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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 21600 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 1010.1 0 0.00 0 0 0
23 Jan 22625.85 1010.1 0.00 0.00 0 0 0
22 Jan 22650.40 1010.1 0.00 0.00 0 0 0
21 Jan 22548.90 1010.1 0.00 0.00 0 0 0
20 Jan 22926.70 1010.1 0.00 0.00 0 0 0
17 Jan 22608.20 1010.1 0.00 0.00 0 0 0
16 Jan 22943.75 1010.1 0.00 0.00 0 0 0
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
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 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1010.1, 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 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 22 Jan FINNIFTY was trading at 22650.40. 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 21 Jan FINNIFTY was trading at 22548.90. 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 20 Jan FINNIFTY was trading at 22926.70. 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 17 Jan FINNIFTY was trading at 22608.20. 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 16 Jan FINNIFTY was trading at 22943.75. 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 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
Delta: -0.05
Vega: 2.84
Theta: -4.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 22513.50 11.4 1 20.06 17,918 199 1,250
23 Jan 22625.85 10.95 -1.60 20.48 3,003 152 1,062
22 Jan 22650.40 12.55 -21.40 20.31 5,900 511 958
21 Jan 22548.90 33.95 13.05 22.54 2,447 -259 454
20 Jan 22926.70 20.9 -17.15 23.68 1,790 345 890
17 Jan 22608.20 38.05 13.10 20.10 1,564 156 553
16 Jan 22943.75 24.95 -11.55 21.78 2,117 116 461
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 -0.05

Historical price for 21600 PE is as follows

On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 11.4, which was 1 higher than the previous day. The implied volatity was 20.06, the open interest changed by 199 which increased total open position to 1250


On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 10.95, which was -1.60 lower than the previous day. The implied volatity was 20.48, the open interest changed by 152 which increased total open position to 1062


On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 12.55, which was -21.40 lower than the previous day. The implied volatity was 20.31, the open interest changed by 511 which increased total open position to 958


On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 33.95, which was 13.05 higher than the previous day. The implied volatity was 22.54, the open interest changed by -259 which decreased total open position to 454


On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 20.9, which was -17.15 lower than the previous day. The implied volatity was 23.68, the open interest changed by 345 which increased total open position to 890


On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 38.05, which was 13.10 higher than the previous day. The implied volatity was 20.10, the open interest changed by 156 which increased total open position to 553


On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 24.95, which was -11.55 lower than the previous day. The implied volatity was 21.78, the open interest changed by 116 which increased total open position to 461


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