FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
23 Jan 2025 04:13 PM IST
| FINNIFTY 30JAN2025 23950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 1.86
Theta: -2.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 23 Jan | 22625.85 | 6 | -7.55 | 20.07 | 1,409 | 167 | 1,471 | |||
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| 22 Jan | 22650.40 | 13.55 | -3.95 | 21.00 | 1,837 | 153 | 1,304 | |||
| 21 Jan | 22548.90 | 17.5 | -19.80 | 22.09 | 1,747 | -121 | 1,190 | |||
| 20 Jan | 22926.70 | 37.3 | 13.30 | 19.63 | 916 | -86 | 1,313 | |||
| 17 Jan | 22608.20 | 24 | -20.85 | 18.97 | 1,658 | -76 | 1,405 | |||
| 16 Jan | 22943.75 | 44.85 | 12.85 | 16.31 | 972 | -50 | 1,488 | |||
| 15 Jan | 22680.10 | 32 | -11.45 | 17.73 | 2,285 | -26 | 1,539 | |||
| 14 Jan | 22722.15 | 43.45 | 11.05 | 17.42 | 1,687 | 202 | 1,590 | |||
| 13 Jan | 22400.45 | 32.4 | -16.10 | 19.89 | 2,398 | 811 | 1,398 | |||
| 10 Jan | 22730.20 | 48.5 | -66.10 | 16.30 | 995 | -10 | 590 | |||
| 9 Jan | 23026.15 | 114.6 | -42.55 | 16.94 | 1,536 | -78 | 629 | |||
| 8 Jan | 23236.05 | 157.15 | -64.25 | 16.35 | 1,710 | 59 | 708 | |||
| 7 Jan | 23430.30 | 221.4 | 1.55 | 16.14 | 1,419 | -96 | 655 | |||
| 6 Jan | 23317.85 | 219.85 | -138.10 | 16.91 | 3,589 | -69 | 757 | |||
| 3 Jan | 23735.70 | 357.95 | -130.15 | 14.94 | 6,085 | 493 | 823 | |||
| 2 Jan | 24006.70 | 488.1 | 13.68 | 5,339 | 133 | 347 | ||||
For Nifty Financial Services - strike price 23950 expiring on 30JAN2025
Delta for 23950 CE is 0.03
Historical price for 23950 CE is as follows
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 6, which was -7.55 lower than the previous day. The implied volatity was 20.07, the open interest changed by 167 which increased total open position to 1471
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 13.55, which was -3.95 lower than the previous day. The implied volatity was 21.00, the open interest changed by 153 which increased total open position to 1304
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 17.5, which was -19.80 lower than the previous day. The implied volatity was 22.09, the open interest changed by -121 which decreased total open position to 1190
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 37.3, which was 13.30 higher than the previous day. The implied volatity was 19.63, the open interest changed by -86 which decreased total open position to 1313
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 24, which was -20.85 lower than the previous day. The implied volatity was 18.97, the open interest changed by -76 which decreased total open position to 1405
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 44.85, which was 12.85 higher than the previous day. The implied volatity was 16.31, the open interest changed by -50 which decreased total open position to 1488
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 32, which was -11.45 lower than the previous day. The implied volatity was 17.73, the open interest changed by -26 which decreased total open position to 1539
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 43.45, which was 11.05 higher than the previous day. The implied volatity was 17.42, the open interest changed by 202 which increased total open position to 1590
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 32.4, which was -16.10 lower than the previous day. The implied volatity was 19.89, the open interest changed by 811 which increased total open position to 1398
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 48.5, which was -66.10 lower than the previous day. The implied volatity was 16.30, the open interest changed by -10 which decreased total open position to 590
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 114.6, which was -42.55 lower than the previous day. The implied volatity was 16.94, the open interest changed by -78 which decreased total open position to 629
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 157.15, which was -64.25 lower than the previous day. The implied volatity was 16.35, the open interest changed by 59 which increased total open position to 708
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 221.4, which was 1.55 higher than the previous day. The implied volatity was 16.14, the open interest changed by -96 which decreased total open position to 655
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 219.85, which was -138.10 lower than the previous day. The implied volatity was 16.91, the open interest changed by -69 which decreased total open position to 757
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 357.95, which was -130.15 lower than the previous day. The implied volatity was 14.94, the open interest changed by 493 which increased total open position to 823
