FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
17 Jan 2025 04:13 PM IST
| FINNIFTY 30JAN2025 21800 CE | ||||||||||
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Delta: 0.75
Vega: 13.48
Theta: -21.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 22608.20 | 1100 | 100.00 | 32.57 | 1 | 0 | 13 | |||
| 16 Jan | 22943.75 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 15 Jan | 22680.10 | 1000 | -48.10 | 13.75 | 8 | 1 | 14 | |||
| 14 Jan | 22722.15 | 1048.1 | 204.10 | - | 17 | -4 | 14 | |||
| 13 Jan | 22400.45 | 844 | -2214.30 | 21.12 | 43 | 21 | 21 | |||
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| 10 Jan | 22730.20 | 3058.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Jan | 23026.15 | 3058.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 23236.05 | 3058.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 23430.30 | 3058.3 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 23317.85 | 3058.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 23735.70 | 3058.3 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24006.70 | 3058.3 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 21800 expiring on 30JAN2025
Delta for 21800 CE is 0.75
Historical price for 21800 CE is as follows
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1100, which was 100.00 higher than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 13
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1000, 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 1000, which was -48.10 lower than the previous day. The implied volatity was 13.75, the open interest changed by 1 which increased total open position to 14
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1048.1, which was 204.10 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 14
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 844, which was -2214.30 lower than the previous day. The implied volatity was 21.12, the open interest changed by 21 which increased total open position to 21
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 3058.3, 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 3058.3, 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 3058.3, 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 3058.3, 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 3058.3, 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 3058.3, 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 3058.3, 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 21800 PE | |||||||
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Delta: -0.13
Vega: 9.08
Theta: -5.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 22608.20 | 55 | 28.55 | 19.28 | 4,373 | 333 | 1,312 |
| 16 Jan | 22943.75 | 26.45 | -26.45 | 19.61 | 1,653 | 193 | 977 |
| 15 Jan | 22680.10 | 52.9 | 4.35 | 19.01 | 2,879 | 144 | 854 |
| 14 Jan | 22722.15 | 48.55 | -36.05 | 19.14 | 1,133 | -30 | 723 |
| 13 Jan | 22400.45 | 84.6 | 4.60 | 16.85 | 6,078 | 12 | 759 |
| 10 Jan | 22730.20 | 80 | 42.30 | 19.73 | 1,522 | 152 | 755 |
| 9 Jan | 23026.15 | 37.7 | 5.00 | 18.55 | 1,452 | 18 | 583 |
| 8 Jan | 23236.05 | 32.7 | 7.70 | 19.21 | 2,231 | 330 | 589 |
| 7 Jan | 23430.30 | 25 | -6.35 | 19.33 | 595 | -31 | 264 |
| 6 Jan | 23317.85 | 31.35 | 15.70 | 19.23 | 6,415 | -1,236 | 272 |
| 3 Jan | 23735.70 | 15.65 | -2.30 | 18.57 | 4,561 | 1,304 | 1,508 |
| 2 Jan | 24006.70 | 17.95 | 20.64 | 298 | 27 | 204 | |
For Nifty Financial Services - strike price 21800 expiring on 30JAN2025
Delta for 21800 PE is -0.13
Historical price for 21800 PE is as follows
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 55, which was 28.55 higher than the previous day. The implied volatity was 19.28, the open interest changed by 333 which increased total open position to 1312
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 26.45, which was -26.45 lower than the previous day. The implied volatity was 19.61, the open interest changed by 193 which increased total open position to 977
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 52.9, which was 4.35 higher than the previous day. The implied volatity was 19.01, the open interest changed by 144 which increased total open position to 854
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 48.55, which was -36.05 lower than the previous day. The implied volatity was 19.14, the open interest changed by -30 which decreased total open position to 723
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 84.6, which was 4.60 higher than the previous day. The implied volatity was 16.85, the open interest changed by 12 which increased total open position to 759
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 80, which was 42.30 higher than the previous day. The implied volatity was 19.73, the open interest changed by 152 which increased total open position to 755
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 37.7, which was 5.00 higher than the previous day. The implied volatity was 18.55, the open interest changed by 18 which increased total open position to 583
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 32.7, which was 7.70 higher than the previous day. The implied volatity was 19.21, the open interest changed by 330 which increased total open position to 589
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 25, which was -6.35 lower than the previous day. The implied volatity was 19.33, the open interest changed by -31 which decreased total open position to 264
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 31.35, which was 15.70 higher than the previous day. The implied volatity was 19.23, the open interest changed by -1236 which decreased total open position to 272
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 15.65, which was -2.30 lower than the previous day. The implied volatity was 18.57, the open interest changed by 1304 which increased total open position to 1508
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 17.95, which was lower than the previous day. The implied volatity was 20.64, the open interest changed by 27 which increased total open position to 204
