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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 23900 CE
Delta: 0.02
Vega: 1.11
Theta: -2.03
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 3.25 -3.95 20.95 25,832 1,261 4,797
23 Jan 22625.85 5.8 -9.25 19.29 15,699 531 3,695
22 Jan 22650.40 15.05 -9.30 20.76 9,560 894 3,200
21 Jan 22548.90 24.35 -18.15 23.03 4,768 945 2,306
20 Jan 22926.70 42.5 16.45 19.62 4,137 -269 1,349
17 Jan 22608.20 26.05 -31.05 18.75 4,781 -35 1,643
16 Jan 22943.75 57.1 21.10 16.91 3,703 -78 1,758
15 Jan 22680.10 36 -14.65 17.71 3,397 143 1,987
14 Jan 22722.15 50.65 17.70 17.60 4,951 -402 1,824
13 Jan 22400.45 32.95 -25.60 19.46 6,191 616 2,226
10 Jan 22730.20 58.55 -63.15 16.69 3,791 -158 1,628
9 Jan 23026.15 121.7 -52.15 16.73 4,323 -19 1,788
8 Jan 23236.05 173.85 -57.15 16.49 3,093 298 1,805
7 Jan 23430.30 231 5.50 15.79 3,268 -204 1,530
6 Jan 23317.85 225.5 -142.35 16.43 10,036 -508 1,725
3 Jan 23735.70 367.85 -158.45 14.39 12,382 1,357 2,275
2 Jan 24006.70 526.3 14.01 10,582 -71 925


For Nifty Financial Services - strike price 23900 expiring on 30JAN2025

Delta for 23900 CE is 0.02

Historical price for 23900 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 3.25, which was -3.95 lower than the previous day. The implied volatity was 20.95, the open interest changed by 1261 which increased total open position to 4797


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 5.8, which was -9.25 lower than the previous day. The implied volatity was 19.29, the open interest changed by 531 which increased total open position to 3695


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 15.05, which was -9.30 lower than the previous day. The implied volatity was 20.76, the open interest changed by 894 which increased total open position to 3200


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 24.35, which was -18.15 lower than the previous day. The implied volatity was 23.03, the open interest changed by 945 which increased total open position to 2306


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 42.5, which was 16.45 higher than the previous day. The implied volatity was 19.62, the open interest changed by -269 which decreased total open position to 1349


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 26.05, which was -31.05 lower than the previous day. The implied volatity was 18.75, the open interest changed by -35 which decreased total open position to 1643


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 57.1, which was 21.10 higher than the previous day. The implied volatity was 16.91, the open interest changed by -78 which decreased total open position to 1758


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 36, which was -14.65 lower than the previous day. The implied volatity was 17.71, the open interest changed by 143 which increased total open position to 1987


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 50.65, which was 17.70 higher than the previous day. The implied volatity was 17.60, the open interest changed by -402 which decreased total open position to 1824


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 32.95, which was -25.60 lower than the previous day. The implied volatity was 19.46, the open interest changed by 616 which increased total open position to 2226


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 58.55, which was -63.15 lower than the previous day. The implied volatity was 16.69, the open interest changed by -158 which decreased total open position to 1628


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 121.7, which was -52.15 lower than the previous day. The implied volatity was 16.73, the open interest changed by -19 which decreased total open position to 1788


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 173.85, which was -57.15 lower than the previous day. The implied volatity was 16.49, the open interest changed by 298 which increased total open position to 1805


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 231, which was 5.50 higher than the previous day. The implied volatity was 15.79, the open interest changed by -204 which decreased total open position to 1530


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 225.5, which was -142.35 lower than the previous day. The implied volatity was 16.43, the open interest changed by -508 which decreased total open position to 1725


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 367.85, which was -158.45 lower than the previous day. The implied volatity was 14.39, the open interest changed by 1357 which increased total open position to 2275


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 526.3, which was lower than the previous day. The implied volatity was 14.01, the open interest changed by -71 which decreased total open position to 925


FINNIFTY 30JAN2025 23900 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 1161.8 -60.65 - 8 -5 885
23 Jan 22625.85 1222.45 -221.15 17.81 3 -1 890
22 Jan 22650.40 1443.6 264.60 51.43 3 0 891
21 Jan 22548.90 1179 225.90 - 5 0 891
20 Jan 22926.70 953.1 -289.70 19.47 57 -9 894
17 Jan 22608.20 1242.8 322.85 20.79 5 -2 903
16 Jan 22943.75 919.95 -221.05 20.33 36 -10 905
15 Jan 22680.10 1141 20.60 17.58 22 -5 915
14 Jan 22722.15 1120.4 -311.55 22.93 29 -21 921
13 Jan 22400.45 1431.95 261.95 20.56 28 -4 944
10 Jan 22730.20 1170 325.00 22.82 32 -8 947
9 Jan 23026.15 845 140.85 17.46 244 -152 958
8 Jan 23236.05 704.15 96.90 16.81 75 7 1,110
7 Jan 23430.30 607.25 -79.85 17.92 294 -70 1,106
6 Jan 23317.85 687.1 267.15 18.94 5,011 -406 1,178
3 Jan 23735.70 419.95 115.95 16.21 14,803 126 1,675
2 Jan 24006.70 304 16.30 9,508 1,258 1,554


For Nifty Financial Services - strike price 23900 expiring on 30JAN2025

Delta for 23900 PE is -

Historical price for 23900 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1161.8, which was -60.65 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 885


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1222.45, which was -221.15 lower than the previous day. The implied volatity was 17.81, the open interest changed by -1 which decreased total open position to 890


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1443.6, which was 264.60 higher than the previous day. The implied volatity was 51.43, the open interest changed by 0 which decreased total open position to 891


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1179, which was 225.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 891


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 953.1, which was -289.70 lower than the previous day. The implied volatity was 19.47, the open interest changed by -9 which decreased total open position to 894


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1242.8, which was 322.85 higher than the previous day. The implied volatity was 20.79, the open interest changed by -2 which decreased total open position to 903


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 919.95, which was -221.05 lower than the previous day. The implied volatity was 20.33, the open interest changed by -10 which decreased total open position to 905


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1141, which was 20.60 higher than the previous day. The implied volatity was 17.58, the open interest changed by -5 which decreased total open position to 915


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1120.4, which was -311.55 lower than the previous day. The implied volatity was 22.93, the open interest changed by -21 which decreased total open position to 921


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1431.95, which was 261.95 higher than the previous day. The implied volatity was 20.56, the open interest changed by -4 which decreased total open position to 944


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1170, which was 325.00 higher than the previous day. The implied volatity was 22.82, the open interest changed by -8 which decreased total open position to 947


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 845, which was 140.85 higher than the previous day. The implied volatity was 17.46, the open interest changed by -152 which decreased total open position to 958


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 704.15, which was 96.90 higher than the previous day. The implied volatity was 16.81, the open interest changed by 7 which increased total open position to 1110


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 607.25, which was -79.85 lower than the previous day. The implied volatity was 17.92, the open interest changed by -70 which decreased total open position to 1106


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 687.1, which was 267.15 higher than the previous day. The implied volatity was 18.94, the open interest changed by -406 which decreased total open position to 1178


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 419.95, which was 115.95 higher than the previous day. The implied volatity was 16.21, the open interest changed by 126 which increased total open position to 1675


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 304, which was lower than the previous day. The implied volatity was 16.30, the open interest changed by 1258 which increased total open position to 1554