FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22300 CE | ||||||||||
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Delta: 0.72
Vega: 9.72
Theta: -16.37
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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24 Jan | 22513.50 | 319 | -143.1 | 14.84 | 2,008 | 348 | 627 | |||
23 Jan | 22625.85 | 460.05 | -51.60 | 17.84 | 987 | -19 | 277 | |||
22 Jan | 22650.40 | 511.65 | 8.10 | 18.39 | 2,293 | 114 | 306 | |||
21 Jan | 22548.90 | 503.55 | -258.50 | 21.98 | 309 | 21 | 193 | |||
20 Jan | 22926.70 | 762.05 | 230.05 | 20.54 | 120 | -26 | 177 | |||
17 Jan | 22608.20 | 532 | -277.00 | 17.56 | 203 | 13 | 203 | |||
16 Jan | 22943.75 | 809 | 222.00 | 14.82 | 27 | -5 | 193 | |||
15 Jan | 22680.10 | 587 | -113.40 | 15.31 | 106 | 33 | 198 | |||
14 Jan | 22722.15 | 700.4 | 226.45 | 17.51 | 202 | -5 | 165 | |||
13 Jan | 22400.45 | 473.95 | -207.05 | 18.97 | 826 | 133 | 169 | |||
10 Jan | 22730.20 | 681 | -212.35 | 15.47 | 36 | 27 | 35 | |||
9 Jan | 23026.15 | 893.35 | -1738.70 | 10.22 | 8 | 4 | 4 | |||
8 Jan | 23236.05 | 2632.05 | 0.00 | - | 0 | 0 | 0 | |||
7 Jan | 23430.30 | 2632.05 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 23317.85 | 2632.05 | 0.00 | - | 0 | 0 | 0 | |||
3 Jan | 23735.70 | 2632.05 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 24006.70 | 2632.05 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 22300 expiring on 30JAN2025
Delta for 22300 CE is 0.72
Historical price for 22300 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 319, which was -143.1 lower than the previous day. The implied volatity was 14.84, the open interest changed by 348 which increased total open position to 627
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 460.05, which was -51.60 lower than the previous day. The implied volatity was 17.84, the open interest changed by -19 which decreased total open position to 277
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 511.65, which was 8.10 higher than the previous day. The implied volatity was 18.39, the open interest changed by 114 which increased total open position to 306
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 503.55, which was -258.50 lower than the previous day. The implied volatity was 21.98, the open interest changed by 21 which increased total open position to 193
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 762.05, which was 230.05 higher than the previous day. The implied volatity was 20.54, the open interest changed by -26 which decreased total open position to 177
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 532, which was -277.00 lower than the previous day. The implied volatity was 17.56, the open interest changed by 13 which increased total open position to 203
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 809, which was 222.00 higher than the previous day. The implied volatity was 14.82, the open interest changed by -5 which decreased total open position to 193
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 587, which was -113.40 lower than the previous day. The implied volatity was 15.31, the open interest changed by 33 which increased total open position to 198
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 700.4, which was 226.45 higher than the previous day. The implied volatity was 17.51, the open interest changed by -5 which decreased total open position to 165
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 473.95, which was -207.05 lower than the previous day. The implied volatity was 18.97, the open interest changed by 133 which increased total open position to 169
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 681, which was -212.35 lower than the previous day. The implied volatity was 15.47, the open interest changed by 27 which increased total open position to 35
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 893.35, which was -1738.70 lower than the previous day. The implied volatity was 10.22, the open interest changed by 4 which increased total open position to 4
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 2632.05, 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 2632.05, 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 2632.05, 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 2632.05, 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 2632.05, 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 22300 PE | |||||||
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Delta: -0.32
Vega: 10.35
Theta: -14.30
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 116.2 | 31.65 | 18.92 | 31,691 | -64 | 3,821 |
23 Jan | 22625.85 | 85.25 | -3.75 | 18.21 | 12,965 | 134 | 3,904 |
