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

23317.95 -417.75 (-1.76%)

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Historical option data for FINNIFTY

06 Jan 2025 03:02 PM IST
FINNIFTY 30JAN2025 26600 CE
Delta: 0.01
Vega: 1.88
Theta: -0.91
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 23315.75 5.25 -0.10 21.39 500 18 288
3 Jan 23735.70 5.35 -2.85 17.66 448 33 256
2 Jan 24006.70 8.2 16.64 939 126 226


For Nifty Financial Services - strike price 26600 expiring on 30JAN2025

Delta for 26600 CE is 0.01

Historical price for 26600 CE is as follows

On 6 Jan FINNIFTY was trading at 23315.75. The strike last trading price was 5.25, which was -0.10 lower than the previous day. The implied volatity was 21.39, the open interest changed by 18 which increased total open position to 288


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 5.35, which was -2.85 lower than the previous day. The implied volatity was 17.66, the open interest changed by 33 which increased total open position to 256


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was 16.64, the open interest changed by 126 which increased total open position to 226


FINNIFTY 30JAN2025 26600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
6 Jan 23315.75 2129.9 0.00 - 0 0 0
3 Jan 23735.70 2129.9 0.00 - 0 0 0
2 Jan 24006.70 2129.9 - 0 0 0


For Nifty Financial Services - strike price 26600 expiring on 30JAN2025

Delta for 26600 PE is -

Historical price for 26600 PE is as follows

On 6 Jan FINNIFTY was trading at 23315.75. The strike last trading price was 2129.9, 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 2129.9, 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 2129.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0