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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 24400 CE
Delta: 0.01
Vega: 0.70
Theta: -1.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 2.2 -1.05 25.83 6,265 1,222 3,021
23 Jan 22625.85 3 -1.00 23.25 3,853 621 1,834
22 Jan 22650.40 4 -3.75 22.07 1,357 6 1,218
21 Jan 22548.90 7.75 -4.30 24.06 4,632 -58 1,369
20 Jan 22926.70 12.05 -0.50 20.32 3,452 -358 1,443
17 Jan 22608.20 12.55 -9.55 21.08 3,301 810 1,878
16 Jan 22943.75 22.1 6.05 18.39 1,495 124 1,051
15 Jan 22680.10 16.05 -6.25 19.54 1,365 -14 929
14 Jan 22722.15 22.3 6.20 19.19 1,556 47 1,003
13 Jan 22400.45 16.1 -9.70 21.12 1,416 -30 964
10 Jan 22730.20 25.8 -23.05 17.91 830 14 994
9 Jan 23026.15 48.85 -19.35 17.03 1,128 29 983
8 Jan 23236.05 68.2 -34.60 16.28 1,212 36 958
7 Jan 23430.30 102.8 -7.20 16.01 2,084 -9 955
6 Jan 23317.85 110 -70.50 17.00 2,504 -65 962
3 Jan 23735.70 180.5 -87.15 14.61 3,037 473 1,037
2 Jan 24006.70 267.65 13.72 1,717 132 580


For Nifty Financial Services - strike price 24400 expiring on 30JAN2025

Delta for 24400 CE is 0.01

Historical price for 24400 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 2.2, which was -1.05 lower than the previous day. The implied volatity was 25.83, the open interest changed by 1222 which increased total open position to 3021


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 23.25, the open interest changed by 621 which increased total open position to 1834


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 4, which was -3.75 lower than the previous day. The implied volatity was 22.07, the open interest changed by 6 which increased total open position to 1218


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 7.75, which was -4.30 lower than the previous day. The implied volatity was 24.06, the open interest changed by -58 which decreased total open position to 1369


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 12.05, which was -0.50 lower than the previous day. The implied volatity was 20.32, the open interest changed by -358 which decreased total open position to 1443


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 12.55, which was -9.55 lower than the previous day. The implied volatity was 21.08, the open interest changed by 810 which increased total open position to 1878


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 22.1, which was 6.05 higher than the previous day. The implied volatity was 18.39, the open interest changed by 124 which increased total open position to 1051


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 16.05, which was -6.25 lower than the previous day. The implied volatity was 19.54, the open interest changed by -14 which decreased total open position to 929


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 22.3, which was 6.20 higher than the previous day. The implied volatity was 19.19, the open interest changed by 47 which increased total open position to 1003


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 16.1, which was -9.70 lower than the previous day. The implied volatity was 21.12, the open interest changed by -30 which decreased total open position to 964


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 25.8, which was -23.05 lower than the previous day. The implied volatity was 17.91, the open interest changed by 14 which increased total open position to 994


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 48.85, which was -19.35 lower than the previous day. The implied volatity was 17.03, the open interest changed by 29 which increased total open position to 983


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 68.2, which was -34.60 lower than the previous day. The implied volatity was 16.28, the open interest changed by 36 which increased total open position to 958


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 102.8, which was -7.20 lower than the previous day. The implied volatity was 16.01, the open interest changed by -9 which decreased total open position to 955


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 110, which was -70.50 lower than the previous day. The implied volatity was 17.00, the open interest changed by -65 which decreased total open position to 962


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 180.5, which was -87.15 lower than the previous day. The implied volatity was 14.61, the open interest changed by 473 which increased total open position to 1037


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 267.65, which was lower than the previous day. The implied volatity was 13.72, the open interest changed by 132 which increased total open position to 580


FINNIFTY 30JAN2025 24400 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 1476.45 0 0.00 0 0 0
23 Jan 22625.85 1476.45 0.00 0.00 0 0 0
22 Jan 22650.40 1476.45 0.00 0.00 0 0 0
21 Jan 22548.90 1476.45 4.90 - 2 0 318
20 Jan 22926.70 1471.55 -286.05 29.42 6 3 321
17 Jan 22608.20 1757.6 417.60 29.12 2 0 318
16 Jan 22943.75 1340 -282.65 17.66 1 0 318
15 Jan 22680.10 1622.65 0.00 0.00 0 0 0
14 Jan 22722.15 1622.65 -317.10 29.79 12 0 318
13 Jan 22400.45 1939.75 316.75 27.04 10 -2 322
10 Jan 22730.20 1623 318.00 25.51 3 -2 325
9 Jan 23026.15 1305 168.35 21.04 1 0 328
8 Jan 23236.05 1136.65 222.65 19.56 1 0 329
7 Jan 23430.30 914 -146.00 14.79 3 0 329
6 Jan 23317.85 1060 336.95 19.73 127 -30 335
3 Jan 23735.70 723.05 180.05 16.38 428 46 367
2 Jan 24006.70 543 16.01 178 96 335


For Nifty Financial Services - strike price 24400 expiring on 30JAN2025

Delta for 24400 PE is 0.00

Historical price for 24400 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1476.45, 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 1476.45, 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 1476.45, 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 1476.45, which was 4.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 318


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 1471.55, which was -286.05 lower than the previous day. The implied volatity was 29.42, the open interest changed by 3 which increased total open position to 321


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1757.6, which was 417.60 higher than the previous day. The implied volatity was 29.12, the open interest changed by 0 which decreased total open position to 318


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1340, which was -282.65 lower than the previous day. The implied volatity was 17.66, the open interest changed by 0 which decreased total open position to 318


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1622.65, 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 1622.65, which was -317.10 lower than the previous day. The implied volatity was 29.79, the open interest changed by 0 which decreased total open position to 318


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1939.75, which was 316.75 higher than the previous day. The implied volatity was 27.04, the open interest changed by -2 which decreased total open position to 322


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1623, which was 318.00 higher than the previous day. The implied volatity was 25.51, the open interest changed by -2 which decreased total open position to 325


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1305, which was 168.35 higher than the previous day. The implied volatity was 21.04, the open interest changed by 0 which decreased total open position to 328


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 1136.65, which was 222.65 higher than the previous day. The implied volatity was 19.56, the open interest changed by 0 which decreased total open position to 329


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 914, which was -146.00 lower than the previous day. The implied volatity was 14.79, the open interest changed by 0 which decreased total open position to 329


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1060, which was 336.95 higher than the previous day. The implied volatity was 19.73, the open interest changed by -30 which decreased total open position to 335


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 723.05, which was 180.05 higher than the previous day. The implied volatity was 16.38, the open interest changed by 46 which increased total open position to 367


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 543, which was lower than the previous day. The implied volatity was 16.01, the open interest changed by 96 which increased total open position to 335