FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 24200 CE | ||||||||||
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Delta: 0.01
Vega: 0.82
Theta: -1.69
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 2.5 | -1.5 | 23.88 | 9,669 | 330 | 5,123 | |||
23 Jan | 22625.85 | 3.5 | -3.10 | 21.42 | 16,462 | 712 | 4,830 | |||
22 Jan | 22650.40 | 6.6 | -4.80 | 21.44 | 8,729 | -207 | 4,119 | |||
21 Jan | 22548.90 | 11.4 | -11.45 | 23.32 | 11,755 | 1,110 | 4,324 | |||
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20 Jan | 22926.70 | 22.85 | 6.05 | 20.57 | 6,865 | -143 | 3,228 | |||
17 Jan | 22608.20 | 16.8 | -16.05 | 20.20 | 8,301 | 1,396 | 3,755 | |||
16 Jan | 22943.75 | 32.85 | 10.70 | 17.88 | 6,505 | -134 | 2,354 | |||
15 Jan | 22680.10 | 22.15 | -9.45 | 18.84 | 3,590 | 569 | 2,597 | |||
14 Jan | 22722.15 | 31.6 | 13.00 | 18.67 | 3,863 | -35 | 2,038 | |||
13 Jan | 22400.45 | 18.6 | -17.40 | 19.91 | 3,277 | 376 | 2,082 | |||
10 Jan | 22730.20 | 36 | -35.40 | 17.45 | 4,731 | 694 | 1,819 | |||
9 Jan | 23026.15 | 71.4 | -32.40 | 16.91 | 2,330 | -93 | 1,133 | |||
8 Jan | 23236.05 | 103.8 | -50.95 | 16.51 | 2,032 | 70 | 1,233 | |||
7 Jan | 23430.30 | 154.75 | 0.45 | 16.46 | 2,550 | 73 | 1,160 | |||
6 Jan | 23317.85 | 154.3 | -92.65 | 17.10 | 6,470 | -43 | 1,096 | |||
3 Jan | 23735.70 | 246.95 | -104.70 | 14.65 | 6,506 | 16 | 1,140 | |||
2 Jan | 24006.70 | 351.65 | 13.58 | 6,578 | 612 | 1,156 |
For Nifty Financial Services - strike price 24200 expiring on 30JAN2025
Delta for 24200 CE is 0.01
Historical price for 24200 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 2.5, which was -1.5 lower than the previous day. The implied volatity was 23.88, the open interest changed by 330 which increased total open position to 5123
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 3.5, which was -3.10 lower than the previous day. The implied volatity was 21.42, the open interest changed by 712 which increased total open position to 4830
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 6.6, which was -4.80 lower than the previous day. The implied volatity was 21.44, the open interest changed by -207 which decreased total open position to 4119
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 11.4, which was -11.45 lower than the previous day. The implied volatity was 23.32, the open interest changed by 1110 which increased total open position to 4324
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 22.85, which was 6.05 higher than the previous day. The implied volatity was 20.57, the open interest changed by -143 which decreased total open position to 3228
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 16.8, which was -16.05 lower than the previous day. The implied volatity was 20.20, the open interest changed by 1396 which increased total open position to 3755
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 32.85, which was 10.70 higher than the previous day. The implied volatity was 17.88, the open interest changed by -134 which decreased total open position to 2354
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 22.15, which was -9.45 lower than the previous day. The implied volatity was 18.84, the open interest changed by 569 which increased total open position to 2597
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 31.6, which was 13.00 higher than the previous day. The implied volatity was 18.67, the open interest changed by -35 which decreased total open position to 2038
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 18.6, which was -17.40 lower than the previous day. The implied volatity was 19.91, the open interest changed by 376 which increased total open position to 2082
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 36, which was -35.40 lower than the previous day. The implied volatity was 17.45, the open interest changed by 694 which increased total open position to 1819
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 71.4, which was -32.40 lower than the previous day. The implied volatity was 16.91, the open interest changed by -93 which decreased total open position to 1133
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 103.8, which was -50.95 lower than the previous day. The implied volatity was 16.51, the open interest changed by 70 which increased total open position to 1233
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 154.75, which was 0.45 higher than the previous day. The implied volatity was 16.46, the open interest changed by 73 which increased total open position to 1160
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 154.3, which was -92.65 lower than the previous day. The implied volatity was 17.10, the open interest changed by -43 which decreased total open position to 1096
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 246.95, which was -104.70 lower than the previous day. The implied volatity was 14.65, the open interest changed by 16 which increased total open position to 1140
