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

22680.1 -42.05 (-0.19%)

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Historical option data for FINNIFTY

15 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 27000 CE
Delta: 0.01
Vega: 0.91
Theta: -1.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Jan 22680.10 3.55 -0.25 33.67 1,017 -14 2,769
14 Jan 22722.15 3.8 -1.60 32.11 1,121 506 2,795
13 Jan 22400.45 5.4 1.75 35.45 2,648 -378 2,327
10 Jan 22730.20 3.65 0.15 28.72 1,971 -18 2,715
9 Jan 23026.15 3.5 -0.75 25.87 2,405 -106 2,733
8 Jan 23236.05 4.25 -0.60 24.61 1,125 -124 2,837
7 Jan 23430.30 4.85 -0.25 23.21 1,918 118 2,987
6 Jan 23317.85 5.1 0.20 23.35 4,402 -230 2,893
3 Jan 23735.70 4.9 -0.60 19.53 2,929 -94 3,136
2 Jan 24006.70 5.5 17.79 5,386 623 3,187


For Nifty Financial Services - strike price 27000 expiring on 30JAN2025

Delta for 27000 CE is 0.01

Historical price for 27000 CE is as follows

On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 3.55, which was -0.25 lower than the previous day. The implied volatity was 33.67, the open interest changed by -14 which decreased total open position to 2769


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 3.8, which was -1.60 lower than the previous day. The implied volatity was 32.11, the open interest changed by 506 which increased total open position to 2795


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 5.4, which was 1.75 higher than the previous day. The implied volatity was 35.45, the open interest changed by -378 which decreased total open position to 2327


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 3.65, which was 0.15 higher than the previous day. The implied volatity was 28.72, the open interest changed by -18 which decreased total open position to 2715


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 3.5, which was -0.75 lower than the previous day. The implied volatity was 25.87, the open interest changed by -106 which decreased total open position to 2733


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 4.25, which was -0.60 lower than the previous day. The implied volatity was 24.61, the open interest changed by -124 which decreased total open position to 2837


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 4.85, which was -0.25 lower than the previous day. The implied volatity was 23.21, the open interest changed by 118 which increased total open position to 2987


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 5.1, which was 0.20 higher than the previous day. The implied volatity was 23.35, the open interest changed by -230 which decreased total open position to 2893


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 4.9, which was -0.60 lower than the previous day. The implied volatity was 19.53, the open interest changed by -94 which decreased total open position to 3136


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was 17.79, the open interest changed by 623 which increased total open position to 3187


FINNIFTY 30JAN2025 27000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
15 Jan 22680.10 2440.85 0.00 - 0 0 0
14 Jan 22722.15 2440.85 0.00 - 0 0 0
13 Jan 22400.45 2440.85 0.00 - 0 0 0
10 Jan 22730.20 2440.85 0.00 - 0 0 0
9 Jan 23026.15 2440.85 0.00 - 0 0 0
8 Jan 23236.05 2440.85 0.00 - 0 0 0
7 Jan 23430.30 2440.85 0.00 - 0 0 0
6 Jan 23317.85 2440.85 0.00 - 0 0 0
3 Jan 23735.70 2440.85 0.00 - 0 0 0
2 Jan 24006.70 2440.85 - 0 0 0


For Nifty Financial Services - strike price 27000 expiring on 30JAN2025

Delta for 27000 PE is -

Historical price for 27000 PE is as follows

On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 2440.85, 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 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 2440.85, 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 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 2440.85, 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 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 2440.85, 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 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 2440.85, 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 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 2440.85, 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 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 2440.85, 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 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 2440.85, 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 2440.85, 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 2440.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0