FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 24100 CE | ||||||||||
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Delta: 0.01
Vega: 0.83
Theta: -1.62
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 2.4 | -2.3 | 22.57 | 7,872 | -115 | 3,792 | |||
23 Jan | 22625.85 | 3.8 | -4.55 | 20.48 | 8,828 | 1,254 | 4,062 | |||
22 Jan | 22650.40 | 8.35 | -7.70 | 21.06 | 10,414 | -243 | 2,814 | |||
21 Jan | 22548.90 | 16.05 | -11.55 | 23.60 | 4,753 | 309 | 3,066 | |||
20 Jan | 22926.70 | 27.6 | 7.75 | 20.17 | 4,046 | 259 | 2,802 | |||
17 Jan | 22608.20 | 19.85 | -17.80 | 19.82 | 6,136 | 436 | 2,575 | |||
16 Jan | 22943.75 | 37.65 | 13.95 | 17.33 | 4,343 | 159 | 2,257 | |||
15 Jan | 22680.10 | 23.7 | -5.30 | 18.09 | 6,333 | 402 | 2,108 | |||
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14 Jan | 22722.15 | 29 | 0.25 | 17.25 | 1,812 | 76 | 1,745 | |||
13 Jan | 22400.45 | 28.75 | -10.35 | 20.82 | 3,398 | 370 | 1,682 | |||
10 Jan | 22730.20 | 39.1 | -50.35 | 16.79 | 2,306 | 267 | 1,315 | |||
9 Jan | 23026.15 | 89.45 | -33.75 | 17.11 | 1,323 | 240 | 1,022 | |||
8 Jan | 23236.05 | 123.2 | -53.85 | 16.46 | 2,742 | -88 | 789 | |||
7 Jan | 23430.30 | 177.05 | 1.05 | 16.20 | 2,989 | -181 | 869 | |||
6 Jan | 23317.85 | 176 | -102.95 | 16.91 | 4,068 | 166 | 1,044 | |||
3 Jan | 23735.70 | 278.95 | -132.05 | 14.39 | 7,835 | 72 | 911 | |||
2 Jan | 24006.70 | 411 | 13.93 | 5,496 | 444 | 882 |
For Nifty Financial Services - strike price 24100 expiring on 30JAN2025
Delta for 24100 CE is 0.01
Historical price for 24100 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 2.4, which was -2.3 lower than the previous day. The implied volatity was 22.57, the open interest changed by -115 which decreased total open position to 3792
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 3.8, which was -4.55 lower than the previous day. The implied volatity was 20.48, the open interest changed by 1254 which increased total open position to 4062
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 8.35, which was -7.70 lower than the previous day. The implied volatity was 21.06, the open interest changed by -243 which decreased total open position to 2814
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 16.05, which was -11.55 lower than the previous day. The implied volatity was 23.60, the open interest changed by 309 which increased total open position to 3066
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 27.6, which was 7.75 higher than the previous day. The implied volatity was 20.17, the open interest changed by 259 which increased total open position to 2802
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 19.85, which was -17.80 lower than the previous day. The implied volatity was 19.82, the open interest changed by 436 which increased total open position to 2575
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 37.65, which was 13.95 higher than the previous day. The implied volatity was 17.33, the open interest changed by 159 which increased total open position to 2257
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 23.7, which was -5.30 lower than the previous day. The implied volatity was 18.09, the open interest changed by 402 which increased total open position to 2108
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 29, which was 0.25 higher than the previous day. The implied volatity was 17.25, the open interest changed by 76 which increased total open position to 1745
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 28.75, which was -10.35 lower than the previous day. The implied volatity was 20.82, the open interest changed by 370 which increased total open position to 1682
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 39.1, which was -50.35 lower than the previous day. The implied volatity was 16.79, the open interest changed by 267 which increased total open position to 1315
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 89.45, which was -33.75 lower than the previous day. The implied volatity was 17.11, the open interest changed by 240 which increased total open position to 1022
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 123.2, which was -53.85 lower than the previous day. The implied volatity was 16.46, the open interest changed by -88 which decreased total open position to 789
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 177.05, which was 1.05 higher than the previous day. The implied volatity was 16.20, the open interest changed by -181 which decreased total open position to 869
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 176, which was -102.95 lower than the previous day. The implied volatity was 16.91, the open interest changed by 166 which increased total open position to 1044
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 278.95, which was -132.05 lower than the previous day. The implied volatity was 14.39, the open interest changed by 72 which increased total open position to 911
