FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22250 CE | ||||||||||
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Delta: 0.76
Vega: 9.00
Theta: -15.61
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 352.95 | -142.1 | 14.71 | 200 | 52 | 192 | |||
23 Jan | 22625.85 | 495.05 | -53.95 | 17.55 | 68 | 9 | 140 | |||
22 Jan | 22650.40 | 549 | 20.05 | 18.31 | 526 | 42 | 131 | |||
21 Jan | 22548.90 | 528.95 | -273.40 | 21.47 | 99 | 24 | 89 | |||
20 Jan | 22926.70 | 802.35 | 228.00 | 20.47 | 1 | 0 | 66 | |||
17 Jan | 22608.20 | 574.35 | -285.60 | 18.06 | 24 | 7 | 66 | |||
16 Jan | 22943.75 | 859.95 | 217.75 | 15.64 | 8 | -2 | 59 | |||
15 Jan | 22680.10 | 642.2 | -103.05 | 16.48 | 50 | 21 | 61 | |||
14 Jan | 22722.15 | 745.25 | 233.25 | 17.99 | 40 | -2 | 39 | |||
13 Jan | 22400.45 | 512 | -205.75 | 19.44 | 116 | 34 | 42 | |||
10 Jan | 22730.20 | 717.75 | -751.60 | 15.13 | 8 | 7 | 7 | |||
9 Jan | 23026.15 | 1469.35 | 0.00 | - | 0 | 0 | 0 | |||
8 Jan | 23236.05 | 1469.35 | 0.00 | - | 0 | 0 | 0 | |||
7 Jan | 23430.30 | 1469.35 | 0.00 | - | 0 | 0 | 0 | |||
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6 Jan | 23317.85 | 1469.35 | 0.00 | - | 0 | 0 | 0 | |||
3 Jan | 23735.70 | 1469.35 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 24006.70 | 1469.35 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 22250 expiring on 30JAN2025
Delta for 22250 CE is 0.76
Historical price for 22250 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 352.95, which was -142.1 lower than the previous day. The implied volatity was 14.71, the open interest changed by 52 which increased total open position to 192
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 495.05, which was -53.95 lower than the previous day. The implied volatity was 17.55, the open interest changed by 9 which increased total open position to 140
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 549, which was 20.05 higher than the previous day. The implied volatity was 18.31, the open interest changed by 42 which increased total open position to 131
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 528.95, which was -273.40 lower than the previous day. The implied volatity was 21.47, the open interest changed by 24 which increased total open position to 89
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 802.35, which was 228.00 higher than the previous day. The implied volatity was 20.47, the open interest changed by 0 which decreased total open position to 66
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 574.35, which was -285.60 lower than the previous day. The implied volatity was 18.06, the open interest changed by 7 which increased total open position to 66
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 859.95, which was 217.75 higher than the previous day. The implied volatity was 15.64, the open interest changed by -2 which decreased total open position to 59
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 642.2, which was -103.05 lower than the previous day. The implied volatity was 16.48, the open interest changed by 21 which increased total open position to 61
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 745.25, which was 233.25 higher than the previous day. The implied volatity was 17.99, the open interest changed by -2 which decreased total open position to 39
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 512, which was -205.75 lower than the previous day. The implied volatity was 19.44, the open interest changed by 34 which increased total open position to 42
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 717.75, which was -751.60 lower than the previous day. The implied volatity was 15.13, the open interest changed by 7 which increased total open position to 7
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1469.35, 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 1469.35, 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 1469.35, 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 1469.35, 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 1469.35, 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 1469.35, 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 22250 PE | |||||||
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Delta: -0.29
Vega: 9.86
Theta: -13.57
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 99 | 26.05 | 18.72 | 12,888 | 156 | 1,084 |
23 Jan | 22625.85 | 73.85 | -7.10 | 18.27 | 4,094 | 26 | 930 |
22 Jan | 22650.40 | 80.95 | -53.05 | 18.81 | 6,609 | 30 | 908 |
21 Jan | 22548.90 | 134 | 63.20 | 20.42 | 2,617 | -22 | 877 |
