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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 26400 CE
Delta: 0.00
Vega: 0.27
Theta: -1.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 1.2 -0.6 44.58 110 -20 205
23 Jan 22625.85 1.55 -1.25 40.90 67 -4 229
22 Jan 22650.40 2.8 0.35 40.29 193 29 233
21 Jan 22548.90 2.45 -0.70 38.31 58 -1 204
20 Jan 22926.70 3.15 -0.35 34.03 141 12 208
17 Jan 22608.20 3.5 -0.70 32.74 5 1 196
16 Jan 22943.75 4.2 -0.80 29.04 32 -14 197
15 Jan 22680.10 5 0.00 31.00 77 -7 211
14 Jan 22722.15 5 -2.00 29.25 131 -4 221
13 Jan 22400.45 7 2.00 32.72 256 -56 225
10 Jan 22730.20 5 0.65 26.36 149 24 284
9 Jan 23026.15 4.35 -0.05 23.07 250 14 263
8 Jan 23236.05 4.4 -1.20 21.26 1,348 10 264
7 Jan 23430.30 5.6 0.10 20.24 454 -1 255
6 Jan 23317.85 5.5 -0.35 20.29 343 26 262
3 Jan 23735.70 5.85 -2.85 16.80 256 -3 239
2 Jan 24006.70 8.7 15.66 908 88 242


For Nifty Financial Services - strike price 26400 expiring on 30JAN2025

Delta for 26400 CE is 0.00

Historical price for 26400 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1.2, which was -0.6 lower than the previous day. The implied volatity was 44.58, the open interest changed by -20 which decreased total open position to 205


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1.55, which was -1.25 lower than the previous day. The implied volatity was 40.90, the open interest changed by -4 which decreased total open position to 229


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 2.8, which was 0.35 higher than the previous day. The implied volatity was 40.29, the open interest changed by 29 which increased total open position to 233


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 2.45, which was -0.70 lower than the previous day. The implied volatity was 38.31, the open interest changed by -1 which decreased total open position to 204


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 34.03, the open interest changed by 12 which increased total open position to 208


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 3.5, which was -0.70 lower than the previous day. The implied volatity was 32.74, the open interest changed by 1 which increased total open position to 196


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 4.2, which was -0.80 lower than the previous day. The implied volatity was 29.04, the open interest changed by -14 which decreased total open position to 197


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 5, which was 0.00 lower than the previous day. The implied volatity was 31.00, the open interest changed by -7 which decreased total open position to 211


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 5, which was -2.00 lower than the previous day. The implied volatity was 29.25, the open interest changed by -4 which decreased total open position to 221


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 7, which was 2.00 higher than the previous day. The implied volatity was 32.72, the open interest changed by -56 which decreased total open position to 225


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 5, which was 0.65 higher than the previous day. The implied volatity was 26.36, the open interest changed by 24 which increased total open position to 284


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 4.35, which was -0.05 lower than the previous day. The implied volatity was 23.07, the open interest changed by 14 which increased total open position to 263


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 4.4, which was -1.20 lower than the previous day. The implied volatity was 21.26, the open interest changed by 10 which increased total open position to 264


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 5.6, which was 0.10 higher than the previous day. The implied volatity was 20.24, the open interest changed by -1 which decreased total open position to 255


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 5.5, which was -0.35 lower than the previous day. The implied volatity was 20.29, the open interest changed by 26 which increased total open position to 262


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 5.85, which was -2.85 lower than the previous day. The implied volatity was 16.80, the open interest changed by -3 which decreased total open position to 239


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 8.7, which was lower than the previous day. The implied volatity was 15.66, the open interest changed by 88 which increased total open position to 242


FINNIFTY 30JAN2025 26400 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 1980.2 0 - 0 0 0
23 Jan 22625.85 1980.2 0.00 - 0 0 0
22 Jan 22650.40 1980.2 0.00 - 0 0 0
21 Jan 22548.90 1980.2 0.00 - 0 0 0
20 Jan 22926.70 1980.2 0.00 - 0 0 0
17 Jan 22608.20 1980.2 0.00 - 0 0 0
16 Jan 22943.75 1980.2 0.00 - 0 0 0
15 Jan 22680.10 1980.2 0.00 - 0 0 0
14 Jan 22722.15 1980.2 0.00 - 0 0 0
13 Jan 22400.45 1980.2 0.00 - 0 0 0
10 Jan 22730.20 1980.2 0.00 - 0 0 0
9 Jan 23026.15 1980.2 0.00 - 0 0 0
8 Jan 23236.05 1980.2 0.00 - 0 0 0
7 Jan 23430.30 1980.2 0.00 - 0 0 0
6 Jan 23317.85 1980.2 0.00 - 0 0 0
3 Jan 23735.70 1980.2 0.00 - 0 0 0
2 Jan 24006.70 1980.2 - 0 0 0


For Nifty Financial Services - strike price 26400 expiring on 30JAN2025

Delta for 26400 PE is -

Historical price for 26400 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1980.2, which was 0 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, 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 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1980.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 1980.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0