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 488.1, which was lower than the previous day. The implied volatity was 13.68, the open interest changed by 133 which increased total open position to 347
| FINNIFTY 30JAN2025 23950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 23 Jan | 22625.85 | 1496.95 | 0.00 | 0.00 | 0 | -4 | 0 |
| 22 Jan | 22650.40 | 1496.95 | 267.95 | 52.83 | 5 | -3 | 335 |
| 21 Jan | 22548.90 | 1229 | 257.90 | - | 1 | 0 | 339 |
| 20 Jan | 22926.70 | 971.1 | -315.90 | 14.36 | 3 | -1 | 341 |
| 17 Jan | 22608.20 | 1287 | 359.60 | 20.59 | 10 | 0 | 352 |
| 16 Jan | 22943.75 | 927.4 | -256.60 | 17.26 | 1 | 0 | 353 |
| 15 Jan | 22680.10 | 1184 | -96.00 | 17.20 | 1 | 0 | 354 |
| 14 Jan | 22722.15 | 1280 | -198.00 | 31.35 | 3 | -2 | 355 |
| 13 Jan | 22400.45 | 1478 | 351.00 | 20.60 | 1 | 0 | 358 |
| 10 Jan | 22730.20 | 1127 | 177.30 | 16.40 | 30 | -2 | 360 |
| 9 Jan | 23026.15 | 949.7 | 210.10 | 21.23 | 2 | 0 | 364 |
| 8 Jan | 23236.05 | 739.6 | 89.95 | 16.88 | 39 | -4 | 370 |
| 7 Jan | 23430.30 | 649.65 | -85.40 | 18.42 | 79 | -5 | 384 |
| 6 Jan | 23317.85 | 735.05 | 294.70 | 19.63 | 717 | 25 | 398 |
| 3 Jan | 23735.70 | 440.35 | 134.40 | 16.00 | 7,253 | -71 | 373 |
| 2 Jan | 24006.70 | 305.95 | 15.58 | 3,576 | 334 | 460 | |
For Nifty Financial Services - strike price 23950 expiring on 30JAN2025
Delta for 23950 PE is 0.00
Historical price for 23950 PE is as follows
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1496.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1496.95, which was 267.95 higher than the previous day. The implied volatity was 52.83, the open interest changed by -3 which decreased total open position to 335
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1229, which was 257.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 339
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 971.1, which was -315.90 lower than the previous day. The implied volatity was 14.36, the open interest changed by -1 which decreased total open position to 341
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1287, which was 359.60 higher than the previous day. The implied volatity was 20.59, the open interest changed by 0 which decreased total open position to 352
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 927.4, which was -256.60 lower than the previous day. The implied volatity was 17.26, the open interest changed by 0 which decreased total open position to 353
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1184, which was -96.00 lower than the previous day. The implied volatity was 17.20, the open interest changed by 0 which decreased total open position to 354
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1280, which was -198.00 lower than the previous day. The implied volatity was 31.35, the open interest changed by -2 which decreased total open position to 355
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1478, which was 351.00 higher than the previous day. The implied volatity was 20.60, the open interest changed by 0 which decreased total open position to 358
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1127, which was 177.30 higher than the previous day. The implied volatity was 16.40, the open interest changed by -2 which decreased total open position to 360
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 949.7, which was 210.10 higher than the previous day. The implied volatity was 21.23, the open interest changed by 0 which decreased total open position to 364
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 739.6, which was 89.95 higher than the previous day. The implied volatity was 16.88, the open interest changed by -4 which decreased total open position to 370
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 649.65, which was -85.40 lower than the previous day. The implied volatity was 18.42, the open interest changed by -5 which decreased total open position to 384
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 735.05, which was 294.70 higher than the previous day. The implied volatity was 19.63, the open interest changed by 25 which increased total open position to 398
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 440.35, which was 134.40 higher than the previous day. The implied volatity was 16.00, the open interest changed by -71 which decreased total open position to 373
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 305.95, which was lower than the previous day. The implied volatity was 15.58, the open interest changed by 334 which increased total open position to 460
