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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 24300 CE
Delta: 0.01
Vega: 0.66
Theta: -1.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 1.95 -1.55 24.34 11,549 -143 2,862
23 Jan 22625.85 2.8 -2.50 21.92 4,962 529 3,094
22 Jan 22650.40 5.3 -3.75 21.86 5,472 -142 2,586
21 Jan 22548.90 9.05 -11.25 23.54 8,672 739 2,763
20 Jan 22926.70 20.3 6.30 21.28 3,080 -492 2,021
17 Jan 22608.20 14 -8.35 20.51 3,625 464 2,584
16 Jan 22943.75 22.35 4.35 17.38 1,872 -31 2,120
15 Jan 22680.10 18 -1.10 19.02 7,754 -364 2,150
14 Jan 22722.15 19.1 0.60 17.64 4,875 959 2,575
13 Jan 22400.45 18.5 -11.95 20.79 3,448 410 1,632
10 Jan 22730.20 30.45 -28.55 17.67 2,865 173 1,299
9 Jan 23026.15 59 -23.90 16.95 1,613 309 1,129
8 Jan 23236.05 82.9 -40.95 16.28 1,256 -25 821
7 Jan 23430.30 123.85 -5.20 16.06 2,025 -39 851
6 Jan 23317.85 129.05 -79.25 16.96 3,950 -111 898
3 Jan 23735.70 208.3 -97.75 14.48 5,124 156 1,013
2 Jan 24006.70 306.05 13.60 4,015 307 853


For Nifty Financial Services - strike price 24300 expiring on 30JAN2025

Delta for 24300 CE is 0.01

Historical price for 24300 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1.95, which was -1.55 lower than the previous day. The implied volatity was 24.34, the open interest changed by -143 which decreased total open position to 2862


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 2.8, which was -2.50 lower than the previous day. The implied volatity was 21.92, the open interest changed by 529 which increased total open position to 3094


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 5.3, which was -3.75 lower than the previous day. The implied volatity was 21.86, the open interest changed by -142 which decreased total open position to 2586


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 9.05, which was -11.25 lower than the previous day. The implied volatity was 23.54, the open interest changed by 739 which increased total open position to 2763


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 20.3, which was 6.30 higher than the previous day. The implied volatity was 21.28, the open interest changed by -492 which decreased total open position to 2021


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 14, which was -8.35 lower than the previous day. The implied volatity was 20.51, the open interest changed by 464 which increased total open position to 2584


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 22.35, which was 4.35 higher than the previous day. The implied volatity was 17.38, the open interest changed by -31 which decreased total open position to 2120


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 18, which was -1.10 lower than the previous day. The implied volatity was 19.02, the open interest changed by -364 which decreased total open position to 2150


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 19.1, which was 0.60 higher than the previous day. The implied volatity was 17.64, the open interest changed by 959 which increased total open position to 2575


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 18.5, which was -11.95 lower than the previous day. The implied volatity was 20.79, the open interest changed by 410 which increased total open position to 1632


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 30.45, which was -28.55 lower than the previous day. The implied volatity was 17.67, the open interest changed by 173 which increased total open position to 1299


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 59, which was -23.90 lower than the previous day. The implied volatity was 16.95, the open interest changed by 309 which increased total open position to 1129


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 82.9, which was -40.95 lower than the previous day. The implied volatity was 16.28, the open interest changed by -25 which decreased total open position to 821


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 123.85, which was -5.20 lower than the previous day. The implied volatity was 16.06, the open interest changed by -39 which decreased total open position to 851


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 129.05, which was -79.25 lower than the previous day. The implied volatity was 16.96, the open interest changed by -111 which decreased total open position to 898


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 208.3, which was -97.75 lower than the previous day. The implied volatity was 14.48, the open interest changed by 156 which increased total open position to 1013


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 306.05, which was lower than the previous day. The implied volatity was 13.60, the open interest changed by 307 which increased total open position to 853


FINNIFTY 30JAN2025 24300 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 1338 0 0.00 0 0 0
23 Jan 22625.85 1338 0.00 0.00 0 0 0
22 Jan 22650.40 1338 0.00 0.00 0 0 0
21 Jan 22548.90 1338 0.00 0.00 0 -1 0
20 Jan 22926.70 1338 -329.00 22.73 1 0 386
17 Jan 22608.20 1667 371.45 29.06 1 0 386
16 Jan 22943.75 1295.55 -192.65 23.77 18 -1 386
15 Jan 22680.10 1488.2 -141.75 - 4 0 388
14 Jan 22722.15 1629.95 -62.30 36.59 8 3 391
13 Jan 22400.45 1692.25 263.25 - 8 0 388
10 Jan 22730.20 1429 219.00 11.92 1 0 388
9 Jan 23026.15 1210 284.25 20.24 1 0 388
8 Jan 23236.05 925.75 20.75 7.88 1 0 388
7 Jan 23430.30 905 -83.60 19.04 93 36 390
6 Jan 23317.85 988.6 335.15 19.99 144 -5 361
3 Jan 23735.70 653.45 161.35 16.26 973 37 383
2 Jan 24006.70 492.1 16.23 532 247 338


For Nifty Financial Services - strike price 24300 expiring on 30JAN2025

Delta for 24300 PE is 0.00

Historical price for 24300 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1338, 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 1338, 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 1338, 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 1338, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 1338, which was -329.00 lower than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 386


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1667, which was 371.45 higher than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 386


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1295.55, which was -192.65 lower than the previous day. The implied volatity was 23.77, the open interest changed by -1 which decreased total open position to 386


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1488.2, which was -141.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 388


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1629.95, which was -62.30 lower than the previous day. The implied volatity was 36.59, the open interest changed by 3 which increased total open position to 391


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1692.25, which was 263.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 388


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1429, which was 219.00 higher than the previous day. The implied volatity was 11.92, the open interest changed by 0 which decreased total open position to 388


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1210, which was 284.25 higher than the previous day. The implied volatity was 20.24, the open interest changed by 0 which decreased total open position to 388


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 925.75, which was 20.75 higher than the previous day. The implied volatity was 7.88, the open interest changed by 0 which decreased total open position to 388


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 905, which was -83.60 lower than the previous day. The implied volatity was 19.04, the open interest changed by 36 which increased total open position to 390


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 988.6, which was 335.15 higher than the previous day. The implied volatity was 19.99, the open interest changed by -5 which decreased total open position to 361


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 653.45, which was 161.35 higher than the previous day. The implied volatity was 16.26, the open interest changed by 37 which increased total open position to 383


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 492.1, which was lower than the previous day. The implied volatity was 16.23, the open interest changed by 247 which increased total open position to 338