FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 22350 CE | ||||||||||
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Delta: 0.68
Vega: 10.38
Theta: -17.07
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 284.85 | -139.2 | 15.01 | 1,610 | 112 | 387 | |||
23 Jan | 22625.85 | 420.6 | -54.75 | 17.60 | 503 | -23 | 277 | |||
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22 Jan | 22650.40 | 475.35 | 34.50 | 18.45 | 2,742 | 92 | 300 | |||
21 Jan | 22548.90 | 440.85 | -279.10 | 19.65 | 158 | 24 | 208 | |||
20 Jan | 22926.70 | 719.95 | 213.90 | 20.31 | 26 | -7 | 184 | |||
17 Jan | 22608.20 | 506.05 | -264.00 | 18.09 | 79 | -9 | 192 | |||
16 Jan | 22943.75 | 770.05 | 201.75 | 15.26 | 7 | -1 | 201 | |||
15 Jan | 22680.10 | 568.3 | -101.65 | 16.51 | 85 | 15 | 202 | |||
14 Jan | 22722.15 | 669.95 | 231.90 | 17.97 | 146 | -15 | 187 | |||
13 Jan | 22400.45 | 438.05 | -208.95 | 18.57 | 1,427 | 178 | 224 | |||
10 Jan | 22730.20 | 647 | -247.00 | 15.39 | 22 | 14 | 42 | |||
9 Jan | 23026.15 | 894 | -490.80 | 14.87 | 32 | 28 | 28 | |||
8 Jan | 23236.05 | 1384.8 | 0.00 | - | 0 | 0 | 0 | |||
7 Jan | 23430.30 | 1384.8 | 0.00 | - | 0 | 0 | 0 | |||
6 Jan | 23317.85 | 1384.8 | 0.00 | - | 0 | 0 | 0 | |||
3 Jan | 23735.70 | 1384.8 | 0.00 | - | 0 | 0 | 0 | |||
2 Jan | 24006.70 | 1384.8 | - | 0 | 0 | 0 |
For Nifty Financial Services - strike price 22350 expiring on 30JAN2025
Delta for 22350 CE is 0.68
Historical price for 22350 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 284.85, which was -139.2 lower than the previous day. The implied volatity was 15.01, the open interest changed by 112 which increased total open position to 387
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 420.6, which was -54.75 lower than the previous day. The implied volatity was 17.60, the open interest changed by -23 which decreased total open position to 277
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 475.35, which was 34.50 higher than the previous day. The implied volatity was 18.45, the open interest changed by 92 which increased total open position to 300
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 440.85, which was -279.10 lower than the previous day. The implied volatity was 19.65, the open interest changed by 24 which increased total open position to 208
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 719.95, which was 213.90 higher than the previous day. The implied volatity was 20.31, the open interest changed by -7 which decreased total open position to 184
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 506.05, which was -264.00 lower than the previous day. The implied volatity was 18.09, the open interest changed by -9 which decreased total open position to 192
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 770.05, which was 201.75 higher than the previous day. The implied volatity was 15.26, the open interest changed by -1 which decreased total open position to 201
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 568.3, which was -101.65 lower than the previous day. The implied volatity was 16.51, the open interest changed by 15 which increased total open position to 202
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 669.95, which was 231.90 higher than the previous day. The implied volatity was 17.97, the open interest changed by -15 which decreased total open position to 187
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 438.05, which was -208.95 lower than the previous day. The implied volatity was 18.57, the open interest changed by 178 which increased total open position to 224
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 647, which was -247.00 lower than the previous day. The implied volatity was 15.39, the open interest changed by 14 which increased total open position to 42
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 894, which was -490.80 lower than the previous day. The implied volatity was 14.87, the open interest changed by 28 which increased total open position to 28
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 1384.8, 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 1384.8, 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 1384.8, 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 1384.8, 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 1384.8, 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 22350 PE | |||||||
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Delta: -0.36
Vega: 10.77
Theta: -14.71
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 133.9 | 37.55 | 18.89 | 16,587 | -210 | 929 |
23 Jan | 22625.85 | 96.05 | -5.90 | 17.94 | 8,006 | 10 | 1,149 |
