FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
17 Jan 2025 04:13 PM IST
| FINNIFTY 30JAN2025 22000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 11.09
Theta: -12.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 22608.20 | 765 | -301.35 | 18.07 | 153 | 9 | 155 | |||
| 16 Jan | 22943.75 | 1066.35 | 234.85 | - | 27 | 13 | 147 | |||
| 15 Jan | 22680.10 | 831.5 | -123.70 | 15.43 | 78 | -4 | 138 | |||
| 14 Jan | 22722.15 | 955.2 | 280.50 | 18.75 | 239 | 76 | 139 | |||
| 13 Jan | 22400.45 | 674.7 | -240.30 | 19.56 | 233 | 63 | 66 | |||
| 10 Jan | 22730.20 | 915 | -1970.00 | 14.52 | 3 | 1 | 1 | |||
| 9 Jan | 23026.15 | 2885 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Jan | 23236.05 | 2885 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Jan | 23430.30 | 2885 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Jan | 23317.85 | 2885 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 23735.70 | 2885 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24006.70 | 2885 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 22000 expiring on 30JAN2025
Delta for 22000 CE is 0.82
Historical price for 22000 CE is as follows
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 765, which was -301.35 lower than the previous day. The implied volatity was 18.07, the open interest changed by 9 which increased total open position to 155
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1066.35, which was 234.85 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 147
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 831.5, which was -123.70 lower than the previous day. The implied volatity was 15.43, the open interest changed by -4 which decreased total open position to 138
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 955.2, which was 280.50 higher than the previous day. The implied volatity was 18.75, the open interest changed by 76 which increased total open position to 139
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 674.7, which was -240.30 lower than the previous day. The implied volatity was 19.56, the open interest changed by 63 which increased total open position to 66
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 915, which was -1970.00 lower than the previous day. The implied volatity was 14.52, the open interest changed by 1 which increased total open position to 1
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 2885, 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 2885, 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 2885, 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 2885, 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 2885, 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 2885, 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 22000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 11.31
Theta: -6.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 22608.20 | 80 | 38.90 | 18.51 | 17,870 | 479 | 5,219 |
| 16 Jan | 22943.75 | 41.1 | -38.40 | 19.18 | 15,335 | -2,061 | 4,751 |
| 15 Jan | 22680.10 | 79.5 | 8.05 | 18.63 | 18,724 | 295 | 6,892 |
| 14 Jan | 22722.15 | 71.45 | -95.50 | 18.69 | 11,068 | 209 | 6,605 |
| 13 Jan | 22400.45 | 166.95 | 60.90 | 19.08 | 29,398 | 1,153 | 6,423 |
| 10 Jan | 22730.20 | 106.05 | 50.10 | 19.04 | 26,836 | 1,329 | 5,316 |
| 9 Jan | 23026.15 | 55.95 | 14.85 | 18.31 | 10,567 | 381 | 4,064 |
| 8 Jan | 23236.05 | 41.1 | 3.10 | 18.23 | 22,813 | 471 | 3,722 |
| 7 Jan | 23430.30 | 38 | -21.30 | 19.26 | 6,813 | -375 | 3,387 |
| 6 Jan | 23317.85 | 59.3 | 33.05 | 20.41 | 24,819 | 670 | 3,868 |
| 3 Jan | 23735.70 | 26.25 | 4.25 | 18.83 | 8,226 | -740 | 3,296 |
| 2 Jan | 24006.70 | 22 | 19.87 | 9,618 | 1,817 | 4,016 | |
For Nifty Financial Services - strike price 22000 expiring on 30JAN2025
Delta for 22000 PE is -0.18
Historical price for 22000 PE is as follows
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 80, which was 38.90 higher than the previous day. The implied volatity was 18.51, the open interest changed by 479 which increased total open position to 5219
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 41.1, which was -38.40 lower than the previous day. The implied volatity was 19.18, the open interest changed by -2061 which decreased total open position to 4751
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 79.5, which was 8.05 higher than the previous day. The implied volatity was 18.63, the open interest changed by 295 which increased total open position to 6892
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 71.45, which was -95.50 lower than the previous day. The implied volatity was 18.69, the open interest changed by 209 which increased total open position to 6605
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 166.95, which was 60.90 higher than the previous day. The implied volatity was 19.08, the open interest changed by 1153 which increased total open position to 6423
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 106.05, which was 50.10 higher than the previous day. The implied volatity was 19.04, the open interest changed by 1329 which increased total open position to 5316
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 55.95, which was 14.85 higher than the previous day. The implied volatity was 18.31, the open interest changed by 381 which increased total open position to 4064
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 41.1, which was 3.10 higher than the previous day. The implied volatity was 18.23, the open interest changed by 471 which increased total open position to 3722
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 38, which was -21.30 lower than the previous day. The implied volatity was 19.26, the open interest changed by -375 which decreased total open position to 3387
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 59.3, which was 33.05 higher than the previous day. The implied volatity was 20.41, the open interest changed by 670 which increased total open position to 3868
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 26.25, which was 4.25 higher than the previous day. The implied volatity was 18.83, the open interest changed by -740 which decreased total open position to 3296
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 22, which was lower than the previous day. The implied volatity was 19.87, the open interest changed by 1817 which increased total open position to 4016
