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

23539.75 -120.65 (-0.51%)

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Historical option data for FINNIFTY

07 Feb 2025 04:13 PM IST
FINNIFTY 27FEB2025 24000 CE
Delta: 0.36
Vega: 20.53
Theta: -9.66
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Feb 23539.75 188 -76.8 14.45 10,779 128 980
6 Feb 23660.40 268.8 9.85 15.69 2,383 82 854
5 Feb 23664.40 260.4 18.7 15.41 3,794 -41 774
4 Feb 23620.70 236.3 103.15 14.90 4,358 -310 819
3 Feb 23132.45 135.9 -7.65 16.26 3,039 346 1,140
1 Feb 23170.25 139.9 -76.05 15.18 4,375 353 804
31 Jan 23220.55 220 -9.45 17.66 2,006 274 454
30 Jan 23133.70 224.1 26.25 18.39 314 116 177
29 Jan 23044.95 210.95 54.55 19.23 156 23 61
28 Jan 22805.90 156.4 6.4 18.89 77 24 35
27 Jan 22383.10 150 0 0.00 0 0 0
24 Jan 22513.50 150 0 0.00 0 3 0
23 Jan 22625.85 150 -0.15 18.76 4 3 11
22 Jan 22650.40 150.15 0.00 0.00 0 1 0
21 Jan 22548.90 150.15 -60.85 18.83 1 0 7
20 Jan 22926.70 211 -9.00 17.49 6 -2 8
17 Jan 22608.20 220 0.00 0.00 0 1 0
16 Jan 22943.75 220 35.00 16.32 9 -1 8
15 Jan 22680.10 185 -11.00 17.45 10 -1 9
14 Jan 22722.15 196 36.00 16.68 15 2 11
13 Jan 22400.45 160 -535.85 18.60 8 6 10
10 Jan 22730.20 695.85 0.00 0.00 0 0 0
9 Jan 23026.15 695.85 0.00 0.00 0 0 0
8 Jan 23236.05 695.85 0.00 0.00 0 0 4
6 Jan 23317.85 695.85 0.00 0.00 0 0 4
2 Jan 24006.70 695.85 0.00 0 0 4


For Nifty Financial Services - strike price 24000 expiring on 27FEB2025

Delta for 24000 CE is 0.36

Historical price for 24000 CE is as follows

On 7 Feb FINNIFTY was trading at 23539.75. The strike last trading price was 188, which was -76.8 lower than the previous day. The implied volatity was 14.45, the open interest changed by 128 which increased total open position to 980


On 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 268.8, which was 9.85 higher than the previous day. The implied volatity was 15.69, the open interest changed by 82 which increased total open position to 854


On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 260.4, which was 18.7 higher than the previous day. The implied volatity was 15.41, the open interest changed by -41 which decreased total open position to 774


On 4 Feb FINNIFTY was trading at 23620.70. The strike last trading price was 236.3, which was 103.15 higher than the previous day. The implied volatity was 14.90, the open interest changed by -310 which decreased total open position to 819


On 3 Feb FINNIFTY was trading at 23132.45. The strike last trading price was 135.9, which was -7.65 lower than the previous day. The implied volatity was 16.26, the open interest changed by 346 which increased total open position to 1140


On 1 Feb FINNIFTY was trading at 23170.25. The strike last trading price was 139.9, which was -76.05 lower than the previous day. The implied volatity was 15.18, the open interest changed by 353 which increased total open position to 804


On 31 Jan FINNIFTY was trading at 23220.55. The strike last trading price was 220, which was -9.45 lower than the previous day. The implied volatity was 17.66, the open interest changed by 274 which increased total open position to 454


On 30 Jan FINNIFTY was trading at 23133.70. The strike last trading price was 224.1, which was 26.25 higher than the previous day. The implied volatity was 18.39, the open interest changed by 116 which increased total open position to 177


On 29 Jan FINNIFTY was trading at 23044.95. The strike last trading price was 210.95, which was 54.55 higher than the previous day. The implied volatity was 19.23, the open interest changed by 23 which increased total open position to 61


On 28 Jan FINNIFTY was trading at 22805.90. The strike last trading price was 156.4, which was 6.4 higher than the previous day. The implied volatity was 18.89, the open interest changed by 24 which increased total open position to 35


On 27 Jan FINNIFTY was trading at 22383.10. The strike last trading price was 150, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 150, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 150, which was -0.15 lower than the previous day. The implied volatity was 18.76, the open interest changed by 3 which increased total open position to 11


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 150.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 150.15, which was -60.85 lower than the previous day. The implied volatity was 18.83, the open interest changed by 0 which decreased total open position to 7


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 211, which was -9.00 lower than the previous day. The implied volatity was 17.49, the open interest changed by -2 which decreased total open position to 8