22 Jan | 22650.40 | 101.95 | -51.10 | 18.42 | 13,386 | 406 | 1,150 |
21 Jan | 22548.90 | 153.05 | 70.45 | 19.33 | 4,057 | 110 | 751 |
20 Jan | 22926.70 | 82.6 | -81.80 | 19.99 | 2,094 | 20 | 650 |
17 Jan | 22608.20 | 164.4 | 78.70 | 18.06 | 3,350 | -9 | 637 |
16 Jan | 22943.75 | 85.7 | -70.30 | 18.51 | 1,712 | -160 | 666 |
15 Jan | 22680.10 | 156 | 24.05 | 18.13 | 2,330 | 90 | 827 |
14 Jan | 22722.15 | 131.95 | -157.05 | 17.72 | 2,753 | 131 | 741 |
13 Jan | 22400.45 | 289 | 99.00 | 18.73 | 8,281 | 244 | 621 |
10 Jan | 22730.20 | 190 | 85.45 | 18.81 | 2,276 | 171 | 380 |
9 Jan | 23026.15 | 104.55 | 30.50 | 17.80 | 1,783 | 29 | 220 |
8 Jan | 23236.05 | 74.05 | 1.65 | 17.42 | 674 | 63 | 203 |
7 Jan | 23430.30 | 72.4 | -24.60 | 18.97 | 663 | 5 | 152 |
6 Jan | 23317.85 | 97 | 59.00 | 19.61 | 672 | 75 | 147 |
3 Jan | 23735.70 | 38 | 12.20 | 17.32 | 164 | 9 | 72 |
2 Jan | 24006.70 | 25.8 | 17.67 | 270 | 42 | 63 |
For Nifty Financial Services - strike price 22350 expiring on 30JAN2025
Delta for 22350 PE is -0.36
Historical price for 22350 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 133.9, which was 37.55 higher than the previous day. The implied volatity was 18.89, the open interest changed by -210 which decreased total open position to 929
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 96.05, which was -5.90 lower than the previous day. The implied volatity was 17.94, the open interest changed by 10 which increased total open position to 1149
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 101.95, which was -51.10 lower than the previous day. The implied volatity was 18.42, the open interest changed by 406 which increased total open position to 1150
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 153.05, which was 70.45 higher than the previous day. The implied volatity was 19.33, the open interest changed by 110 which increased total open position to 751
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 82.6, which was -81.80 lower than the previous day. The implied volatity was 19.99, the open interest changed by 20 which increased total open position to 650
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 164.4, which was 78.70 higher than the previous day. The implied volatity was 18.06, the open interest changed by -9 which decreased total open position to 637
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 85.7, which was -70.30 lower than the previous day. The implied volatity was 18.51, the open interest changed by -160 which decreased total open position to 666
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 156, which was 24.05 higher than the previous day. The implied volatity was 18.13, the open interest changed by 90 which increased total open position to 827
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 131.95, which was -157.05 lower than the previous day. The implied volatity was 17.72, the open interest changed by 131 which increased total open position to 741
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 289, which was 99.00 higher than the previous day. The implied volatity was 18.73, the open interest changed by 244 which increased total open position to 621
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 190, which was 85.45 higher than the previous day. The implied volatity was 18.81, the open interest changed by 171 which increased total open position to 380
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 104.55, which was 30.50 higher than the previous day. The implied volatity was 17.80, the open interest changed by 29 which increased total open position to 220
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 74.05, which was 1.65 higher than the previous day. The implied volatity was 17.42, the open interest changed by 63 which increased total open position to 203
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 72.4, which was -24.60 lower than the previous day. The implied volatity was 18.97, the open interest changed by 5 which increased total open position to 152
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 97, which was 59.00 higher than the previous day. The implied volatity was 19.61, the open interest changed by 75 which increased total open position to 147
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 38, which was 12.20 higher than the previous day. The implied volatity was 17.32, the open interest changed by 9 which increased total open position to 72
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 25.8, which was lower than the previous day. The implied volatity was 17.67, the open interest changed by 42 which increased total open position to 63