FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
07 Feb 2025 04:13 PM IST
FINNIFTY 27FEB2025 24000 CE | ||||||||||
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Delta: 0.36
Vega: 20.53
Theta: -9.66
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.63
Vega: 20.84
Theta: -4.21
Gamma: 0.00
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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