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[--[65.84.65.76]--]
FINNIFTY
Nifty Financial Services

23317.85 -417.85 (-1.76%)

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Historical option data for FINNIFTY

06 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 26500 CE
Delta: 0.01
Vega: 2.04
Theta: -0.97
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 23317.85 5.7 0.55 20.92 3,940 338 2,279
3 Jan 23735.70 5.15 -2.10 17.04 2,223 368 1,940
2 Jan 24006.70 7.25 15.79 6,369 -1,189 1,585


For Nifty Financial Services - strike price 26500 expiring on 30JAN2025

Delta for 26500 CE is 0.01

Historical price for 26500 CE is as follows

On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 5.7, which was 0.55 higher than the previous day. The implied volatity was 20.92, the open interest changed by 338 which increased total open position to 2279


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 5.15, which was -2.10 lower than the previous day. The implied volatity was 17.04, the open interest changed by 368 which increased total open position to 1940


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was 15.79, the open interest changed by -1189 which decreased total open position to 1585


FINNIFTY 30JAN2025 26500 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
6 Jan 23317.85 2054.5 0.00 - 0 0 0
3 Jan 23735.70 2054.5 0.00 - 0 0 0
2 Jan 24006.70 2054.5 - 0 0 0


For Nifty Financial Services - strike price 26500 expiring on 30JAN2025

Delta for 26500 PE is -

Historical price for 26500 PE is as follows

On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 2054.5, 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 2054.5, 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 2054.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0