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 411, which was lower than the previous day. The implied volatity was 13.93, the open interest changed by 444 which increased total open position to 882
FINNIFTY 30JAN2025 24100 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 1361 | -66.15 | - | 11 | 0 | 364 |
23 Jan | 22625.85 | 1427.15 | -200.85 | 23.23 | 3 | 0 | 364 |
22 Jan | 22650.40 | 1628 | 149.00 | 54.39 | 5 | 0 | 364 |
21 Jan | 22548.90 | 1479 | 357.00 | 23.84 | 2 | -1 | 364 |
20 Jan | 22926.70 | 1122 | -314.35 | 16.50 | 12 | 0 | 365 |
17 Jan | 22608.20 | 1436.35 | 294.70 | 22.33 | 19 | 0 | 365 |
16 Jan | 22943.75 | 1141.65 | -164.20 | 25.08 | 14 | 0 | 365 |
15 Jan | 22680.10 | 1305.85 | 53.55 | 10.45 | 2 | 0 | 365 |
14 Jan | 22722.15 | 1252.3 | -406.50 | 19.24 | 25 | -23 | 366 |
13 Jan | 22400.45 | 1658.8 | 402.80 | 25.92 | 15 | -9 | 390 |
10 Jan | 22730.20 | 1256 | 196.50 | 16.26 | 3 | -1 | 399 |
9 Jan | 23026.15 | 1059.5 | 207.35 | 20.97 | 4 | -1 | 399 |
8 Jan | 23236.05 | 852.15 | 97.40 | 16.79 | 21 | -1 | 400 |
7 Jan | 23430.30 | 754.75 | -73.60 | 18.60 | 88 | -4 | 402 |
6 Jan | 23317.85 | 828.35 | 298.40 | 19.24 | 579 | -90 | 408 |
3 Jan | 23735.70 | 529.95 | 125.45 | 16.25 | 3,735 | -90 | 542 |
2 Jan | 24006.70 | 404.5 | 16.78 | 2,843 | 495 | 682 |
For Nifty Financial Services - strike price 24100 expiring on 30JAN2025
Delta for 24100 PE is -
Historical price for 24100 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1361, which was -66.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 364
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1427.15, which was -200.85 lower than the previous day. The implied volatity was 23.23, the open interest changed by 0 which decreased total open position to 364
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1628, which was 149.00 higher than the previous day. The implied volatity was 54.39, the open interest changed by 0 which decreased total open position to 364
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1479, which was 357.00 higher than the previous day. The implied volatity was 23.84, the open interest changed by -1 which decreased total open position to 364
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 1122, which was -314.35 lower than the previous day. The implied volatity was 16.50, the open interest changed by 0 which decreased total open position to 365
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1436.35, which was 294.70 higher than the previous day. The implied volatity was 22.33, the open interest changed by 0 which decreased total open position to 365
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1141.65, which was -164.20 lower than the previous day. The implied volatity was 25.08, the open interest changed by 0 which decreased total open position to 365
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1305.85, which was 53.55 higher than the previous day. The implied volatity was 10.45, the open interest changed by 0 which decreased total open position to 365
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1252.3, which was -406.50 lower than the previous day. The implied volatity was 19.24, the open interest changed by -23 which decreased total open position to 366
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1658.8, which was 402.80 higher than the previous day. The implied volatity was 25.92, the open interest changed by -9 which decreased total open position to 390
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1256, which was 196.50 higher than the previous day. The implied volatity was 16.26, the open interest changed by -1 which decreased total open position to 399
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1059.5, which was 207.35 higher than the previous day. The implied volatity was 20.97, the open interest changed by -1 which decreased total open position to 399
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 852.15, which was 97.40 higher than the previous day. The implied volatity was 16.79, the open interest changed by -1 which decreased total open position to 400
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 754.75, which was -73.60 lower than the previous day. The implied volatity was 18.60, the open interest changed by -4 which decreased total open position to 402
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 828.35, which was 298.40 higher than the previous day. The implied volatity was 19.24, the open interest changed by -90 which decreased total open position to 408
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 529.95, which was 125.45 higher than the previous day. The implied volatity was 16.25, the open interest changed by -90 which decreased total open position to 542
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 404.5, which was lower than the previous day. The implied volatity was 16.78, the open interest changed by 495 which increased total open position to 682