FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22200 CE | ||||||||||
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Delta: 0.80
Vega: 8.04
Theta: -14.43
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 389.8 | -154.7 | 14.32 | 372 | 39 | 219 | |||
23 Jan | 22625.85 | 544.1 | -45.85 | 18.65 | 162 | 21 | 180 | |||
22 Jan | 22650.40 | 589.95 | 11.45 | 18.50 | 361 | 11 | 158 | |||
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21 Jan | 22548.90 | 578.5 | -271.40 | 22.54 | 55 | 18 | 146 | |||
20 Jan | 22926.70 | 849.9 | 245.90 | 21.13 | 95 | 29 | 128 | |||
17 Jan | 22608.20 | 604 | -295.95 | 17.57 | 107 | 6 | 98 | |||
16 Jan | 22943.75 | 899.95 | 249.95 | 15.11 | 31 | -18 | 91 | |||
15 Jan | 22680.10 | 650 | -139.30 | 14.08 | 64 | 3 | 110 | |||
14 Jan | 22722.15 | 789.3 | 249.30 | 18.39 | 94 | 28 | 107 | |||
13 Jan | 22400.45 | 540 | -216.00 | 19.45 | 264 | 76 | 78 | |||
10 Jan | 22730.20 | 756 | -1959.35 | 15.37 | 2 | 1 | 1 | |||
9 Jan | 23026.15 | 2715.35 | 0.00 | - | 0 | 0 | 0 | |||
8 Jan | 23236.05 | 2715.35 | 0.00 | - | 0 | 0 | 0 | |||
7 Jan | 23430.30 | 2715.35 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 23317.85 | 2715.35 | 0.00 | - | 0 | 0 | 0 | |||
3 Jan | 23735.70 | 2715.35 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 24006.70 | 2715.35 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 22200 expiring on 30JAN2025
Delta for 22200 CE is 0.80
Historical price for 22200 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 389.8, which was -154.7 lower than the previous day. The implied volatity was 14.32, the open interest changed by 39 which increased total open position to 219
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 544.1, which was -45.85 lower than the previous day. The implied volatity was 18.65, the open interest changed by 21 which increased total open position to 180
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 589.95, which was 11.45 higher than the previous day. The implied volatity was 18.50, the open interest changed by 11 which increased total open position to 158
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 578.5, which was -271.40 lower than the previous day. The implied volatity was 22.54, the open interest changed by 18 which increased total open position to 146
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 849.9, which was 245.90 higher than the previous day. The implied volatity was 21.13, the open interest changed by 29 which increased total open position to 128
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 604, which was -295.95 lower than the previous day. The implied volatity was 17.57, the open interest changed by 6 which increased total open position to 98
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 899.95, which was 249.95 higher than the previous day. The implied volatity was 15.11, the open interest changed by -18 which decreased total open position to 91
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 650, which was -139.30 lower than the previous day. The implied volatity was 14.08, the open interest changed by 3 which increased total open position to 110
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 789.3, which was 249.30 higher than the previous day. The implied volatity was 18.39, the open interest changed by 28 which increased total open position to 107
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 540, which was -216.00 lower than the previous day. The implied volatity was 19.45, the open interest changed by 76 which increased total open position to 78
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 756, which was -1959.35 lower than the previous day. The implied volatity was 15.37, 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 2715.35, 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 2715.35, 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 2715.35, 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 2715.35, 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 2715.35, 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 2715.35, 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 22200 PE | |||||||
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Delta: -0.25
Vega: 9.25
Theta: -12.67
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 82.45 | 18.35 | 18.50 | 22,797 | -227 | 2,242 |
23 Jan | 22625.85 | 65.1 | -3.95 | 18.50 | 9,399 | 593 | 2,610 |
22 Jan | 22650.40 | 69.05 | -52.85 | 18.67 | 12,031 | -56 | 2,031 |
21 Jan | 22548.90 | 121.9 | 60.75 | 20.57 | 5,681 | 393 | 2,091 |
