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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 26800 CE
Delta: 0.01
Vega: 1.54
Theta: -0.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
6 Jan 23317.85 4.15 -0.60 21.70 1,227 175 342
3 Jan 23735.70 4.75 -1.65 18.44 219 26 167
2 Jan 24006.70 6.4 17.11 523 72 142


For Nifty Financial Services - strike price 26800 expiring on 30JAN2025

Delta for 26800 CE is 0.01

Historical price for 26800 CE is as follows

On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 4.15, which was -0.60 lower than the previous day. The implied volatity was 21.70, the open interest changed by 175 which increased total open position to 342


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 4.75, which was -1.65 lower than the previous day. The implied volatity was 18.44, the open interest changed by 26 which increased total open position to 167


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was 17.11, the open interest changed by 72 which increased total open position to 142


FINNIFTY 30JAN2025 26800 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
6 Jan 23317.85 2282.85 0.00 - 0 0 0
3 Jan 23735.70 2282.85 0.00 - 0 0 0
2 Jan 24006.70 2282.85 - 0 0 0


For Nifty Financial Services - strike price 26800 expiring on 30JAN2025

Delta for 26800 PE is -

Historical price for 26800 PE is as follows

On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 2282.85, 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 2282.85, 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 2282.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0