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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 24700 CE
Delta: 0.01
Vega: 0.52
Theta: -1.28
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 1.7 -1.1 28.42 5,264 23 1,349
23 Jan 22625.85 2.35 -1.80 25.78 1,906 29 1,326
22 Jan 22650.40 4.15 -0.85 25.41 1,326 -62 1,291
21 Jan 22548.90 5 -3.65 25.60 2,294 14 1,353
20 Jan 22926.70 8.65 1.45 22.36 710 -105 1,345
17 Jan 22608.20 7.2 -6.35 21.89 1,840 188 1,460
16 Jan 22943.75 13.55 1.40 19.51 2,891 209 1,248
15 Jan 22680.10 12.15 -3.10 21.24 2,859 306 1,032
14 Jan 22722.15 15.25 3.55 20.47 1,212 -76 749
13 Jan 22400.45 11.7 -2.15 22.41 2,379 -421 909
10 Jan 22730.20 13.85 -15.60 18.16 1,468 449 1,362
9 Jan 23026.15 29.45 -8.55 17.60 656 180 909
8 Jan 23236.05 38 -25.70 16.46 963 -105 747
7 Jan 23430.30 63.7 -1.85 16.49 1,237 -196 856
6 Jan 23317.85 65.55 -34.60 17.06 2,670 254 1,042
3 Jan 23735.70 100.15 -60.35 14.16 1,532 312 794
2 Jan 24006.70 160.5 13.46 2,631 120 483


For Nifty Financial Services - strike price 24700 expiring on 30JAN2025

Delta for 24700 CE is 0.01

Historical price for 24700 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1.7, which was -1.1 lower than the previous day. The implied volatity was 28.42, the open interest changed by 23 which increased total open position to 1349


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 2.35, which was -1.80 lower than the previous day. The implied volatity was 25.78, the open interest changed by 29 which increased total open position to 1326


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 4.15, which was -0.85 lower than the previous day. The implied volatity was 25.41, the open interest changed by -62 which decreased total open position to 1291


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 5, which was -3.65 lower than the previous day. The implied volatity was 25.60, the open interest changed by 14 which increased total open position to 1353


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 8.65, which was 1.45 higher than the previous day. The implied volatity was 22.36, the open interest changed by -105 which decreased total open position to 1345


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 7.2, which was -6.35 lower than the previous day. The implied volatity was 21.89, the open interest changed by 188 which increased total open position to 1460


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 13.55, which was 1.40 higher than the previous day. The implied volatity was 19.51, the open interest changed by 209 which increased total open position to 1248


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 12.15, which was -3.10 lower than the previous day. The implied volatity was 21.24, the open interest changed by 306 which increased total open position to 1032


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 15.25, which was 3.55 higher than the previous day. The implied volatity was 20.47, the open interest changed by -76 which decreased total open position to 749


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 11.7, which was -2.15 lower than the previous day. The implied volatity was 22.41, the open interest changed by -421 which decreased total open position to 909


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 13.85, which was -15.60 lower than the previous day. The implied volatity was 18.16, the open interest changed by 449 which increased total open position to 1362


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 29.45, which was -8.55 lower than the previous day. The implied volatity was 17.60, the open interest changed by 180 which increased total open position to 909


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 38, which was -25.70 lower than the previous day. The implied volatity was 16.46, the open interest changed by -105 which decreased total open position to 747


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 63.7, which was -1.85 lower than the previous day. The implied volatity was 16.49, the open interest changed by -196 which decreased total open position to 856


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 65.55, which was -34.60 lower than the previous day. The implied volatity was 17.06, the open interest changed by 254 which increased total open position to 1042


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 100.15, which was -60.35 lower than the previous day. The implied volatity was 14.16, the open interest changed by 312 which increased total open position to 794


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 160.5, which was lower than the previous day. The implied volatity was 13.46, the open interest changed by 120 which increased total open position to 483


FINNIFTY 30JAN2025 24700 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 1277.8 0 0.00 0 0 0
23 Jan 22625.85 1277.8 0.00 0.00 0 0 0
22 Jan 22650.40 1277.8 0.00 0.00 0 0 0
21 Jan 22548.90 1277.8 0.00 0.00 0 0 0
20 Jan 22926.70 1277.8 0.00 0.00 0 0 0
17 Jan 22608.20 1277.8 0.00 0.00 0 0 0
16 Jan 22943.75 1277.8 0.00 0.00 0 0 0
15 Jan 22680.10 1277.8 0.00 0.00 0 0 0
14 Jan 22722.15 1277.8 0.00 0.00 0 0 0
13 Jan 22400.45 1277.8 0.00 0.00 0 0 0
10 Jan 22730.20 1277.8 0.00 0.00 0 0 0
9 Jan 23026.15 1277.8 0.00 0.00 0 0 0
8 Jan 23236.05 1277.8 0.00 0.00 0 0 0
7 Jan 23430.30 1277.8 0.00 0.00 0 2 0
6 Jan 23317.85 1277.8 362.80 17.99 4 2 78
3 Jan 23735.70 915 181.00 14.99 79 55 76
2 Jan 24006.70 734 16.02 24 21 21


For Nifty Financial Services - strike price 24700 expiring on 30JAN2025

Delta for 24700 PE is 0.00

Historical price for 24700 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1277.8, 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 1277.8, 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 1277.8, 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 1277.8, 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 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 1277.8, 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 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1277.8, 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 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1277.8, 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 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1277.8, 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 1277.8, 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 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1277.8, 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 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1277.8, 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 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1277.8, 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 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 1277.8, 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 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1277.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1277.8, which was 362.80 higher than the previous day. The implied volatity was 17.99, the open interest changed by 2 which increased total open position to 78


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 915, which was 181.00 higher than the previous day. The implied volatity was 14.99, the open interest changed by 55 which increased total open position to 76


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 734, which was lower than the previous day. The implied volatity was 16.02, the open interest changed by 21 which increased total open position to 21