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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 21000 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 2925 0 0.00 0 0 0
23 Jan 22625.85 2925 0.00 0.00 0 0 0
22 Jan 22650.40 2925 0.00 0.00 0 0 0
21 Jan 22548.90 2925 0.00 0.00 0 0 0
20 Jan 22926.70 2925 0.00 0.00 0 0 0
17 Jan 22608.20 2925 0.00 0.00 0 0 0
16 Jan 22943.75 2925 0.00 0.00 0 0 0
15 Jan 22680.10 2925 0.00 0.00 0 0 0
14 Jan 22722.15 2925 0.00 0.00 0 0 0
13 Jan 22400.45 2925 0.00 0.00 0 0 0
10 Jan 22730.20 2925 0.00 0.00 0 0 0
9 Jan 23026.15 2925 0.00 0.00 0 0 0
8 Jan 23236.05 2925 0.00 0.00 0 0 0
7 Jan 23430.30 2925 0.00 0.00 0 0 0
6 Jan 23317.85 2925 0.00 0.00 0 0 0
3 Jan 23735.70 2925 0.00 0.00 0 4 0
2 Jan 24006.70 2925 0.00 0 0 0


For Nifty Financial Services - strike price 21000 expiring on 30JAN2025

Delta for 21000 CE is 0.00

Historical price for 21000 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 2925, which was 0 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 2925, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 2925, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


FINNIFTY 30JAN2025 21000 PE
Delta: -0.01
Vega: 0.78
Theta: -1.49
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 2.4 -0.3 23.97 13,313 99 6,184
23 Jan 22625.85 2.7 -3.25 24.19 18,216 1,660 6,103
22 Jan 22650.40 5.95 -3.60 25.82 30,695 110 4,613
21 Jan 22548.90 9.55 2.95 25.15 20,044 68 4,548
20 Jan 22926.70 6.6 -6.30 26.30 9,294 -1,478 4,523
17 Jan 22608.20 12.9 3.45 22.67 50,429 680 6,009
16 Jan 22943.75 9.45 -4.50 24.33 11,051 -200 5,336
15 Jan 22680.10 13.95 0.70 22.37 12,579 1,089 5,458
14 Jan 22722.15 13.25 -21.25 22.36 8,084 1,591 4,448
13 Jan 22400.45 34.5 16.50 22.19 13,342 1,155 2,921
10 Jan 22730.20 18 8.00 20.98 11,637 99 1,880
9 Jan 23026.15 10 2.35 20.90 4,468 -247 1,726
8 Jan 23236.05 7.65 -0.50 20.92 7,219 -402 1,997
7 Jan 23430.30 8.15 -1.80 22.01 4,846 341 2,419
6 Jan 23317.85 9.95 1.95 21.64 9,716 82 2,173
3 Jan 23735.70 8 0.05 22.28 5,273 -555 2,135
2 Jan 24006.70 7.95 23.57 26,288 879 2,726


For Nifty Financial Services - strike price 21000 expiring on 30JAN2025

Delta for 21000 PE is -0.01

Historical price for 21000 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 2.4, which was -0.3 lower than the previous day. The implied volatity was 23.97, the open interest changed by 99 which increased total open position to 6184


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 2.7, which was -3.25 lower than the previous day. The implied volatity was 24.19, the open interest changed by 1660 which increased total open position to 6103


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 5.95, which was -3.60 lower than the previous day. The implied volatity was 25.82, the open interest changed by 110 which increased total open position to 4613


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 9.55, which was 2.95 higher than the previous day. The implied volatity was 25.15, the open interest changed by 68 which increased total open position to 4548


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 6.6, which was -6.30 lower than the previous day. The implied volatity was 26.30, the open interest changed by -1478 which decreased total open position to 4523


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 12.9, which was 3.45 higher than the previous day. The implied volatity was 22.67, the open interest changed by 680 which increased total open position to 6009


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 9.45, which was -4.50 lower than the previous day. The implied volatity was 24.33, the open interest changed by -200 which decreased total open position to 5336


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 13.95, which was 0.70 higher than the previous day. The implied volatity was 22.37, the open interest changed by 1089 which increased total open position to 5458


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 13.25, which was -21.25 lower than the previous day. The implied volatity was 22.36, the open interest changed by 1591 which increased total open position to 4448


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 34.5, which was 16.50 higher than the previous day. The implied volatity was 22.19, the open interest changed by 1155 which increased total open position to 2921


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 18, which was 8.00 higher than the previous day. The implied volatity was 20.98, the open interest changed by 99 which increased total open position to 1880


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 10, which was 2.35 higher than the previous day. The implied volatity was 20.90, the open interest changed by -247 which decreased total open position to 1726


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 7.65, which was -0.50 lower than the previous day. The implied volatity was 20.92, the open interest changed by -402 which decreased total open position to 1997


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 8.15, which was -1.80 lower than the previous day. The implied volatity was 22.01, the open interest changed by 341 which increased total open position to 2419


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 9.95, which was 1.95 higher than the previous day. The implied volatity was 21.64, the open interest changed by 82 which increased total open position to 2173


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 8, which was 0.05 higher than the previous day. The implied volatity was 22.28, the open interest changed by -555 which decreased total open position to 2135


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was 23.57, the open interest changed by 879 which increased total open position to 2726