FINNIFTY
Nifty Financial Services
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