20 Jan | 22926.70 | 61.15 | -59.50 | 20.55 | 4,318 | -455 | 1,705 |
17 Jan | 22608.20 | 120.65 | 59.30 | 18.13 | 6,283 | 384 | 2,164 |
16 Jan | 22943.75 | 61.35 | -56.45 | 18.63 | 4,489 | -577 | 1,791 |
15 Jan | 22680.10 | 117.8 | 17.60 | 18.32 | 5,109 | 259 | 2,377 |
14 Jan | 22722.15 | 100.2 | -124.25 | 18.01 | 4,533 | 615 | 2,183 |
13 Jan | 22400.45 | 224.45 | 70.45 | 18.53 | 5,330 | 300 | 1,565 |
10 Jan | 22730.20 | 154 | 78.45 | 19.18 | 4,603 | -12 | 1,278 |
9 Jan | 23026.15 | 75.55 | 21.20 | 17.63 | 1,669 | 87 | 1,300 |
8 Jan | 23236.05 | 54.35 | 0.15 | 17.46 | 1,475 | 259 | 1,235 |
7 Jan | 23430.30 | 54.2 | -28.85 | 18.98 | 997 | 8 | 977 |
6 Jan | 23317.85 | 83.05 | 47.25 | 20.29 | 3,571 | 49 | 969 |
3 Jan | 23735.70 | 35.8 | 4.20 | 18.39 | 877 | -25 | 938 |
2 Jan | 24006.70 | 31.6 | 19.72 | 2,731 | 741 | 956 |
For Nifty Financial Services - strike price 22200 expiring on 30JAN2025
Delta for 22200 PE is -0.25
Historical price for 22200 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 82.45, which was 18.35 higher than the previous day. The implied volatity was 18.50, the open interest changed by -227 which decreased total open position to 2242
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 65.1, which was -3.95 lower than the previous day. The implied volatity was 18.50, the open interest changed by 593 which increased total open position to 2610
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 69.05, which was -52.85 lower than the previous day. The implied volatity was 18.67, the open interest changed by -56 which decreased total open position to 2031
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 121.9, which was 60.75 higher than the previous day. The implied volatity was 20.57, the open interest changed by 393 which increased total open position to 2091
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 61.15, which was -59.50 lower than the previous day. The implied volatity was 20.55, the open interest changed by -455 which decreased total open position to 1705
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 120.65, which was 59.30 higher than the previous day. The implied volatity was 18.13, the open interest changed by 384 which increased total open position to 2164
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 61.35, which was -56.45 lower than the previous day. The implied volatity was 18.63, the open interest changed by -577 which decreased total open position to 1791
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 117.8, which was 17.60 higher than the previous day. The implied volatity was 18.32, the open interest changed by 259 which increased total open position to 2377
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 100.2, which was -124.25 lower than the previous day. The implied volatity was 18.01, the open interest changed by 615 which increased total open position to 2183
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 224.45, which was 70.45 higher than the previous day. The implied volatity was 18.53, the open interest changed by 300 which increased total open position to 1565
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 154, which was 78.45 higher than the previous day. The implied volatity was 19.18, the open interest changed by -12 which decreased total open position to 1278
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 75.55, which was 21.20 higher than the previous day. The implied volatity was 17.63, the open interest changed by 87 which increased total open position to 1300
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 54.35, which was 0.15 higher than the previous day. The implied volatity was 17.46, the open interest changed by 259 which increased total open position to 1235
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 54.2, which was -28.85 lower than the previous day. The implied volatity was 18.98, the open interest changed by 8 which increased total open position to 977
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 83.05, which was 47.25 higher than the previous day. The implied volatity was 20.29, the open interest changed by 49 which increased total open position to 969
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 35.8, which was 4.20 higher than the previous day. The implied volatity was 18.39, the open interest changed by -25 which decreased total open position to 938
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 31.6, which was lower than the previous day. The implied volatity was 19.72, the open interest changed by 741 which increased total open position to 956