FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
07 Feb 2025 04:13 PM IST
| FINNIFTY 27FEB2025 24100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.31
Vega: 19.41
Theta: -8.89
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Feb | 23539.75 | 153.1 | -71 | 14.30 | 3,131 | 35 | 229 | |||
| 6 Feb | 23660.40 | 230.05 | 10.9 | 15.67 | 649 | 8 | 197 | |||
| 5 Feb | 23664.40 | 215.05 | 12.4 | 15.05 | 888 | -30 | 192 | |||
| 4 Feb | 23620.70 | 200 | 88.6 | 14.85 | 600 | 66 | 220 | |||
| 3 Feb | 23132.45 | 110.05 | -9.9 | 16.00 | 327 | 77 | 153 | |||
| 1 Feb | 23170.25 | 120.95 | -66.15 | 15.37 | 458 | 19 | 78 | |||
| 31 Jan | 23220.55 | 189.95 | 16.25 | 17.56 | 142 | 56 | 58 | |||
| 30 Jan | 23133.70 | 173.7 | 0 | 0.00 | 0 | 1 | 0 | |||
| 29 Jan | 23044.95 | 173.7 | 31.45 | 18.62 | 1 | 0 | 1 | |||
| 28 Jan | 22805.90 | 142.25 | -1028.55 | 19.16 | 1 | 0 | 0 | |||
| 27 Jan | 22383.10 | 1170.8 | 0 | 5.21 | 0 | 0 | 0 | |||
| 24 Jan | 22513.50 | 1170.8 | 0 | 4.46 | 0 | 0 | 0 | |||
| 23 Jan | 22625.85 | 1170.8 | 0.00 | 3.97 | 0 | 0 | 0 | |||
| 22 Jan | 22650.40 | 1170.8 | 0.00 | 3.82 | 0 | 0 | 0 | |||
| 21 Jan | 22548.90 | 1170.8 | 0.00 | 3.75 | 0 | 0 | 0 | |||
| 20 Jan | 22926.70 | 1170.8 | 0.00 | 3.44 | 0 | 0 | 0 | |||
| 17 Jan | 22608.20 | 1170.8 | 0.00 | 3.69 | 0 | 0 | 0 | |||
| 16 Jan | 22943.75 | 1170.8 | 0.00 | 2.65 | 0 | 0 | 0 | |||
| 15 Jan | 22680.10 | 1170.8 | 0.00 | 3.35 | 0 | 0 | 0 | |||
| 14 Jan | 22722.15 | 1170.8 | 0.00 | 3.24 | 0 | 0 | 0 | |||
| 13 Jan | 22400.45 | 1170.8 | 0.00 | 3.81 | 0 | 0 | 0 | |||
| 10 Jan | 22730.20 | 1170.8 | 0.00 | 2.74 | 0 | 0 | 0 | |||
|
|
||||||||||
| 9 Jan | 23026.15 | 1170.8 | 0.00 | 2.16 | 0 | 0 | 0 | |||
| 8 Jan | 23236.05 | 1170.8 | 0.00 | 1.29 | 0 | 0 | 0 | |||
| 6 Jan | 23317.85 | 1170.8 | 1.17 | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 24100 expiring on 27FEB2025
Delta for 24100 CE is 0.31
Historical price for 24100 CE is as follows
On 7 Feb FINNIFTY was trading at 23539.75. The strike last trading price was 153.1, which was -71 lower than the previous day. The implied volatity was 14.30, the open interest changed by 35 which increased total open position to 229
On 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 230.05, which was 10.9 higher than the previous day. The implied volatity was 15.67, the open interest changed by 8 which increased total open position to 197
On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 215.05, which was 12.4 higher than the previous day. The implied volatity was 15.05, the open interest changed by -30 which decreased total open position to 192
On 4 Feb FINNIFTY was trading at 23620.70. The strike last trading price was 200, which was 88.6 higher than the previous day. The implied volatity was 14.85, the open interest changed by 66 which increased total open position to 220
On 3 Feb FINNIFTY was trading at 23132.45. The strike last trading price was 110.05, which was -9.9 lower than the previous day. The implied volatity was 16.00, the open interest changed by 77 which increased total open position to 153
On 1 Feb FINNIFTY was trading at 23170.25. The strike last trading price was 120.95, which was -66.15 lower than the previous day. The implied volatity was 15.37, the open interest changed by 19 which increased total open position to 78
On 31 Jan FINNIFTY was trading at 23220.55. The strike last trading price was 189.95, which was 16.25 higher than the previous day. The implied volatity was 17.56, the open interest changed by 56 which increased total open position to 58
On 30 Jan FINNIFTY was trading at 23133.70. The strike last trading price was 173.7, which was 0 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 29 Jan FINNIFTY was trading at 23044.95. The strike last trading price was 173.7, which was 31.45 higher than the previous day. The implied volatity was 18.62, the open interest changed by 0 which decreased total open position to 1
On 28 Jan FINNIFTY was trading at 22805.90. The strike last trading price was 142.25, which was -1028.55 lower than the previous day. The implied volatity was 19.16, 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 1170.8, which was 0 lower than the previous day. The implied volatity was 5.21, 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 1170.8, which was 0 lower than the previous day. The implied volatity was 4.46, 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 1170.8, which was 0.00 lower than the previous day. The implied volatity was 3.97, 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 1170.8, which was 0.00 lower than the previous day. The implied volatity was 3.82, 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 1170.8, which was 0.00 lower than the previous day. The implied volatity was 3.75, 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 1170.8, which was 0.00 lower than the previous day. The implied volatity was 3.44, 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 1170.8, which was 0.00 lower than the previous day. The implied volatity was 3.69, 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 1170.8, which was 0.00 lower than the previous day. The implied volatity was 2.65, 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 1170.8, which was 0.00 lower than the previous day. The implied volatity was 3.35, 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 1170.8, which was 0.00 lower than the previous day. The implied volatity was 3.24, 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 1170.8, which was 0.00 lower than the previous day. The implied volatity was 3.81, 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 1170.8, which was 0.00 lower than the previous day. The implied volatity was 2.74, 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 1170.8, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 1170.8, which was 0.00 lower than the previous day. The implied volatity was 1.29, 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 1170.8, which was lower than the previous day. The implied volatity was 1.17, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 27FEB2025 24100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 20.41
