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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 21400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 3414.55 0 - 0 0 0
23 Jan 22625.85 3414.55 0.00 - 0 0 0
22 Jan 22650.40 3414.55 0.00 - 0 0 0
21 Jan 22548.90 3414.55 0.00 - 0 0 0
20 Jan 22926.70 3414.55 0.00 - 0 0 0
17 Jan 22608.20 3414.55 0.00 - 0 0 0
16 Jan 22943.75 3414.55 0.00 - 0 0 0
15 Jan 22680.10 3414.55 0.00 - 0 0 0
14 Jan 22722.15 3414.55 0.00 - 0 0 0
13 Jan 22400.45 3414.55 0.00 - 0 0 0
10 Jan 22730.20 3414.55 0.00 - 0 0 0
9 Jan 23026.15 3414.55 0.00 - 0 0 0
8 Jan 23236.05 3414.55 0.00 - 0 0 0
7 Jan 23430.30 3414.55 0.00 - 0 0 0
6 Jan 23317.85 3414.55 0.00 - 0 0 0
3 Jan 23735.70 3414.55 0.00 - 0 0 0
2 Jan 24006.70 3414.55 - 0 0 0


For Nifty Financial Services - strike price 21400 expiring on 30JAN2025

Delta for 21400 CE is -

Historical price for 21400 CE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 3414.55, which was 0 lower than the previous day. The implied volatity was -, 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 3414.55, 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 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 3414.55, 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 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 3414.55, 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 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 3414.55, 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 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 3414.55, 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 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 3414.55, 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 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 3414.55, 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 3414.55, 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 3414.55, 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 3414.55, 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 3414.55, 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 3414.55, 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 3414.55, 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 3414.55, 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 3414.55, 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 3414.55, 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 21400 PE
Delta: -0.03
Vega: 1.84
Theta: -3.10
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 6.6 0.8 21.33 12,537 75 893
23 Jan 22625.85 4.3 -6.90 20.23 5,471 206 818
22 Jan 22650.40 11.2 -10.90 22.80 3,054 81 614
21 Jan 22548.90 22.1 8.10 23.36 1,353 -28 538
20 Jan 22926.70 14 -8.15 24.48 674 -148 566
17 Jan 22608.20 22.15 8.35 20.14 2,106 138 732
16 Jan 22943.75 13.8 -11.35 21.52 1,803 180 595
15 Jan 22680.10 25.15 -2.65 20.36 1,256 69 417
14 Jan 22722.15 27.8 -37.00 21.20 713 63 385
13 Jan 22400.45 64.8 28.80 20.81 1,613 -12 324
10 Jan 22730.20 36 16.05 19.94 1,411 -45 335
9 Jan 23026.15 19.95 5.95 19.81 1,416 41 383
8 Jan 23236.05 14 0.50 19.58 2,949 43 348
7 Jan 23430.30 13.5 -5.35 20.49 595 -12 306
6 Jan 23317.85 18.85 8.65 20.71 1,910 -113 331
3 Jan 23735.70 10.2 -1.70 20.18 1,661 19 474
2 Jan 24006.70 11.9 22.12 7,819 -3 458


For Nifty Financial Services - strike price 21400 expiring on 30JAN2025

Delta for 21400 PE is -0.03

Historical price for 21400 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 6.6, which was 0.8 higher than the previous day. The implied volatity was 21.33, the open interest changed by 75 which increased total open position to 893


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 4.3, which was -6.90 lower than the previous day. The implied volatity was 20.23, the open interest changed by 206 which increased total open position to 818


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 11.2, which was -10.90 lower than the previous day. The implied volatity was 22.80, the open interest changed by 81 which increased total open position to 614


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 22.1, which was 8.10 higher than the previous day. The implied volatity was 23.36, the open interest changed by -28 which decreased total open position to 538


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 14, which was -8.15 lower than the previous day. The implied volatity was 24.48, the open interest changed by -148 which decreased total open position to 566


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 22.15, which was 8.35 higher than the previous day. The implied volatity was 20.14, the open interest changed by 138 which increased total open position to 732


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 13.8, which was -11.35 lower than the previous day. The implied volatity was 21.52, the open interest changed by 180 which increased total open position to 595


On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 25.15, which was -2.65 lower than the previous day. The implied volatity was 20.36, the open interest changed by 69 which increased total open position to 417


On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 27.8, which was -37.00 lower than the previous day. The implied volatity was 21.20, the open interest changed by 63 which increased total open position to 385


On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 64.8, which was 28.80 higher than the previous day. The implied volatity was 20.81, the open interest changed by -12 which decreased total open position to 324


On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 36, which was 16.05 higher than the previous day. The implied volatity was 19.94, the open interest changed by -45 which decreased total open position to 335


On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 19.95, which was 5.95 higher than the previous day. The implied volatity was 19.81, the open interest changed by 41 which increased total open position to 383


On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 14, which was 0.50 higher than the previous day. The implied volatity was 19.58, the open interest changed by 43 which increased total open position to 348


On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 13.5, which was -5.35 lower than the previous day. The implied volatity was 20.49, the open interest changed by -12 which decreased total open position to 306


On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 18.85, which was 8.65 higher than the previous day. The implied volatity was 20.71, the open interest changed by -113 which decreased total open position to 331


On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 10.2, which was -1.70 lower than the previous day. The implied volatity was 20.18, the open interest changed by 19 which increased total open position to 474


On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 11.9, which was lower than the previous day. The implied volatity was 22.12, the open interest changed by -3 which decreased total open position to 458