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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 21200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
15 Jan 22680.10 3596.85 0.00 - 0 0 0
14 Jan 22722.15 3596.85 0.00 - 0 0 0
13 Jan 22400.45 3596.85 0.00 - 0 0 0
10 Jan 22730.20 3596.85 0.00 - 0 0 0
9 Jan 23026.15 3596.85 0.00 - 0 0 0
8 Jan 23236.05 3596.85 0.00 - 0 0 0
7 Jan 23430.30 3596.85 0.00 - 0 0 0
6 Jan 23317.85 3596.85 0.00 - 0 0 0
3 Jan 23735.70 3596.85 0.00 - 0 0 0
2 Jan 24006.70 3596.85 - 0 0 0


For Nifty Financial Services - strike price 21200 expiring on 30JAN2025

Delta for 21200 CE is -

Historical price for 21200 CE is as follows

On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 3596.85, 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 3596.85, 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 3596.85, 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 3596.85, 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 3596.85, 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 3596.85, 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 3596.85, 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 3596.85, 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 3596.85, 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 3596.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


FINNIFTY 30JAN2025 21200 PE
Delta: -0.04
Vega: 4.15
Theta: -2.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
15 Jan 22680.10 16.85 0.85 20.94 2,793 -282 1,809
14 Jan 22722.15 16 -26.00 21.02 3,259 575 2,091
13 Jan 22400.45 42 17.00 20.83 4,527 708 1,531
10 Jan 22730.20 25 11.60 20.37 2,649 208 813
9 Jan 23026.15 13.4 3.50 20.17 1,199 162 605
8 Jan 23236.05 9.9 0.65 20.11 2,153 67 446
7 Jan 23430.30 9.25 -3.20 20.84 1,278 40 387
6 Jan 23317.85 12.45 4.90 20.86 1,927 112 365
3 Jan 23735.70 7.55 -0.70 20.69 395 -79 253
2 Jan 24006.70 8.25 22.31 5,531 234 368


For Nifty Financial Services - strike price 21200 expiring on 30JAN2025

Delta for 21200 PE is -0.04

Historical price for 21200 PE is as follows

On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 16.85, which was 0.85 higher than the previous day. The implied volatity was 20.94, the open interest changed by -282 which decreased total open position to 1809


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 16, which was -26.00 lower than the previous day. The implied volatity was 21.02, the open interest changed by 575 which increased total open position to 2091


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 42, which was 17.00 higher than the previous day. The implied volatity was 20.83, the open interest changed by 708 which increased total open position to 1531


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 25, which was 11.60 higher than the previous day. The implied volatity was 20.37, the open interest changed by 208 which increased total open position to 813


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 13.4, which was 3.50 higher than the previous day. The implied volatity was 20.17, the open interest changed by 162 which increased total open position to 605


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 9.9, which was 0.65 higher than the previous day. The implied volatity was 20.11, the open interest changed by 67 which increased total open position to 446


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 9.25, which was -3.20 lower than the previous day. The implied volatity was 20.84, the open interest changed by 40 which increased total open position to 387


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 12.45, which was 4.90 higher than the previous day. The implied volatity was 20.86, the open interest changed by 112 which increased total open position to 365


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 7.55, which was -0.70 lower than the previous day. The implied volatity was 20.69, the open interest changed by -79 which decreased total open position to 253


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was 22.31, the open interest changed by 234 which increased total open position to 368