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

22513.5 -112.35 (-0.50%)

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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