FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
17 Jan 2025 04:13 PM IST
| FINNIFTY 30JAN2025 22400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 15.67
Theta: -14.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Jan | 22608.20 | 465.55 | -265.05 | 17.58 | 604 | 78 | 661 | |||
| 16 Jan | 22943.75 | 730.6 | 197.60 | 15.50 | 239 | -37 | 589 | |||
| 15 Jan | 22680.10 | 533 | -109.95 | 16.44 | 651 | 67 | 628 | |||
| 14 Jan | 22722.15 | 642.95 | 230.95 | 18.49 | 1,832 | -163 | 558 | |||
| 13 Jan | 22400.45 | 412 | -205.00 | 18.64 | 5,822 | 680 | 731 | |||
| 10 Jan | 22730.20 | 617 | -257.00 | 15.90 | 30 | 20 | 51 | |||
| 9 Jan | 23026.15 | 874 | -20.00 | 16.39 | 39 | 26 | 30 | |||
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| 8 Jan | 23236.05 | 894 | -1655.75 | - | 4 | 0 | 0 | |||
| 7 Jan | 23430.30 | 2549.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Jan | 23317.85 | 2549.75 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Jan | 23735.70 | 2549.75 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Jan | 24006.70 | 2549.75 | - | 0 | 0 | 0 | ||||
For Nifty Financial Services - strike price 22400 expiring on 30JAN2025
Delta for 22400 CE is 0.66
Historical price for 22400 CE is as follows
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 465.55, which was -265.05 lower than the previous day. The implied volatity was 17.58, the open interest changed by 78 which increased total open position to 661
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 730.6, which was 197.60 higher than the previous day. The implied volatity was 15.50, the open interest changed by -37 which decreased total open position to 589
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 533, which was -109.95 lower than the previous day. The implied volatity was 16.44, the open interest changed by 67 which increased total open position to 628
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 642.95, which was 230.95 higher than the previous day. The implied volatity was 18.49, the open interest changed by -163 which decreased total open position to 558
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 412, which was -205.00 lower than the previous day. The implied volatity was 18.64, the open interest changed by 680 which increased total open position to 731
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 617, which was -257.00 lower than the previous day. The implied volatity was 15.90, the open interest changed by 20 which increased total open position to 51
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 874, which was -20.00 lower than the previous day. The implied volatity was 16.39, the open interest changed by 26 which increased total open position to 30
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 894, which was -1655.75 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 2549.75, 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 2549.75, 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 2549.75, 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 2549.75, 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 22400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 15.68
Theta: -8.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Jan | 22608.20 | 176.05 | 83.95 | 17.71 | 7,938 | -206 | 1,232 |
| 16 Jan | 22943.75 | 92.1 | -76.90 | 18.22 | 4,897 | -189 | 1,450 |
| 15 Jan | 22680.10 | 169 | 29.95 | 17.97 | 4,514 | 81 | 1,637 |
| 14 Jan | 22722.15 | 139.05 | -171.00 | 17.29 | 9,070 | 297 | 1,645 |
| 13 Jan | 22400.45 | 310.05 | 95.05 | 18.65 | 16,604 | 529 | 1,355 |
| 10 Jan | 22730.20 | 215 | 100.85 | 19.29 | 3,968 | 146 | 828 |
| 9 Jan | 23026.15 | 114.15 | 36.60 | 17.75 | 2,354 | 259 | 684 |
| 8 Jan | 23236.05 | 77.55 | -2.45 | 17.09 | 1,306 | -54 | 426 |
| 7 Jan | 23430.30 | 80 | -32.90 | 19.01 | 561 | -108 | 476 |
| 6 Jan | 23317.85 | 112.9 | 67.30 | 20.10 | 2,301 | -130 | 591 |
| 3 Jan | 23735.70 | 45.6 | 6.00 | 17.66 | 1,081 | 432 | 717 |
| 2 Jan | 24006.70 | 39.6 | 19.02 | 796 | 246 | 283 | |
For Nifty Financial Services - strike price 22400 expiring on 30JAN2025
Delta for 22400 PE is -0.34
Historical price for 22400 PE is as follows
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 176.05, which was 83.95 higher than the previous day. The implied volatity was 17.71, the open interest changed by -206 which decreased total open position to 1232
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 92.1, which was -76.90 lower than the previous day. The implied volatity was 18.22, the open interest changed by -189 which decreased total open position to 1450
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 169, which was 29.95 higher than the previous day. The implied volatity was 17.97, the open interest changed by 81 which increased total open position to 1637
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 139.05, which was -171.00 lower than the previous day. The implied volatity was 17.29, the open interest changed by 297 which increased total open position to 1645
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 310.05, which was 95.05 higher than the previous day. The implied volatity was 18.65, the open interest changed by 529 which increased total open position to 1355
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 215, which was 100.85 higher than the previous day. The implied volatity was 19.29, the open interest changed by 146 which increased total open position to 828
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 114.15, which was 36.60 higher than the previous day. The implied volatity was 17.75, the open interest changed by 259 which increased total open position to 684
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 77.55, which was -2.45 lower than the previous day. The implied volatity was 17.09, the open interest changed by -54 which decreased total open position to 426
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 80, which was -32.90 lower than the previous day. The implied volatity was 19.01, the open interest changed by -108 which decreased total open position to 476
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 112.9, which was 67.30 higher than the previous day. The implied volatity was 20.10, the open interest changed by -130 which decreased total open position to 591
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 45.6, which was 6.00 higher than the previous day. The implied volatity was 17.66, the open interest changed by 432 which increased total open position to 717
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 39.6, which was lower than the previous day. The implied volatity was 19.02, the open interest changed by 246 which increased total open position to 283