Theta: -4.89
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Feb | 23539.75 | 642.25 | 88.8 | 18.16 | 60 | 8 | 45 |
| 6 Feb | 23660.40 | 560.25 | 8.95 | 17.45 | 8 | 5 | 37 |
| 5 Feb | 23664.40 | 551.3 | -58.7 | 15.96 | 13 | 10 | 31 |
| 4 Feb | 23620.70 | 610 | -316.95 | 16.85 | 25 | 5 | 19 |
| 3 Feb | 23132.45 | 926.95 | 0 | 0.00 | 0 | 4 | 0 |
| 1 Feb | 23170.25 | 926.95 | -9.05 | 18.23 | 11 | 4 | 14 |
| 31 Jan | 23220.55 | 936 | 236 | 20.76 | 11 | 9 | 9 |
| 30 Jan | 23133.70 | 700 | 0 | 0.00 | 0 | 0 | 0 |
| 29 Jan | 23044.95 | 700 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Jan | 22805.90 | 700 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Jan | 22383.10 | 700 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Jan | 22513.50 | 700 | 0 | 0.00 | 0 | 0 | 0 |
| 23 Jan | 22625.85 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Jan | 22650.40 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Jan | 22548.90 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Jan | 22926.70 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Jan | 22608.20 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Jan | 22943.75 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 15 Jan | 22680.10 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Jan | 22722.15 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Jan | 22400.45 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Jan | 22730.20 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 23026.15 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 23236.05 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Jan | 23317.85 | 700 | 0.00 | 0 | 0 | 0 | |
For Nifty Financial Services - strike price 24100 expiring on 27FEB2025
Delta for 24100 PE is -0.65
Historical price for 24100 PE is as follows
On 7 Feb FINNIFTY was trading at 23539.75. The strike last trading price was 642.25, which was 88.8 higher than the previous day. The implied volatity was 18.16, the open interest changed by 8 which increased total open position to 45
On 6 Feb FINNIFTY was trading at 23660.40. The strike last trading price was 560.25, which was 8.95 higher than the previous day. The implied volatity was 17.45, the open interest changed by 5 which increased total open position to 37
On 5 Feb FINNIFTY was trading at 23664.40. The strike last trading price was 551.3, which was -58.7 lower than the previous day. The implied volatity was 15.96, the open interest changed by 10 which increased total open position to 31
On 4 Feb FINNIFTY was trading at 23620.70. The strike last trading price was 610, which was -316.95 lower than the previous day. The implied volatity was 16.85, the open interest changed by 5 which increased total open position to 19
On 3 Feb FINNIFTY was trading at 23132.45. The strike last trading price was 926.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 1 Feb FINNIFTY was trading at 23170.25. The strike last trading price was 926.95, which was -9.05 lower than the previous day. The implied volatity was 18.23, the open interest changed by 4 which increased total open position to 14
On 31 Jan FINNIFTY was trading at 23220.55. The strike last trading price was 936, which was 236 higher than the previous day. The implied volatity was 20.76, the open interest changed by 9 which increased total open position to 9
On 30 Jan FINNIFTY was trading at 23133.70. The strike last trading price was 700, 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 29 Jan FINNIFTY was trading at 23044.95. The strike last trading price was 700, 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 28 Jan FINNIFTY was trading at 22805.90. The strike last trading price was 700, 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 27 Jan FINNIFTY was trading at 22383.10. The strike last trading price was 700, 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 700, 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 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 700, 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 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 700, 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 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 700, 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 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 700, 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 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 700, 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 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 700, 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 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 700, 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 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 700, 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 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 700, 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 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 700, 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 700, 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 700, 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 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 700, 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 0
