interest changed by -41 which decreased total open position to 1111
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 8.3, which was -8.55 lower than the previous day. The implied volatity was 19.82, the open interest changed by 177 which increased total open position to 1144
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 16.85, which was -6.80 lower than the previous day. The implied volatity was 20.55, the open interest changed by -158 which decreased total open position to 1037
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 23.65, which was -24.40 lower than the previous day. The implied volatity was 22.20, the open interest changed by -156 which decreased total open position to 1237
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 48.05, which was 16.75 higher than the previous day. The implied volatity was 19.58, the open interest changed by -127 which decreased total open position to 1432
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 31.3, which was -28.65 lower than the previous day. The implied volatity was 19.00, the open interest changed by -155 which decreased total open position to 1707
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 59.95, which was 19.75 higher than the previous day. The implied volatity was 16.49, the open interest changed by -155 which decreased total open position to 1865
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 40.2, which was -11.05 lower than the previous day. The implied volatity was 17.72, the open interest changed by -24 which decreased total open position to 2020
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 51.25, which was 16.70 higher than the previous day. The implied volatity was 17.08, the open interest changed by 371 which increased total open position to 2082
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 34.55, which was -32.35 lower than the previous day. The implied volatity was 19.17, the open interest changed by 789 which increased total open position to 1714
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 66.9, which was -68.00 lower than the previous day. The implied volatity was 16.78, the open interest changed by -129 which decreased total open position to 926
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 134.9, which was -49.80 lower than the previous day. The implied volatity was 16.84, the open interest changed by 248 which increased total open position to 1057
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 184.7, which was -71.55 lower than the previous day. The implied volatity was 16.33, the open interest changed by -51 which decreased total open position to 816
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 256.25, which was 3.85 higher than the previous day. The implied volatity was 16.20, the open interest changed by -174 which decreased total open position to 884
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 252.4, which was -153.60 lower than the previous day. The implied volatity was 16.86, the open interest changed by -417 which decreased total open position to 1053
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 406, which was -162.30 lower than the previous day. The implied volatity was 14.91, the open interest changed by 1101 which increased total open position to 1489
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 568.3, which was lower than the previous day. The implied volatity was 14.46, the open interest changed by 141 which increased total open position to 400
FINNIFTY 30JAN2025 23850 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.96
Vega: 2.39
Theta: 1.41
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 1311.7 | 127.2 | 24.50 | 5 | -2 | 411 |
23 Jan | 22625.85 | 1184.5 | -188.50 | 22.27 | 3 | -1 | 415 |
22 Jan | 22650.40 | 1373 | 243.00 | 48.54 | 1 | 0 | 417 |
21 Jan | 22548.90 | 1130 | 273.50 | - | 7 | -3 | 418 |
20 Jan | 22926.70 | 856.5 | -339.25 | - | 4 | -1 | 422 |
17 Jan | 22608.20 | 1195.75 | 354.75 | 20.54 | 6 | -5 | 422 |
16 Jan | 22943.75 | 841 | -281.80 | 17.15 | 1 | 0 | 428 |
15 Jan | 22680.10 | 1122.8 | -2.20 | 20.47 | 55 | -16 | 430 |
14 Jan | 22722.15 | 1125 | -255.00 | 26.15 | 1 | 0 | 447 |
13 Jan | 22400.45 | 1380 | 253.15 | 19.76 | 50 | -29 | 448 |
10 Jan | 22730.20 | 1126.85 | 306.35 | 22.60 | 54 | -4 | 476 |
9 Jan | 23026.15 | 820.5 | 157.20 | 18.18 | 43 | -24 | 480 |
8 Jan | 23236.05 | 663.3 | 69.70 | 16.52 | 101 | -27 | 510 |
7 Jan | 23430.30 | 593.6 | -53.75 | 18.63 | 264 | 16 | 541 |
6 Jan | 23317.85 | 647.35 | 262.35 | 18.59 | 2,722 | -565 | 525 |
3 Jan | 23735.70 | 385 | 123.25 | 15.82 | 15,111 | 320 | 1,098 |
2 Jan | 24006.70 | 261.75 | 15.40 | 8,923 | 534 | 804 |
For Nifty Financial Services - strike price 23850 expiring on 30JAN2025
Delta for 23850 PE is -0.96
Historical price for 23850 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1311.7, which was 127.2 higher than the previous day. The implied volatity was 24.50, the open interest changed by -2 which decreased total open position to 411
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1184.5, which was -188.50 lower than the previous day. The implied volatity was 22.27, the open interest changed by -1 which decreased total open position to 415
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1373, which was 243.00 higher than the previous day. The implied volatity was 48.54, the open interest changed by 0 which decreased total open position to 417
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1130, which was 273.50 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 418
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 856.5, which was -339.25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 422
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1195.75, which was 354.75 higher than the previous day. The implied volatity was 20.54, the open interest changed by -5 which decreased total open position to 422
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 841, which was -281.80 lower than the previous day. The implied volatity was 17.15, the open interest changed by 0 which decreased total open position to 428
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1122.8, which was -2.20 lower than the previous day. The implied volatity was 20.47, the open interest changed by -16 which decreased total open position to 430
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1125, which was -255.00 lower than the previous day. The implied volatity was 26.15, the open interest changed by 0 which decreased total open position to 447
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1380, which was 253.15 higher than the previous day. The implied volatity was 19.76, the open interest changed by -29 which decreased total open position to 448
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1126.85, which was 306.35 higher than the previous day. The implied volatity was 22.60, the open interest changed by -4 which decreased total open position to 476
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 820.5, which was 157.20 higher than the previous day. The implied volatity was 18.18, the open interest changed by -24 which decreased total open position to 480
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 663.3, which was 69.70 higher than the previous day. The implied volatity was 16.52, the open interest changed by -27 which decreased total open position to 510
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 593.6, which was -53.75 lower than the previous day. The implied volatity was 18.63, the open interest changed by 16 which increased total open position to 541
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 647.35, which was 262.35 higher than the previous day. The implied volatity was 18.59, the open interest changed by -565 which decreased total open position to 525
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 385, which was 123.25 higher than the previous day. The implied volatity was 15.82, the open interest changed by 320 which increased total open position to 1098
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 261.75, which was lower than the previous day. The implied volatity was 15.40, the open interest changed by 534 which increased total open position to 804