FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
15 Jan 2025 04:13 PM IST
| FINNIFTY 30JAN2025 21600 CE | ||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Jan | 22680.10 | 1010.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Jan | 22722.15 | 1010.1 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 13 Jan | 22400.45 | 1010.1 | -2224.80 | 21.96 | 18 | 3 | 3 | |||
| 10 Jan | 22730.20 | 3234.9 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 23026.15 | 3234.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 23236.05 | 3234.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 23430.30 | 3234.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Jan | 23317.85 | 3234.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 23735.70 | 3234.9 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24006.70 | 3234.9 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 21600 expiring on 30JAN2025
Delta for 21600 CE is 0.00
Historical price for 21600 CE is as follows
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1010.1, 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 1010.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1010.1, which was -2224.80 lower than the previous day. The implied volatity was 21.96, the open interest changed by 3 which increased total open position to 3
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 3234.9, 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 3234.9, 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 3234.9, 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 3234.9, 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 3234.9, 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 3234.9, 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 3234.9, 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 21600 PE | |||||||
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Delta: -0.09
Vega: 7.24
Theta: -4.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Jan | 22680.10 | 36.5 | 0.50 | 19.67 | 2,169 | -178 | 384 |
| 14 Jan | 22722.15 | 36 | -51.50 | 20.09 | 1,444 | -276 | 565 |
| 13 Jan | 22400.45 | 87.5 | 31.65 | 20.05 | 3,489 | 80 | 888 |
| 10 Jan | 22730.20 | 55.85 | 28.90 | 19.98 | 3,897 | -450 | 818 |
| 9 Jan | 23026.15 | 26.95 | 6.95 | 19.11 | 967 | 38 | 1,268 |
| 8 Jan | 23236.05 | 20 | 2.05 | 19.10 | 1,225 | -10 | 1,259 |
| 7 Jan | 23430.30 | 17.95 | -6.35 | 19.83 | 645 | 9 | 1,279 |
| 6 Jan | 23317.85 | 24.3 | 9.60 | 19.98 | 6,372 | 867 | 1,326 |
| 3 Jan | 23735.70 | 14.7 | 0.95 | 19.89 | 2,354 | -733 | 494 |
| 2 Jan | 24006.70 | 13.75 | 21.18 | 2,181 | 1,070 | 1,222 | |
For Nifty Financial Services - strike price 21600 expiring on 30JAN2025
Delta for 21600 PE is -0.09
Historical price for 21600 PE is as follows
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 36.5, which was 0.50 higher than the previous day. The implied volatity was 19.67, the open interest changed by -178 which decreased total open position to 384
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 36, which was -51.50 lower than the previous day. The implied volatity was 20.09, the open interest changed by -276 which decreased total open position to 565
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 87.5, which was 31.65 higher than the previous day. The implied volatity was 20.05, the open interest changed by 80 which increased total open position to 888
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 55.85, which was 28.90 higher than the previous day. The implied volatity was 19.98, the open interest changed by -450 which decreased total open position to 818
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 26.95, which was 6.95 higher than the previous day. The implied volatity was 19.11, the open interest changed by 38 which increased total open position to 1268
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 20, which was 2.05 higher than the previous day. The implied volatity was 19.10, the open interest changed by -10 which decreased total open position to 1259
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 17.95, which was -6.35 lower than the previous day. The implied volatity was 19.83, the open interest changed by 9 which increased total open position to 1279
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 24.3, which was 9.60 higher than the previous day. The implied volatity was 19.98, the open interest changed by 867 which increased total open position to 1326
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 14.7, which was 0.95 higher than the previous day. The implied volatity was 19.89, the open interest changed by -733 which decreased total open position to 494
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 13.75, which was lower than the previous day. The implied volatity was 21.18, the open interest changed by 1070 which increased total open position to 1222