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 351.65, which was lower than the previous day. The implied volatity was 13.58, the open interest changed by 612 which increased total open position to 1156
FINNIFTY 30JAN2025 24200 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 | 1464 | -62.05 | - | 1 | 0 | 813 |
23 Jan | 22625.85 | 1526.05 | 36.45 | 24.08 | 4 | -2 | 813 |
22 Jan | 22650.40 | 1489.6 | -21.40 | 25.32 | 3 | 0 | 816 |
21 Jan | 22548.90 | 1511 | 286.30 | - | 1 | 0 | 816 |
20 Jan | 22926.70 | 1224.7 | -351.90 | 18.42 | 11 | 0 | 817 |
17 Jan | 22608.20 | 1576.6 | 418.60 | 28.89 | 23 | -20 | 819 |
16 Jan | 22943.75 | 1158 | -260.00 | 18.23 | 2 | 0 | 839 |
15 Jan | 22680.10 | 1418 | -102.00 | 16.98 | 1 | 0 | 839 |
14 Jan | 22722.15 | 1520 | -112.00 | 34.44 | 1 | 0 | 839 |
13 Jan | 22400.45 | 1632 | 277.00 | - | 7 | -5 | 839 |
10 Jan | 22730.20 | 1355 | 199.90 | 17.19 | 38 | 0 | 845 |
9 Jan | 23026.15 | 1155.1 | 215.10 | 21.99 | 2 | -1 | 846 |
8 Jan | 23236.05 | 940 | 111.65 | 17.35 | 16 | -7 | 848 |
7 Jan | 23430.30 | 828.35 | -99.00 | 18.59 | 118 | 21 | 855 |
6 Jan | 23317.85 | 927.35 | 336.35 | 20.58 | 604 | -164 | 833 |
3 Jan | 23735.70 | 591 | 150.05 | 16.30 | 2,243 | 149 | 1,019 |
2 Jan | 24006.70 | 440.95 | 16.30 | 1,758 | 584 | 888 |
For Nifty Financial Services - strike price 24200 expiring on 30JAN2025
Delta for 24200 PE is -
Historical price for 24200 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1464, which was -62.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 813
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1526.05, which was 36.45 higher than the previous day. The implied volatity was 24.08, the open interest changed by -2 which decreased total open position to 813
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1489.6, which was -21.40 lower than the previous day. The implied volatity was 25.32, the open interest changed by 0 which decreased total open position to 816
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1511, which was 286.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 816
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 1224.7, which was -351.90 lower than the previous day. The implied volatity was 18.42, the open interest changed by 0 which decreased total open position to 817
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1576.6, which was 418.60 higher than the previous day. The implied volatity was 28.89, the open interest changed by -20 which decreased total open position to 819
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1158, which was -260.00 lower than the previous day. The implied volatity was 18.23, the open interest changed by 0 which decreased total open position to 839
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1418, which was -102.00 lower than the previous day. The implied volatity was 16.98, the open interest changed by 0 which decreased total open position to 839
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1520, which was -112.00 lower than the previous day. The implied volatity was 34.44, the open interest changed by 0 which decreased total open position to 839
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1632, which was 277.00 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 839
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1355, which was 199.90 higher than the previous day. The implied volatity was 17.19, the open interest changed by 0 which decreased total open position to 845
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1155.1, which was 215.10 higher than the previous day. The implied volatity was 21.99, the open interest changed by -1 which decreased total open position to 846
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 940, which was 111.65 higher than the previous day. The implied volatity was 17.35, the open interest changed by -7 which decreased total open position to 848
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 828.35, which was -99.00 lower than the previous day. The implied volatity was 18.59, the open interest changed by 21 which increased total open position to 855
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 927.35, which was 336.35 higher than the previous day. The implied volatity was 20.58, the open interest changed by -164 which decreased total open position to 833
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 591, which was 150.05 higher than the previous day. The implied volatity was 16.30, the open interest changed by 149 which increased total open position to 1019
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 440.95, which was lower than the previous day. The implied volatity was 16.30, the open interest changed by 584 which increased total open position to 888