FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 21950 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.97
Vega: 2.07
Theta: -7.76
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 599.95 | -187.65 | 11.33 | 1 | 0 | 43 | |||
23 Jan | 22625.85 | 787.6 | 169.55 | 23.55 | 3 | 1 | 43 | |||
22 Jan | 22650.40 | 618.05 | -499.55 | - | 18 | -1 | 42 | |||
21 Jan | 22548.90 | 1117.6 | 0.00 | 0.00 | 0 | -2 | 0 | |||
20 Jan | 22926.70 | 1117.6 | 313.75 | 27.71 | 8 | -1 | 44 | |||
17 Jan | 22608.20 | 803.85 | -74.00 | 17.86 | 22 | -9 | 45 | |||
16 Jan | 22943.75 | 877.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
15 Jan | 22680.10 | 877.85 | -16.05 | 15.74 | 22 | 0 | 54 | |||
14 Jan | 22722.15 | 893.9 | 165.10 | - | 33 | 0 | 56 | |||
13 Jan | 22400.45 | 728.8 | -1004.60 | 20.69 | 102 | 59 | 59 | |||
10 Jan | 22730.20 | 1733.4 | 1733.40 | - | 0 | 0 | 0 | |||
9 Jan | 23026.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
8 Jan | 23236.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
7 Jan | 23430.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Jan | 23317.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
||||||||||
3 Jan | 23735.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
2 Jan | 24006.70 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 21950 expiring on 30JAN2025
Delta for 21950 CE is 0.97
Historical price for 21950 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 599.95, which was -187.65 lower than the previous day. The implied volatity was 11.33, the open interest changed by 0 which decreased total open position to 43
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 787.6, which was 169.55 higher than the previous day. The implied volatity was 23.55, the open interest changed by 1 which increased total open position to 43
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 618.05, which was -499.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 42
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1117.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 1117.6, which was 313.75 higher than the previous day. The implied volatity was 27.71, the open interest changed by -1 which decreased total open position to 44
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 803.85, which was -74.00 lower than the previous day. The implied volatity was 17.86, the open interest changed by -9 which decreased total open position to 45
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 877.85, 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 877.85, which was -16.05 lower than the previous day. The implied volatity was 15.74, the open interest changed by 0 which decreased total open position to 54
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 893.9, which was 165.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 728.8, which was -1004.60 lower than the previous day. The implied volatity was 20.69, the open interest changed by 59 which increased total open position to 59
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1733.4, which was 1733.40 higher 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 0, 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 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 0, 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 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 0, 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 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 0, 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 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 0, 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 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
FINNIFTY 30JAN2025 21950 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.13
Vega: 6.27
Theta: -9.13
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 38 | 6.6 | 19.10 | 9,360 | 433 | 979 |
23 Jan | 22625.85 | 33.05 | -4.25 | 19.49 | 2,649 | 120 | 558 |
22 Jan | 22650.40 | 37.3 | -34.55 | 19.69 | 2,161 | 136 | 445 |
21 Jan | 22548.90 | 71.85 | 31.65 | 21.25 | 902 | -1 | 331 |
20 Jan | 22926.70 | 40.2 | -36.55 | 22.05 | 445 | -102 | 344 |
17 Jan | 22608.20 | 76.75 | 38.15 | 19.06 | 1,373 | 20 | 447 |
16 Jan | 22943.75 | 38.6 | -34.70 | 19.52 | 704 | 135 | 434 |
15 Jan | 22680.10 | 73.3 | 7.10 | 18.85 | 1,244 | 108 | 299 |
14 Jan | 22722.15 | 66.2 | -90.05 | 18.92 | 690 | 95 | 205 |
13 Jan | 22400.45 | 156.25 | 65.90 | 19.31 | 1,297 | -10 | 118 |
10 Jan | 22730.20 | 90.35 | 90.35 | 18.59 | 558 | 164 | 164 |
9 Jan | 23026.15 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
8 Jan | 23236.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
7 Jan | 23430.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Jan | 23317.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
3 Jan | 23735.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
2 Jan | 24006.70 | 0 | 0.00 | 0 | 0 | 0 |
For Nifty Financial Services - strike price 21950 expiring on 30JAN2025
Delta for 21950 PE is -0.13
Historical price for 21950 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 38, which was 6.6 higher than the previous day. The implied volatity was 19.10, the open interest changed by 433 which increased total open position to 979
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 33.05, which was -4.25 lower than the previous day. The implied volatity was 19.49, the open interest changed by 120 which increased total open position to 558
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 37.3, which was -34.55 lower than the previous day. The implied volatity was 19.69, the open interest changed by 136 which increased total open position to 445
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 71.85, which was 31.65 higher than the previous day. The implied volatity was 21.25, the open interest changed by -1 which decreased total open position to 331
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 40.2, which was -36.55 lower than the previous day. The implied volatity was 22.05, the open interest changed by -102 which decreased total open position to 344
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 76.75, which was 38.15 higher than the previous day. The implied volatity was 19.06, the open interest changed by 20 which increased total open position to 447
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 38.6, which was -34.70 lower than the previous day. The implied volatity was 19.52, the open interest changed by 135 which increased total open position to 434
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 73.3, which was 7.10 higher than the previous day. The implied volatity was 18.85, the open interest changed by 108 which increased total open position to 299
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 66.2, which was -90.05 lower than the previous day. The implied volatity was 18.92, the open interest changed by 95 which increased total open position to 205
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 156.25, which was 65.90 higher than the previous day. The implied volatity was 19.31, the open interest changed by -10 which decreased total open position to 118
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 90.35, which was 90.35 higher than the previous day. The implied volatity was 18.59, the open interest changed by 164 which increased total open position to 164
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 0, 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 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 0, 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 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 0, 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 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 0, 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 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 0, 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 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0