20 Jan | 22926.70 | 70.8 | -62.15 | 20.70 | 1,860 | 17 | 910 |
17 Jan | 22608.20 | 132.95 | 64.70 | 18.03 | 2,811 | 200 | 893 |
16 Jan | 22943.75 | 68.25 | -61.30 | 18.54 | 1,577 | 104 | 709 |
15 Jan | 22680.10 | 129.55 | 18.30 | 18.26 | 2,466 | 170 | 620 |
14 Jan | 22722.15 | 111.25 | -140.10 | 18.00 | 1,792 | 13 | 465 |
13 Jan | 22400.45 | 251.35 | 93.30 | 18.95 | 3,879 | 208 | 461 |
10 Jan | 22730.20 | 158.05 | 73.90 | 18.72 | 2,246 | 31 | 260 |
9 Jan | 23026.15 | 84.15 | 21.90 | 17.67 | 990 | 116 | 229 |
8 Jan | 23236.05 | 62.25 | 1.55 | 17.61 | 221 | 6 | 114 |
7 Jan | 23430.30 | 60.7 | -22.25 | 19.06 | 188 | 34 | 109 |
6 Jan | 23317.85 | 82.95 | 52.35 | 19.72 | 476 | 26 | 89 |
3 Jan | 23735.70 | 30.6 | -6.40 | 17.32 | 216 | 34 | 63 |
2 Jan | 24006.70 | 37 | 19.99 | 31 | 28 | 28 |
For Nifty Financial Services - strike price 22250 expiring on 30JAN2025
Delta for 22250 PE is -0.29
Historical price for 22250 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 99, which was 26.05 higher than the previous day. The implied volatity was 18.72, the open interest changed by 156 which increased total open position to 1084
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 73.85, which was -7.10 lower than the previous day. The implied volatity was 18.27, the open interest changed by 26 which increased total open position to 930
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 80.95, which was -53.05 lower than the previous day. The implied volatity was 18.81, the open interest changed by 30 which increased total open position to 908
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 134, which was 63.20 higher than the previous day. The implied volatity was 20.42, the open interest changed by -22 which decreased total open position to 877
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 70.8, which was -62.15 lower than the previous day. The implied volatity was 20.70, the open interest changed by 17 which increased total open position to 910
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 132.95, which was 64.70 higher than the previous day. The implied volatity was 18.03, the open interest changed by 200 which increased total open position to 893
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 68.25, which was -61.30 lower than the previous day. The implied volatity was 18.54, the open interest changed by 104 which increased total open position to 709
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 129.55, which was 18.30 higher than the previous day. The implied volatity was 18.26, the open interest changed by 170 which increased total open position to 620
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 111.25, which was -140.10 lower than the previous day. The implied volatity was 18.00, the open interest changed by 13 which increased total open position to 465
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 251.35, which was 93.30 higher than the previous day. The implied volatity was 18.95, the open interest changed by 208 which increased total open position to 461
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 158.05, which was 73.90 higher than the previous day. The implied volatity was 18.72, the open interest changed by 31 which increased total open position to 260
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 84.15, which was 21.90 higher than the previous day. The implied volatity was 17.67, the open interest changed by 116 which increased total open position to 229
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 62.25, which was 1.55 higher than the previous day. The implied volatity was 17.61, the open interest changed by 6 which increased total open position to 114
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 60.7, which was -22.25 lower than the previous day. The implied volatity was 19.06, the open interest changed by 34 which increased total open position to 109
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 82.95, which was 52.35 higher than the previous day. The implied volatity was 19.72, the open interest changed by 26 which increased total open position to 89
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 30.6, which was -6.40 lower than the previous day. The implied volatity was 17.32, the open interest changed by 34 which increased total open position to 63
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 37, which was lower than the previous day. The implied volatity was 19.99, the open interest changed by 28 which increased total open position to 28