FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 21900 CE | ||||||||||
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Delta: 0.76
Vega: 9.03
Theta: -29.65
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 785 | -15 | 33.48 | 2 | 0 | 19 | |||
23 Jan | 22625.85 | 800 | 0.00 | 0.00 | 0 | 0 | 0 | |||
22 Jan | 22650.40 | 800 | -363.05 | - | 16 | 1 | 20 | |||
21 Jan | 22548.90 | 1163.05 | 0.00 | 0.00 | 0 | -13 | 0 | |||
20 Jan | 22926.70 | 1163.05 | 318.05 | 28.11 | 30 | -6 | 26 | |||
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17 Jan | 22608.20 | 845 | -75.95 | 17.77 | 32 | 8 | 32 | |||
16 Jan | 22943.75 | 920.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
15 Jan | 22680.10 | 920.95 | -89.10 | 15.63 | 6 | 0 | 24 | |||
14 Jan | 22722.15 | 1010.05 | 247.05 | 15.28 | 14 | 1 | 24 | |||
13 Jan | 22400.45 | 763 | -2208.20 | 20.62 | 70 | 25 | 25 | |||
10 Jan | 22730.20 | 2971.2 | 0.00 | - | 0 | 0 | 0 | |||
9 Jan | 23026.15 | 2971.2 | 0.00 | - | 0 | 0 | 0 | |||
8 Jan | 23236.05 | 2971.2 | 0.00 | - | 0 | 0 | 0 | |||
7 Jan | 23430.30 | 2971.2 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 23317.85 | 2971.2 | 0.00 | - | 0 | 0 | 0 | |||
3 Jan | 23735.70 | 2971.2 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 24006.70 | 2971.2 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 21900 expiring on 30JAN2025
Delta for 21900 CE is 0.76
Historical price for 21900 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 785, which was -15 lower than the previous day. The implied volatity was 33.48, the open interest changed by 0 which decreased total open position to 19
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 800, 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 800, which was -363.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 20
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1163.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -13 which decreased total open position to 0
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 1163.05, which was 318.05 higher than the previous day. The implied volatity was 28.11, the open interest changed by -6 which decreased total open position to 26
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 845, which was -75.95 lower than the previous day. The implied volatity was 17.77, the open interest changed by 8 which increased total open position to 32
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 920.95, 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 920.95, which was -89.10 lower than the previous day. The implied volatity was 15.63, the open interest changed by 0 which decreased total open position to 24
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1010.05, which was 247.05 higher than the previous day. The implied volatity was 15.28, the open interest changed by 1 which increased total open position to 24
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 763, which was -2208.20 lower than the previous day. The implied volatity was 20.62, the open interest changed by 25 which increased total open position to 25
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 2971.2, 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 2971.2, 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 2971.2, 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 2971.2, 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 2971.2, 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 2971.2, 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 2971.2, 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 21900 PE | |||||||
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Delta: -0.12
Vega: 5.68
Theta: -8.35
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 32.15 | 5.45 | 19.18 | 16,501 | -295 | 2,516 |
23 Jan | 22625.85 | 26.4 | -2.15 | 19.25 | 7,968 | 1,522 | 2,796 |
22 Jan | 22650.40 | 28.55 | -37.00 | 19.14 | 6,270 | 64 | 1,309 |
21 Jan | 22548.90 | 65.55 | 30.55 | 21.53 | 3,289 | 159 | 1,300 |
20 Jan | 22926.70 | 35 | -35.65 | 22.02 | 2,090 | 82 | 1,232 |
17 Jan | 22608.20 | 70.65 | 36.25 | 19.32 | 2,578 | 212 | 1,158 |
16 Jan | 22943.75 | 34.4 | -28.60 | 19.59 | 2,925 | 42 | 954 |
15 Jan | 22680.10 | 63 | 6.35 | 18.62 | 3,921 | 312 | 946 |
14 Jan | 22722.15 | 56.65 | -83.35 | 18.68 | 1,537 | 72 | 634 |
13 Jan | 22400.45 | 140 | 49.30 | 19.13 | 2,445 | 56 | 562 |
10 Jan | 22730.20 | 90.7 | 45.70 | 19.28 | 1,901 | 324 | 504 |
9 Jan | 23026.15 | 45 | 10.25 | 18.32 | 1,050 | 126 | 186 |
8 Jan | 23236.05 | 34.75 | 0.40 | 18.49 | 1,049 | -172 | 101 |
7 Jan | 23430.30 | 34.35 | -1.30 | 19.76 | 1,532 | 274 | 278 |
6 Jan | 23317.85 | 35.65 | -83.85 | 18.86 | 13 | 1 | 1 |
3 Jan | 23735.70 | 119.5 | 0.00 | 7.51 | 0 | 0 | 0 |
2 Jan | 24006.70 | 119.5 | 8.29 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 21900 expiring on 30JAN2025
Delta for 21900 PE is -0.12
Historical price for 21900 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 32.15, which was 5.45 higher than the previous day. The implied volatity was 19.18, the open interest changed by -295 which decreased total open position to 2516
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 26.4, which was -2.15 lower than the previous day. The implied volatity was 19.25, the open interest changed by 1522 which increased total open position to 2796
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 28.55, which was -37.00 lower than the previous day. The implied volatity was 19.14, the open interest changed by 64 which increased total open position to 1309
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 65.55, which was 30.55 higher than the previous day. The implied volatity was 21.53, the open interest changed by 159 which increased total open position to 1300
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 35, which was -35.65 lower than the previous day. The implied volatity was 22.02, the open interest changed by 82 which increased total open position to 1232
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 70.65, which was 36.25 higher than the previous day. The implied volatity was 19.32, the open interest changed by 212 which increased total open position to 1158
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 34.4, which was -28.60 lower than the previous day. The implied volatity was 19.59, the open interest changed by 42 which increased total open position to 954
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 63, which was 6.35 higher than the previous day. The implied volatity was 18.62, the open interest changed by 312 which increased total open position to 946
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 56.65, which was -83.35 lower than the previous day. The implied volatity was 18.68, the open interest changed by 72 which increased total open position to 634
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 140, which was 49.30 higher than the previous day. The implied volatity was 19.13, the open interest changed by 56 which increased total open position to 562
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 90.7, which was 45.70 higher than the previous day. The implied volatity was 19.28, the open interest changed by 324 which increased total open position to 504
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 45, which was 10.25 higher than the previous day. The implied volatity was 18.32, the open interest changed by 126 which increased total open position to 186
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 34.75, which was 0.40 higher than the previous day. The implied volatity was 18.49, the open interest changed by -172 which decreased total open position to 101
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 34.35, which was -1.30 lower than the previous day. The implied volatity was 19.76, the open interest changed by 274 which increased total open position to 278
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 35.65, which was -83.85 lower than the previous day. The implied volatity was 18.86, the open interest changed by 1 which increased total open position to 1
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 119.5, which was 0.00 lower than the previous day. The implied volatity was 7.51, 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 119.5, which was lower than the previous day. The implied volatity was 8.29, the open interest changed by 0 which decreased total open position to 0