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 220, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 220, which was 35.00 higher than the previous day. The implied volatity was 16.32, the open interest changed by -1 which decreased total open position to 8


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 185, which was -11.00 lower than the previous day. The implied volatity was 17.45, the open interest changed by -1 which decreased total open position to 9


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 196, which was 36.00 higher than the previous day. The implied volatity was 16.68, the open interest changed by 2 which increased total open position to 11


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 160, which was -535.85 lower than the previous day. The implied volatity was 18.60, the open interest changed by 6 which increased total open position to 10


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 695.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 695.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 695.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 695.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 695.85, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 4


FINNIFTY 27FEB2025 24000 PE
Delta: -0.63
Vega: 20.84
Theta: -4.21
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Feb 23539.75 535.05 38 16.15 844 66 245
6 Feb 23660.40 501 -4.85 17.48 214 4 177
5 Feb 23664.40 508 -46.2 16.77 696 132 174
4 Feb 23620.70 552.95 -307.1 17.08 96 24 42
3 Feb 23132.45 860.05 -88.95 17.42 2 -1 17
1 Feb 23170.25 949 68.85 22.70 24 6 17
31 Jan 23220.55 880.15 -119.9 21.31 13 6 10
30 Jan 23133.70 1000.05 -99.95 24.23 1 0 4
29 Jan 23044.95 1100 354.8 24.32 4 3 3
28 Jan 22805.90 745.2 0 - 0 0 0
27 Jan 22383.10 745.2 0 - 0 0 0
24 Jan 22513.50 745.2 0 - 0 0 0
23 Jan 22625.85 745.2 0.00 - 0 0 0
22 Jan 22650.40 745.2 0.00 - 0 0 0
21 Jan 22548.90 745.2 0.00 - 0 0 0
20 Jan 22926.70 745.2 0.00 - 0 0 0
17 Jan 22608.20 745.2 0.00 - 0 0 0
16 Jan 22943.75 745.2 0.00 - 0 0 0
15 Jan 22680.10 745.2 0.00 - 0 0 0
14 Jan 22722.15 745.2 0.00 - 0 0 0
13 Jan 22400.45 745.2 0.00 - 0 0 0
10 Jan 22730.20 745.2 0.00 - 0 0 0
9 Jan 23026.15 745.2 0.00 - 0 0 0
8 Jan 23236.05 745.2 0.00 - 0 0 0
6 Jan 23317.85 745.2 0.00 - 0 0 0
2 Jan 24006.70 745.2 0.47 0 0 0


For Nifty Financial Services - strike price 24000 expiring on 27FEB2025

Delta for 24000 PE is -0.63

Historical price for 24000 PE is as follows

On 7 Feb FINNIFTY was trading at 23539.75. The strike last trading price was 535.05, which was 38 higher than the previous day. The implied volatity was 16.15, the open interest changed by 66 which increased total open position to 245


On 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 501, which was -4.85 lower than the previous day. The implied volatity was 17.48, the open interest changed by 4 which increased total open position to 177


On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 508, which was -46.2 lower than the previous day. The implied volatity was 16.77, the open interest changed by 132 which increased total open position to 174


On 4 Feb FINNIFTY was trading at 23620.70. The strike last trading price was 552.95, which was -307.1 lower than the previous day. The implied volatity was 17.08, the open interest changed by 24 which increased total open position to 42


On 3 Feb FINNIFTY was trading at 23132.45. The strike last trading price was 860.05, which was -88.95 lower than the previous day. The implied volatity was 17.42, the open interest changed by -1 which decreased total open position to 17


On 1 Feb FINNIFTY was trading at 23170.25. The strike last trading price was 949, which was 68.85 higher than the previous day. The implied volatity was 22.70, the open interest changed by 6 which increased total open position to 17


On 31 Jan FINNIFTY was trading at 23220.55. The strike last trading price was 880.15, which was -119.9 lower than the previous day. The implied volatity was 21.31, the open interest changed by 6 which increased total open position to 10


On 30 Jan FINNIFTY was trading at 23133.70. The strike last trading price was 1000.05, which was -99.95 lower than the previous day. The implied volatity was 24.23, the open interest changed by 0 which decreased total open position to 4


On 29 Jan FINNIFTY was trading at 23044.95. The strike last trading price was 1100, which was 354.8 higher than the previous day. The implied volatity was 24.32, the open interest changed by 3 which increased total open position to 3


On 28 Jan FINNIFTY was trading at 22805.90. The strike last trading price was 745.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Jan FINNIFTY was trading at 22383.10. The strike last trading price was 745.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 745.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 745.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 745.2, which was lower than the previous day. The implied volatity was 0.47, the open interest changed by 0 which decreased total open position to 0