22 Jan | 22650.40 | 89 | -57.80 | 18.43 | 18,028 | 1,689 | 3,787 |
21 Jan | 22548.90 | 146.8 | 72.40 | 20.17 | 7,457 | -200 | 2,116 |
20 Jan | 22926.70 | 74.4 | -71.65 | 20.14 | 6,494 | 336 | 2,262 |
17 Jan | 22608.20 | 146.05 | 69.85 | 17.91 | 7,162 | 161 | 1,935 |
16 Jan | 22943.75 | 76.2 | -67.80 | 18.50 | 4,107 | 89 | 1,876 |
15 Jan | 22680.10 | 144 | 22.80 | 18.31 | 4,396 | 249 | 1,789 |
14 Jan | 22722.15 | 121.2 | -138.95 | 17.86 | 3,359 | 181 | 1,545 |
13 Jan | 22400.45 | 260.15 | 81.00 | 18.33 | 6,598 | 157 | 1,364 |
10 Jan | 22730.20 | 179.15 | 83.00 | 19.04 | 3,526 | 69 | 1,213 |
9 Jan | 23026.15 | 96.15 | 31.05 | 17.89 | 1,994 | 97 | 1,161 |
8 Jan | 23236.05 | 65.1 | 2.15 | 17.28 | 1,053 | -35 | 1,068 |
7 Jan | 23430.30 | 62.95 | -33.80 | 18.72 | 1,288 | 143 | 1,111 |
6 Jan | 23317.85 | 96.75 | 59.25 | 20.18 | 3,149 | 76 | 977 |
3 Jan | 23735.70 | 37.5 | 6.95 | 17.70 | 777 | 31 | 912 |
2 Jan | 24006.70 | 30.55 | 18.76 | 2,123 | 219 | 891 |
For Nifty Financial Services - strike price 22300 expiring on 30JAN2025
Delta for 22300 PE is -0.32
Historical price for 22300 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 116.2, which was 31.65 higher than the previous day. The implied volatity was 18.92, the open interest changed by -64 which decreased total open position to 3821
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 85.25, which was -3.75 lower than the previous day. The implied volatity was 18.21, the open interest changed by 134 which increased total open position to 3904
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 89, which was -57.80 lower than the previous day. The implied volatity was 18.43, the open interest changed by 1689 which increased total open position to 3787
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 146.8, which was 72.40 higher than the previous day. The implied volatity was 20.17, the open interest changed by -200 which decreased total open position to 2116
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 74.4, which was -71.65 lower than the previous day. The implied volatity was 20.14, the open interest changed by 336 which increased total open position to 2262
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 146.05, which was 69.85 higher than the previous day. The implied volatity was 17.91, the open interest changed by 161 which increased total open position to 1935
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 76.2, which was -67.80 lower than the previous day. The implied volatity was 18.50, the open interest changed by 89 which increased total open position to 1876
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 144, which was 22.80 higher than the previous day. The implied volatity was 18.31, the open interest changed by 249 which increased total open position to 1789
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 121.2, which was -138.95 lower than the previous day. The implied volatity was 17.86, the open interest changed by 181 which increased total open position to 1545
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 260.15, which was 81.00 higher than the previous day. The implied volatity was 18.33, the open interest changed by 157 which increased total open position to 1364
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 179.15, which was 83.00 higher than the previous day. The implied volatity was 19.04, the open interest changed by 69 which increased total open position to 1213
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 96.15, which was 31.05 higher than the previous day. The implied volatity was 17.89, the open interest changed by 97 which increased total open position to 1161
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 65.1, which was 2.15 higher than the previous day. The implied volatity was 17.28, the open interest changed by -35 which decreased total open position to 1068
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 62.95, which was -33.80 lower than the previous day. The implied volatity was 18.72, the open interest changed by 143 which increased total open position to 1111
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 96.75, which was 59.25 higher than the previous day. The implied volatity was 20.18, the open interest changed by 76 which increased total open position to 977
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 37.5, which was 6.95 higher than the previous day. The implied volatity was 17.70, the open interest changed by 31 which increased total open position to 912
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 30.55, which was lower than the previous day. The implied volatity was 18.76, the open interest changed by 219 which increased total open position to 891