FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 24400 CE | ||||||||||
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Delta: 0.01
Vega: 0.70
Theta: -1.55
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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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