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

22513.5 -112.35 (-0.50%)

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Historical option data for FINNIFTY

24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 24100 CE
Delta: 0.01
Vega: 0.83
Theta: -1.62
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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