FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
14 Jan 2025 03:33 PM IST
| FINNIFTY 30JAN2025 21100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Jan | 22722.15 | 3688.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 22400.45 | 3688.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Jan | 22730.20 | 3688.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 23026.15 | 3688.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 23236.05 | 3688.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 23430.30 | 3688.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 23317.85 | 3688.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 3 Jan | 23735.70 | 3688.9 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24006.70 | 3688.9 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 21100 expiring on 30JAN2025
Delta for 21100 CE is -
Historical price for 21100 CE is as follows
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 3688.9, 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 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 3688.9, 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 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 3688.9, 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 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 3688.9, 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 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 3688.9, 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 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 3688.9, 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 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 3688.9, 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 3688.9, 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 3688.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| FINNIFTY 30JAN2025 21100 PE | |||||||
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Delta: -0.04
Vega: 3.80
Theta: -2.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Jan | 22722.15 | 15.35 | -23.95 | 21.91 | 988 | 158 | 500 |
| 13 Jan | 22400.45 | 39.3 | 18.30 | 21.69 | 1,837 | 4 | 338 |
| 10 Jan | 22730.20 | 21 | 10.45 | 20.63 | 1,353 | 77 | 356 |
| 9 Jan | 23026.15 | 10.55 | 1.95 | 20.23 | 1,334 | -21 | 291 |
| 8 Jan | 23236.05 | 8.6 | 0.75 | 20.48 | 3,084 | -85 | 313 |
| 7 Jan | 23430.30 | 7.85 | -4.30 | 21.11 | 1,796 | 178 | 435 |
| 6 Jan | 23317.85 | 12.15 | 4.00 | 21.55 | 2,721 | -336 | 260 |
| 3 Jan | 23735.70 | 8.15 | -0.20 | 21.65 | 606 | -111 | 596 |
| 2 Jan | 24006.70 | 8.35 | 23.04 | 2,592 | -243 | 744 | |
For Nifty Financial Services - strike price 21100 expiring on 30JAN2025
Delta for 21100 PE is -0.04
Historical price for 21100 PE is as follows
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 15.35, which was -23.95 lower than the previous day. The implied volatity was 21.91, the open interest changed by 158 which increased total open position to 500
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 39.3, which was 18.30 higher than the previous day. The implied volatity was 21.69, the open interest changed by 4 which increased total open position to 338
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 21, which was 10.45 higher than the previous day. The implied volatity was 20.63, the open interest changed by 77 which increased total open position to 356
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 10.55, which was 1.95 higher than the previous day. The implied volatity was 20.23, the open interest changed by -21 which decreased total open position to 291
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 8.6, which was 0.75 higher than the previous day. The implied volatity was 20.48, the open interest changed by -85 which decreased total open position to 313
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 7.85, which was -4.30 lower than the previous day. The implied volatity was 21.11, the open interest changed by 178 which increased total open position to 435
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 12.15, which was 4.00 higher than the previous day. The implied volatity was 21.55, the open interest changed by -336 which decreased total open position to 260
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 8.15, which was -0.20 lower than the previous day. The implied volatity was 21.65, the open interest changed by -111 which decreased total open position to 596
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 8.35, which was lower than the previous day. The implied volatity was 23.04, the open interest changed by -243 which decreased total open position to 744
